@Preamble{
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@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-J-ECONOMETRICS = "Journal of Econometrics"}
@Article{Xie:1988:SWC,
author = "Wen Zhi Xie",
title = "A simple way of computing the inverse moments of a
non-central chi-square random variable",
journal = j-J-ECONOMETRICS,
volume = "37",
number = "3",
pages = "389--393",
month = mar,
year = "1988",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(88)90013-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Xie:2011:CSW}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407688900139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Villasenor:1989:ELC,
author = "Jos{\'e} A. Villase{\~n}or and Barry C. Arnold",
title = "Elliptical {Lorenz} curves",
journal = j-J-ECONOMETRICS,
volume = "40",
number = "2",
pages = "327--338",
month = feb,
year = "1989",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(89)90089-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Krause:2013:CEL}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407689900894",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:1991:CML,
author = "Robert F. Phillips",
title = "A constrained maximum-likelihood approach to
estimating switching regressions",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "241--262",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90040-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See note \cite{Xu:2010:NPC}.",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190040K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:1996:BRR,
author = "John Geweke",
title = "{Bayesian} reduced rank regression in econometrics",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "121--146",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01773-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Karlsson:2017:CBR}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017739",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2006:MTC,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Modified tests for a change in persistence",
journal = j-J-ECONOMETRICS,
volume = "134",
number = "2",
pages = "441--469",
month = oct,
year = "2006",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2005.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Harvey:2012:CMT}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407605001521",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kruiniger:2008:MLE,
author = "Hugo Kruiniger",
title = "Maximum likelihood estimation and inference methods
for the covariance stationary panel {$ {\rm AR}(1)
$}\slash unit root model",
journal = j-J-ECONOMETRICS,
volume = "144",
number = "2",
pages = "447--464",
month = jun,
year = "2008",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2008.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Kruiniger:2014:CML}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407608000390",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DHaultfoeuille:2010:NIM,
author = "Xavier D'Haultf{\oe}uille",
title = "A new instrumental method for dealing with endogenous
selection",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "1--15",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001468",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amengual:2010:CMV,
author = "Dante Amengual and Enrique Sentana",
title = "A comparison of mean-variance efficiency tests",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "16--34",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900147X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2010:NPC,
author = "Jianjun Xu and Xianming Tan and Runchu Zhang",
title = "A note on {Phillips} (1991): {``A constrained maximum
likelihood approach to estimating switching
regressions''}",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "35--41",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Phillips:1991:CML}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001481",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:2010:SLR,
author = "Jean-Marie Dufour and Abderrahim Taamouti",
title = "Short and long run causality measures: Theory and
inference",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "42--58",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Comte:2010:AED,
author = "F. Comte and C. Lacour and Y. Rozenholc",
title = "Adaptive estimation of the dynamics of a discrete time
stochastic volatility model",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "59--73",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900150X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2010:TSC,
author = "Kyungchul Song",
title = "Testing semiparametric conditional moment restrictions
using conditional martingale transforms",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "74--84",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001511",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fruhwirth-Schnatter:2010:SMS,
author = "Sylvia Fr{\"u}hwirth-Schnatter and Helga Wagner",
title = "Stochastic model specification search for {Gaussian}
and partial non-{Gaussian} state space models",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "85--100",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001614",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00240-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002401",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PJa,
author = "Anonymous",
title = "Pages 1--100 ({January 2010})",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "??--??",
month = jan,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kan:2010:DSA,
author = "Raymond Kan and Xiaolu Wang",
title = "On the distribution of the sample autocorrelation
coefficients",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "101--121",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001638",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2010:THS,
author = "Badi H. Baltagi and Byoung Cheol Jung and Seuck Heun
Song",
title = "Testing for heteroskedasticity and serial correlation
in a random effects panel data model",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "122--124",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900164X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2010:ASF,
author = "Viktor Todorov and George Tauchen",
title = "Activity signature functions for high-frequency data
analysis",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "125--138",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001651",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magnus:2010:CTM,
author = "Jan R. Magnus and Owen Powell and Patricia
Pr{\"u}fer",
title = "A comparison of two model averaging techniques with an
application to growth empirics",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "139--153",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:2010:ECT,
author = "Roger Klein and Francis Vella",
title = "Estimating a class of triangular simultaneous
equations models without exclusion restrictions",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "154--164",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001675",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2010:ESA,
author = "Lung-fei Lee and Jihai Yu",
title = "Estimation of spatial autoregressive panel data models
with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "165--185",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900178X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2010:IBT,
author = "Oliver Linton and Kyungchul Song and Yoon-Jae Whang",
title = "An improved bootstrap test of stochastic dominance",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "186--202",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(09)00249-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002498",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PF,
author = "Anonymous",
title = "Pages 101--202 ({February 2010})",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "2",
pages = "??--??",
month = feb,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Trapani:2010:MVM,
author = "Lorenzo Trapani and Giovanni Urga",
title = "Micro versus macro cointegration in heterogeneous
panels",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "1--18",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001626",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2010:TRB,
author = "Siddhartha Chib and Srikanth Ramamurthy",
title = "Tailored randomized block {MCMC} methods with
application to {DSGE} models",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "19--38",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:ETM,
author = "Jiawei Chen and Matthew Shum",
title = "Estimating a tournament model of intra-firm wage
differentials",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "39--55",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001912",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rothe:2010:NED,
author = "Christoph Rothe",
title = "Nonparametric estimation of distributional policy
effects",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "56--70",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001924",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2010:DEN,
author = "Zhibiao Zhao",
title = "Density estimation for nonlinear parametric models
with conditional heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "71--82",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miller:2010:NNT,
author = "J. Isaac Miller and Joon Y. Park",
title = "Nonlinearity, nonstationarity, and thick tails: How
they interact to generate persistence in memory",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "83--89",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:IMS,
author = "Songnian Chen",
title = "An integrated maximum score estimator for a
generalized censored quantile regression model",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "90--98",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002322",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00017-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000175",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PM,
author = "Anonymous",
title = "Pages 1--98 ({March 2010})",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "1",
pages = "??--??",
month = mar,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:2010:HTE,
author = "Tobias J. Klein",
title = "Heterogeneous treatment effects: Instrumental
variables without monotonicity?",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "99--116",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900219X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liesenfeld:2010:DIM,
author = "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard",
title = "The dynamic invariant multinomial probit model:
Identification, pretesting and estimation",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "117--127",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002346",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2010:DFT,
author = "Miguel A. Delgado and Carlos Velasco",
title = "Distribution-free tests for time series models
specification",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "128--137",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002358",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cattaneo:2010:ESE,
author = "Matias D. Cattaneo",
title = "Efficient semiparametric estimation of multi-valued
treatment effects under ignorability",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "138--154",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900236X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:NTD,
author = "Xiaohong Chen and Lars Peter Hansen and Marine
Carrasco",
title = "Nonlinearity and temporal dependence",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "155--169",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002371",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nielsen:2010:NCA,
author = "Morten {\O}rregaard Nielsen",
title = "Nonparametric cointegration analysis of fractional
systems with unknown integration orders",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "170--187",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002383",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Weissbach:2010:LRT,
author = "Rafael Wei{\ss}bach and Ronja Walter",
title = "A likelihood ratio test for stationarity of rating
transitions",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "188--194",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002693",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00032-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000321",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PAa,
author = "Anonymous",
title = "Pages 99--194 ({April 2010})",
journal = j-J-ECONOMETRICS,
volume = "155",
number = "2",
pages = "??--??",
month = apr,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gilleskie:2010:SMO,
author = "Donna B. Gilleskie and Ahmed Khwaja",
title = "Structural models of optimization behavior in labor,
aging and health",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "1--2",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001936",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2010:SVA,
author = "Michael P. Keane",
title = "Structural vs. atheoretic approaches to econometrics",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "3--20",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See comments \cite{Rust:2010:CSV,Blundell:2010:CMP}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rust:2010:CSV,
author = "John Rust",
title = "Comments on: {``Structural vs. atheoretic approaches
to econometrics'' by Michael Keane}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "21--24",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Keane:2010:SVA}.",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900195X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:2010:CMP,
author = "Richard Blundell",
title = "Comments on: {Michael P. Keane `Structural vs.
atheoretic approaches to econometrics'}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "25--26",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Keane:2010:SVA}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001961",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2010:CIS,
author = "James J. Heckman and Sergio Urz{\'u}a",
title = "Comparing {IV} with structural models: What simple
{IV} can and cannot identify",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "27--37",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001973",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguirregabiria:2010:DDC,
author = "Victor Aguirregabiria and Pedro Mira",
title = "Dynamic discrete choice structural models: a survey",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "38--67",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001985",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2010:AWE,
author = "Donghoon Lee and Kenneth I. Wolpin",
title = "Accounting for wage and employment changes in the {US}
from 1968--2000: a dynamic model of labor market
equilibrium",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "68--85",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cohen-Goldner:2010:ERT,
author = "Sarit Cohen-Goldner and Zvi Eckstein",
title = "Estimating the return to training and occupational
experience: The case of female immigrants",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "86--105",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bound:2010:HER,
author = "John Bound and Todd Stinebrickner and Timothy
Waidmann",
title = "Health, economic resources and the work decisions of
older men",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "106--129",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khwaja:2010:EWP,
author = "Ahmed Khwaja",
title = "Estimating willingness to pay for {Medicare} using a
dynamic life-cycle model of demand for health
insurance",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "130--147",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gilleskie:2010:WAD,
author = "Donna Gilleskie",
title = "Work absences and doctor visits during an illness
episode: The differential role of preferences,
production, and policies among men and women",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "148--163",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bernal:2010:QSE,
author = "Raquel Bernal and Michael P. Keane",
title = "Quasi-structural estimation of a model of childcare
choices and child cognitive ability production",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "164--189",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Flabbi:2010:PGD,
author = "Luca Flabbi",
title = "Prejudice and gender differentials in the {US} labor
market in the last twenty years",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "190--200",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:2010:ECR,
author = "Tom Ahn and Peter Arcidiacono and Alvin Murphy and
Omari Swinton",
title = "Explaining cross-racial differences in teenage labor
force participation: Results from a two-sided matching
model",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "201--211",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2010:MEM,
author = "Haiyong Liu and Thomas A. Mroz and Wilbert van der
Klaauw",
title = "Maternal employment, migration, and child
development",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "212--228",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002176",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kennan:2010:WWB,
author = "John Kennan and James R. Walker",
title = "Wages, welfare benefits and migration",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "229--238",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.09.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002188",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00087-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000874",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2010:PML,
author = "Dennis Kristensen",
title = "Pseudo-maximum likelihood estimation in two classes of
semiparametric diffusion models",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "239--259",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900270X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zamarro:2010:AHR,
author = "Gema Zamarro",
title = "Accounting for heterogeneous returns in sequential
schooling decisions",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "260--276",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002711",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2010:LSM,
author = "Alan T. K. Wan and Xinyu Zhang and Guohua Zou",
title = "Least squares model averaging by {Mallows} criterion",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "277--283",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002838",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canay:2010:SSW,
author = "Ivan A. Canay",
title = "Simultaneous selection and weighting of moments in
{GMM} using a trapezoidal kernel",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "284--303",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002899",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leeper:2010:DFF,
author = "Eric M. Leeper and Michael Plante and Nora Traum",
title = "Dynamics of fiscal financing in the {United States}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "304--321",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002905",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:2010:ACS,
author = "Siddhartha Chib and Edward Greenberg",
title = "Additive cubic spline regression with {Dirichlet}
process mixture errors",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "322--336",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guggenberger:2010:IHP,
author = "Patrik Guggenberger",
title = "The impact of a {Hausman} pretest on the size of a
hypothesis test: The panel data case",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "337--343",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002929",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fattore:2010:APG,
author = "Marco Fattore",
title = "Axiomatic properties of geo-logarithmic price
indices",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "344--353",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002930",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2010:ESE,
author = "Ximing Wu",
title = "Exponential Series Estimator of multivariate
densities",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "354--366",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002942",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liesenfeld:2010:EEP,
author = "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard",
title = "Efficient estimation of probit models with correlated
errors",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "367--376",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002954",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2010:TSI,
author = "Juan Carlos Escanciano and Kyungchul Song",
title = "Testing single-index restrictions with a focus on
average derivatives",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "377--391",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002966",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacho-Chavez:2010:INE,
author = "David Jacho-Ch{\'a}vez and Arthur Lewbel and Oliver
Linton",
title = "Identification and nonparametric estimation of a
transformed additively separable model",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "392--407",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002978",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canay:2010:IPI,
author = "Ivan A. Canay",
title = "{EL} inference for partially identified models: Large
deviations optimality and bootstrap validity",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "408--425",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900298X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00100-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PJb,
author = "Anonymous",
title = "Pages 239--426 ({June 2010})",
journal = j-J-ECONOMETRICS,
volume = "156",
number = "2",
pages = "??--??",
month = jun,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:AJE,
author = "Songnian Chen and Qi Li",
title = "Annals Journal of Econometrics: Nonlinear and
Nonparametric Methods in Econometrics",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "3--5",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002760",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2010:EES,
author = "P. M. Robinson",
title = "Efficient estimation of the semiparametric spatial
autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "6--17",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900284X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2010:PQM,
author = "Liangjun Su and Sainan Jin",
title = "Profile quasi-maximum likelihood estimation of
partially linear spatial autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "18--33",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002863",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2010:GES,
author = "Xu Lin and Lung-fei Lee",
title = "{GMM} estimation of spatial autoregressive models with
unknown heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "34--52",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002887",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kelejian:2010:SES,
author = "Harry H. Kelejian and Ingmar R. Prucha",
title = "Specification and estimation of spatial autoregressive
models with autoregressive and heteroskedastic
disturbances",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "53--67",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002784",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2010:IID,
author = "Christian Gouri{\'e}roux and Peter C. B. Phillips and
Jun Yu",
title = "Indirect inference for dynamic panel models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "68--77",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002772",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2010:CBM,
author = "Jushan Bai",
title = "Common breaks in means and variances for panel data",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "78--92",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002735",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2010:ARC,
author = "Chunrong Ai and Li Gan",
title = "An alternative root-$n$ consistent estimator for panel
data binary choice models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "93--100",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002723",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2010:GNI,
author = "Shaoping Wang and Peng Wang and Jisheng Yang and Zinai
Li",
title = "A generalized nonlinear {IV} unit root test for panel
data with cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "101--109",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002875",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lieli:2010:CEC,
author = "Robert P. Lieli and Halbert White",
title = "The construction of empirical credit scoring rules
based on maximization principles",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "110--119",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002814",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2010:IIS,
author = "Tong Li",
title = "Indirect inference in structural econometric models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "120--128",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002802",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:EMS,
author = "Xiaohong Chen and Yanqin Fan and Demian Pouzo and
Zhiliang Ying",
title = "Estimation and model selection of semiparametric
multivariate survival functions under general
censorship",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "129--142",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002747",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:SNE,
author = "Songnian Chen and Yahong Zhou",
title = "Semiparametric and nonparametric estimation of sample
selection models under symmetry",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "143--150",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002759",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2010:NTF,
author = "Jun M. Liu and Rong Chen and Qiwei Yao",
title = "Nonparametric transfer function models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "151--164",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002826",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2010:SCR,
author = "Joon Y. Park and Kwanho Shin and Yoon-Jae Whang",
title = "A semiparametric cointegrating regression:
Investigating the effects of age distributions on
consumption and saving",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "165--178",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002851",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2010:NSE,
author = "Dong Li and Qi Li",
title = "Nonparametric/semiparametric estimation and testing of
econometric models with data dependent smoothing
parameters",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "179--190",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002796",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00116-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001168",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2010:AOL,
author = "T. W. Anderson and Naoto Kunitomo and Yukitoshi
Matsushita",
title = "On the asymptotic optimality of the {LIML} estimator
with possibly many instruments",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "191--204",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002991",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2010:EMT,
author = "Hui Jin and Dale W. Jorgenson",
title = "Econometric modeling of technical change",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "205--219",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003005",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2010:JBN,
author = "Viktor Todorov and Tim Bollerslev",
title = "Jumps and betas: a new framework for disentangling and
estimating systematic risks",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "220--235",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003017",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mikusheva:2010:RCS,
author = "Anna Mikusheva",
title = "Robust confidence sets in the presence of weak
instruments",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "236--247",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003029",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Otsu:2010:BEE,
author = "Taisuke Otsu",
title = "On {Bahadur} efficiency of empirical likelihood",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "248--256",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609003030",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:NEC,
author = "Song X. Chen and Aurore Delaigle and Peter Hall",
title = "Nonparametric estimation for a class of {L{\'e}vy}
processes",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "257--271",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000023",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Komunjer:2010:EED,
author = "Ivana Komunjer and Quang Vuong",
title = "Efficient estimation in dynamic conditional quantile
models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "272--285",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2010:EFE,
author = "Hung-Jen Wang and Chia-Wen Ho",
title = "Estimating fixed-effect panel stochastic frontier
models by model transformation",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "286--296",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000047",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2010:GAS,
author = "Dongming Zhu and John W. Galbraith",
title = "A generalized asymmetric {Student}-$t$ distribution
with application to financial econometrics",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "297--305",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000266",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jensen:2010:BSS,
author = "Mark J. Jensen and John M. Maheu",
title = "{Bayesian} semiparametric stochastic volatility
modeling",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "306--316",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000278",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bolduc:2010:IRC,
author = "Denis Bolduc and Lynda Khalaf and Cl{\'e}ment
Y{\'e}lou",
title = "Identification robust confidence set methods for
inference on parameter ratios with application to
discrete choice models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "317--327",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000028X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{An:2010:EFP,
author = "Yonghong An and Yingyao Hu and Matthew Shum",
title = "Estimating first-price auctions with an unknown number
of bidders: a misclassification approach",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "328--341",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000308",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2010:RMD,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Robust methods for detecting multiple level breaks in
autocorrelated time series",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "342--358",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000424",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2010:LEF,
author = "T. W. Anderson",
title = "The {LIML} estimator has finite moments!",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "359--361",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000801",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2010:NLS,
author = "Peter Hall and Adonis Yatchew",
title = "Nonparametric least squares estimation in derivative
families",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "362--374",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000813",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Semykina:2010:EPD,
author = "Anastasia Semykina and Jeffrey M. Wooldridge",
title = "Estimating panel data models in the presence of
endogeneity and selection",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "375--380",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000825",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Macaro:2010:BNP,
author = "Christian Macaro",
title = "{Bayesian} non-parametric signal extraction for
{Gaussian} time series",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "381--395",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000849",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamarche:2010:RPQ,
author = "Carlos Lamarche",
title = "Robust penalized quantile regression estimation for
panel data",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "396--408",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000850",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2010:SES,
author = "Andres Aradillas-Lopez",
title = "Semiparametric estimation of a simultaneous game with
incomplete information",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "409--431",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.043",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000953",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2010:SME,
author = "Stefan Hoderlein and Joachim Winter",
title = "Structural measurement errors in nonseparable models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "432--440",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.044",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000965",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conrad:2010:NNC,
author = "Christian Conrad",
title = "Non-negativity conditions for the hyperbolic {GARCH}
model",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "441--457",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.045",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000977",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cho:2010:TUH,
author = "Jin Seo Cho and Halbert White",
title = "Testing for unobserved heterogeneity in exponential
and {Weibull} duration models",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "458--480",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.046",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000989",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lengwiler:2010:IFY,
author = "Yvan Lengwiler and Carlos Lenz",
title = "Intelligible factors for the yield curve",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "481--491",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001077",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hualde:2010:SIM,
author = "J. Hualde and P. M. Robinson",
title = "Semiparametric inference in multivariate fractionally
cointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "492--511",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001089",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00132-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001326",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PAb,
author = "Anonymous",
title = "Pages 191--512 ({August 2010})",
journal = j-J-ECONOMETRICS,
volume = "157",
number = "2",
pages = "??--??",
month = aug,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2010:TYC,
author = "H. Peter Boswijk and Philip Hans Franses and Dick van
Dijk",
title = "Twenty years of cointegration",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "1--2",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000436",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2010:STD,
author = "Clive W. J. Granger",
title = "Some thoughts on the development of cointegration",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "3--6",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000448",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2010:TCI,
author = "Giuseppe Cavaliere and Anders Rahbek and A. M. Robert
Taylor",
title = "Testing for co-integration in vector autoregressions
with non-stationary volatility",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "7--24",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000045X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2010:FEC,
author = "Jennifer L. Castle and Nicholas W. P. Fawcett and
David F. Hendry",
title = "Forecasting with equilibrium-correction models during
structural breaks",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "25--36",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Georgiev:2010:MBA,
author = "Iliyan Georgiev",
title = "Model-based asymptotic inference on the effect of
infrequent large shocks on cointegrated variables",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "37--50",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000473",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2010:LIN,
author = "S{\o}ren Johansen and Morten {\O}rregaard Nielsen",
title = "Likelihood inference for a nonstationary fractional
autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "51--66",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000485",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lasak:2010:LBT,
author = "Katarzyna Lasak",
title = "Likelihood based testing for no fractional
cointegration",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "67--77",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000503",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2010:LBI,
author = "Dennis Kristensen and Anders Rahbek",
title = "Likelihood-based inference for cointegration with
nonlinear error-correction",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "78--94",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000527",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Figuerola-Ferretti:2010:MMP,
author = "Isabel Figuerola-Ferretti and Jes{\'u}s Gonzalo",
title = "Modelling and measuring price discovery in commodity
markets",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "95--107",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000552",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacobs:2010:CLR,
author = "Jan P. A. M. Jacobs and Kenneth F. Wallis",
title = "Cointegration, long-run structural modelling and weak
exogeneity: Two models of the {UK} economy",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "108--116",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000059X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2010:THM,
author = "S{\o}ren Johansen and Katarina Juselius and Roman
Frydman and Michael Goldberg",
title = "Testing hypotheses in an {$ {\rm I}(2) $} model with
piecewise linear trends. {An} analysis of the
persistent long swings in the {Dmk}\slash \$ rate",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "117--129",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000606",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fanelli:2010:SAC,
author = "Luca Fanelli and Paolo Paruolo",
title = "Speed of adjustment in cointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "130--141",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000062X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2010:AEA,
author = "Bruce E. Hansen",
title = "Averaging estimators for autoregressions with a near
unit root",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "142--155",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000643",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2010:CHP,
author = "H. Peter Boswijk and Philip Hans Franses and Dick van
Dijk",
title = "Cointegration in a historical perspective",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "156--159",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000679",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Holly:2010:STM,
author = "Sean Holly and M. Hashem Pesaran and Takashi
Yamagata",
title = "A spatio-temporal model of house prices in the {USA}",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "160--173",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000837",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00149-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001491",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Durlauf:2010:EI,
author = "Steven Durlauf and Aris Spanos",
title = "Editorial introduction",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "175--176",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2010:TCR,
author = "James J. Heckman and Daniel Schmierer and Sergio
Urzua",
title = "Testing the correlated random coefficient model",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "177--203",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000084",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Spanos:2010:ATC,
author = "Aris Spanos",
title = "{Akaike}-type criteria and the reliability of
inference: Model selection versus statistical model
specification",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "204--220",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000014X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasparis:2010:BTC,
author = "Ioannis Kasparis",
title = "The Bierens test for certain nonstationary models",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "221--230",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000114",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2010:LDP,
author = "Jennifer L. Castle and David F. Hendry",
title = "A low-dimension portmanteau test for non-linearity",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "231--245",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000096",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreou:2010:RMM,
author = "Elena Andreou and Eric Ghysels and Andros Kourtellos",
title = "Regression models with mixed sampling frequencies",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "246--261",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000072",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2010:SIP,
author = "S{\o}ren Johansen",
title = "Some identification problems in the cointegrated
vector autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "262--273",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000102",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2010:SLM,
author = "Peter C. B. Phillips and Tassos Magdalinos and Liudas
Giraitis",
title = "Smoothing local-to-moderate unit root theory",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "274--279",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000126",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2010:BD,
author = "Peter C. B. Phillips",
title = "Bootstrapping {$ I(1) $} data",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "280--284",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000138",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2010:ASH,
author = "Donald W. K. Andrews and Patrik Guggenberger",
title = "Applications of subsampling, hybrid, and
size-correction methods",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "285--305",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000059",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Durlauf:2010:UAC,
author = "Steven N. Durlauf and Salvador Navarro and David A.
Rivers",
title = "Understanding aggregate crime regressions",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "306--317",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000060",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "158",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00162-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001624",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nicoletti:2010:MSD,
author = "Cheti Nicoletti and Concetta Rondinelli",
title = "The (mis)specification of discrete duration models
with unobserved heterogeneity: a {Monte Carlo} study",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "1--13",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001090",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blazsek:2010:KSU,
author = "Szabolcs Blazsek and Alvaro Escribano",
title = "Knowledge spillovers in {US} patents: a dynamic patent
intensity model with secret common innovation factors",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "14--32",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001107",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2010:DMC,
author = "Arnold Zellner and Tomohiro Ando",
title = "A direct {Monte Carlo} approach for {Bayesian}
analysis of the seemingly unrelated regression model",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "33--45",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001119",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2010:CNT,
author = "Sung Jae Jun and Joris Pinkse and Yuanyuan Wan",
title = "A consistent nonparametric test of affiliation in
auction models",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "46--54",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001120",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hafner:2010:EEM,
author = "Christian M. Hafner and Oliver Linton",
title = "Efficient estimation of a multivariate multiplicative
volatility model",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "55--73",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001132",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2010:RQB,
author = "Kim Christensen and Roel Oomen and Mark Podolskij",
title = "Realised quantile-based estimation of the integrated
variance",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "74--98",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001144",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2010:GES,
author = "Xiaodong Liu and Lung-fei Lee",
title = "{GMM} estimation of social interaction models with
centrality",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "99--115",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001259",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2010:PAE,
author = "Kim Christensen and Silja Kinnebrock and Mark
Podolskij",
title = "Pre-averaging estimators of the ex-post covariance
matrix in noisy diffusion models with non-synchronous
data",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "116--133",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001260",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2010:FAP,
author = "Gary Koop and Simon Potter",
title = "A flexible approach to parametric inference in
nonlinear and time varying time series models",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "134--150",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001272",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2010:IMI,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "Inconsistency of the {MLE} and inference based on
weighted {LS} for {LARCH} models",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "151--165",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001284",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bikbov:2010:NAM,
author = "Ruslan Bikbov and Mikhail Chernov",
title = "No-arbitrage macroeconomic determinants of the yield
curve",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "166--182",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001296",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhou:2010:WAC,
author = "Yong Zhou and Alan T. K. Wan and Shangyu Xie and
Xiaojing Wang",
title = "Wavelet analysis of change-points in a non-parametric
regression with heteroscedastic variance",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "183--201",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001405",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hayakawa:2010:EDF,
author = "Kazuhiko Hayakawa",
title = "The effects of dynamic feedbacks on {LS} and {MM}
estimator accuracy in panel data models: Some
additional results",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "202--208",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001417",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2010:STP,
author = "Juan Carlos Escanciano and Carlos Velasco",
title = "Specification tests of parametric dynamic conditional
quantiles",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "209--221",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001429",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2010:RCE,
author = "Songnian Chen",
title = "Root-{$N$}-consistent estimation of fixed-effect panel
data transformation models with censoring",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "222--234",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001430",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiu:2010:QML,
author = "Dacheng Xiu",
title = "Quasi-maximum likelihood estimation of volatility with
high frequency data",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "235--250",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001454",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00174-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001740",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PNa,
author = "Anonymous",
title = "Pages 1--250 ({November 2010})",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "1",
pages = "??--??",
month = nov,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PNb,
author = "Anonymous",
title = "{Publisher}'s note",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "251--251",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.001",
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bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001442",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ichimura:2010:CAD,
author = "Hidehiko Ichimura and Sokbae Lee",
title = "Characterization of the asymptotic distribution of
semiparametric {$M$}-estimators",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "252--266",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Ichimura:2018:CCA}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001302",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiburis:2010:SBT,
author = "Richard C. Chiburis",
title = "Semiparametric bounds on treatment effects",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "267--275",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001582",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corsi:2010:TBV,
author = "Fulvio Corsi and Davide Pirino and Roberto Ren{\`o}",
title = "Threshold bipower variation and the impact of jumps on
volatility forecasting",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "276--288",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001600",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frahm:2010:DEM,
author = "Gabriel Frahm and Christoph Memmel",
title = "Dominating estimators for minimum-variance
portfolios",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "289--302",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001594",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2010:EGE,
author = "Xiaodong Liu and Lung-fei Lee and Christopher R.
Bollinger",
title = "An efficient {GMM} estimator of spatial autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "303--319",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001715",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2010:PDT,
author = "Guohua Feng and Apostolos Serletis",
title = "A primal Divisia technical change index based on the
output distance function",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "320--330",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001867",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00195-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001958",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2010:PD,
author = "Anonymous",
title = "Pages 251--330 ({December 2010})",
journal = j-J-ECONOMETRICS,
volume = "159",
number = "2",
pages = "??--??",
month = dec,
year = "2010",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meddahi:2011:RV,
author = "Nour Meddahi and Per Mykland and Neil Shephard",
title = "Realized Volatility",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "1--1",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001570",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Large:2011:EQV,
author = "Jeremy Large",
title = "Estimating quadratic variation when quoted prices
change by a constant increment",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "2--11",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000497",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2011:EAJ,
author = "Viktor Todorov",
title = "Econometric analysis of jump-driven stochastic
volatility models",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "12--21",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000515",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Garcia:2011:EOR,
author = "Ren{\'e} Garcia and Marc-Andr{\'e} Lewis and Sergio
Pastorello and {\'E}ric Renault",
title = "Estimation of objective and risk-neutral distributions
based on moments of integrated volatility",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "22--32",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000539",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2011:ECE,
author = "Lan Zhang",
title = "Estimating covariation: Epps effect, microstructure
noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "33--47",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000540",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Busch:2011:RIV,
author = "Thomas Busch and Bent Jesper Christensen and Morten
{\O}rregaard Nielsen",
title = "The role of implied volatility in forecasting future
realized volatility and jumps in foreign exchange,
stock, and bond markets",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "48--57",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000564",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffin:2011:CMP,
author = "Jim E. Griffin and Roel C. A. Oomen",
title = "Covariance measurement in the presence of
non-synchronous trading and market microstructure
noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "58--68",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000576",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maheu:2011:DHF,
author = "John M. Maheu and Thomas H. McCurdy",
title = "Do high-frequency measures of volatility improve
forecasts of return distributions?",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "69--76",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000588",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mancini:2011:TEM,
author = "Cecilia Mancini and Roberto Ren{\`o}",
title = "Threshold estimation of {Markov} models with jumps and
interest rate modeling",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "77--92",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000618",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauer:2011:FMR,
author = "Gregory H. Bauer and Keith Vorkink",
title = "Forecasting multivariate realized stock market
volatility",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "93--101",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000631",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tauchen:2011:RJF,
author = "George Tauchen and Hao Zhou",
title = "Realized jumps on financial markets and predicting
credit spreads",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "102--118",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000655",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fleming:2011:HFR,
author = "Jeff Fleming and Bradley S. Paye",
title = "High-frequency returns, jumps and the mixture of
normals hypothesis",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "119--128",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000667",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2011:BCT,
author = "S{\'\i}lvia Gon{\c{c}}alves and Nour Meddahi",
title = "{Box--Cox} transforms for realized volatility",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "129--144",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000680",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2011:MMN,
author = "Federico M. Bandi and Jeffrey R. Russell",
title = "Market microstructure noise, integrated variance
estimators, and the accuracy of asymptotic
approximations",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "145--159",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000692",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2011:UHF,
author = "Yacine A{\"\i}t-Sahalia and Per A. Mykland and Lan
Zhang",
title = "Ultra high frequency volatility estimation with
dependent microstructure noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "160--175",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000709",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2011:RFF,
author = "Torben G. Andersen and Tim Bollerslev and Xin Huang",
title = "A reduced form framework for modeling volatility of
speculative prices based on realized variation
measures",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "176--189",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000710",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2011:EER,
author = "Lan Zhang and Per A. Mykland and Yacine
A{\"\i}t-Sahalia",
title = "{Edgeworth} expansions for realized volatility and
related estimators",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "190--203",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000722",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barndorff-Nielsen:2011:SRK,
author = "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and
Asger Lunde and Neil Shephard",
title = "Subsampling realised kernels",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "204--219",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000734",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2011:RVF,
author = "Torben G. Andersen and Tim Bollerslev and Nour
Meddahi",
title = "Realized volatility forecasting and market
microstructure noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "220--234",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000746",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2011:DEV,
author = "Tim Bollerslev and Michael Gibson and Hao Zhou",
title = "Dynamic estimation of volatility risk premia and
investor risk aversion from option-implied and realized
volatilities",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "235--245",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000758",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Patton:2011:VFC,
author = "Andrew J. Patton",
title = "Volatility forecast comparison using imperfect
volatility proxies",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "246--256",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000076X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2011:VFM,
author = "Eric Ghysels and Arthur Sinko",
title = "Volatility forecasting and microstructure noise",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "257--271",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000771",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Renault:2011:CER,
author = "Eric Renault and Bas J. M. Werker",
title = "Causality effects in return volatility measures with
random times",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "272--279",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000783",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2011:VDJ,
author = "Liuren Wu",
title = "Variance dynamics: Joint evidence from options and
high-frequency returns",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "280--287",
month = jan,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.03.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610000795",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "1",
pages = "ifc--ifc",
month = jan,
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DOI = "https://doi.org/10.1016/S0304-4076(10)00217-4",
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@Article{Anonymous:2011:M,
author = "Anonymous",
title = "In Memorium",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "iv--v",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(10)00242-3",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2011:HTW,
author = "Jinyong Hahn and John C. Ham and Hyungsik Roger Moon",
title = "The {Hausman} test and weak instruments",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "289--299",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.009",
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bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001892",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Montes-Rojas:2011:RTH,
author = "Gabriel Montes-Rojas and Walter Sosa-Escudero",
title = "Robust tests for heteroskedasticity in the one-way
error components model",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "300--310",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001909",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dueker:2011:MCT,
author = "Michael J. Dueker and Zacharias Psaradakis and Martin
Sola and Fabio Spagnolo",
title = "Multivariate contemporaneous-threshold autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "311--325",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001910",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2011:PNS,
author = "G. Kapetanios and M. Hashem Pesaran and T. Yamagata",
title = "Panels with non-stationary multifactor error
structures",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "326--348",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002022",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2011:SHA,
author = "Min Seong Kim and Yixiao Sun",
title = "Spatial heteroskedasticity and autocorrelation
consistent estimation of covariance matrix",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "349--371",
month = feb,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002034",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2011",
CODEN = "JECMB6",
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fjournal = "Journal of Econometrics",
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@Article{Anonymous:2011:PF,
author = "Anonymous",
title = "Pages 289--372 ({February 2011})",
journal = j-J-ECONOMETRICS,
volume = "160",
number = "2",
pages = "??--??",
month = feb,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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@Article{Barnett:2011:IMT,
author = "William A. Barnett and W. Erwin Diewert and Arnold
Zellner",
title = "Introduction to measurement with theory",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "1--5",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001818",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:2011:HBM,
author = "William A. Barnett and Marcelle Chauvet",
title = "How better monetary statistics could have signaled the
financial crisis",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "6--23",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000182X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ivancic:2011:SDT,
author = "Lorraine Ivancic and W. Erwin Diewert and Kevin J.
Fox",
title = "Scanner data, time aggregation and the construction of
price indexes",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "24--35",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001831",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deHaan:2011:ECD,
author = "Jan de Haan and Heymerik A. van der Grient",
title = "Eliminating chain drift in price indexes based on
scanner data",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "36--46",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001843",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nakamura:2011:PDR,
author = "Alice O. Nakamura and Emi Nakamura and Leonard I.
Nakamura",
title = "Price dynamics, retail chains and inflation
measurement",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "47--55",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001855",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pawasutipaisit:2011:WAF,
author = "Anan Pawasutipaisit and Robert M. Townsend",
title = "Wealth accumulation and factors accounting for
success",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "56--81",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001879",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abowd:2011:NEG,
author = "John M. Abowd and Lars Vilhuber",
title = "National estimates of gross employment and job flows
from the {Quarterly Workforce Indicators} with
demographic and industry detail",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "82--99",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001880",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00013-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000133",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jacobs:2011:MDR,
author = "Jan P. A. M. Jacobs and Simon van Norden",
title = "Modeling data revisions: Measurement error and
dynamics of ``true'' values",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "101--109",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002526",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Allen:2011:ELB,
author = "Jason Allen and Allan W. Gregory and Katsumi
Shimotsu",
title = "Empirical likelihood block bootstrapping",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "110--121",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002046",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2011:TBT,
author = "Sung Jae Jun and Joris Pinkse and Haiqing Xu",
title = "Tighter bounds in triangular systems",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "122--128",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002265",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Santos:2011:IVM,
author = "Andres Santos",
title = "Instrumental variable methods for recovering
continuous linear functionals",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "129--146",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002253",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2011:RIN,
author = "Abdelaati Daouia and Ir{\`e}ne Gijbels",
title = "Robustness and inference in nonparametric partial
frontier modeling",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "147--165",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002447",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shively:2011:NFE,
author = "Thomas S. Shively and Stephen G. Walker and Paul
Damien",
title = "Nonparametric function estimation subject to
monotonicity, convexity and other shape constraints",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "166--181",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002435",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2011:LPC,
author = "M. Hashem Pesaran and Elisa Tosetti",
title = "Large panels with common factors and spatial
correlation",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "182--202",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002459",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Papay:2011:ERD,
author = "John P. Papay and John B. Willett and Richard J.
Murnane",
title = "Extending the regression-discontinuity approach to
multiple assignment variables",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "203--207",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002538",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ham:2011:MSP,
author = "John C. Ham and Xianghong Li and Patricia B. Reagan",
title = "Matching and semi-parametric {IV} estimation, a
distance-based measure of migration, and the wages of
young men",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "208--227",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002460",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2011:BEM,
author = "Xiaohu Wang and Peter C. B. Phillips and Jun Yu",
title = "Bias in estimating multivariate and univariate
diffusions",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "228--245",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002484",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2011:TWI,
author = "Atsushi Inoue and Barbara Rossi",
title = "Testing for weak identification in possibly nonlinear
models",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "246--261",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002575",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalnina:2011:SHF,
author = "Ilze Kalnina",
title = "Subsampling high frequency data",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "262--283",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002563",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Patton:2011:DBR,
author = "Andrew J. Patton",
title = "Data-based ranking of realised volatility estimators",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "284--303",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002551",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2011:PDC,
author = "Valentina Corradi and Norman R. Swanson",
title = "Predictive density construction and accuracy testing
with multiple possibly misspecified diffusion models",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "304--324",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000254X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Garcia:2011:ESD,
author = "Ren{\'e} Garcia and Eric Renault and David Veredas",
title = "Estimation of stable distributions by indirect
inference",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "325--337",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002514",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xie:2011:CSW,
author = "Wen Zhi Xie",
title = "Corrigendum to {``A simple way of computing the
inverse moments of a non-central chi-square random
variable'' [J. Econom. {\bf 37} (1988) 389--393]}",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "338--338",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Xie:1988:SWC}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002241",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "ifc--ifc",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00016-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000169",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PAa,
author = "Anonymous",
title = "Pages 101--338 ({1 April 2011})",
journal = j-J-ECONOMETRICS,
volume = "161",
number = "2",
pages = "??--??",
day = "1",
month = apr,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:2011:EER,
author = "Arnold Zellner and David Zilberman",
title = "The economics and econometrics of risk: an
introduction to the special issue",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "1--5",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Just:2011:GIR,
author = "Richard E. Just and David R. Just",
title = "Global identification of risk preferences with
revealed preference data",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "6--17",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Serra:2011:RBP,
author = "Teresa Serra and Barry K. Goodwin and Allen M.
Featherstone",
title = "Risk behavior in the presence of government programs",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "18--24",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002589",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Just:2011:CWE,
author = "David R. Just",
title = "Calibrating the wealth effects of decoupled payments:
Does decreasing absolute risk aversion matter?",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "25--34",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pope:2011:AAR,
author = "Rulon D. Pope and Jeffrey T. LaFrance and Richard E.
Just",
title = "Agricultural arbitrage and risk preferences",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "35--43",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002607",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cafiero:2011:ERC,
author = "Carlo Cafiero and Eugenio S. A. Bobenrieth H. and Juan
R. A. Bobenrieth H. and Brian D. Wright",
title = "The empirical relevance of the competitive storage
model",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "44--54",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002619",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Egorov:2011:TTY,
author = "Alexei V. Egorov and Haitao Li and David Ng",
title = "A tale of two yield curves: Modeling the joint term
structure of dollar and euro interest rates",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "55--70",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002632",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schumann:2011:SNT,
author = "Keith D. Schumann",
title = "Semi-nonparametric test of second degree stochastic
dominance with respect to a function",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "71--78",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002620",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conte:2011:MMC,
author = "Anna Conte and John D. Hey and Peter G. Moffatt",
title = "Mixture models of choice under risk",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "79--88",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002644",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wilcox:2011:SMR,
author = "Nathaniel T. Wilcox",
title = "`Stochastically more risk averse:' A contextual theory
of stochastic discrete choice under risk",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "89--104",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002656",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buschena:2011:ESM,
author = "David E. Buschena and Joseph A. Atwood",
title = "Evaluation of similarity models for expected utility
violations",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "105--113",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002668",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{List:2011:CEU,
author = "John A. List and Charles F. Mason",
title = "Are {CEOs} expected utility maximizers?",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "114--123",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440760900267X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gilboa:2011:SBA,
author = "Itzhak Gilboa and Offer Lieberman and David
Schmeidler",
title = "A similarity-based approach to prediction",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "124--131",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.10.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609002681",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Russo:2011:DIS,
author = "J. E. Russo and Kevyn Yong",
title = "The distortion of information to support an emerging
evaluation of risk",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "132--139",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001478",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiman:2011:EIA,
author = "Amir Heiman and Oded Lowengart",
title = "The effects of information about health hazards in
food on consumers' choice process",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "140--147",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610001466",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00052-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000522",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barndorff-Nielsen:2011:MRK,
author = "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and
Asger Lunde and Neil Shephard",
title = "Multivariate realised kernels: Consistent positive
semi-definite estimators of the covariation of equity
prices with noise and non-synchronous trading",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "149--169",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000029",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2011:EFD,
author = "Arthur Lewbel and Daniel McFadden and Oliver Linton",
title = "Estimating features of a distribution from binomial
data",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "170--188",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002101",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2011:MAT,
author = "Zhaogang Song",
title = "A martingale approach for testing diffusion models
based on infinitesimal operator",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "189--212",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002472",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shao:2011:BAS,
author = "Xiaofeng Shao",
title = "A bootstrap-assisted spectral test of white noise
under unknown dependence",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "213--224",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000030",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2011:NMV,
author = "Zhibiao Zhao",
title = "Nonparametric model validations for hidden {Markov}
models with applications in financial econometrics",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "225--239",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000042",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hassler:2011:EFI,
author = "Uwe Hassler",
title = "Estimation of fractional integration under temporal
aggregation",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "240--247",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000145",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oka:2011:ESC,
author = "Tatsushi Oka and Zhongjun Qu",
title = "Estimating structural changes in regression
quantiles",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "248--267",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000261",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2011:NCA,
author = "Yanqin Fan and Matthew Gentry and Tong Li",
title = "A new class of asymptotically efficient estimators for
moment condition models",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "268--277",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Holly:2011:FOP,
author = "Alberto Holly and Alain Monfort and Michael
Rockinger",
title = "Fourth order pseudo maximum likelihood methods",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "278--293",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100025X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sizova:2011:IVF,
author = "Natalia Sizova",
title = "Integrated variance forecasting: Model based vs.
reduced form",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "294--311",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000315",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koopman:2011:MFC,
author = "Siem Jan Koopman and Andr{\'e} Lucas and Bernd
Schwaab",
title = "Modeling frailty-correlated defaults using many
macroeconomic covariates",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "312--325",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000303",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cho:2011:GRT,
author = "Jin Seo Cho and Halbert White",
title = "Generalized runs tests for the {IID} hypothesis",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "326--344",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000285",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2011:BIC,
author = "Mingliang Li and Justin L. Tobias",
title = "{Bayesian} inference in a correlated random
coefficients model: Modeling causal effect
heterogeneity with an application to heterogeneous
returns to schooling",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "345--361",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000339",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dardanoni:2011:RIC,
author = "Valentino Dardanoni and Salvatore Modica and Franco
Peracchi",
title = "Regression with imputed covariates: a generalized
missing-indicator approach",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "362--368",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000327",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deschamps:2011:BEE,
author = "Philippe J. Deschamps",
title = "{Bayesian} estimation of an extended local scale
stochastic volatility model",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "369--382",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000509",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffin:2011:SBA,
author = "J. E. Griffin and M. F. J. Steel",
title = "Stick-breaking autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "383--396",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000613",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00071-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000716",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PJ,
author = "Anonymous",
title = "Pages 149--396 ({June 2011})",
journal = j-J-ECONOMETRICS,
volume = "162",
number = "2",
pages = "??--??",
month = jun,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Palm:2011:FSP,
author = "Franz C. Palm and Jean-Pierre Urbain",
title = "Factor structures for panel and multivariate time
series data",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "1--3",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002058",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chudik:2011:IDV,
author = "Alexander Chudik and M. Hashem Pesaran",
title = "Infinite-dimensional {VARs} and factor models",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "4--22",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761000206X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forni:2011:GDF,
author = "Mario Forni and Marco Lippi",
title = "The general dynamic factor model: One-sided
representation results",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "23--28",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002071",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2011:DFP,
author = "Marc Hallin and Roman Liska",
title = "Dynamic factors in the presence of blocks",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "29--41",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002083",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2011:MLD,
author = "Marc Hallin and Charles Mathias and Hugues Pirotte and
David Veredas",
title = "Market liquidity as dynamic factors",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "42--50",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002095",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eichler:2011:FDF,
author = "Michael Eichler and Giovanni Motta and Rainer von
Sachs",
title = "Fitting dynamic factor models to non-stationary time
series",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "51--70",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002113",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2011:TSB,
author = "J{\"o}rg Breitung and Sandra Eickmeier",
title = "Testing for structural breaks in dynamic factor
models",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "71--84",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002125",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Palm:2011:CSD,
author = "Franz C. Palm and Stephan Smeekes and Jean-Pierre
Urbain",
title = "Cross-sectional dependence robust block bootstrap
panel unit root tests",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "85--104",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002149",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franchi:2011:CVA,
author = "Massimo Franchi and Paolo Paruolo",
title = "A characterization of vector autoregressive processes
with common cyclical features",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "105--117",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002137",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2011:MME,
author = "H. Peter Boswijk and Roy van der Weide",
title = "Method of moments estimation of {GO-GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "118--126",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407610002150",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00084-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000844",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cao:2011:ADI,
author = "Bolong Cao and Yixiao Sun",
title = "Asymptotic distributions of impulse response functions
in short panel vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "127--143",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000662",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez-Val:2011:BCT,
author = "Iv{\'a}n Fern{\'a}ndez-Val and Francis Vella",
title = "Bias corrections for two-step fixed effects panel data
estimators",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "144--162",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000649",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2011:NIB,
author = "Yingying Dong and Arthur Lewbel",
title = "Nonparametric identification of a binary random factor
in cross section data",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "163--171",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000650",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2011:IPM,
author = "John Geweke and Yu Jiang",
title = "Inference and prediction in a
multiple-structural-break model",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "172--185",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000674",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2011:DMT,
author = "Karim M. Abadir and Walter Distaso and Liudas
Giraitis",
title = "An I( d ) model with trend and cycles",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "186--199",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000686",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2011:CSD,
author = "Marc Hallin and Ramon van den Akker and Bas J. M.
Werker",
title = "A class of simple distribution-free rank-based unit
root tests",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "200--214",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000698",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diks:2011:LBS,
author = "Cees Diks and Valentyn Panchenko and Dick van Dijk",
title = "Likelihood-based scoring rules for comparing density
forecasts in tails",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "215--230",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000807",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00106-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001060",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PAb,
author = "Anonymous",
title = "Pages 127--230 ({August 2011})",
journal = j-J-ECONOMETRICS,
volume = "163",
number = "2",
pages = "??--??",
month = aug,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Issler:2011:AIF,
author = "Jo{\~a}o Victor Issler and Oliver Linton and Allan
Timmermann",
title = "Annals issue on forecasting --- {Guest Editors}'
introduction",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "1--3",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100042X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2011:AAF,
author = "Jens H. E. Christensen and Francis X. Diebold and
Glenn D. Rudebusch",
title = "The affine arbitrage-free class of {Nelson--Siegel}
term structure models",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "4--20",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000388",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2011:HUN,
author = "Andrea Carriero and Raffaella Giacomini",
title = "How useful are no-arbitrage restrictions for
forecasting the term structure of interest rates?",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "21--34",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000376",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Almeida:2011:DIR,
author = "Caio Almeida and Jeremy J. Graveline and Scott
Joslin",
title = "Do interest rate options contain information about
excess returns?",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "35--44",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000340",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Colacito:2011:CMD,
author = "Riccardo Colacito and Robert F. Engle and Eric
Ghysels",
title = "A component model for dynamic correlations",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "45--59",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000406",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pettenuzzo:2011:PSR,
author = "Davide Pettenuzzo and Allan Timmermann",
note = "See corrigendum \cite{Pettenuzzo:2022:CPS}.",
title = "Predictability of stock returns and asset allocation
under structural breaks",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "60--78",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000479",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2011:CFA,
author = "Graham Elliott",
title = "A control function approach for testing the usefulness
of trending variables in forecast models and linear
regression",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "79--91",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000418",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Atak:2011:SPM,
author = "Alev Atak and Oliver Linton and Zhijie Xiao",
title = "A semiparametric panel model for unbalanced data with
application to climate change in the {United Kingdom}",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "92--115",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000352",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Athanasopoulos:2011:MSE,
author = "George Athanasopoulos and Osmani Teixeira de Carvalho
Guill{\'e}n and Jo{\~a}o Victor Issler and Farshid
Vahid",
title = "Model selection, estimation and forecasting in {VAR}
models with short-run and long-run restrictions",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "116--129",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000364",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2011:OPP,
author = "John Geweke and Gianni Amisano",
title = "Optimal prediction pools",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "130--141",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000455",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galvao:2011:QRD,
author = "Antonio F. Galvao",
title = "Quantile regression for dynamic panel data with fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "142--157",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000443",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2011:UMF,
author = "Barbara Rossi and Tatevik Sekhposyan",
title = "Understanding models' forecasting performance",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "158--172",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000480",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2011:VSE,
author = "M. Hashem Pesaran and Andreas Pick and Allan
Timmermann",
title = "Variable selection, estimation and inference for
multi-period forecasting problems",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "173--187",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000467",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Doz:2011:TSE,
author = "Catherine Doz and Domenico Giannone and Lucrezia
Reichlin",
title = "A two-step estimator for large approximate dynamic
factor models based on {Kalman} filtering",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "188--205",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.02.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100039X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00133-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001333",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mittelhammer:2011:FEL,
author = "Ron C. Mittelhammer and George Judge",
title = "A family of empirical likelihood functions and
estimators for the binary response model",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "207--217",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000819",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kurozumi:2011:MSC,
author = "Eiji Kurozumi and Purevdorj Tuvaandorj",
title = "Model selection criteria in multivariate models with
multiple structural changes",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "218--238",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000820",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chaudhuri:2011:NMP,
author = "Saraswata Chaudhuri and Eric Zivot",
title = "A new method of projection-based inference in {GMM}
with weakly identified nuisance parameters",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "239--251",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001047",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2011:MCI,
author = "Yiguo Sun and Cheng Hsiao and Qi Li",
title = "Measuring correlations of integrated but not
cointegrated variables: a semiparametric approach",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "252--267",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001138",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2011:GST,
author = "Bin Chen and Yongmiao Hong",
title = "Generalized spectral testing for multivariate
continuous-time models",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "268--293",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100114X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2011:HMC,
author = "Stefan Hoderlein",
title = "How many consumers are rational?",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "294--309",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100128X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2011:ECD,
author = "Dukpa Kim",
title = "Estimating a common deterministic time trend break in
large panels with cross sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "310--330",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100131X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2011:TDJ,
author = "Yingying Fan and Jianqing Fan",
title = "Testing and detecting jumps based on a discretely
observed process",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "331--344",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001278",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2011:RTI,
author = "Yixiao Sun",
title = "Robust trend inference with series variance estimator
and testing-optimal smoothing parameter",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "345--366",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001308",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2011:RLT,
author = "Viktor Todorov and George Tauchen and Iaryna Grynkiv",
title = "Realized {Laplace} transforms for estimation of jump
diffusive volatility models",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "367--381",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001291",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2011:SNE,
author = "Dennis Kristensen",
title = "Semi-nonparametric estimation and misspecification
testing of diffusion models",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "382--403",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001412",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "ifc--ifc",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00149-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001497",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PO,
author = "Anonymous",
title = "Pages 207--404 ({1 October 2011})",
journal = j-J-ECONOMETRICS,
volume = "164",
number = "2",
pages = "??--??",
day = "1",
month = oct,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kunitomo:2011:MRB,
author = "Naoto Kunitomo and Michael McAleer and Yoshihiko
Nishiyama",
title = "Moment Restriction-Based Econometric Methods: an
overview",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "1--4",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000935",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2011:ATN,
author = "P. M. Robinson",
title = "Asymptotic theory for nonparametric regression with
spatial data",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "5--19",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000947",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amano:2011:CVM,
author = "Tomoyuki Amano and Masanobu Taniguchi",
title = "Control variate method for stationary processes",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "20--29",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000959",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2011:MME,
author = "Liqun Wang and Cheng Hsiao",
title = "Method of moments estimation and identifiability of
semiparametric nonlinear errors-in-variables models",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "30--44",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000960",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2011:PCE,
author = "Jerry Hausman and Randall Lewis and Konrad Menzel and
Whitney Newey",
title = "Properties of the {CUE} estimator and a modification
with moments",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "45--57",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000972",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2011:FSP,
author = "T. W. Anderson and Naoto Kunitomo and Yukitoshi
Matsushita",
title = "On finite sample properties of alternative estimators
of coefficients in a structural equation with many
instruments",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "58--69",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000984",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Okui:2011:IVE,
author = "Ryo Okui",
title = "Instrumental variable estimation in the presence of
many moment conditions",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "70--86",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000996",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsu:2011:ECM,
author = "Shih-Hsun Hsu and Chung-Ming Kuan",
title = "Estimation of conditional moment restrictions without
assuming parameter identifiability in the implied
unconditional moments",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "87--99",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100100X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Areosa:2011:MBE,
author = "Waldyr Dutra Areosa and Michael McAleer and Marcelo C.
Medeiros",
title = "Moment-based estimation of smooth transition
regression models with endogenous variables",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "100--111",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001011",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nishiyama:2011:CNT,
author = "Yoshihiko Nishiyama and Kohtaro Hitomi and Yoshinori
Kawasaki and Kiho Jeong",
title = "A consistent nonparametric test for nonlinear
causality --- Specification in time series regression",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "112--127",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001023",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Preve:2011:LPB,
author = "Daniel Preve and Marcelo C. Medeiros",
title = "Linear programming-based estimators in simple linear
regression",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "128--136",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00188-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001886",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bester:2011:IDD,
author = "C. Alan Bester and Timothy G. Conley and Christian B.
Hansen",
title = "Inference with dependent data using cluster covariance
estimators",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "137--151",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611000431",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Swensen:2011:BAT,
author = "Anders Rygh Swensen",
title = "A bootstrap algorithm for testing cointegration rank
in {VAR} models in the presence of stationary
variables",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "152--162",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001436",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Calhoun:2011:HTL,
author = "Gray Calhoun",
title = "Hypothesis testing in linear regression when k/n is
large",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "163--174",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001448",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiang:2011:VCR,
author = "Min-Hsien Chiang and Li-Min Wang",
title = "Volatility contagion: a range-based volatility
approach",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "175--189",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100145X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Malik:2011:PFC,
author = "Sheheryar Malik and Michael K. Pitt",
title = "Particle filters for continuous likelihood evaluation
and maximisation",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "190--209",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001473",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2011:BIT,
author = "Gary Koop and Roberto Leon-Gonzalez and Rodney W.
Strachan",
title = "{Bayesian} inference in a time varying cointegration
model",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "210--220",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001588",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanHasselt:2011:BIS,
author = "Martijn van Hasselt",
title = "{Bayesian} inference in a sample selection model",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "221--232",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001618",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Muller:2011:FDA,
author = "Hans-Georg M{\"u}ller and Rituparna Sen and Ulrich
Stadtm{\"u}ller",
title = "Functional data analysis for volatility",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "233--245",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001606",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2011:TSN,
author = "Christian Francq and Guillaume Lepage and Jean-Michel
Zako{\"\i}an",
title = "Two-stage non {Gaussian} {QML} estimation of {GARCH}
models and testing the efficiency of the {Gaussian}
{QMLE}",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "246--257",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100159X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tripathi:2011:GMM,
author = "Gautam Tripathi",
title = "Generalized method of moments {(GMM)} based inference
with stratified samples when the aggregate shares are
known",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "258--265",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100162X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2011:SEB,
author = "Songnian Chen and Xianbo Zhou",
title = "Semiparametric estimation of a bivariate {Tobit}
model",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "266--274",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2011",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00224-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002247",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2011:PD,
author = "Anonymous",
title = "Pages 137--274 ({December 2011})",
journal = j-J-ECONOMETRICS,
volume = "165",
number = "2",
pages = "??--??",
month = dec,
year = "2011",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Molinari:2012:AII,
author = "Francesca Molinari and Elie Tamer",
title = "Annals Issue on Identification and Decisions",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "1--2",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002545",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arcidiacono:2012:MCM,
author = "Peter Arcidiacono and V. Joseph Hotz and Songman
Kang",
title = "Modeling college major choices using elicited measures
of expectations and counterfactuals",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "3--16",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beresteanu:2012:PIU,
author = "Arie Beresteanu and Ilya Molchanov and Francesca
Molinari",
title = "Partial identification using random set theory",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "17--32",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001163",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2012:IMO,
author = "Andrew Chesher and Konrad Smolinski",
title = "{IV} models of ordered choice",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "33--48",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001175",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DelBoca:2012:EHI,
author = "Daniela {Del Boca} and Christopher Flinn",
title = "Endogenous household interaction",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "49--65",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001187",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brock:2012:OIT,
author = "William A. Brock and Jane Cooley and Steven N. Durlauf
and Salvador Navarro",
title = "On the observational implications of taste-based
discrimination in racial profiling",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "66--78",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001199",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gundersen:2012:INS,
author = "Craig Gundersen and Brent Kreider and John Pepper",
title = "The impact of the National School Lunch Program on
child health: a nonparametric bounds analysis",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "79--91",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001205",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kline:2012:BBR,
author = "Brendan Kline and Elie Tamer",
title = "Bounds for best response functions in binary games",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "92--105",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001217",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matzkin:2012:INL,
author = "Rosa L. Matzkin",
title = "Identification in nonparametric limited dependent
variable models with simultaneity and unobserved
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "106--115",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001229",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McFadden:2012:EJP,
author = "Daniel McFadden",
title = "Economic juries and public project provision",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "116--126",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001230",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rosen:2012:SIQ,
author = "Adam M. Rosen",
title = "Set identification via quantile restrictions in short
panels",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "127--137",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001242",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stoye:2012:MRT,
author = "J{\"o}rg Stoye",
title = "Minimax regret treatment choice with covariates or
with limited validity of experiments",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "138--156",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001254",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tetenov:2012:STC,
author = "Aleksey Tetenov",
title = "Statistical treatment choice based on asymmetric
minimax regret criteria",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "157--165",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001266",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00246-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002466",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Akashi:2012:SPL,
author = "Kentaro Akashi and Naoto Kunitomo",
title = "Some properties of the {LIML} estimator in a dynamic
panel structural equation",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "167--183",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001631",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Burda:2012:PMM,
author = "Martin Burda and Matthew Harding and Jerry Hausman",
title = "A {Poisson} mixture model of discrete choice",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "184--203",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001643",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fox:2012:RCL,
author = "Jeremy T. Fox and Kyoo il Kim and Stephen P. Ryan and
Patrick Bajari",
title = "The random coefficients logit model is identified",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "204--212",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001655",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jing:2012:JAI,
author = "Bing-Yi Jing and Xin-Bing Kong and Zhi Liu and Per
Mykland",
title = "On the jump activity index for semimartingales",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "213--223",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100217X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wei:2012:RFC,
author = "Xiaoqiao Wei and Yuhong Yang",
title = "Robust forecast combinations",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "224--236",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002168",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2012:BHT,
author = "Yong Li and Jun Yu",
title = "{Bayesian} hypothesis testing in latent variable
models",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "237--246",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002211",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hagemann:2012:STR,
author = "Andreas Hagemann",
title = "A simple test for regression specification with
non-nested alternatives",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "247--254",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002181",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berkowitz:2012:VIR,
author = "Daniel Berkowitz and Mehmet Caner and Ying Fang",
title = "The validity of instruments revisited",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "255--266",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002193",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2012:SPG,
author = "Yixiao Sun and Min Seong Kim",
title = "Simple and powerful {GMM} over-identification tests
with accurate size",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "267--281",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100220X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schennach:2012:LIL,
author = "Susanne Schennach and Halbert White and Karim Chalak",
title = "Local indirect least squares and average marginal
effects in nonseparable structural systems",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "282--302",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002223",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vogelsang:2012:HAS,
author = "Timothy J. Vogelsang",
title = "Heteroskedasticity, autocorrelation, and spatial
correlation robust inference in linear panel models
with fixed-effects",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "303--319",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002326",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Srisuma:2012:SEM,
author = "Sorawoot Srisuma and Oliver Linton",
title = "Semiparametric estimation of {Markov} decision
processes with continuous state space",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "320--341",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100234X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Simar:2012:PCD,
author = "L{\'e}opold Simar and Anne Vanhems",
title = "Probabilistic characterization of directional
distances and their robust versions",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "342--354",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002338",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(11)00261-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002612",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PF,
author = "Anonymous",
title = "Pages 167--354 ({February 2012})",
journal = j-J-ECONOMETRICS,
volume = "166",
number = "2",
pages = "??--??",
month = feb,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cattaneo:2012:OII,
author = "Matias D. Cattaneo and Richard K. Crump and Michael
Jansson",
title = "Optimal inference for instrumental variables
regression with non-{Gaussian} errors",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "1--15",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002429",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2012:ESD,
author = "Jihai Yu and Robert de Jong and Lung-fei Lee",
title = "Estimation for spatial dynamic panel data with fixed
effects: The case of spatial cointegration",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "16--37",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002417",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2012:JMA,
author = "Bruce E. Hansen and Jeffrey S. Racine",
title = "Jackknife model averaging",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "38--46",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.06.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002405",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canova:2012:DUI,
author = "Fabio Canova and Filippo Ferroni",
title = "The dynamics of {US} inflation: Can monetary policy
explain the changes?",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "47--60",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002399",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2012:TRN,
author = "Patrick Gagliardini and Olivier Scaillet",
title = "{Tikhonov} regularization for nonparametric
instrumental variable estimators",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "61--75",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002375",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2012:EDM,
author = "Dennis Kristensen and Yongseok Shin",
title = "Estimation of dynamic models with nonparametric
simulated maximum likelihood",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "76--94",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002363",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2012:AGP,
author = "Heejoon Han and Joon Y. Park",
title = "{ARCH/GARCH} with persistent covariate: Asymptotic
theory of {MLE}",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "95--112",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002351",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamy:2012:EAA,
author = "Laurent Lamy",
title = "The econometrics of auctions with asymmetric anonymous
bidders",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "113--132",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002703",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2012:HHT,
author = "Yoonseok Lee and Ryo Okui",
title = "{Hahn}-Hausman test as a specification test",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "133--139",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002430",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2012:URT,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Unit root testing under a local break in trend",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "140--167",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002569",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2012:IWM,
author = "Debopam Bhattacharya and Pascaline Dupas",
title = "Inferring welfare maximizing treatment assignment
under budget constraints",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "168--196",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002697",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Camponovo:2012:RS,
author = "Lorenzo Camponovo and Olivier Scaillet and Fabio
Trojani",
title = "Robust subsampling",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "197--210",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002594",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golosnoy:2012:CAW,
author = "Vasyl Golosnoy and Bastian Gribisch and Roman
Liesenfeld",
title = "The conditional autoregressive {Wishart} model for
multivariate stock market volatility",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "211--223",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002582",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jenish:2012:NSR,
author = "Nazgul Jenish",
title = "Nonparametric spatial regression under near-epoch
dependence",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "224--239",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002715",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2012:LSE,
author = "Dong Li and Shiqing Ling",
title = "On the least squares estimation of multiple-regime
threshold autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "240--253",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002685",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Westerlund:2012:TUR,
author = "Joakim Westerlund and Rolf Larsson",
title = "Testing for a unit root in a random coefficient panel
data model",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "254--273",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002727",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2012:LEI,
author = "Ping Yu",
title = "Likelihood estimation and inference in threshold
regression",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "274--294",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002740",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00017-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000176",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PM,
author = "Anonymous",
title = "Pages 1--294 ({March 2012})",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "1",
pages = "??--??",
month = mar,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2012:EI,
author = "Han Hong and Chung-Ming Kuan and Yoon-Jae Whang",
title = "{Editors}' Introduction",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "295--296",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001965",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2012:SET,
author = "Songnian Chen and Xianbo Zhou",
title = "Semiparametric estimation of a truncated regression
model",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "297--304",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001977",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2012:UCD,
author = "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez",
title = "$n$-uniformly consistent density estimation in
nonparametric regression models",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "305--316",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001989",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2012:TES,
author = "Myoung-jae Lee",
title = "Treatment effects in sample selection models and their
nonparametric estimation",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "317--329",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001990",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2012:CIQ,
author = "Yanqin Fan and Sang Soo Park",
title = "Confidence intervals for the quantile of treatment
effects in randomized experiments",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "330--344",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002004",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmer:2012:QBN,
author = "Vadim Marmer and Artyom Shneyerov",
title = "Quantile-based nonparametric inference for first-price
auctions",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "345--357",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002016",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2012:BAP,
author = "Han Hong and Bruce Preston",
title = "{Bayesian} averaging, prediction and nonnested model
selection",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "358--369",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002028",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Otsu:2012:TNN,
author = "Taisuke Otsu and Myung Hwan Seo and Yoon-Jae Whang",
title = "Testing for non-nested conditional moment restrictions
using unconditional empirical likelihood",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "370--382",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100203X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2012:STN,
author = "Joel L. Horowitz",
title = "Specification testing in nonparametric instrumental
variable estimation",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "383--396",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002041",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2012:FRC,
author = "Joon Y. Park and Junhui Qian",
title = "Functional regression of continuous state
distributions",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "397--412",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002053",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2012:SQR,
author = "Zongwu Cai and Zhijie Xiao",
title = "Semiparametric quantile regression estimation in
dynamic models with partially varying coefficients",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "413--425",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002065",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frederiksen:2012:LPW,
author = "Per Frederiksen and Frank S. Nielsen and Morten
{\O}rregaard Nielsen",
title = "Local polynomial {Whittle} estimation of perturbed
fractional processes",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "426--447",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002077",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2012:PPE,
author = "Chang Sik Kim and In-Moo Kim",
title = "Partial parametric estimation for nonstationary
nonlinear regressions",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "448--457",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002089",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2012:SIG,
author = "Bent Jesper Christensen and Christian M. Dahl and Emma
M. Iglesias",
title = "Semiparametric inference in a {GARCH}-in-mean model",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "458--472",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002090",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2012:SSV,
author = "Jun Yu",
title = "A semiparametric stochastic volatility model",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "473--482",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002107",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qian:2012:ESP,
author = "Junhui Qian and Le Wang",
title = "Estimating semiparametric panel data models by
marginal integration",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "483--493",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002119",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2012:LUP,
author = "Seung-Hyun Hong and Leonardo Rezende",
title = "Lock-in and unobserved preferences in server operating
systems: a case of {Linux} vs. {Windows}",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "494--503",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002120",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2012:RBT,
author = "Yoosoon Chang and Chi Mai Nguyen",
title = "Residual based tests for cointegration in dependent
panels",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "504--520",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002132",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2012:SIR,
author = "Peter M. Robinson and Supachoke Thawornkaiwong",
title = "Statistical inference on regression with spatial
dependence",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "521--542",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002144",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2012:SGE,
author = "Liangjun Su",
title = "Semiparametric {GMM} estimation of spatial
autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "543--560",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002156",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "167",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00049-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000498",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2012:EI,
author = "Subal C. Kumbhakar and Robin C. Sickles",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "1--3",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001771",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hubbard:2012:SEM,
author = "Timothy P. Hubbard and Tong Li and Harry J. Paarsch",
title = "Semiparametric estimation in models of first-price,
sealed-bid auctions with affiliation",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "4--16",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001692",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Henderson:2012:EIN,
author = "Daniel J. Henderson and John A. List and Daniel L.
Millimet and Christopher F. Parmeter and Michael K.
Price",
title = "Empirical implementation of nonparametric first-price
auction models",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "17--28",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001710",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2012:IAB,
author = "Tong Li and Xiaoyong Zheng",
title = "Information acquisition and/or bid preparation: a
structural analysis of entry and bidding in timber sale
auctions",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "29--46",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001679",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2012:BEA,
author = "Subal C. Kumbhakar and Christopher F. Parmeter and
Efthymios G. Tsionas",
title = "{Bayesian} estimation approaches to first-price
auctions",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "47--59",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001680",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2012:ELI,
author = "Han Hong and Denis Nekipelov",
title = "Efficient local {IV} estimation of an empirical
auction model",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "60--69",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001722",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hicks:2012:SSC,
author = "Robert L. Hicks and William C. Horrace and Kurt E.
Schnier",
title = "Strategic substitutes or complements? {The} game of
where to fish",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "70--80",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001709",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Flabbi:2012:EJF,
author = "Luca Flabbi and Andrea Moro",
title = "The effect of job flexibility on female labor market
outcomes: Estimates from a search and bargaining
model",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "81--95",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001667",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Campo:2012:RAA,
author = "Sandra Campo",
title = "Risk aversion and asymmetry in procurement auctions:
Identification, estimation and application to
construction procurements",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "96--107",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001746",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bierens:2012:SNE,
author = "Herman J. Bierens and Hosin Song",
title = "Semi-nonparametric estimation of independently and
identically repeated first-price auctions via an
integrated simulated moments method",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "108--119",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001758",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2012:PDE,
author = "Andres Aradillas-Lopez",
title = "Pairwise-difference estimation of incomplete
information games",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "120--140",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611001734",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kutlu:2012:EMP,
author = "Levent Kutlu and Robin C. Sickles",
title = "Estimation of market power in the presence of firm
level inefficiencies",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "141--155",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002442",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguirregabiria:2012:DOG,
author = "Victor Aguirregabiria and Chun-Yu Ho",
title = "A dynamic oligopoly game of the {US} airline industry:
Estimation and policy experiments",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "156--173",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761100176X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "1",
pages = "ifc--ifc",
month = may,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00062-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000620",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:DJA,
author = "Anonymous",
title = "{2011 Dennis J. Aigner Award}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "v--v",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00090-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000905",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:JE,
author = "Anonymous",
title = "2011 {{\booktitle{Journal of Econometrics}}}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "vi--vi",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00091-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:LJF,
author = "Anonymous",
title = "List of the {JE Fellows} as of {January 2011}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "vii--xix",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00092-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000929",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2012:UCB,
author = "Joel L. Horowitz and Sokbae Lee",
title = "Uniform confidence bands for functions estimated
nonparametrically with instrumental variables",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "175--188",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002739",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCausland:2012:HMH,
author = "William J. McCausland",
title = "The {HESSIAN} method: Highly efficient simulation
smoothing, in a nutshell",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "189--206",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002752",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2012:TJN,
author = "Yacine A{\"\i}t-Sahalia and Jean Jacod and Jia Li",
title = "Testing for jumps in noisy high frequency data",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "207--222",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002764",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2012:TEB,
author = "Jay Bhattacharya and Azeem M. Shaikh and Edward
Vytlacil",
title = "Treatment effect bounds: an application to
{Swan--Ganz} catheterization",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "223--243",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Onatski:2012:APC,
author = "Alexei Onatski",
title = "Asymptotics of the principal components estimator of
large factor models with weakly influential factors",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "244--258",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000449",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{An:2012:WPM,
author = "Yonghong An and Yingyao Hu",
title = "Well-posedness of measurement error models for
self-reported data",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "259--269",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000462",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasparis:2012:DMN,
author = "Ioannis Kasparis and Peter C. B. Phillips",
title = "Dynamic misspecification in nonparametric
cointegrating regression",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "270--284",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2012:RNF,
author = "Abdelaati Daouia and Jean-Pierre Florens and
L{\'e}opold Simar",
title = "Regularization of nonparametric frontier estimators",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "285--299",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000425",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoderlein:2012:NIN,
author = "Stefan Hoderlein and Halbert White",
title = "Nonparametric identification in nonseparable panel
data models with generalized fixed effects",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "300--314",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000437",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamilton:2012:IEG,
author = "James D. Hamilton and Jing Cynthia Wu",
title = "Identification and estimation of {Gaussian} affine
term structure models",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "315--331",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000450",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norets:2012:BMJ,
author = "Andriy Norets and Justinas Pelenis",
title = "{Bayesian} modeling of joint and conditional
distributions",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "332--346",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cizek:2012:SRE,
author = "Pavel C{\'\i}zek",
title = "Semiparametric robust estimation of truncated and
censored regression models",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "347--366",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000589",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aue:2012:SMN,
author = "Alexander Aue and Lajos Horv{\'a}th and Marie
Huskov{\'a}",
title = "Segmenting mean-nonstationary time series via trending
regressions",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "367--381",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frandsen:2012:QTE,
author = "Brigham R. Frandsen and Markus Fr{\"o}lich and Blaise
Melly",
title = "Quantile treatment effects in the regression
discontinuity design",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "382--395",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000607",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2012:JEP,
author = "Suzanne S. Lee and Per A. Mykland",
title = "Jumps in equilibrium prices and market microstructure
noise",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "396--406",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000711",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2012:CMT,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Corrigendum to {``Modified tests for a change in
persistence'' [J. Econom. {\bf 134} (2006) 441--469]}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "407--407",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Harvey:2006:MTC}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407611002570",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "ifc--ifc",
month = jun,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00081-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000814",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PJ,
author = "Anonymous",
title = "Pages 175--408 ({June 2012})",
journal = j-J-ECONOMETRICS,
volume = "168",
number = "2",
pages = "??--??",
month = jun,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mariano:2012:RAP,
author = "Roberto S. Mariano and Zhijie Xiao and Jun Yu",
title = "Recent advances in panel data, nonlinear and
nonparametric models: a festschrift in honor of {Peter
C. B. Phillips}",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "1--3",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2012:NTR,
author = "Peter M. Robinson",
title = "Nonparametric trending regression with cross-sectional
dependence",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "4--14",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000061",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2012:TNC,
author = "Yoosoon Chang",
title = "Taking a new contour: a novel approach to panel unit
root tests",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "15--28",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2012:BPU,
author = "H. R. Moon and B. Perron",
title = "Beyond panel unit root tests: Using multiple testing
to determine the nonstationarity properties of
individual series in a panel",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "29--33",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2012:SEP,
author = "Liangjun Su and Sainan Jin",
title = "Sieve estimation of panel data models with cross
section dependence",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "34--47",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Greenaway-McGrevy:2012:ADF,
author = "Ryan Greenaway-McGrevy and Chirok Han and Donggyu
Sul",
title = "Asymptotic distribution of factor augmented estimators
for panel regression",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "48--53",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2012:BDP,
author = "Yoonseok Lee",
title = "Bias in dynamic panel models under time series
misspecification",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "54--60",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2012:RWC,
author = "Joon Y. Park and Yoon-Jae Whang",
title = "Random walk or chaos: a formal test on the {Lyapunov}
exponent",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "61--74",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2012:JRV,
author = "Torben G. Andersen and Dobrislav Dobrev and Ernst
Schaumburg",
title = "Jump-robust volatility estimation using nearest
neighbor truncation",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "75--93",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2012:TVL,
author = "Federico M. Bandi and Roberto Ren{\`o}",
title = "Time-varying leverage effects",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "94--113",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2012:BEM,
author = "Jun Yu",
title = "Bias in the estimation of the mean reversion parameter
in continuous time models",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "114--122",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200005X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mariano:2012:STM,
author = "Roberto S. Mariano and Daniel Preve",
title = "Statistical tests for multiple forecast comparison",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "123--130",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hnatkovska:2012:CMC,
author = "Viktoria Hnatkovska and Vadim Marmer and Yao Tang",
title = "Comparison of misspecified calibrated models: The
minimum distance approach",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "131--138",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "1",
pages = "ifc--ifc",
month = jul,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00100-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001005",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mariano:2012:RAN,
author = "Roberto S. Mariano and Zhijie Xiao and Jun Yu",
title = "Recent advances in nonstationary time series: a
festschrift in honor of {Peter C. B. Phillips}",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "139--141",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000255",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:2012:UCS,
author = "Clive W. J. Granger",
title = "Useful conclusions from surprising results",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "142--146",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000413",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2012:RMT,
author = "Ke-Li Xu",
title = "Robustifying multivariate trend tests to nonstationary
volatility",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "147--154",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000267",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:2012:CRS,
author = "Xu Cheng and Peter C. B. Phillips",
title = "Cointegrating rank selection in models with
time-varying variance",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "155--165",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000322",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2012:MAF,
author = "Liudas Giraitis and Peter C. B. Phillips",
title = "Mean and autocovariance function estimation near the
boundary of stationarity",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "166--178",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000309",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magdalinos:2012:MEA,
author = "Tassos Magdalinos",
title = "Mildly explosive autoregression under weak and strong
dependence",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "179--187",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000346",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2012:TUR,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Testing for unit roots in the presence of uncertainty
over both the trend and initial condition",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "188--195",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000280",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2012:ALG,
author = "Donald W. K. Andrews and Patrik Guggenberger",
title = "Asymptotics for {LS}, {GLS}, and feasible {GLS}
statistics in an {AR(1)} model with conditional
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "196--210",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000279",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:2012:RIN,
author = "Zhijie Xiao",
title = "Robust inference in nonstationary time series models",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "211--223",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000371",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2012:MSC,
author = "In Choi and Eiji Kurozumi",
title = "Model selection criteria for the leads-and-lags
cointegrating regression",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "224--238",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000310",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2012:MSW,
author = "Jennifer L. Castle and Jurgen A. Doornik and David F.
Hendry",
title = "Model selection when there are multiple breaks",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "239--246",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200036X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2012:MSP,
author = "Jae-Young Kim",
title = "Model selection in the presence of nonstationarity",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "247--257",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000395",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ploberger:2012:OEU,
author = "Werner Ploberger and Peter C. B. Phillips",
title = "Optimal estimation under nonstandard conditions",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "258--265",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000358",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shimotsu:2012:ELW,
author = "Katsumi Shimotsu",
title = "Exact local {Whittle} estimation of fractionally
cointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "266--278",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000383",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2012:SBS,
author = "Yacine A{\"\i}t-Sahalia and Joon Y. Park",
title = "Stationarity-based specification tests for diffusions
when the process is nonstationary",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "279--292",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000401",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauer:2012:PRS,
author = "Dietmar Bauer and Alex Maynard",
title = "Persistence-robust surplus-lag {Granger} causality
testing",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "293--300",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000334",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shintani:2012:SRT,
author = "Mototsugu Shintani and Tomoyoshi Yabu and Daisuke
Nagakura",
title = "Spurious regressions in technical trading",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "301--309",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.01.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000292",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "169",
number = "2",
pages = "ifc--ifc",
month = aug,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00137-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001376",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:LRJ,
author = "Anonymous",
title = "List of Referees From {January 1, 2011 to December 31,
2011}",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "I--V",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00170-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001704",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Clark:2012:STP,
author = "Todd E. Clark and Michael W. McCracken",
title = "In-sample tests of predictive ability: a new
approach",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "1--14",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2010.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200111X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liang:2012:FCR,
author = "Zhongwen Liang and Qi Li",
title = "Functional coefficient regression models with time
trend",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "15--31",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000784",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2012:TSM,
author = "Don H. Kim and Kenneth J. Singleton",
title = "Term structure models and the zero bound: an empirical
investigation of {Japanese} yields",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "32--49",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001352",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bennala:2012:PGR,
author = "Nezar Bennala and Marc Hallin and Davy Paindaveine",
title = "Pseudo-{Gaussian} and rank-based optimal tests for
random individual effects in large n small T panels",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "50--67",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000772",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2012:DFT,
author = "Miguel A. Delgado and Juan Carlos Escanciano",
title = "Distribution-free tests of stochastic monotonicity",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "68--75",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000723",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kato:2012:APQ,
author = "Kengo Kato and Antonio F. Galvao and Gabriel V.
Montes-Rojas",
title = "Asymptotics for panel quantile regression models with
individual effects",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "76--91",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000760",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kemp:2012:RTM,
author = "Gordon C. R. Kemp and J. M. C. Santos Silva",
title = "Regression towards the mode",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "92--101",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000735",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bartolucci:2012:PCM,
author = "Francesco Bartolucci and Valentina Nigro",
title = "Pseudo conditional maximum likelihood estimation of
the dynamic logit model for binary panel data",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "102--116",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000954",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2012:IML,
author = "Valentina Corradi and Walter Distaso and Marcelo
Fernandes",
title = "International market links and volatility
transmission",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "117--141",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000759",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2012:TEE,
author = "Richard A. Davis and Thomas Mikosch and Ivor Cribben",
title = "Towards estimating extremal serial dependence via the
bootstrapped extremogram",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "142--152",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000978",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fanelli:2012:DID,
author = "Luca Fanelli",
title = "Determinacy, indeterminacy and dynamic
misspecification in linear rational expectations
models",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "153--163",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000966",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2012:LMT,
author = "Badi H. Baltagi and Qu Feng and Chihwa Kao",
title = "A {Lagrange} Multiplier test for cross-sectional
dependence in a fixed effects panel data model",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "164--177",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200098X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jenish:2012:SPA,
author = "Nazgul Jenish and Ingmar R. Prucha",
title = "On spatial processes and asymptotic inference under
near-epoch dependence",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "178--190",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001340",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duan:2012:MCD,
author = "Jin-Chuan Duan and Jie Sun and Tao Wang",
title = "Multiperiod corporate default prediction --- a forward
intensity approach",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "191--209",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001145",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koo:2012:ESL,
author = "Bonsoo Koo and Oliver Linton",
title = "Estimation of semiparametric locally stationary
diffusion models",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "210--233",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001157",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsionas:2012:MLE,
author = "Efthymios G. Tsionas",
title = "Maximum likelihood estimation of stochastic frontier
models by the {Fourier} transform",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "234--248",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000796",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poirier:2012:WSY,
author = "Dale J. Poirier",
title = "What is sensible for your agents should be sensible
for yourself",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "249--250",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612000747",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00163-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001637",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PS,
author = "Anonymous",
title = "Pages 1--250 ({September 2012})",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "1",
pages = "??--??",
month = sep,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrasco:2012:EI,
author = "Marine Carrasco and Mehmet Caner and Yuichi Kitamura
and Eric Renault",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "251--255",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001169",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arellano:2012:U,
author = "Manuel Arellano and Lars Peter Hansen and Enrique
Sentana",
title = "Underidentification?",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "256--280",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001170",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2012:IRM,
author = "Alastair R. Hall and Sanggohn Han and Otilia Boldea",
title = "Inference regarding multiple structural changes in
linear models with endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "281--302",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001182",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Penaranda:2012:STR,
author = "Francisco Pe{\~n}aranda and Enrique Sentana",
title = "Spanning tests in return and stochastic discount
factor mean-variance frontiers: a unifying approach",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "303--324",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001194",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2012:PLS,
author = "Lars Peter Hansen",
title = "Proofs for large sample properties of generalized
method of moments estimators",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "325--330",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001200",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guggenberger:2012:GSU,
author = "Patrik Guggenberger and Joaquim J. S. Ramalho and
Richard J. Smith",
title = "{GEL} statistics under weak identification",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "331--349",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001212",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2012:EMD,
author = "Bertille Antoine and Eric Renault",
title = "Efficient minimum distance estimation with multiple
rates of convergence",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "350--367",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001224",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anatolyev:2012:IRM,
author = "Stanislav Anatolyev",
title = "Inference in regression models with many regressors",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "368--382",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001236",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrasco:2012:RAM,
author = "Marine Carrasco",
title = "A regularization approach to the many instruments
problem",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "383--398",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001248",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuersteiner:2012:KWG,
author = "Guido M. Kuersteiner",
title = "Kernel-weighted {GMM} estimators for linear time
series models",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "399--421",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200125X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2012:CMW,
author = "Mehmet Caner and Nese Yildiz",
title = "{CUE} with many weak instruments and nearly singular
design",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "422--441",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001261",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2012:SEB,
author = "Chunrong Ai and Xiaohong Chen",
title = "The semiparametric efficiency bound for models of
sequential moment restrictions containing unknown
functions",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "442--457",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Florens:2012:NEI,
author = "Jean-Pierre Florens and Anna Simoni",
title = "Nonparametric estimation of an instrumental
regression: a quasi-{Bayesian} approach based on
regularized posterior",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "458--475",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001285",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2012:LGE,
author = "Nikolay Gospodinov and Taisuke Otsu",
title = "Local {GMM} estimation of time series models with
conditional moment restrictions",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "476--490",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001297",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Severini:2012:EBE,
author = "Thomas A. Severini and Gautam Tripathi",
title = "Efficiency bounds for estimating linear functionals of
nonparametric regression models with endogenous
regressors",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "491--498",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001303",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2012:ICI,
author = "Alastair R. Hall and Atsushi Inoue and James M. Nason
and Barbara Rossi",
title = "Information criteria for impulse response function
matching estimation of {DSGE} models",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "499--518",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Hall:2014:CT}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001315",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Almeida:2012:AMA,
author = "Caio Almeida and Ren{\'e} Garcia",
title = "Assessing misspecified asset pricing models with
empirical likelihood estimators",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "519--537",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001327",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmer:2012:OCM,
author = "Vadim Marmer and Taisuke Otsu",
title = "Optimal comparison of misspecified moment restriction
models under a chosen measure of fit",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "538--550",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001339",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "170",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00179-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001790",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:2012:NEI,
author = "Gordon Anderson and Oliver Linton and Yoon-Jae Whang",
title = "Nonparametric estimation and inference about the
overlap of two distributions",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "1--23",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001108",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Halunga:2012:RBE,
author = "Andreea G. Halunga and Denise R. Osborn",
title = "Ratio-based estimators for a change point in
persistence",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "24--31",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001716",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2012:NID,
author = "Yingyao Hu and Matthew Shum",
title = "Nonparametric identification of dynamic models with
unobserved state variables",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "32--44",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.05.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001479",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canay:2012:HLO,
author = "Ivan A. Canay and Taisuke Otsu",
title = "Hodges-{Lehmann} optimality for testing moment
conditions",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "45--53",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001728",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kline:2012:HOP,
author = "Patrick Kline and Andres Santos",
title = "Higher order properties of the wild bootstrap under
misspecification",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "54--70",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001480",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2012:STP,
author = "Jia Chen and Jiti Gao and Degui Li",
title = "Semiparametric trending panel data models with
cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "71--85",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001613",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{West:2012:EAP,
author = "Kenneth D. West",
title = "Econometric analysis of present value models when the
discount factor is near one",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "86--97",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200173X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00206-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002060",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:PN,
author = "Anonymous",
title = "Pages 1--98 ({November 2012})",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "1",
pages = "??--??",
month = nov,
year = "2012",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2012:IAI,
author = "John Geweke and Gary Koop and Richard Paap",
title = "Introduction for the annals issue of the Journal of
Econometrics on ``{Bayesian} Models, Methods and
Applications''",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "99--100",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001492",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoogerheide:2012:CAI,
author = "Lennart Hoogerheide and Anne Opschoor and Herman K.
van Dijk",
title = "A class of adaptive importance sampling weighted {EM}
algorithms for efficient and robust posterior and
predictive simulation",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "101--120",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001583",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Villani:2012:GSF,
author = "Mattias Villani and Robert Kohn and David J. Nott",
title = "Generalized smooth finite mixtures",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "121--133",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001595",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pitt:2012:SPM,
author = "Michael K. Pitt and Ralph dos Santos Silva and Paolo
Giordani and Robert Kohn",
title = "On some properties of {Markov} chain {Monte Carlo}
simulation methods based on the particle filter",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "134--151",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001510",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Herbst:2012:EDM,
author = "Edward Herbst and Frank Schorfheide",
title = "Evaluating {DSGE} model forecasts of comovements",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "152--166",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001558",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Waggoner:2012:CMM,
author = "Daniel F. Waggoner and Tao Zha",
title = "Confronting model misspecification in macroeconomics",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "167--184",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001601",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:2012:NBM,
author = "John Geweke",
title = "Nonparametric {Bayesian} modelling of monotone
preferences for discrete choice experiments",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "185--204",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001509",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2012:BAP,
author = "Mingliang Li and Kevin J. Mumford and Justin L.
Tobias",
title = "A {Bayesian} analysis of payday loans and their
regulation",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "205--216",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001571",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maneesoonthorn:2012:PFV,
author = "Worapree Maneesoonthorn and Gael M. Martin and
Catherine S. Forbes and Simone D. Grose",
title = "Probabilistic forecasts of volatility and its risk
premia",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "217--236",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001534",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2012:BMA,
author = "Gary Koop and Roberto Leon-Gonzalez and Rodney
Strachan",
title = "{Bayesian} model averaging in the instrumental
variable regression model",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "237--250",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001522",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ley:2012:MPB,
author = "Eduardo Ley and Mark F. J. Steel",
title = "Mixtures of $g$-priors for {Bayesian} model averaging
with economic applications",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "251--266",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200156X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Salimans:2012:VSF,
author = "Tim Salimans",
title = "Variable selection and functional form uncertainty in
cross-country growth regressions",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "267--280",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001546",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2012:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "171",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2012",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00223-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002230",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2013:ETA,
author = "Jiti Gao and Dag Tj{\o}stheim and Jiying Yin",
title = "Estimation in threshold autoregressive models with a
stationary and a unit root regime",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "1--13",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2011.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002047",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2013:TFI,
author = "Sokbae Lee and Kyungchul Song and Yoon-Jae Whang",
title = "Testing functional inequalities",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "14--32",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200190X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tjostheim:2013:LGC,
author = "Dag Tj{\o}stheim and Karl Ove Hufthammer",
title = "Local {Gaussian} correlation: a new measure of
dependence",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "33--48",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001741",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dovonon:2013:BRM,
author = "Prosper Dovonon and S{\'\i}lvia Gon{\c{c}}alves and
Nour Meddahi",
title = "Bootstrapping realized multivariate volatility
measures",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "49--65",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001765",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:2013:ZIS,
author = "Subal C. Kumbhakar and Christopher F. Parmeter and
Efthymios G. Tsionas",
title = "A zero inefficiency stochastic frontier model",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "66--76",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002163",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2013:PML,
author = "Honglin Wang and Emma M. Iglesias and Jeffrey M.
Wooldridge",
title = "Partial maximum likelihood estimation of spatial
probit models",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "77--89",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001893",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pelagatti:2013:RTS,
author = "Matteo M. Pelagatti and Pranab K. Sen",
title = "Rank tests for short memory stationarity",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "90--105",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002151",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hurn:2013:QML,
author = "A. S. Hurn and K. A. Lindsay and A. J. McClelland",
title = "A quasi-maximum likelihood method for estimating the
parameters of multivariate diffusions",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "106--126",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002187",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Trapani:2013:BPF,
author = "Lorenzo Trapani",
title = "On bootstrapping panel factor series",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "127--141",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002175",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2013:JES,
author = "Marcus J. Chambers",
title = "Jackknife estimation of stationary autoregressive
models",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "142--157",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002199",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boldea:2013:EIU,
author = "Otilia Boldea and Alastair R. Hall",
title = "Estimation and inference in unstable nonlinear least
squares models",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "158--167",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002205",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2013:DFE,
author = "Shakeeb Khan",
title = "Distribution free estimation of heteroskedastic binary
response models using {Probit\slash Logit} criterion
functions",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "168--182",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001753",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00237-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002370",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PJa,
author = "Anonymous",
title = "Pages 1--182 ({January 2013})",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "1",
pages = "??--??",
month = jan,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paolella:2013:LDH,
author = "Marc Paolella and Eric Renault and Gennady
Samorodnitsky and David Veredas",
title = "Latest developments on heavy-tailed distributions",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "183--185",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001911",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nolan:2013:LNR,
author = "John P. Nolan and Diana Ojeda-Revah",
title = "Linear and nonlinear regression with stable errors",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "186--194",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001923",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2013:OSE,
author = "Marc Hallin and Yvik Swan and Thomas Verdebout and
David Veredas",
title = "One-step {$R$}-estimation in linear models with stable
errors",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "195--204",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761200200X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mikosch:2013:HTO,
author = "Thomas Mikosch and Casper G. de Vries",
title = "Heavy tails of {OLS}",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "205--221",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001996",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2013:MII,
author = "Beth Andrews and Richard A. Davis",
title = "Model identification for infinite variance
autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "222--234",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001935",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dominicy:2013:MSQ,
author = "Yves Dominicy and David Veredas",
title = "The method of simulated quantiles",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "235--247",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001947",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ogata:2013:EMS,
author = "Hiroaki Ogata",
title = "Estimation for multivariate stable distributions with
generalized empirical likelihood",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "248--254",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002011",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hill:2013:MCT,
author = "Jonathan B. Hill and Mike Aguilar",
title = "Moment condition tests for heavy tailed time series",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "255--274",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001972",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCulloch:2013:ENS,
author = "J. Huston McCulloch and E. Richard Percy",
title = "Extended {Neyman} smooth goodness-of-fit tests,
applied to competing heavy-tailed distributions",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "275--282",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002023",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Danielsson:2013:FTV,
author = "J{\'o}n Dan{\'\i}elsson and Bj{\o}rn N. Jorgensen and
Gennady Samorodnitsky and Mandira Sarma and Casper G.
de Vries",
title = "Fat tails, {VaR} and subadditivity",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "283--291",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001959",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Broda:2013:SMG,
author = "Simon A. Broda and Markus Haas and Jochen Krause and
Marc S. Paolella and Sven C. Steude",
title = "Stable mixture {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "292--306",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001960",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2013:JTE,
author = "Tim Bollerslev and Viktor Todorov and Sophia Zhengzi
Li",
title = "Jump tails, extreme dependencies, and the distribution
of stock returns",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "307--324",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001984",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fasen:2013:SEM,
author = "Vicky Fasen",
title = "Statistical estimation of multivariate
{Ornstein--Uhlenbeck} processes and applications to
co-integration",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "325--337",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "172",
number = "2",
pages = "ifc--ifc",
month = feb,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(12)00251-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002515",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:AZA,
author = "Anonymous",
title = "{2012 Arnold Zellner Award}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "v--v",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00012-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000122",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:JE,
author = "Anonymous",
title = "2012 {{\booktitle{Journal of Econometrics}}}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "vi--vi",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00013-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000134",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:LJF,
author = "Anonymous",
title = "List of the {JE Fellows} as of {January 2012}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "vii--xx",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00014-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000146",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Laurent:2013:LFR,
author = "S{\'e}bastien Laurent and Jeroen V. K. Rombouts and
Francesco Violante",
title = "On loss functions and ranking forecasting performances
of multivariate volatility models",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "1--10",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612001777",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2013:GQR,
author = "Robert Chambers and Rolf F{\"a}re and Shawna Grosskopf
and Michael Vardanyan",
title = "Generalized quadratic revenue functions",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "11--21",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002217",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Saijo:2013:EDM,
author = "Hikaru Saijo",
title = "Estimating {DSGE} models using seasonally adjusted and
unadjusted data",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "22--35",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2013:MLE,
author = "Donald W. K. Andrews and Xu Cheng",
title = "Maximum likelihood estimation and uniform inference
with sporadic identification failure",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "36--56",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002357",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gagliardini:2013:SPE,
author = "Patrick Gagliardini and Diego Ronchetti",
title = "Semi-parametric estimation of {American} option
prices",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "57--82",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002345",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2013:TWU,
author = "Bin Chen and Zhaogang Song",
title = "Testing whether the underlying continuous-time process
follows a diffusion: an infinitesimal operator-based
approach",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "83--107",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002333",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2013:CST,
author = "Nikolay Gospodinov and Raymond Kan and Cesare
Robotti",
title = "Chi-squared tests for evaluation and comparison of
asset pricing models",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "108--125",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002485",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2013:PTS,
author = "Ke-Li Xu",
title = "Powerful tests for structural changes in volatility",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "126--142",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002473",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "ifc--ifc",
month = mar,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00019-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000195",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PMa,
author = "Anonymous",
title = "Pages 1--142 ({March 2013})",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "1",
pages = "??--??",
month = mar,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moon:2013:TDB,
author = "Seongman Moon and Carlos Velasco",
title = "Tests for $m$-dependence based on sample splitting
methods",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "143--159",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002679",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhattacharya:2013:ETP,
author = "Debopam Bhattacharya",
title = "Evaluating treatment protocols using data
combination",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "160--174",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002497",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kruiniger:2013:QME,
author = "Hugo Kruiniger",
title = "Quasi {ML} estimation of the panel {AR(1)} model with
arbitrary initial conditions",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "175--188",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002618",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Okhrin:2013:SEH,
author = "Ostap Okhrin and Yarema Okhrin and Wolfgang Schmid",
title = "On the structure and estimation of hierarchical
{Archimedean} copulas",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "189--204",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407612002667",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "ifc--ifc",
month = apr,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00023-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000237",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PAa,
author = "Anonymous",
title = "Pages 143--204 ({April 2013})",
journal = j-J-ECONOMETRICS,
volume = "173",
number = "2",
pages = "??--??",
month = apr,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:2013:PDM,
author = "Seung C. Ahn and Young H. Lee and Peter Schmidt",
title = "Panel data models with multiple time-varying
individual effects",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "1--14",
month = may,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300002X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2013:PBO,
author = "Graham Elliott and Robert P. Lieli",
title = "Predicting binary outcomes",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "15--26",
month = may,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000171",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bikbov:2013:MPR,
author = "Ruslan Bikbov and Mikhail Chernov",
title = "Monetary policy regimes and the term structure of
interest rates",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "27--43",
month = may,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300016X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krause:2013:CEL,
author = "Melanie Krause",
title = "Corrigendum to {``Elliptical Lorenz Curves'' [J.
Econom. {\bf 40} (1989) 327--338]}",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "44--44",
month = may,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Villasenor:1989:ELC}.",
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author = "Anonymous",
title = "{Editorial Board}",
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author = "Anonymous",
title = "Pages 1--44 ({May 2013})",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "1",
pages = "??--??",
month = may,
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@Article{Choi:2013:CFL,
author = "Seungmoon Choi",
title = "Closed-form likelihood expansions for multivariate
time-inhomogeneous diffusions",
journal = j-J-ECONOMETRICS,
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number = "2",
pages = "45--65",
month = jun,
year = "2013",
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acknowledgement = ack-nhfb,
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Muller:2013:LFR,
author = "Ulrich K. M{\"u}ller and Mark W. Watson",
title = "Low-frequency robust cointegration testing",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "66--81",
month = jun,
year = "2013",
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@Article{Zhang:2013:MAJ,
author = "Xinyu Zhang and Alan T. K. Wan and Guohua Zou",
title = "Model averaging by jackknife criterion in models with
dependent data",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "82--94",
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year = "2013",
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@Article{DHaultfoeuille:2013:IER,
author = "Xavier D'Haultf{\oe}uille and Arnaud Maurel",
title = "Inference on an extended {Roy} model, with an
application to schooling decisions in {France}",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "95--106",
month = jun,
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acknowledgement = ack-nhfb,
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@Article{Kuersteiner:2013:LTP,
author = "Guido M. Kuersteiner and Ingmar R. Prucha",
title = "Limit theory for panel data models with cross
sectional dependence and sequential exogeneity",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "107--126",
month = jun,
year = "2013",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Cattaneo:2013:OCR,
author = "Matias D. Cattaneo and Max H. Farrell",
title = "Optimal convergence rates, {Bahadur} representation,
and asymptotic normality of partitioning estimators",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "127--143",
month = jun,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.02.002",
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bibdate = "Wed Mar 6 14:50:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Hill:2013:TCV,
author = "Jonathan B. Hill and Artyom Shneyerov",
title = "Are there common values in first-price auctions? {A}
tail-index nonparametric test",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "144--164",
month = jun,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.02.003",
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bibdate = "Wed Mar 6 14:50:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000377",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Handel:2013:RFP,
author = "Benjamin R. Handel and Kanishka Misra and James W.
Roberts",
title = "Robust firm pricing with panel data",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "165--185",
month = jun,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.02.007",
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bibdate = "Wed Mar 6 14:50:00 MST 2019",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Hu:2013:IFP,
author = "Yingyao Hu and David McAdams and Matthew Shum",
title = "Identification of first-price auctions with
non-separable unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "186--193",
month = jun,
year = "2013",
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acknowledgement = ack-nhfb,
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author = "Anonymous",
title = "{Editorial Board}",
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@Article{Anonymous:2013:PJb,
author = "Anonymous",
title = "Pages 45--194 ({June 2013})",
journal = j-J-ECONOMETRICS,
volume = "174",
number = "2",
pages = "??--??",
month = jun,
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@Article{Huber:2013:PEB,
author = "Martin Huber and Michael Lechner and Conny Wunsch",
title = "The performance of estimators based on the propensity
score",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "1",
pages = "1--21",
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@Article{Abadir:2013:NPR,
author = "Karim M. Abadir and Giovanni Caggiano and Gabriel
Talmain",
title = "{Nelson}-Plosser revisited: The {ACF} approach",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "1",
pages = "22--34",
month = jul,
year = "2013",
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@Article{Han:2013:FDM,
author = "Chirok Han and Peter C. B. Phillips",
title = "First difference maximum likelihood and dynamic panel
estimation",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "1",
pages = "35--45",
month = jul,
year = "2013",
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@Article{Gayle:2013:ENP,
author = "Wayne-Roy Gayle and Soiliou Daw Namoro",
title = "Estimation of a nonlinear panel data model with
semiparametric individual effects",
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number = "1",
pages = "46--59",
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title = "Pages 1--60 ({July 2013})",
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pages = "??--??",
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@Article{Arbues:2013:DMO,
author = "Ignacio Arbu{\'e}s",
title = "Determining the {MSE}-optimal cross section to
forecast",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "2",
pages = "61--70",
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@Article{Gayle:2013:ICE,
author = "Wayne-Roy Gayle",
title = "Identification and {$N$}-consistent estimation of a
nonlinear panel data model with correlated unobserved
effects",
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number = "2",
pages = "71--83",
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@Article{Hidalgo:2013:TSS,
author = "Javier Hidalgo and Myung Hwan Seo",
title = "Testing for structural stability in the whole sample",
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number = "2",
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@Article{Pesaran:2013:PUR,
author = "M. Hashem Pesaran and L. Vanessa Smith and Takashi
Yamagata",
title = "Panel unit root tests in the presence of a multifactor
error structure",
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number = "2",
pages = "94--115",
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year = "2013",
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@Article{Shiu:2013:IEN,
author = "Ji-Liang Shiu and Yingyao Hu",
title = "Identification and estimation of nonlinear dynamic
panel data models with unobserved covariates",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "2",
pages = "116--131",
month = aug,
year = "2013",
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@Article{Fuentes-Albero:2013:MCM,
author = "Cristina Fuentes-Albero and Leonardo Melosi",
title = "Methods for computing marginal data densities from the
{Gibbs} output",
journal = j-J-ECONOMETRICS,
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number = "2",
pages = "132--141",
month = aug,
year = "2013",
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@Article{Amado:2013:MVV,
author = "Cristina Amado and Timo Ter{\"a}svirta",
title = "Modelling volatility by variance decomposition",
journal = j-J-ECONOMETRICS,
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pages = "142--153",
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PAb,
author = "Anonymous",
title = "Pages 61--154 ({August 2013})",
journal = j-J-ECONOMETRICS,
volume = "175",
number = "2",
pages = "??--??",
month = aug,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Judge:2013:FOC,
author = "George Judge",
title = "{Fellow}'s opinion corner: Econometric information
recovery",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "1--2",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000638",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jensen:2013:BSM,
author = "Mark J. Jensen and John M. Maheu",
title = "{Bayesian} semiparametric multivariate {GARCH}
modeling",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "3--17",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2013:PCE,
author = "Jushan Bai and Serena Ng",
title = "Principal components estimation and identification of
static factors",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "18--29",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000651",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iacone:2013:TBT,
author = "Fabrizio Iacone and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Testing for a break in trend when the order of
integration is unknown",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "30--45",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmer:2013:WME,
author = "Vadim Marmer and Artyom Shneyerov and Pai Xu",
title = "What model for entry in first-price auctions? {A}
nonparametric approach",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "46--58",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000821",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2013:SET,
author = "Jiti Gao and Peter C. B. Phillips",
title = "Semiparametric estimation in triangular system
equations with nonstationarity",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "59--79",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300095X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2013:ACF,
author = "Xinyu Zhang and Zudi Lu and Guohua Zou",
title = "Adaptively combined forecasting for discrete response
time series",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "80--91",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "ifc--ifc",
month = sep,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00118-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001188",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PS,
author = "Anonymous",
title = "Pages 1--92 ({September 2013})",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "1",
pages = "??--??",
month = sep,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Filipovic:2013:DAM,
author = "Damir Filipovi{\'c} and Eberhard Mayerhofer and Paul
Schneider",
title = "Density approximations for multivariate affine
jump-diffusion processes",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "93--111",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000596",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2013:NDP,
author = "Liangjun Su and Xun Lu",
title = "Nonparametric dynamic panel data models: Kernel
estimation and specification testing",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "112--133",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guay:2013:RAR,
author = "Alain Guay and Emmanuel Guerre and Step{\'a}na
Lazarov{\'a}",
title = "Robust adaptive rate-optimal testing for the white
noise hypothesis",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "134--145",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fulop:2013:ELS,
author = "Andras Fulop and Junye Li",
title = "Efficient learning via simulation: a marginalized
resample-move approach",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "146--161",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2013:MAS,
author = "Joshua C. C. Chan",
title = "Moving average stochastic volatility models with
application to inflation forecast",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "162--172",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001255",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "ifc--ifc",
month = oct,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00136-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300136X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PO,
author = "Anonymous",
title = "Pages 93--172 ({October 2013})",
journal = j-J-ECONOMETRICS,
volume = "176",
number = "2",
pages = "??--??",
month = oct,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2013:IIR,
author = "Atsushi Inoue and Lutz Kilian",
title = "Inference on impulse response functions in structural
{VAR} models",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "1--13",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Inoue:2019:CII}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001310",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Komarova:2013:BCM,
author = "Tatiana Komarova",
title = "Binary choice models with discrete regressors:
Identification and misspecification",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "14--33",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001279",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2013:GMP,
author = "Christian Francq and Olivier Wintenberger and
Jean-Michel Zako{\"\i}an",
title = "{GARCH} models without positivity constraints:
Exponential or log {GARCH}?",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "34--46",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001267",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lavergne:2013:SMD,
author = "Pascal Lavergne and Valentin Patilea",
title = "Smooth minimum distance estimation and testing with
conditional estimating equations: Uniform in bandwidth
theory",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "47--59",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001280",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McElroy:2013:DTS,
author = "Tucker McElroy and Dimitris N. Politis",
title = "Distribution theory for the {Studentized} mean for
long, short, and negative memory time series",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "60--74",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001334",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gossner:2013:FSE,
author = "Olivier Gossner and Karl H. Schlag",
title = "Finite-sample exact tests for linear regressions with
bounded dependent variables",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "75--84",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001346",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2013:HSD,
author = "Min Seong Kim and Yixiao Sun",
title = "Heteroskedasticity and spatiotemporal dependence
robust inference for linear panel models with fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "85--108",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001309",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galichon:2013:DB,
author = "Alfred Galichon and Marc Henry",
title = "Dilation bootstrap",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "109--115",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001292",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cosslett:2013:ESE,
author = "Stephen R. Cosslett",
title = "Efficient semiparametric estimation for endogenously
stratified regression via smoothed likelihood",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "116--129",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001474",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "ifc--ifc",
month = nov,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00171-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613001711",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:PN,
author = "Anonymous",
title = "Pages 1--130 ({November 2013})",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "1",
pages = "??--??",
month = nov,
year = "2013",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Timmermann:2013:DEM,
author = "Allan Timmermann and Herman K. van Dijk",
title = "Dynamic econometric modeling and forecasting in the
presence of instability",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "131--133",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000675",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2013:OFP,
author = "M. Hashem Pesaran and Andreas Pick and Mikhail
Pranovich",
title = "Optimal forecasts in the presence of structural
breaks",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "134--152",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000687",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2013:AFP,
author = "Liudas Giraitis and George Kapetanios and Simon
Price",
title = "Adaptive forecasting in the presence of recent and
ongoing structural change",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "153--170",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000699",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2013:FLM,
author = "Cindy Shin-Huei Wang and Luc Bauwens and Cheng Hsiao",
title = "Forecasting a long memory process subject to
structural breaks",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "171--184",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000833",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:2013:LTV,
author = "Gary Koop and Dimitris Korobilis",
title = "Large time-varying parameter {VARs}",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "185--198",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000845",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2013:CPD,
author = "Barbara Rossi and Tatevik Sekhposyan",
title = "Conditional predictive density evaluation in the
presence of instabilities",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "199--212",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000857",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Billio:2013:TVC,
author = "Monica Billio and Roberto Casarin and Francesco
Ravazzolo and Herman K. van Dijk",
title = "Time-varying combinations of predictive densities
using nonlinear filtering",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "213--232",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000869",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amengual:2013:SES,
author = "Dante Amengual and Gabriele Fiorentini and Enrique
Sentana",
title = "Sequential estimation of shape parameters in
multivariate dynamic models",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "233--249",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000870",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2013:PRU,
author = "Peter C. B. Phillips and Ji Hyung Lee",
title = "Predictive regression under various degrees of
persistence and robust long-horizon regression",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "250--264",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2013:TUR,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Testing for unit roots in the possible presence of
multiple trend breaks using minimum {Dickey--Fuller}
statistics",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "265--284",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000894",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2013:LSE,
author = "S{\o}ren Johansen and Theis Lange",
title = "Least squares estimation in a simple random
coefficient autoregressive model",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "285--288",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bates:2013:CFE,
author = "Brandon J. Bates and Mikkel Plagborg-M{\o}ller and
James H. Stock and Mark W. Watson",
title = "Consistent factor estimation in dynamic factor models
with structural instability",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "289--304",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000912",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2013:FFV,
author = "Jennifer L. Castle and Michael P. Clements and David
F. Hendry",
title = "Forecasting by factors, by variables, by both or
neither?",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "305--319",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000924",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2013:MSM,
author = "Fei Chen and Francis X. Diebold and Frank
Schorfheide",
title = "A {Markov}-switching multifractal inter-trade duration
model, with application to {US} equities",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "320--342",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000936",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Favero:2013:MFG,
author = "Carlo A. Favero",
title = "Modelling and forecasting government bond spreads in
the euro area: a {GVAR} model",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "343--356",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300081X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2013:CSR,
author = "Graham Elliott and Antonio Gargano and Allan
Timmermann",
title = "Complete subset regressions",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "357--373",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.04.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613000948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2013:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "177",
number = "2",
pages = "ifc--ifc",
month = dec,
year = "2013",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(13)00211-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300211X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2014:MTM,
author = "Zongwu Cai and Yongmiao Hong and Qi Li",
title = "Misspecification test methods in econometrics",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "1--3",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001516",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2014:TPR,
author = "Zongwu Cai and Yunfei Wang",
title = "Testing predictive regression models with
nonstationary regressors",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "4--14",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001528",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chao:2014:TOR,
author = "John C. Chao and Jerry A. Hausman and Whitney K. Newey
and Norman R. Swanson and Tiemen Woutersen",
title = "Testing overidentifying restrictions with many
instruments and heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "15--21",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300153X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:UAV,
author = "Bin Chen and Yongmiao Hong",
title = "A unified approach to validating univariate and
multivariate conditional distribution models in time
series",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "22--44",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001541",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2014:NIC,
author = "Yanqin Fan and Sang Soo Park",
title = "Nonparametric inference for counterfactual means:
Bias-correction, confidence sets, and weak {IV}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "45--56",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001553",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gu:2014:TCR,
author = "Jingping Gu and Zhongwen Liang",
title = "Testing cointegration relationship in a semiparametric
varying coefficient model",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "57--70",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001565",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsu:2014:CST,
author = "Shih-Hsun Hsu and Chung-Ming Kuan",
title = "Constructing smooth tests without estimating the
eigenpairs of the limiting process",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "71--79",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gan:2014:MST,
author = "Li Gan and Cheng Hsiao and Shu Xu",
title = "Model specification test with correlated but not
cointegrated variables",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "80--85",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001589",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2014:NHM,
author = "Jinyong Hahn and Whitney K. Newey and Richard J.
Smith",
title = "Neglected heterogeneity in moment condition models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "86--100",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harding:2014:ETQ,
author = "Matthew Harding and Carlos Lamarche",
title = "Estimating and testing a quantile regression model
with interactive effects",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "101--113",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001607",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:2014:ESP,
author = "Jerry A. Hausman and Tiemen Woutersen",
title = "Estimating a semi-parametric duration model without
specifying heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "114--131",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001619",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2014:AQL,
author = "Jae-Young Kim",
title = "An alternative quasi likelihood approach, {Bayesian}
analysis and data-based inference for model
specification",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "132--145",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001620",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:TLD,
author = "Yoon-Jin Lee",
title = "Testing a linear dynamic panel data model against
nonlinear alternatives",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "146--166",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001632",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2014:CNT,
author = "Zhongjian Lin and Qi Li and Yiguo Sun",
title = "A consistent nonparametric test of parametric
regression functional form in fixed effects panel data
models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "167--179",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001644",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2014:VAS,
author = "Viktor Todorov and George Tauchen and Iaryna Grynkiv",
title = "Volatility activity: Specification and estimation",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "180--193",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001656",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2014:RCR,
author = "Xun Lu and Halbert White",
title = "Robustness checks and robustness tests in applied
economics",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "194--206",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001668",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 1",
pages = "ifc--ifc",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002376",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2014:AIJ,
author = "Graham Elliott and A. M. Robert Taylor",
title = "Annals issue of {{\booktitle{Journal of
Econometrics}}} ``Recent Advances in Time Series
Econometrics'': {Guest Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "207--209",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001851",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2014:OEC,
author = "Peter C. B. Phillips",
title = "Optimal estimation of cointegrated systems with
irrelevant instruments",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "210--224",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001863",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:2014:EML,
author = "Peter M. Robinson",
title = "The estimation of misspecified long memory models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "225--230",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001875",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamilton:2014:TIA,
author = "James D. Hamilton and Jing Cynthia Wu",
title = "Testable implications of affine term structure
models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "231--242",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001887",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2014:TSU,
author = "Marcus J. Chambers and Joanne S. Ercolani and A. M.
Robert Taylor",
title = "Testing for seasonal unit roots by frequency domain
regression",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "243--258",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001899",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2014:TUR,
author = "Giuseppe Cavaliere and Fang Xu",
title = "Testing for unit roots in bounded time series",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "259--272",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001905",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2014:ALD,
author = "M. Hashem Pesaran and Alexander Chudik",
title = "Aggregation in large dynamic panels",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "273--285",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Castle:2014:MSU,
author = "Jennifer L. Castle and David F. Hendry",
title = "Model selection in under-specified equations facing
breaks",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "286--293",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001929",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:2014:TOF,
author = "Cheng Hsiao and Shui Ki Wan",
title = "Is there an optimal forecast combination?",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "294--309",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002339",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:2014:AIP,
author = "S{\o}ren Johansen and Katarina Juselius",
title = "An asymptotic invariance property of the common trends
under linear transformations of the data",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "310--315",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001930",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{White:2014:GCE,
author = "Halbert White and Davide Pettenuzzo",
title = "{Granger} causality, exogeneity, cointegration, and
economic policy analysis",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "316--330",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001942",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berenguer-Rico:2014:SSP,
author = "Vanessa Berenguer-Rico and Jes{\'u}s Gonzalo",
title = "Summability of stochastic processes --- a
generalization of integration for non-linear
processes",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "331--341",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001954",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Thornton:2014:ADR,
author = "Michael A. Thornton",
title = "The aggregation of dynamic relationships caused by
incomplete information",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "342--351",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001966",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2014:FFM,
author = "Hyun Hak Kim and Norman R. Swanson",
title = "Forecasting financial and macroeconomic variables
using data reduction methods: New empirical evidence",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "352--367",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001978",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stock:2014:ETP,
author = "James H. Stock and Mark W. Watson",
title = "Estimating turning points using large data sets",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "368--381",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300198X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 2",
pages = "ifc--ifc",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002455",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Donald:2014:EID,
author = "Stephen G. Donald and Yu-Chin Hsu",
title = "Estimation and inference for distribution functions
and quantile functions in treatment effect models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "383--397",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001826",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:PJa,
author = "Anonymous",
title = "Pages 383--706 ({January 2014})",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "383--706",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:ARM,
author = "Seojeong Lee",
title = "Asymptotic refinements of a misspecification-robust
bootstrap for generalized method of moments
estimators",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "398--413",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001838",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lavergne:2014:MET,
author = "Pascal Lavergne",
title = "Model equivalence tests in a parametric framework",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "414--425",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001814",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2014:UCW,
author = "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez
and Arthur Lewbel",
title = "Uniform convergence of weighted sums of non and
semiparametric residuals for estimation and testing",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "426--443",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001462",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dunker:2014:IES,
author = "Fabian Dunker and Jean-Pierre Florens and Thorsten
Hohage and Jan Johannes and Enno Mammen",
title = "Iterative estimation of solutions to noisy nonlinear
operator equations in nonparametric instrumental
regression",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "444--455",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001322",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Florens:2014:FEN,
author = "Jean-Pierre Florens and L{\'e}opold Simar and Ingrid
{Van Keilegom}",
title = "Frontier estimation in nonparametric location-scale
models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "456--470",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001504",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2014:SMS,
author = "Kyungchul Song",
title = "Semiparametric models with single-index nuisance
parameters",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "471--483",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001486",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Juhl:2014:THF,
author = "Ted Juhl and Walter Sosa-Escudero",
title = "Testing for heteroskedasticity in fixed effects
models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "484--494",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001498",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2014:SAL,
author = "J. C. Escanciano and S. C. Goh",
title = "Specification analysis of linear quantile models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "495--507",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300184X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2014:MLM,
author = "Luc Bauwens and Arnaud Dufays and Jeroen V. K.
Rombouts",
title = "Marginal likelihood for {Markov}-switching and
change-point {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "508--522",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300167X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jensen:2014:ESA,
author = "Mark J. Jensen and John M. Maheu",
title = "Estimating a semiparametric asymmetric stochastic
volatility model with a {Dirichlet} process mixture",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "523--538",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001681",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2014:AAL,
author = "Hwan-sik Choi and Minsoo Jeong and Joon Y. Park",
title = "An asymptotic analysis of likelihood-based diffusion
model selection using high frequency data",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "539--557",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002005",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Al-Sadoon:2014:GLR,
author = "Majid M. Al-Sadoon",
title = "Geometric and long run aspects of {Granger}
causality",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "558--568",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001693",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2014:MBT,
author = "Jianhong Wu and Guodong Li",
title = "Moment-based tests for individual and time effects in
panel data models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "569--581",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001796",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haan:2014:LLC,
author = "Peter Haan and Victoria Prowse",
title = "Longevity, life-cycle behavior and pension reform",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "582--601",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002042",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2014:NAB,
author = "Yong Li and Tao Zeng and Jun Yu",
title = "A new approach to {Bayesian} hypothesis testing",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "602--612",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613001991",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yuan:2014:ELS,
author = "Ao Yuan and Jinfeng Xu and Gang Zheng",
title = "On empirical likelihood statistical functions",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "613--623",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002017",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pelenis:2014:BRH,
author = "Justinas Pelenis",
title = "{Bayesian} regression with heteroscedastic error
density and parametric mean function",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "624--638",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002194",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:SIP,
author = "Xiaohong Chen and Zhipeng Liao and Yixiao Sun",
title = "Sieve inference on possibly misspecified
semi-nonparametric time series models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "639--658",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002066",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2014:LFI,
author = "Yixiao Sun",
title = "Let's fix it: Fixed-$b$ asymptotics versus small-$b$
asymptotics in heteroskedasticity and autocorrelation
robust inference",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "659--677",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002054",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2014:TMI,
author = "Le-Yu Chen and Jerzy Szroeter",
title = "Testing multiple inequality hypotheses: a smoothed
indicator approach",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "678--693",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440761300208X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2014:DET,
author = "Yoon Dong Lee and Seongjoo Song and Eun-Kyung Lee",
title = "The delta expansion for the transition density of
diffusion models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "694--705",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002212",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2014:CT,
author = "Alastair R. Hall and Atsushi Inoue and James M. Nason
and Barbara Rossi",
title = "Corrigendum to {``Information criteria for impulse
response function matching estimation of DSGE models''
[J. Econom. {\bf 170} (2012) 499--518]}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "706--706",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Hall:2012:ICI}.",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002029",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2014:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "Part 3",
pages = "ifc--ifc",
month = jan,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Mar 7 05:48:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407613002558",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Battistin:2014:TEE,
author = "Erich Battistin and Andrew Chesher",
title = "Treatment effect estimation with covariate measurement
error",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "707--715",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761300225X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maruyama:2014:EFS,
author = "Shiko Maruyama",
title = "Estimation of finite sequential games",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "716--726",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002261",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2014:MAM,
author = "Abdelaati Daouia and St{\'e}phane Girard and Armelle
Guillou",
title = "A {$ \Gamma $}-moment approach to monotonic boundary
estimation",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "727--740",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002285",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vogelsang:2014:IMO,
author = "Timothy J. Vogelsang and Martin Wagner",
title = "Integrated modified {OLS} estimation and fixed-$b$
inference for cointegrating regressions",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "741--760",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002303",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hualde:2014:ELR,
author = "Javier Hualde",
title = "Estimation of long-run parameters in unbalanced
cointegration",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "761--778",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002297",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalli:2014:TVS,
author = "Maria Kalli and Jim E. Griffin",
title = "Time-varying sparsity in dynamic regression models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "779--793",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2014:ITH,
author = "Jushan Bai and Peng Wang",
title = "Identification theory for high dimensional static and
dynamic factor models",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "794--804",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002315",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Browning:2014:DBO,
author = "Martin Browning and Jesus M. Carro",
title = "Dynamic binary outcome models with maximal
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "805--823",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002352",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kruiniger:2014:CML,
author = "Hugo Kruiniger",
title = "Corrigendum to {``Maximum likelihood estimation and
inference methods for the covariance stationary panel $
{\rm AR}(1) $ \slash unit root model'' [J. Econom. {\bf
144} (2008) 447--464]}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "824--824",
month = feb,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Kruiniger:2008:MLE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002340",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Anonymous:2014:LR,
author = "Anonymous",
title = "List of Referees for 2013",
journal = j-J-ECONOMETRICS,
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number = "2",
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bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002650",
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fjournal = "Journal of Econometrics",
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author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
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acknowledgement = ack-nhfb,
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author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
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month = feb,
year = "2014",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2014:PF,
author = "Anonymous",
title = "Pages 707--830 ({February 2014})",
journal = j-J-ECONOMETRICS,
volume = "178",
number = "2",
pages = "??--??",
month = feb,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Chen:2014:IVO,
author = "Song Xi Chen and Zheng Xu",
title = "On implied volatility for options --- Some reasons to
smile and more to correct",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "1--15",
month = mar,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002200",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Noureldin:2014:MRA,
author = "Diaa Noureldin and Neil Shephard and Kevin Sheppard",
title = "Multivariate rotated {ARCH} models",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "16--30",
month = mar,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.003",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Andrews:2014:NIB,
author = "Donald W. K. Andrews and Xiaoxia Shi",
title = "Nonparametric inference based on conditional moment
inequalities",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "31--45",
month = mar,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.005",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002091",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2014:IST,
author = "L. Giraitis and G. Kapetanios and T. Yates",
title = "Inference on stochastic time-varying coefficient
models",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "46--65",
month = mar,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.10.009",
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bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Horvath:2014:TSF,
author = "Lajos Horv{\'a}th and Piotr Kokoszka and Gregory
Rice",
title = "Testing stationarity of functional time series",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "66--82",
month = mar,
year = "2014",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2013.11.002",
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ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002327",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Reynaert:2014:IPR,
author = "Mathias Reynaert and Frank Verboven",
title = "Improving the performance of random coefficients
demand models: The role of optimal instruments",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "83--98",
month = mar,
year = "2014",
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DOI = "https://doi.org/10.1016/j.jeconom.2013.12.001",
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bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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acknowledgement = ack-nhfb,
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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author = "Anonymous",
title = "{Editorial Board}",
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bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
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@Article{Anonymous:2014:PMa,
author = "Anonymous",
title = "Pages 1--98 ({March 2014})",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "1",
pages = "??--??",
month = mar,
year = "2014",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 6 14:50:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
acknowledgement = ack-nhfb,
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journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Hall:2014:BIN,
author = "Jamie Hall and Michael K. Pitt and Robert Kohn",
title = "{Bayesian} inference for nonlinear structural time
series models",
journal = j-J-ECONOMETRICS,
volume = "179",
number = "2",
pages = "99--111",
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year = "2014",
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DOI = "https://doi.org/10.1016/j.jeconom.2013.10.016",
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bibdate = "Wed Mar 6 14:50:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407613002819",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Blundell:2014:BQD,
author = "Richard Blundell and Dennis Kristensen and Rosa
Matzkin",
title = "Bounding quantile demand functions using revealed
preference inequalities",
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volume = "179",
number = "2",
pages = "112--127",
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year = "2014",
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bibdate = "Wed Mar 6 14:50:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407614000177",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "
