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It was produced automatically %% with the UNIX pipeline %% %% biblex xxx.bib | \ %% gawk -f keywords.awk | \ %% egrep 'entrytype$' | \ %% gawk -f fmtwords.awk >xxx.xwx %% %% by beebe@gamma.math.utah.edu on Wed Nov 8 14:07:52 MST 2023 %%====================================================================== \ifx \NAMECITE \undefined % User can override this definition \def \NAMECITE #1#2{{\bf #1} \cite{#2}} \fi \NAMECITE{$5$}{% Liu:2015:DAB% }. \NAMECITE{$ {\rm AR}(1) $}{% Kruiniger:2008:MLE,% Kruiniger:2014:CML% }. \NAMECITE{$b$}{% Sun:2014:LFI,% Sun:2019:IDD,% Vogelsang:2014:IMO% }. \NAMECITE{$ \epsilon $}{% Baltagi:2018:RLS% }. \NAMECITE{$F$}{% Sanderson:2016:WIT% }. \NAMECITE{$g$}{% Ley:2012:MPB% }. \NAMECITE{$ \Gamma $}{% Daouia:2014:MAM% }. \NAMECITE{$ I(1) $}{% Phillips:2010:BD% }. \NAMECITE{$ I(2) $}{% Gomez-Biscarri:2015:RBAa,% Johansen:2010:THM% }. \NAMECITE{$K$}{% Kaufmann:2015:SSM,% Li:2016:CMS% }. \NAMECITE{$ L^2 $}{% Andrews:2017:ECB% }. \NAMECITE{$ l_1$}{% 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Anonymous:2010:EBl,% Anonymous:2011:EBa,% Anonymous:2011:EBb,% Anonymous:2011:EBc,% Anonymous:2011:EBd,% Anonymous:2011:EBe,% Anonymous:2011:EBf,% Anonymous:2011:EBg,% Anonymous:2011:EBh,% Anonymous:2011:EBi,% Anonymous:2011:EBj,% Anonymous:2011:EBk,% Anonymous:2011:EBl,% Anonymous:2012:EBa,% Anonymous:2012:EBb,% Anonymous:2012:EBc,% Anonymous:2012:EBd,% Anonymous:2012:EBe,% Anonymous:2012:EBf,% Anonymous:2012:EBg,% Anonymous:2012:EBh,% Anonymous:2012:EBi,% Anonymous:2012:EBj,% Anonymous:2012:EBk,% Anonymous:2012:EBl,% Anonymous:2013:EBa,% Anonymous:2013:EBb,% Anonymous:2013:EBc,% Anonymous:2013:EBd,% Anonymous:2013:EBe,% Anonymous:2013:EBf,% Anonymous:2013:EBg,% Anonymous:2013:EBh,% Anonymous:2013:EBi,% Anonymous:2013:EBj,% Anonymous:2013:EBk,% Anonymous:2013:EBl,% Anonymous:2014:EBa,% Anonymous:2014:EBb,% Anonymous:2014:EBc,% Anonymous:2014:EBd,% Anonymous:2014:EBe,% Anonymous:2014:EBf,% Anonymous:2014:EBg,% Anonymous:2014:EBh,% Anonymous:2014:EBi,% Anonymous:2014:EBj,% 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Anonymous:2018:EBi,% Anonymous:2018:EBj,% Anonymous:2018:EBk,% Anonymous:2018:EBl,% Anonymous:2019:EBa,% Anonymous:2019:EBb,% Anonymous:2019:EBc,% Anonymous:2019:EBd,% Anonymous:2019:EBe,% Anonymous:2019:EBf,% Anonymous:2019:EBg,% Anonymous:2019:EBh,% Anonymous:2019:EBi,% Anonymous:2019:EBj,% Anonymous:2019:EBk% }. \NAMECITE{Bond}{% Andreasen:2019:TSA,% Busch:2011:RIV,% Favero:2013:MFG% }. \NAMECITE{{Bonferroni}}{% McCloskey:2017:BBS,% Wang:2018:BIB% }. \NAMECITE{{Bonferroni}-based}{% McCloskey:2017:BBS,% Wang:2018:BIB% }. \NAMECITE{book}{% Bibinger:2019:EDL,% Clinet:2019:TIM% }. \NAMECITE{boomerang}{% Hirschberg:2017:IIE% }. \NAMECITE{Bootstrap}{% Cavaliere:2015:BST,% Goncalves:2015:BIL,% Wang:2016:BII,% Wang:2018:BIB,% Blake:2014:IIE,% Canay:2010:IPI,% Cavaliere:2017:QML,% Davidson:2017:DMB,% Djogbenou:2019:ATW,% Galichon:2013:DB,% Hounyo:2017:LSB,% Jin:2015:BMT,% Kline:2012:HOP,% Lee:2014:ARM,% Lee:2016:ARM,% Li:2017:MSJ,% Linton:2010:IBT,% Palm:2011:CSD,% Patra:2018:CBP,% 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Bhattacharya:2012:IWM,% Gan:2015:NES% }. \NAMECITE{building}{% Zhang:2015:SMB% }. \NAMECITE{C}{% Mariano:2012:RAN,% Mariano:2012:RAP% }. \NAMECITE{calibrated}{% Hnatkovska:2012:CMC,% Jarrow:2015:STC% }. \NAMECITE{Calibrating}{% Just:2011:CWE% }. \NAMECITE{calibration}{% Kim:2018:EPR% }. \NAMECITE{call}{% Fengler:2015:SNE% }. \NAMECITE{call-option}{% Fengler:2015:SNE% }. \NAMECITE{Can}{% Canova:2012:DUI,% Chevillon:2017:LCG,% Heckman:2010:CIS,% Li:2017:DNF,% Maasoumi:2017:WCW% }. \NAMECITE{cannot}{% Heckman:2010:CIS% }. \NAMECITE{canonical}{% Onatski:2019:ECC% }. \NAMECITE{capital}{% ilKim:2016:EPF% }. \NAMECITE{{Carlo}}{% Li:2015:DAC,% Nicoletti:2010:MSD,% Pitt:2012:SPM,% Zellner:2010:DMC% }. \NAMECITE{{CARMA}}{% Brockwell:2015:PLD% }. \NAMECITE{case}{% Anderson:2016:SMA,% Breunig:2018:NEC,% Cohen-Goldner:2010:ERT,% Guggenberger:2010:IHP,% Hong:2012:LUP,% Mykland:2019:CSI,% Ouyang:2015:TEE,% Sianesi:2017:ERB,% Yu:2012:ESD% }. \NAMECITE{cash}{% Bollerslev:2015:SRC% }. \NAMECITE{categorical}{% Xu:2017:RDC% }. \NAMECITE{catheterization}{% Bhattacharya:2012:TEB% }. \NAMECITE{Causal}{% White:2014:CDG,% Li:2011:BIC,% Lin:2018:REE% }. \NAMECITE{Causality}{% Chen:2014:CPS,% Renault:2011:CER,% Al-Sadoon:2014:GLR,% Bauer:2012:PRS,% Dufour:2010:SLR,% Ghysels:2016:TGC,% Gotz:2016:TGC,% Nishiyama:2011:CNT,% Taamouti:2014:NEI,% White:2014:GCE% }. \NAMECITE{causation}{% Slottje:2017:CME% }. \NAMECITE{caused}{% Thornton:2014:ADR% }. \NAMECITE{{CCE}}{% Karabiyik:2017:RRC% }. \NAMECITE{{CDF}}{% Goldman:2018:CDM% }. \NAMECITE{{CDS}}{% Ait-Sahalia:2014:MEE% }. \NAMECITE{celebration}{% Slottje:2017:CME% }. \NAMECITE{Censored}{% Bilias:2019:ECC,% Chen:2010:IMS,% Chen:2018:SEC,% Cizek:2012:SRE,% Fan:2018:PII,% Li:2015:SIC% }. \NAMECITE{censoring}{% Chen:2010:RCE,% Chernozhukov:2015:QRC,% Khan:2016:IPD% }. \NAMECITE{censorship}{% Chen:2010:EMS% }. \NAMECITE{central}{% Chuang:2017:TCD,% Xie:1988:SWC,% Xie:2011:CSW% }. \NAMECITE{centrality}{% Liu:2010:GES% }. 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Ichimura:2018:CCA,% Franchi:2011:CVA,% Simar:2012:PCD% }. \NAMECITE{Chasing}{% Caporin:2017:CVP% }. \NAMECITE{checking}{% Zhang:2016:WNT% }. \NAMECITE{checks}{% Lu:2014:RCR,% Wang:2018:MCN% }. \NAMECITE{Chi}{% Gospodinov:2013:CST,% Li:2015:BCS,% Xie:1988:SWC,% Xie:2011:CSW% }. \NAMECITE{chi-square}{% Xie:1988:SWC,% Xie:2011:CSW% }. \NAMECITE{Chi-squared}{% Gospodinov:2013:CST,% Li:2015:BCS% }. \NAMECITE{child}{% Bernal:2010:QSE,% Gundersen:2012:INS,% Liu:2010:MEM% }. \NAMECITE{childcare}{% Bernal:2010:QSE% }. \NAMECITE{{China}}{% Anderson:2016:NAM,% Baltagi:2017:DFL,% Du:2015:HPR,% Ouyang:2015:TEE% }. \NAMECITE{choice}{% Aguirregabiria:2010:DDC,% Ai:2010:ARC,% Armstrong:2018:CTS,% Bolduc:2010:IRC,% Bruins:2018:GII,% Burda:2012:PMM,% Chen:2016:SDP,% Chernozhukov:2019:NMC,% Chesher:2012:IMO,% Conte:2011:MMC,% Geweke:2012:NBM,% Heiman:2011:EIA,% Horowitz:2014:ANI,% Komarova:2013:BCM,% Lee:2019:AWA,% Matzkin:2019:CIS,% Meyer:2017:MBC,% Stoye:2012:MRT,% Tetenov:2012:STC,% Wilcox:2011:SMR,% Yan:2019:SER% }. \NAMECITE{choices}{% Arcidiacono:2012:MCM,% Beffy:2019:LST,% Bernal:2010:QSE,% Lee:2015:SML% }. \NAMECITE{{Cholesky}}{% Darolles:2018:ACG% }. \NAMECITE{chosen}{% Marmer:2012:OCM% }. \NAMECITE{cities}{% Bai:2014:PTH% }. \NAMECITE{class}{% Anderson:2016:NAM,% Chen:2010:NEC,% Christensen:2011:AAF,% Fan:2011:NCA,% Gafarov:2018:DMI,% Hallin:2011:CSD,% Hoogerheide:2012:CAI,% Hu:2017:ICI,% Klein:2010:ECT% }. \NAMECITE{classes}{% Ait-Sahalia:2016:ICA,% Kristensen:2010:PML,% Kuersteiner:2019:IPD,% Liu:2015:DAB% }. \NAMECITE{Classical}{% Jun:2015:CLE,% Hu:2015:CFE% }. \NAMECITE{classified}{% DiTraglia:2019:IEM% }. \NAMECITE{cleaning}{% Mykland:2016:BDC% }. \NAMECITE{Climate}{% Hong:2019:CRM,% Atak:2011:SPM% }. \NAMECITE{clinical}{% Isakov:2019:FTC% }. \NAMECITE{Closed}{% Choi:2013:CFL,% Hu:2015:CFE,% Li:2016:EJD% }. \NAMECITE{Closed-form}{% Choi:2013:CFL,% Hu:2015:CFE,% Li:2016:EJD% }. \NAMECITE{cluster}{% Bester:2011:IDD% }. \NAMECITE{clustered}{% Djogbenou:2019:ATW% }. \NAMECITE{clustering}{% Zhang:2019:QRB% }. \NAMECITE{clusters}{% Hagemann:2019:PIT% }. \NAMECITE{co}{% Asai:2015:FCV,% Asimit:2016:TDM,% Bibinger:2015:ECJ,% Boswijk:2016:ICI,% Cavaliere:2010:TCI,% Fasen:2013:SEM,% Harris:2016:TCI% }. \NAMECITE{co-integration}{% Boswijk:2016:ICI,% Cavaliere:2010:TCI,% Fasen:2013:SEM,% Harris:2016:TCI% }. \NAMECITE{co-jumps}{% Bibinger:2015:ECJ% }. \NAMECITE{co-movements}{% Asimit:2016:TDM% }. \NAMECITE{co-volatilities}{% Asai:2015:FCV% }. \NAMECITE{Coauthorship}{% Andrikopoulos:2016:FDJ% }. \NAMECITE{codifference}{% Levy:2014:ACC% }. \NAMECITE{coefficient}{% Cai:2015:FIC,% Chen:2016:ICC,% Feng:2017:VCP,% Gao:2015:BRC,% Giraitis:2014:IST,% Gu:2014:TCR,% Heckman:2010:TCR,% Henderson:2015:SCE,% Hirschberg:2017:IIE,% Horvath:2016:SIR,% Horvath:2019:TRR,% Johansen:2013:LSE,% Kurz-Kim:2014:PCD,% Lan:2016:TSR,% Liang:2012:FCR,% Malikov:2016:VCP,% Malikov:2017:SET,% Su:2016:SIV,% Sun:2016:FCS,% Sun:2018:EIF,% Tao:2019:RCC,% Westerlund:2012:TUR,% Zhang:2015:EGV% }. \NAMECITE{coefficients}{% Anderson:2011:FSP,% Cai:2012:SQR,% Dou:2016:GYW,% Dunker:2018:NID,% Fox:2012:RCL,% Fox:2016:SNA,% Graham:2018:QCR,% Hoderlein:2015:IEC,% Hoderlein:2017:TMR,% Kan:2010:DSA,% Ketz:2019:ASD,% Leamer:2016:VCC,% Li:2011:BIC,% Moon:2018:ERC,% Reynaert:2014:IPR% }. \NAMECITE{cognitive}{% Bernal:2010:QSE% }. \NAMECITE{coherent}{% Giacomini:2014:TCF% }. \NAMECITE{cointegrated}{% Bergamelli:2019:CPV,% Fanelli:2010:SAC,% Gan:2014:MST,% Georgiev:2010:MBA,% Hualde:2010:SIM,% Johansen:2010:SIP,% Johansen:2018:CVA,% Phillips:2014:OEC,% Shimotsu:2012:ELW,% Sun:2011:MCI,% Tu:2017:FCN% }. \NAMECITE{Cointegrating}{% Cheng:2012:CRS,% Choi:2012:MSC,% Dong:2017:STN,% Kasparis:2012:DMN,% Khalaf:2014:IRI,% Mosconi:2017:ICS,% Park:2010:SCR,% Vogelsang:2014:IMO,% Wang:2018:MCN% }. \NAMECITE{Cointegration}{% Boswijk:2010:CHP,% Jacobs:2010:CLR,% Boswijk:2010:TYC,% Boswijk:2015:ILR,% Chang:2012:RBT,% Cho:2015:QCA,% Christensen:2017:MBL,% Gomez-Biscarri:2015:RBAa,% Gomez-Biscarri:2015:RBAb,% Granger:2010:STD,% Gu:2014:TCR,% Hallin:2016:SEC,% Hualde:2014:ELR,% Koop:2011:BIT,% Kristensen:2010:LBI,% Lasak:2010:LBT,% Muller:2013:LFR,% Nielsen:2010:NCA,% Onatski:2019:ECC,% Phillips:2017:ESS,% Swensen:2011:BAT,% Trapani:2010:MVM,% White:2014:GCE,% Yu:2012:ESD,% Zhang:2018:PTT% }. \NAMECITE{college}{% Arcidiacono:2012:MCM% }. \NAMECITE{combination}{% Bhattacharya:2013:ETP,% Hsiao:2014:TOF% }. \NAMECITE{combinations}{% Basturk:2019:FDC,% Billio:2013:TVC,% Kapetanios:2015:GDF,% Wei:2012:RFC% }. \NAMECITE{combined}{% Zhang:2013:ACF% }. \NAMECITE{Combining}{% Bergamelli:2019:CPV,% Herwartz:2014:SVA,% Mykland:2019:CSI% }. \NAMECITE{{COMFORT}}{% Paolella:2015:CCM% }. \NAMECITE{Comment}{% Ahn:2015:CIE,% Bognanni:2022:CLB% }. \NAMECITE{Comments}{% Blundell:2010:CMP,% Rust:2010:CSV% }. \NAMECITE{Commercial}{% Babii:2019:CRM,% Feng:2017:VCP% }. \NAMECITE{commodity}{% Cavaliere:2015:BST,% Chen:2014:FIU,% Figuerola-Ferretti:2010:MMP% }. \NAMECITE{Common}{% Bai:2010:CBM,% Chudik:2015:CCE,% Blazsek:2010:KSU,% Franchi:2011:CVA,% Hill:2013:TCV,% Johansen:2014:AIP,% Kim:2011:ECD,% Oka:2018:TCB,% Paolella:2015:CCM,% Pesaran:2011:LPC,% Qian:2016:SEC,% Wolter:2016:KEH,% Yamamoto:2015:TFL% }. \NAMECITE{comovements}{% Herbst:2012:EDM% }. \NAMECITE{compactly}{% Hu:2017:ICI% }. \NAMECITE{Comparing}{% Goldman:2018:CDM,% Heckman:2010:CIS,% Diks:2011:LBS% }. \NAMECITE{Comparison}{% Hnatkovska:2012:CMC,% Rao:2016:SAC,% Amengual:2010:CMV,% Gospodinov:2013:CST,% Hwang:2018:SWG,% Liu:2015:DAB,% Magnus:2010:CTM,% Mariano:2012:STM,% Marmer:2012:OCM,% Patton:2011:VFC% }. \NAMECITE{Comparisons}{% Hill:2016:LSA,% Clark:2015:NFM% }. \NAMECITE{competing}{% McCulloch:2013:ENS% }. \NAMECITE{competition}{% Blazsek:2016:PPR% }. \NAMECITE{competitive}{% Cafiero:2011:ERC% }. \NAMECITE{complements}{% Hicks:2012:SSC% }. \NAMECITE{Complete}{% Elliott:2013:CSR,% Andrews:2017:ECB,% Dunker:2018:NID,% Kline:2015:ICI% }. \NAMECITE{complexity}{% Kaufmann:2019:EIC% }. \NAMECITE{component}{% Ait-Sahalia:2017:UPC,% Colacito:2011:CMD,% Gourieroux:2017:SII% }. \NAMECITE{components}{% Bai:2013:PCE,% Majewski:2015:SPG,% Montes-Rojas:2011:RTH,% Onatski:2012:APC,% Westerlund:2015:CSA% }. \NAMECITE{composite}{% Li:2016:LCQ% }. \NAMECITE{compressed}{% Koop:2019:BCV% }. \NAMECITE{computation}{% Bilias:2019:ECC,% Lin:2018:EEC,% Rao:2016:SAC,% Zhou:2019:EEC% }. \NAMECITE{computational}{% Li:2015:DAC% }. \NAMECITE{computationally}{% Qian:2016:CEM,% Sun:2019:CEF% }. \NAMECITE{computing}{% Fuentes-Albero:2013:MCM,% Xie:1988:SWC,% Xie:2011:CSW% }. \NAMECITE{conclusions}{% Granger:2012:UCS% }. \NAMECITE{condition}{% Fan:2011:NCA,% Hahn:2014:NHM,% Harvey:2012:TUR,% Hill:2013:MCT,% Karabiyik:2017:RRC% }. \NAMECITE{Conditional}{% Antoine:2014:CMM,% Belloni:2019:CQP,% Rossi:2013:CPD,% Wang:2016:CVR,% Andrews:2012:ALG,% Andrews:2014:NIB,% Andrews:2017:IBM,% Armstrong:2014:WKS,% Armstrong:2015:AEI,% Armstrong:2016:MAI,% Armstrong:2018:CTS,% Bartolucci:2012:PCM,% Bruggemann:2016:IVC,% Chen:2014:UAV,% Chen:2017:SCT,% Chen:2019:NEC,% Darolles:2018:ACG,% Delgado:2018:NTC,% Escanciano:2010:STP,% Fan:2019:PQR,% Figueroa-Lopez:2019:OTU,% Francq:2017:TCE,% Goldman:2017:FOS,% Golosnoy:2012:CAW,% Gospodinov:2012:LGE,% Hong:2017:ISC,% Hsu:2011:ECM,% Kheifets:2017:NGF,% Komunjer:2010:EED,% Lavergne:2013:SMD,% Lin:2015:OSN,% Liu:2015:IVR,% Norets:2012:BMJ,% Otsu:2012:TNN,% Paolella:2019:RSD,% Parente:2017:TAC,% Pedersen:2017:ITB,% Qu:2015:NEI,% Racine:2017:NCQ,% Rossi:2019:ATC,% So:2015:SIC,% Song:2010:TSC,% Song:2015:SEM,% Su:2014:TCI,% Taamouti:2014:NEI,% Wang:2018:BIB,% Zhao:2010:DEN,% Zhao:2018:MMA% }. \NAMECITE{conditioning}{% Chen:2016:SDP,% Chen:2019:NSE% }. \NAMECITE{conditions}{% Canay:2012:HLO,% Chen:2015:OUC,% Conrad:2010:NNC,% Gallant:2017:BES,% Hsiao:2018:IPI,% Kruiniger:2013:QME,% Matzkin:2016:ICN,% Mosconi:2017:ICS,% Okui:2011:IVE,% Ploberger:2012:OEU% }. \NAMECITE{Confidence}{% Chang:2018:CRE,% Fan:2012:CIQ,% Harvey:2015:CSD,% Beaulieu:2014:ECS,% Bolduc:2010:IRC,% Caner:2018:AHC,% Fan:2014:NIC,% Freyberger:2018:UCB,% Hirschberg:2017:IIE,% Horowitz:2012:UCB,% Inoue:2016:JCS,% Kato:2018:UCB,% Kato:2019:UCB,% Mikusheva:2010:RCS,% Shaliastovich:2015:LCO% }. \NAMECITE{Confronting}{% Waggoner:2012:CMM% }. \NAMECITE{conjugate}{% Bognanni:2022:CLB,% Carriero:2019:LBV,% Carriero:2022:CLB% }. \NAMECITE{connectedness}{% Diebold:2014:NTV,% Hale:2019:MBS% }. \NAMECITE{conservative}{% Caner:2018:AHC,% Isakov:2019:FTC% }. \NAMECITE{consistency}{% Davis:2016:CMD% }. \NAMECITE{Consistent}{% Barndorff-Nielsen:2011:MRK,% Barrett:2016:CTP,% Bates:2013:CFE,% Belotti:2018:CIF,% Chen:2014:CEF,% Fiorentini:2019:CNG,% Hirukawa:2018:CEL,% Li:2016:CMS,% Meijer:2017:CEL,% Menzel:2014:CEM,% Mikkelsen:2019:CET,% Ai:2010:ARC,% Chen:2010:RCE,% Chen:2017:SCT,% Delaigle:2016:RCD,% Escanciano:2012:UCD,% Fu:2019:MFC,% Gayle:2013:ICE,% Heckman:2014:IIC,% Jun:2010:CNT,% Jun:2015:CLE,% Kim:2011:SHA,% Lee:2014:TIR,% Lin:2014:CNT,% Nishiyama:2011:CNT,% Patra:2018:CBP% }. \NAMECITE{constant}{% Bucher:2015:NTC,% Kong:2018:TAC,% Large:2011:EQV,% Pedersen:2017:ITB% }. \NAMECITE{constrained}{% Li:2018:QML,% Parker:2019:AIC,% Phillips:1991:CML,% Xu:2010:NPC% }. \NAMECITE{constraints}{% Bhattacharya:2012:IWM,% Fengler:2015:SNE,% Francq:2013:GMP,% Lee:2014:NSR,% Shively:2011:NFE% }. \NAMECITE{Constructing}{% Hsu:2014:CST% }. \NAMECITE{construction}{% Campo:2012:RAA,% Corradi:2011:PDC,% Ivancic:2011:SDT,% Lieli:2010:CEC% }. \NAMECITE{Constructive}{% Matzkin:2019:CIS% }. \NAMECITE{consumer}{% Heiman:2011:EIA% }. \NAMECITE{consumers}{% Hoderlein:2011:HMC% }. \NAMECITE{consumption}{% Alem:2014:EFI,% Park:2010:SCR% }. \NAMECITE{contagion}{% Chiang:2011:VCR,% Gourieroux:2014:EPD,% Gourieroux:2014:PDE% }. \NAMECITE{contain}{% Almeida:2011:DIR% }. \NAMECITE{containing}{% Ai:2012:SEB% }. \NAMECITE{contamination}{% Baltagi:2018:RLS,% Christensen:2017:MBL% }. \NAMECITE{contaminations}{% Hou:2014:MLW% }. \NAMECITE{Contemporaneous}{% Halunga:2017:HRB,% Dueker:2011:MCT% }. \NAMECITE{contemporaneous-threshold}{% Dueker:2011:MCT% }. \NAMECITE{content}{% Chen:2016:ICS,% Clinet:2019:TIM,% vonEije:2014:DIC% }. \NAMECITE{context}{% Leamer:2016:VCC% }. \NAMECITE{context-minimal}{% Leamer:2016:VCC% }. \NAMECITE{contextual}{% Wilcox:2011:SMR% }. \NAMECITE{continuous}{% Ait-Sahalia:2016:BSA,% Chambers:2016:ECT,% Chen:2011:GST,% Chen:2013:TWU,% Chen:2017:ICS,% Davezies:2017:RDD,% Kim:2016:UDT,% Li:2017:AEC,% Malik:2011:PFC,% Park:2012:FRC,% Santos:2011:IVM,% Srisuma:2012:SEM,% Tao:2019:RCC,% Wang:2016:DAE,% Yu:2012:BEM% }. \NAMECITE{continuous-time}{% Ait-Sahalia:2016:BSA,% Chen:2011:GST,% Chen:2013:TWU,% Kim:2016:UDT,% Li:2017:AEC% }. \NAMECITE{contour}{% Chang:2012:TNC% }. \NAMECITE{Control}{% Amano:2011:CVM,% Hahn:2019:TSS,% Elliott:2011:CFA,% Hahn:2017:IVE,% Murtazashvili:2016:CFA,% ilKim:2016:EPF% }. \NAMECITE{Controlling}{% Potscher:2018:CSA% }. \NAMECITE{Conventional}{% Leamer:2016:VCC,% Herwartz:2014:SVA% }. \NAMECITE{convergence}{% Antoine:2012:EMD,% Cattaneo:2013:OCR,% Chen:2015:OUC,% Escanciano:2014:UCW,% Inklaar:2016:MIP,% Jun:2015:CLE,% Kong:2019:WCT% }. \NAMECITE{convex}{% Liao:2019:BIP% }. \NAMECITE{convexity}{% Shively:2011:NFE% }. \NAMECITE{Convolution}{% Schennach:2019:CI% }. \NAMECITE{Convolutional}{% Liu:2016:CAM% }. \NAMECITE{Copula}{% Zhang:2016:CSM,% Creal:2015:HDD,% Dellaportas:2019:ISP,% Manner:2019:TSB,% Oh:2016:HDC,% Zhang:2016:GFT% }. \NAMECITE{copula-based}{% Oh:2016:HDC% }. \NAMECITE{copula-like}{% Dellaportas:2019:ISP% }. \NAMECITE{copulas}{% Okhrin:2013:SEH% }. \NAMECITE{corner}{% Judge:2013:FOC% }. \NAMECITE{corporate}{% Black:2014:MMS,% Duan:2012:MCD,% Xiao:2019:WDM% }. \NAMECITE{correct}{% Chen:2014:IVO,% Rossi:2019:ATC% }. \NAMECITE{corrected}{% Ikeda:2016:BCE% }. \NAMECITE{correction}{% Andrews:2010:ASH,% Castle:2010:FEC,% Fan:2014:NIC,% Hallin:2016:SEC,% Kristensen:2010:LBI,% Liang:2019:DVE,% McCloskey:2017:BBS,% Wang:2018:BIB% }. \NAMECITE{corrections}{% Fernandez-Val:2011:BCT,% Yang:2015:GMT% }. \NAMECITE{Correlated}{% Wooldridge:2019:CRE,% Chudik:2015:CCE,% Cizek:2018:IEN,% Gallant:2018:BAE,% Gan:2014:MST,% Gao:2015:BRC,% Gayle:2013:ICE,% Graham:2018:QCR,% Heckman:2010:TCR,% Hoderlein:2015:IEC,% Kock:2016:OIV,% Koopman:2011:MFC,% Li:2011:BIC,% Liesenfeld:2010:EEP,% Liu:2017:RIB,% Wan:2014:SIB% }. \NAMECITE{correlation}{% Ait-Sahalia:2016:ICA,% Bailey:2019:MTA,% Baltagi:2010:THS,% Chen:2016:ICC,% Delgado:2015:NNT,% Gencay:2015:MST,% Green:2015:TES,% Halunga:2017:HRB,% Jacod:2017:TNC,% Pedersen:2017:ITB,% Pesaran:2011:LPC,% Tjostheim:2013:LGC,% Vogelsang:2012:HAS% }. \NAMECITE{correlations}{% Colacito:2011:CMD,% Onatski:2019:ECC,% Paolella:2019:RSD,% Sun:2011:MCI% }. \NAMECITE{Corrigendum}{% Cai:2014:CTP,% Carriero:2022:CLB,% Hall:2014:CT,% Harvey:2012:CMT,% Ichimura:2018:CCA,% Inoue:2019:CII,% Karlsson:2017:CBR,% Krause:2013:CEL,% Kruiniger:2014:CML,% Pettenuzzo:2022:CPS,% Xie:2011:CSW% }. \NAMECITE{corrupted}{% Park:2016:EQC% }. \NAMECITE{cost}{% Diewert:2014:DPC% }. \NAMECITE{costs}{% Hautsch:2019:LSP% }. \NAMECITE{could}{% Barnett:2011:HBM% }. \NAMECITE{counterfactual}{% Carvalho:2018:AAC,% Cherchye:2019:BCD,% Du:2015:HPR,% Fan:2014:NIC% }. \NAMECITE{counterfactuals}{% Arcidiacono:2012:MCM% }. \NAMECITE{Counting}{% Battistin:2017:CRA% }. \NAMECITE{countries}{% Black:2014:MMS% }. \NAMECITE{country}{% Chudik:2016:MCA,% Inklaar:2016:MIP,% Salimans:2012:VSF% }. \NAMECITE{Covariance}{% Griffin:2011:CMP,% Asai:2015:FCV,% Bai:2017:IPD,% Bester:2011:IDD,% Boudt:2017:PSI,% Chen:2019:NSE,% Christensen:2010:PAE,% Dai:2019:KFF,% Fan:2019:RCE,% He:2016:TSD,% Hounyo:2017:BIC,% Jin:2016:BSM,% Jin:2016:MCB,% Kastner:2019:SBT,% Kim:2011:SHA,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Lam:2018:NER,% Lee:2014:TIR,% Liu:2014:QML,% Portnoy:2019:ETS% }. \NAMECITE{covariances}{% Bollerslev:2018:MFR% }. \NAMECITE{covariate}{% Battistin:2014:TEE,% Han:2012:AGP% }. \NAMECITE{covariates}{% Chen:2019:NEC,% Dardanoni:2011:RIC,% Dardanoni:2015:MAE,% Farrell:2015:RIA,% Garcia:2017:STU,% Guo:2018:TEH,% Koopman:2011:MFC,% Lee:2016:PQR,% Shiu:2013:IEN,% Stoye:2012:MRT,% Wolter:2016:KEH% }. \NAMECITE{covariation}{% Barndorff-Nielsen:2011:MRK,% Ikeda:2016:BCE,% Levy:2014:ACC,% Park:2016:EQC,% Potiron:2017:EIQ,% Shephard:2017:EAM,% Zhang:2011:ECE% }. \NAMECITE{{Cox}}{% Goncalves:2011:BCT% }. \NAMECITE{creative}{% Slottje:2017:CME% }. \NAMECITE{Credible}{% Manski:2016:CIE% }. \NAMECITE{credit}{% Lieli:2010:CEC,% Peluso:2015:RUP,% Tauchen:2011:RJF% }. \NAMECITE{crime}{% Durlauf:2010:UAC% }. \NAMECITE{crisis}{% Barnett:2011:HBM% }. \NAMECITE{criteria}{% Choi:2012:MSC,% Hall:2012:ICI,% Hall:2014:CT,% Kurozumi:2011:MSC,% Spanos:2010:ATC,% Tetenov:2012:STC% }. \NAMECITE{criterion}{% Frazier:2019:IIN,% Gagliardini:2019:DCA,% Khan:2013:DFE,% Wan:2010:LSM,% Zhang:2013:MAJ% }. \NAMECITE{critical}{% Yang:2015:LTS% }. \NAMECITE{critique}{% Belongia:2014:BCA% }. \NAMECITE{Cross}{% Palm:2011:CSD,% Westerlund:2015:CSA,% Zhang:2015:CVS,% Ahn:2010:ECR,% Arbues:2013:DMO,% Baltagi:2012:LMT,% Chen:2012:STP,% Chernozhukov:2019:NMC,% Dong:2011:NIB,% Dong:2015:SSI,% Engle:2014:PRA,% Ergemen:2017:EFI,% Gao:2016:MAB,% Haldrup:2017:LMF,% Hall:2015:IOC,% Han:2016:CQM,% Hayakawa:2015:RSE,% Hidalgo:2017:ITB,% Inklaar:2016:MIP,% Kapetanios:2014:NPD,% Kim:2011:ECD,% Kim:2018:EPR,% Kuersteiner:2013:LTP,% Lee:2016:SEU,% Liao:2019:MAB,% Mesters:2014:GDP,% Orea:2019:NSF,% Pakel:2019:BRN,% Robinson:2012:NTR,% Salimans:2012:VSF,% Su:2012:SEP,% Wang:2010:GNI% }. \NAMECITE{cross-country}{% Inklaar:2016:MIP,% Salimans:2012:VSF% }. \NAMECITE{cross-quantilogram}{% Han:2016:CQM% }. \NAMECITE{cross-racial}{% Ahn:2010:ECR% }. \NAMECITE{cross-section}{% Chernozhukov:2019:NMC,% Ergemen:2017:EFI,% Mesters:2014:GDP,% Pakel:2019:BRN% }. \NAMECITE{Cross-sectional}{% Palm:2011:CSD,% Westerlund:2015:CSA,% Baltagi:2012:LMT,% Chen:2012:STP,% Dong:2015:SSI,% Haldrup:2017:LMF,% Hayakawa:2015:RSE,% Kapetanios:2014:NPD,% Lee:2016:SEU,% Orea:2019:NSF,% Robinson:2012:NTR,% Wang:2010:GNI% }. \NAMECITE{cross-validated}{% Hall:2015:IOC% }. \NAMECITE{Cross-validation}{% Zhang:2015:CVS,% Gao:2016:MAB,% Liao:2019:MAB% }. \NAMECITE{cubic}{% Chib:2010:ACS% }. \NAMECITE{{CUE}}{% Caner:2012:CMW,% Hausman:2011:PCE% }. \NAMECITE{cumulant}{% Erickson:2014:MDE% }. \NAMECITE{Curve}{% Antoine:2018:EET,% Bikbov:2010:NAM,% Lengwiler:2010:IFY% }. \NAMECITE{Curves}{% Krause:2013:CEL,% Egorov:2011:TTY,% Villasenor:1989:ELC% }. \NAMECITE{cycle}{% Haan:2014:LLC,% Khwaja:2010:EWP% }. \NAMECITE{cycles}{% Abadir:2011:DMT% }. \NAMECITE{cyclical}{% Franchi:2011:CVA% }. \NAMECITE{D}{% Ahn:2015:CIE,% Abadir:2011:DMT% }. \NAMECITE{Daily}{% Chen:2019:DPL,% Darolles:2017:MDH% }. \NAMECITE{Data}{% Andreasen:2019:TSA,% Galvao:2017:DRD,% Patton:2011:DBR,% Ahn:2013:PDM,% Ai:2010:ARC,% Ai:2015:EPD,% Ait-Sahalia:2012:TJN,% Ait-Sahalia:2017:UPC,% Ait-Sahalia:2019:HTP,% Alem:2014:EFI,% An:2012:WPM,% Arulampalam:2017:MHD,% Atak:2011:SPM,% Bai:2010:CBM,% Bai:2017:IPD,% Baltagi:2010:THS,% Baltagi:2012:LMT,% Baltagi:2018:RLS,% Bartolucci:2012:PCM,% Bartolucci:2015:TTI,% Basturk:2019:FDC,% Bester:2011:IDD,% Bhargava:2014:EIA,% Bhattacharya:2013:ETP,% Bibinger:2015:ECJ,% Blasques:2016:WML,% Boneva:2015:SMH,% Cai:2018:SQP,% Carvalho:2018:AAC,% Chambers:2016:ECT,% Chang:2015:HDG,% Chen:2010:RCE,% Chen:2012:STP,% Chen:2017:MFA,% Chen:2018:NTS,% Chen:2018:SEP,% Chernozhukov:2019:NMC,% Choi:2014:AAL,% Christensen:2010:PAE,% Christensen:2016:EDE,% Christensen:2017:IHF,% Chudik:2015:CCE,% Cizek:2018:IEN,% Clinet:2018:EAV,% Dai:2019:KFF,% Diebold:2019:BDD,% Dong:2011:NIB,% Dong:2015:SSI,% Drerup:2017:PSD,% Dungey:2018:TME,% Fan:2019:SVM,% Fang:2015:DDS,% Feng:2017:VCP,% Feng:2019:SPS,% Fengler:2015:SSB,% Fernandez-Val:2011:BCT,% Feve:2014:NPA,% Fuentes-Albero:2013:MCM,% Gagliardini:2017:DIV,% Galvao:2011:QRD,% Galvao:2016:SQR,% Gao:2015:BRC,% Gayle:2013:ENP,% Gayle:2013:ICE,% Ghanem:2017:TIA,% Ghysels:2016:EAM,% Ghysels:2016:MRM,% 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Meijer:2017:CEL,% Mesters:2014:GDP,% Muller:2011:FDA,% Mykland:2016:BDC,% Oh:2016:HDC,% Okui:2019:PDA,% Palm:2011:FSP,% Pei:2018:NFE,% Phillips:2010:BD,% Qian:2012:ESP,% Qian:2016:CEM,% Qian:2016:SEC,% Qu:2017:QES,% Robinson:2011:ATN,% Robinson:2015:EIF,% Robinson:2015:RML,% Robinson:2018:ITP,% Saijo:2013:EDM,% Sasaki:2015:HSD,% Sasaki:2017:USD,% Semykina:2010:EPD,% Shi:2017:SDP,% Shiu:2013:IEN,% Stock:2014:ETP,% Su:2012:SEP,% Su:2013:NDP,% Su:2015:QED,% Su:2015:STP,% Su:2018:ILG,% Su:2019:NSM,% Sun:2018:EIF,% Sun:2018:TAM,% Todorov:2010:ASF,% Wan:2015:ISB,% Wang:2010:GNI,% Westerlund:2012:TUR,% Wu:2014:MBT,% Xiu:2010:QML,% Yan:2019:SER,% Yu:2012:ESD,% Zadrozny:2016:EYW,% Zhang:2013:MAJ,% Zhang:2016:CSM,% Zhang:2019:QRB,% Zu:2014:ESV,% deHaan:2011:ECD,% Harding:2019:PQA% }. \NAMECITE{Data-based}{% Patton:2011:DBR,% Kim:2014:AQL% }. \NAMECITE{data-driven}{% Fang:2015:DDS% }. \NAMECITE{datasets}{% Dias:2018:EFV% }. \NAMECITE{date}{% Harvey:2015:CSD% }. \NAMECITE{deadweight}{% Blomquist:2019:MDL% }. \NAMECITE{dealing}{% DHaultfoeuille:2010:NIM% }. \NAMECITE{decades}{% Andrikopoulos:2016:FDJ,% Belongia:2014:BCA% }. \NAMECITE{December}{% Anonymous:2012:LRJ,% Anonymous:2010:PD,% Anonymous:2011:PD,% Anonymous:2016:PD,% Anonymous:2018:PD,% Anonymous:2019:PD% }. \NAMECITE{decision}{% Isakov:2019:FTC,% Srisuma:2012:SEM,% Wan:2014:SIB% }. \NAMECITE{Decisions}{% Molinari:2012:AII,% Bollerslev:2018:MFR,% Bound:2010:HER,% DHaultfoeuille:2013:IER,% Zamarro:2010:AHR% }. \NAMECITE{declines}{% Amengual:2018:RPU% }. \NAMECITE{decompose}{% ODonnell:2016:UIA% }. \NAMECITE{decomposition}{% Amado:2013:MVV,% Eggleston:2016:EDE% }. \NAMECITE{Decompositions}{% Diewert:2014:DPC,% Diebold:2014:NTV% }. \NAMECITE{deconvolution}{% Kato:2018:UCB% }. \NAMECITE{decoupled}{% Just:2011:CWE% }. \NAMECITE{decreasing}{% Just:2011:CWE% }. \NAMECITE{default}{% Duan:2012:MCD,% Gourieroux:2014:EPD,% Gourieroux:2014:PDE% }. \NAMECITE{Defaults}{% Babii:2019:CRM,% Koopman:2011:MFC% }. \NAMECITE{defined}{% Bugni:2015:STP% }. \NAMECITE{definite}{% Barndorff-Nielsen:2011:MRK,% Cho:2018:PGT% }. \NAMECITE{degree}{% Schumann:2011:SNT% }. \NAMECITE{degrees}{% Phillips:2013:PRU% }. \NAMECITE{Delta}{% Gafarov:2018:DMI,% Hong:2018:NDM,% Lee:2014:DET,% Yang:2019:NDE% }. \NAMECITE{Delta-method}{% Gafarov:2018:DMI% }. \NAMECITE{demand}{% Blundell:2014:BQD,% Cherchye:2019:BCD,% Freyberger:2015:ATD,% Keane:2016:ASM,% Khwaja:2010:EWP,% Moon:2018:ERC,% Reynaert:2014:IPR,% Sun:2019:CEF% }. \NAMECITE{demographic}{% Abowd:2011:NEG% }. \NAMECITE{Dennis}{% Anonymous:2012:DJA,% Anonymous:2016:DJA% }. \NAMECITE{densities}{% Billio:2013:TVC,% Chang:2016:NTS,% Fuentes-Albero:2013:MCM,% Ho:2017:BMR,% Rossi:2019:ATC,% Wu:2010:ESE% }. \NAMECITE{Density}{% Filipovic:2013:DAM,% Zhao:2010:DEN,% Basturk:2019:FDC,% Choi:2015:EFA,% Corradi:2011:PDC,% Delaigle:2016:RCD,% Diks:2011:LBS,% Escanciano:2012:UCD,% Kapetanios:2015:GDF,% Lee:2014:DET,% McElroy:2014:SDS,% Pelenis:2014:BRH,% Rossi:2013:CPD,% Taamouti:2014:NEI,% Zu:2015:NST% }. \NAMECITE{Dependence}{% Babii:2019:CRM,% Asimit:2016:TDM,% Baltagi:2012:LMT,% Bucher:2015:NTC,% Callaway:2018:QTE,% Chen:2010:NTD,% Chen:2012:STP,% Chen:2015:OUC,% Chen:2015:SST,% Corradi:2018:TJJ,% Davis:2012:TEE,% Deza:2015:TSS,% Dong:2015:SSI,% Ergemen:2017:EFI,% Gourieroux:2015:PFD,% Han:2016:CQM,% Hidalgo:2017:ITB,% Jenish:2012:NSR,% Jenish:2012:SPA,% Jin:2015:BMT,% Kapetanios:2014:NPD,% Kim:2011:ECD,% Kim:2013:HSD,% Kim:2015:QOP,% Kuersteiner:2013:LTP,% Lee:2016:SEU,% Liu:2018:RTN,% Magdalinos:2012:MEA,% Moon:2013:TDB,% Pakel:2019:BRN,% Palm:2011:CSD,% Robinson:2012:NTR,% Robinson:2012:SIR,% Salish:2019:MBN,% Shao:2011:BAS,% Su:2012:SEP,% Tjostheim:2013:LGC,% Wang:2010:GNI,% White:2015:VVM,% Yang:2015:LTS,% Zhang:2016:GFT% }. \NAMECITE{dependencies}{% Bollerslev:2013:JTE,% Li:2016:ITV% }. \NAMECITE{dependent}{% Abrevaya:2019:MDV,% Ait-Sahalia:2011:UHF,% Bassetti:2014:BPD,% Bester:2011:IDD,% Chang:2012:RBT,% Chang:2015:HDG,% Gossner:2013:FSE,% Kuersteiner:2019:IPD,% Li:2010:NSE,% Matzkin:2012:INL,% Wolter:2016:KEH,% Xu:2015:SAM,% Zhang:2013:MAJ% }. \NAMECITE{derivative}{% Hall:2010:NLS,% Lieberman:2017:MSU,% Lin:2015:OSN% }. \NAMECITE{derivatives}{% Chang:2015:EAF,% Chen:2019:PSG,% Escanciano:2010:TSI,% Hong:2015:EEN,% Park:2016:EAV,% Zhu:2015:MBP% }. \NAMECITE{description}{% Davis:2016:CMD% }. \NAMECITE{Design}{% Abadir:2014:DFE,% Caner:2012:CMW,% Davezies:2017:RDD,% Frandsen:2012:QTE,% Isakov:2019:FTC,% Otsu:2015:ELR,% Xu:2018:SNE% }. \NAMECITE{Design-free}{% Abadir:2014:DFE% }. \NAMECITE{designs}{% Chiang:2019:RUI,% Hsu:2019:TTE,% Porter:2015:RDD% }. \NAMECITE{desparsified}{% Caner:2018:AHC% }. \NAMECITE{destructive}{% Chen:2019:DPL% }. \NAMECITE{detail}{% Abowd:2011:NEG% }. \NAMECITE{Detecting}{% Chen:2014:DBS,% Fan:2011:TDJ,% Harvey:2010:RMD% }. \NAMECITE{Determinacy}{% Fanelli:2012:DID% }. \NAMECITE{Determinants}{% Baltagi:2017:DFL,% Bikbov:2010:NAM% }. \NAMECITE{Determination}{% Liang:2019:DVE,% Kurz-Kim:2014:PCD% }. \NAMECITE{determine}{% Moon:2012:BPU% }. \NAMECITE{Determining}{% Arbues:2013:DMO,% Li:2017:DNF% }. \NAMECITE{deterministic}{% Johansen:2018:CVA,% Kim:2011:ECD% }. \NAMECITE{detrending}{% Westerlund:2015:ERD% }. \NAMECITE{development}{% Granger:2010:STD,% Liu:2010:MEM% }. \NAMECITE{developments}{% Kaufmann:2019:EIC,% Larsen:2019:VNE,% Paolella:2013:LDH% }. \NAMECITE{Deviations}{% Bilias:2019:ECC,% Canay:2010:IPI% }. \NAMECITE{Diagnostic}{% Li:2015:DAC,% Gagliardini:2019:DCA,% Zhang:2016:WNT% }. \NAMECITE{diagnostics}{% Kheifets:2017:NGF% }. \NAMECITE{diagonal}{% Dou:2016:GYW,% He:2016:TSD% }. \NAMECITE{{Dickey}}{% Harvey:2013:TUR% }. \NAMECITE{Difference}{% Chabe-Ferret:2015:ABM,% Aradillas-Lopez:2012:PDE,% Callaway:2018:QTE,% Han:2013:FDM,% Zheng:2015:GAM,% Sun:2019:IDD% }. \NAMECITE{Difference-in-Difference}{% Chabe-Ferret:2015:ABM% }. \NAMECITE{{Difference-in-Differences}}{% Sun:2019:IDD% }. \NAMECITE{differences}{% Ahn:2010:ECR,% Callaway:2018:QTE,% Sun:2019:IDD% }. \NAMECITE{differentiability}{% Hahn:2019:TSS% }. \NAMECITE{differential}{% Gilleskie:2010:WAD% }. \NAMECITE{differentials}{% Chen:2010:ETM,% Flabbi:2010:PGD% }. \NAMECITE{differentiated}{% Freyberger:2015:ATD% }. \NAMECITE{diffusion}{% Chen:2013:TWU,% Chen:2015:ADF,% Choi:2014:AAL,% Choi:2015:EFA,% Choi:2016:ITM,% Christensen:2010:PAE,% Corradi:2011:PDC,% Filipovic:2013:DAM,% Hounyo:2017:BIC,% Kleppe:2014:MLE,% Koo:2012:ESL,% Kristensen:2010:PML,% Kristensen:2011:SNE,% Lee:2014:DET,% Song:2011:MAT,% Su:2015:QLE% }. \NAMECITE{diffusions}{% Ait-Sahalia:2012:SBS,% Choi:2013:CFL,% Giesecke:2019:SLE,% Hurn:2013:QML,% Kim:2017:ARD,% Li:2016:EJD,% Wang:2011:BEM,% Yang:2019:NDE% }. \NAMECITE{diffusive}{% Todorov:2011:RLT% }. \NAMECITE{Dilation}{% Galichon:2013:DB% }. \NAMECITE{dimension}{% Castle:2010:LDP,% Gupta:2018:PML% }. \NAMECITE{dimensional}{% Ait-Sahalia:2017:UPC,% Bai:2014:ITH,% Barigozzi:2018:SMC,% Bollerslev:2019:HDM,% Caner:2018:AHC,% Carrasco:2015:HDP,% Carvalho:2018:AAC,% Chang:2015:HDG,% Chang:2015:HDS,% Chudik:2011:IDV,% Creal:2015:HDD,% Fan:2019:GHD,% Forni:2015:DFM,% Forni:2017:DFM,% Gourieroux:2015:PFD,% Guo:2018:TEH,% He:2016:TSD,% Kock:2015:OIH,% Kock:2016:OIV,% Korobilis:2019:AHP,% Lan:2016:TSR,% Li:2018:QML,% Ma:2018:ELD,% Massacci:2017:LSE,% Medeiros:2016:RHD,% Mikkelsen:2019:CET,% Oh:2016:HDC,% Onatski:2019:ECC,% Pelger:2019:LDF,% Shi:2016:EEH,% Su:2019:NSM,% Tang:2018:ETL,% Waggoner:2016:SMH,% Wang:2019:FMM,% Zhu:2018:SLM% }. \NAMECITE{dimensions}{% Chatterjee:2015:REP,% Kastner:2019:SBT,% Liang:2019:DVE% }. \NAMECITE{Direct}{% Krief:2017:DIN,% Fan:2016:DAI,% Zellner:2010:DMC% }. \NAMECITE{Directional}{% Atkinson:2016:DDF,% Feng:2014:UOP,% Han:2016:CQM,% Simar:2012:PCD% }. \NAMECITE{directions}{% Atkinson:2016:DDF,% Atkinson:2018:SIE,% Chen:2014:CPS% }. \NAMECITE{{Dirichlet}}{% Chib:2010:ACS,% Jensen:2014:ESA% }. \NAMECITE{discern}{% Chen:2017:MFA% }. \NAMECITE{discontinuity}{% Caetano:2016:DTI,% Chiang:2019:RUI,% Davezies:2017:RDD,% Frandsen:2012:QTE,% Hsu:2019:TTE,% Otsu:2015:ELR,% Papay:2011:ERD,% Porter:2015:RDD,% Xu:2017:RDC,% Xu:2018:SNE% }. \NAMECITE{discontinuous}{% Bibinger:2019:EDL,% Chen:2019:IWE% }. \NAMECITE{discount}{% Penaranda:2012:STR,% West:2012:EAP% }. \NAMECITE{discounts}{% Fox:2016:PDM% }. \NAMECITE{discourse}{% White:2014:CDG% }. \NAMECITE{discovery}{% Figuerola-Ferretti:2010:MMP% }. \NAMECITE{discrete}{% Aguirregabiria:2010:DDC,% Bolduc:2010:IRC,% Bruins:2018:GII,% Burda:2012:PMM,% Comte:2010:AED,% Davidson:2017:DMB,% Geweke:2012:NBM,% Heckman:2016:ILT,% Hong:2015:EDD,% Kheifets:2017:NGF,% Kim:2016:UDT,% Komarova:2013:BCM,% Lee:2015:SML,% Lee:2019:AWA,% Li:2015:DAC,% Matzkin:2019:CIS,% Nicoletti:2010:MSD,% Wilcox:2011:SMR,% Xu:2018:SNE,% Zhang:2013:ACF% }. \NAMECITE{discrete-time}{% Kim:2016:UDT% }. \NAMECITE{discretely}{% Fan:2011:TDJ,% Giesecke:2019:SLE% }. \NAMECITE{discrimination}{% Brock:2012:OIT% }. \NAMECITE{Disentangling}{% Barigozzi:2014:DSI,% Fujiki:2015:DEM,% Todorov:2010:JBN% }. \NAMECITE{distance}{% Antoine:2012:EMD,% Atkinson:2016:DDF,% Erickson:2014:MDE,% Feng:2010:PDT,% Feng:2014:UOP,% Gospodinov:2017:SMD,% Ham:2011:MSP,% Hnatkovska:2012:CMC,% Kolesar:2018:MDA,% Lavergne:2013:SMD,% Torgovitsky:2017:MDI% }. \NAMECITE{distance-based}{% Ham:2011:MSP% }. \NAMECITE{distances}{% Simar:2012:PCD% }. \NAMECITE{distortion}{% Russo:2011:DIS% }. \NAMECITE{distortions}{% Ketz:2019:ASD% }. \NAMECITE{distributed}{% Cho:2015:QCA% }. \NAMECITE{distributed-lag}{% Cho:2015:QCA% }. \NAMECITE{Distribution}{% Delgado:2010:DFT,% Delgado:2012:DFT,% Khan:2013:DFE,% Liu:2015:DTL,% McElroy:2013:DTS,% Bollerslev:2013:JTE,% Chen:2014:UAV,% Chen:2015:ADF,% Christensen:2019:RED,% Darolles:2017:MDH,% Donald:2014:EID,% Dunker:2018:NID,% Fan:2017:PIF,% Firpo:2019:PIT,% Fox:2016:SNA,% Gallant:2018:EBM,% Garcia:2017:STU,% Greenaway-McGrevy:2012:ADF,% Hallin:2011:CSD,% Ichimura:2010:CAD,% Ichimura:2018:CCA,% Jiang:2018:NDT,% Kan:2010:DSA,% Kato:2018:UCB,% Lewbel:2011:EFD,% Maller:2016:LSD,% McElroy:2014:SDS,% Mykland:2019:CSI,% Shonkwiler:2016:VTN,% Zhu:2010:GAS% }. \NAMECITE{Distribution-free}{% Delgado:2010:DFT,% Delgado:2012:DFT,% Chen:2015:ADF,% Hallin:2011:CSD% }. \NAMECITE{distributional}{% Rothe:2010:NED,% Xiao:2019:WDM% }. \NAMECITE{distributions}{% Anderson:2012:NEI,% Andrews:2017:ECB,% Bassett:2019:RMS,% Beaulieu:2014:ECS,% Cao:2011:ADI,% Dellaportas:2019:ISP,% Dufour:2014:EIH,% Eggleston:2016:EDE,% Garcia:2011:EOR,% Garcia:2011:ESD,% Goldman:2018:CDM,% Kaufmann:2015:SSM,% Maheu:2011:DHF,% McCulloch:2013:ENS,% Norets:2012:BMJ,% Ogata:2013:EMS,% Oh:2016:HDC,% Paolella:2013:LDH,% Park:2010:SCR,% Park:2012:FRC,% Ryu:2017:MEE% }. \NAMECITE{disturbances}{% Kelejian:2010:SES% }. \NAMECITE{diurnal}{% Christensen:2018:DPS% }. \NAMECITE{diversification}{% Xiao:2019:WDM% }. \NAMECITE{Divided}{% Sojli:2015:DGF% }. \NAMECITE{dividend}{% Wachter:2015:WCE% }. \NAMECITE{Divisia}{% Feng:2010:PDT,% Feng:2014:UOP% }. \NAMECITE{{Dmk}/\$}{% Johansen:2010:THM% }. \NAMECITE{Do}{% Almeida:2011:DIR,% Maheu:2011:DHF,% Xiao:2019:WDM% }. \NAMECITE{doctor}{% Gilleskie:2010:WAD% }. \NAMECITE{Does}{% Just:2011:CWE,% Kaufmann:2015:SSM,% Liu:2015:DAB,% vonEije:2014:DIC% }. \NAMECITE{dollar}{% Egorov:2011:TTY% }. \NAMECITE{domain}{% Chambers:2014:TSU,% LaVecchia:2019:SAS% }. \NAMECITE{domestic}{% Baltagi:2017:DFL% }. \NAMECITE{dominance}{% Arvanitis:2017:TPM,% Barrett:2016:CTP,% Chang:2015:SDA,% Chuang:2017:TCD,% Linton:2010:IBT,% Post:2018:POB,% Schumann:2011:SNT% }. \NAMECITE{Dominating}{% Frahm:2010:DEM% }. \NAMECITE{Double}{% Gagliardini:2017:DIV,% Wang:2016:DAE,% Guo:2019:SST,% Li:2015:AIM,% Zhu:2018:LDA% }. \NAMECITE{drift}{% deHaan:2011:ECD% }. \NAMECITE{driven}{% Basturk:2019:FDC,% Blasques:2019:ASD,% Chen:2019:TED,% Fang:2015:DDS,% Francq:2018:ERV,% Hardle:2016:TTE,% Kuchler:2014:ESM,% Todorov:2011:EAJ,% Brockwell:2015:PLD% }. \NAMECITE{drug}{% Deza:2015:TSS% }. \NAMECITE{drugs}{% Deza:2015:TSS% }. \NAMECITE{DSGE}{% Hall:2014:CT,% Chib:2010:TRB,% 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Blazsek:2010:KSU,% Breitung:2011:TSB,% Cai:2012:SQR,% Chen:2014:ADN,% Chen:2016:SDP,% Chen:2019:NSE,% Christensen:2016:EDE,% Chudik:2015:CCE,% Colacito:2011:CMD,% Creal:2015:HDD,% Diebold:2019:BDD,% Doz:2011:TSE,% Eichler:2011:FDF,% Eraker:2015:NLD,% Escanciano:2010:STP,% Fanelli:2012:DID,% Fernandez-Villaverde:2015:EDE,% Fiorentini:2018:SEA,% Forni:2011:GDF,% Fulop:2019:BED,% Gagliardini:2019:ILT,% Gallant:2018:BAE,% Galvao:2011:QRD,% Goncalves:2015:BIL,% Gospodinov:2017:SMD,% Gourieroux:2010:IID,% Hallin:2011:MLD,% Hallin:2017:RES,% Halunga:2017:HRB,% Han:2013:FDM,% Han:2018:EID,% Hayakawa:2010:EDF,% Hayakawa:2015:RSE,% Heckman:2016:ILT,% Hidalgo:2017:ITB,% Hong:2015:EDD,% Hsiao:2015:IGL,% Hsiao:2015:SIP,% Hsiao:2018:IPI,% Hu:2012:NID,% Kalli:2014:TVS,% Kaufmann:2019:BES,% Khwaja:2010:EWP,% Komunjer:2010:EED,% Kristensen:2012:EDM,% Lee:2010:AWE,% Lee:2012:BDP,% Lee:2014:EGE,% Lee:2014:TLD,% Lee:2017:MIE,% Lee:2018:AID,% Li:2017:FED,% Liesenfeld:2010:DIM,% Linton:2019:EEN,% Lu:2016:SED,% Mesters:2014:GDP,% Pakel:2019:BRN,% Paolella:2019:RSD,% Pesaran:2014:ALD,% Qu:2017:QES,% Renault:2014:DMH,% Sasaki:2015:HSD,% Sasaki:2017:USD,% Shi:2017:SDP,% Shiu:2013:IEN,% Su:2013:NDP,% Su:2015:QED,% Sun:2019:CEF,% Thornton:2014:ADR,% Yang:2018:UEF,% Yu:2012:ESD% }. \NAMECITE{Dynamics}{% Leeper:2010:DFF,% Andersen:2015:FSE,% Barigozzi:2014:DSI,% Blasques:2016:SDS,% Botosaru:2018:NHP,% Caginalp:2014:NPD,% Canova:2012:DUI,% Cavaliere:2015:BST,% Comte:2010:AED,% Golombek:2018:EDS,% Jacobs:2011:MDR,% Nakamura:2011:PDR,% Okui:2019:PDA,% Pettenuzzo:2016:MAM,% Wu:2011:VDJ% }. \NAMECITE{earnings}{% Botosaru:2018:NHP,% Chabe-Ferret:2015:ABM,% Jacobi:2016:BTE% }. \NAMECITE{earthquake}{% Fujiki:2015:DEM% }. \NAMECITE{Econom}{% Hall:2014:CT,% Harvey:2012:CMT,% Krause:2013:CEL,% Kruiniger:2014:CML,% Xie:2011:CSW% }. \NAMECITE{Econometric}{% Chang:2015:EAF,% Hausman:2019:EL,% Jin:2010:EMT,% Judge:2013:FOC,% Kunitomo:2011:MRB,% Shephard:2017:EAM,% Shi:2016:EEH,% Todorov:2011:EAJ,% West:2012:EAP,% Diebold:2019:BDD,% Ghysels:2016:EAM,% Hendry:2014:UEA,% Kaido:2016:DAI,% Kasahara:2019:APM,% Li:2010:IIS,% Li:2010:NSE,% Phillips:2016:REI,% Timmermann:2013:DEM% }. \NAMECITE{Econometrics}{% Andrikopoulos:2016:FDJ,% Bibinger:2015:ECJ,% Cai:2014:CTP,% Carriero:2022:CLB,% Chen:2010:AJE,% Elliott:2014:AIJ,% Geweke:2012:IAI,% Gourieroux:2014:EPD,% Halbleib:2018:IAE,% Ichimura:2018:CCA,% Inoue:2019:CII,% Ling:2015:FTS,% Pettenuzzo:2022:CPS,% Barnett:2016:IME,% Cai:2014:MTM,% Cai:2018:ATE,% Carrasco:2015:HDP,% Dufour:2014:EIH,% Geweke:1996:BRR,% Hu:2017:EUA,% Karlsson:2017:CBR,% Keane:2010:SVA,% Lamy:2012:EAA,% Rust:2010:CSV,% Slottje:2017:CME,% Zellner:2011:EER,% Zhao:2011:NMV,% Zhu:2010:GAS,% Blundell:2010:CMP,% Anonymous:2012:JE,% Anonymous:2013:JE,% Elliott:2014:AIJ% }. \NAMECITE{Economic}{% McFadden:2012:EJP,% Bound:2010:HER,% Dette:2016:TME,% Drerup:2017:PSD,% Fujiki:2015:DEM,% Hendry:2014:UEA,% Larsen:2019:VNE,% Ley:2012:MPB,% Ouyang:2015:TEE,% White:2014:GCE% }. \NAMECITE{Economics}{% Halbleib:2018:IAE,% Barnett:2016:IME,% Hu:2017:EUA,% Kaufmann:2019:EIC,% Lu:2014:RCR,% Zellner:2011:EER% }. \NAMECITE{economy}{% Jacobs:2010:CLR% }. \NAMECITE{{Edgeworth}}{% Kaplan:2015:IQI,% Portnoy:2019:ETS,% Zhang:2011:EER% }. \NAMECITE{{Editor}}{% Bhargava:2014:EIA% }. \NAMECITE{Editorial}{% Durlauf:2010:EI,% Kaufmann:2019:EIC,% Linton:2019:ESI,% Anonymous:2010:EBa,% Anonymous:2010:EBb,% Anonymous:2010:EBc,% Anonymous:2010:EBd,% Anonymous:2010:EBe,% Anonymous:2010:EBf,% Anonymous:2010:EBg,% Anonymous:2010:EBh,% Anonymous:2010:EBi,% Anonymous:2010:EBj,% Anonymous:2010:EBk,% Anonymous:2010:EBl,% Anonymous:2011:EBa,% Anonymous:2011:EBb,% Anonymous:2011:EBc,% Anonymous:2011:EBd,% Anonymous:2011:EBe,% Anonymous:2011:EBf,% Anonymous:2011:EBg,% Anonymous:2011:EBh,% Anonymous:2011:EBi,% Anonymous:2011:EBj,% Anonymous:2011:EBk,% Anonymous:2011:EBl,% Anonymous:2012:EBa,% Anonymous:2012:EBb,% Anonymous:2012:EBc,% Anonymous:2012:EBd,% Anonymous:2012:EBe,% Anonymous:2012:EBf,% Anonymous:2012:EBg,% Anonymous:2012:EBh,% Anonymous:2012:EBi,% Anonymous:2012:EBj,% Anonymous:2012:EBk,% Anonymous:2012:EBl,% Anonymous:2013:EBa,% Anonymous:2013:EBb,% Anonymous:2013:EBc,% Anonymous:2013:EBd,% Anonymous:2013:EBe,% Anonymous:2013:EBf,% Anonymous:2013:EBg,% Anonymous:2013:EBh,% Anonymous:2013:EBi,% Anonymous:2013:EBj,% Anonymous:2013:EBk,% Anonymous:2013:EBl,% Anonymous:2014:EBa,% Anonymous:2014:EBb,% Anonymous:2014:EBc,% Anonymous:2014:EBd,% Anonymous:2014:EBe,% Anonymous:2014:EBf,% Anonymous:2014:EBg,% Anonymous:2014:EBh,% Anonymous:2014:EBi,% Anonymous:2014:EBj,% Anonymous:2014:EBk,% Anonymous:2014:EBl,% Anonymous:2014:EBm,% Anonymous:2014:EBn,% Anonymous:2015:EBa,% Anonymous:2015:EBb,% Anonymous:2015:EBc,% Anonymous:2015:EBd,% Anonymous:2015:EBe,% Anonymous:2015:EBf,% Anonymous:2015:EBg,% Anonymous:2015:EBh,% Anonymous:2015:EBi,% Anonymous:2015:EBj,% Anonymous:2015:EBk,% Anonymous:2016:EBa,% Anonymous:2016:EBb,% Anonymous:2016:EBc,% Anonymous:2016:EBd,% Anonymous:2016:EBe,% Anonymous:2016:EBf,% Anonymous:2016:EBg,% Anonymous:2016:EBh,% Anonymous:2016:EBi,% Anonymous:2016:EBj,% Anonymous:2016:EBk,% Anonymous:2017:EBa% }. \NAMECITE{{Editorial}}{% Anonymous:2017:EBb,% Anonymous:2017:EBc,% Anonymous:2017:EBd,% Anonymous:2017:EBe,% Anonymous:2017:EBf,% Anonymous:2017:EBg,% Anonymous:2017:EBh,% Anonymous:2017:EBi,% Anonymous:2017:EBj,% Anonymous:2017:EBk,% Anonymous:2017:EBl,% Anonymous:2018:EBa,% Anonymous:2018:EBb,% Anonymous:2018:EBc,% Anonymous:2018:EBd,% Anonymous:2018:EBe,% Anonymous:2018:EBf,% Anonymous:2018:EBg,% Anonymous:2018:EBh,% Anonymous:2018:EBi,% Anonymous:2018:EBj,% Anonymous:2018:EBk,% Anonymous:2018:EBl,% Anonymous:2019:EBa,% Anonymous:2019:EBb,% Anonymous:2019:EBc,% Anonymous:2019:EBd,% Anonymous:2019:EBe,% Anonymous:2019:EBf,% Anonymous:2019:EBg,% Anonymous:2019:EBh,% Anonymous:2019:EBi,% Anonymous:2019:EBj,% Anonymous:2019:EBk% }. \NAMECITE{{Editors}}{% Ait-Sahalia:2019:AIH,% Carrasco:2012:EI,% Darolles:2017:EI,% Dufour:2014:EIH,% Elliott:2014:AIJ,% Hong:2012:EI,% Hu:2017:MEM,% Issler:2011:AIF,% Kumbhakar:2012:EI,% Kumbhakar:2016:EI% }. \NAMECITE{educational}{% Battistin:2014:MSM% }. \NAMECITE{effect}{% Battistin:2014:TEE,% Bhattacharya:2012:TEB,% Bibinger:2019:EDL,% Cai:2018:SQP,% Chen:2010:RCE,% Chen:2014:FPA,% Chesher:2017:UEM,% Deza:2015:TSS,% DiTraglia:2019:IEM,% Donald:2014:EID,% Firpo:2019:PIT,% Flabbi:2012:EJF,% Georgiev:2010:MBA,% Hsu:2019:TTE,% Lewbel:2016:IAT,% Li:2011:BIC,% Lin:2018:REE,% Machado:2019:IVS,% Ouyang:2015:TEE,% Seo:2016:DPT,% Wang:2010:EFE,% Westerlund:2015:ERD,% Zhang:2011:ECE% }. \NAMECITE{effects}{% Abrevaya:2019:MDV,% Ahn:2013:PDM,% Ai:2015:EPD,% Asai:2015:LFE,% Bai:2017:IPD,% Baltagi:2010:THS,% Baltagi:2012:LMT,% Bandi:2012:TVL,% Belotti:2018:CIF,% Bennala:2012:PGR,% Bester:2016:GEE,% Boneva:2015:SMH,% Callaway:2018:QTE,% Cattaneo:2010:ESE,% Chen:2014:CEF,% Chiang:2019:RUI,% Chiburis:2010:SBT,% Chudik:2015:CCE,% Cizek:2018:IEN,% Ergemen:2017:EFI,% Fan:2012:CIQ,% Farrell:2015:RIA,% Feng:2017:VCP,% Feng:2019:SPS,% Fernandez-Val:2011:BCT,% Fernandez-Val:2016:ITE,% Frandsen:2012:QTE,% Fujiki:2015:DEM,% Gagliardini:2019:ILT,% Galvao:2011:QRD,% Gayle:2013:ENP,% Gayle:2013:ICE,% Goncalves:2015:BIL,% Green:2015:TES,% Gu:2019:PDQ,% Hagemann:2019:PIT,% Harding:2014:ETQ,% Hayakawa:2010:EDF,% Heckman:2016:DTE,% Heckman:2016:ILT,% Heiman:2011:EIA,% Hoderlein:2012:NIN,% Hsiao:2018:PMI,% Ikeda:2016:BCE,% Jacobi:2016:BTE,% Juhl:2014:THF,% Just:2011:CWE,% Kato:2012:APQ,% Kaufmann:2015:SSM,% Kim:2013:HSD,% Kitagawa:2016:MAS,% Kleibergen:2015:UFT,% Klein:2010:HTE,% Klein:2015:EME,% Kock:2016:OIV,% Kutlu:2019:TVT,% Lee:2010:ESA,% Lee:2012:TES,% Lee:2014:EGE,% Lee:2015:EFE,% Lee:2015:PNR,% Lee:2018:EPS,% Li:2015:ANS,% Li:2015:SIC,% Li:2017:EAT,% Li:2017:FED,% Lin:2014:CNT,% Lu:2016:SED,% Malikov:2016:VCP,% Mesters:2014:GDP,% Moon:2018:ERC,% Mourifie:2015:SBT,% Nguimkeu:2019:ETE,% Orea:2019:NSF,% Park:2010:SCR,% Park:2016:EAV,% Pei:2018:NFE,% Renault:2011:CER,% Robinson:2015:EIF,% Rothe:2010:NED,% Schennach:2012:LIL,% Shi:2017:SDP,% Su:2015:STP,% Su:2018:ILG,% Sun:2018:EIF,% Sun:2019:IDD,% Vikstrom:2018:BTE,% Vogelsang:2012:HAS,% Wooldridge:2019:CRE,% Wu:2014:MBT,% Xiao:2019:WDM,% Yang:2018:UEF,% Yu:2012:ESD% }. \NAMECITE{Efficiency}{% Gan:2016:ETT,% Severini:2012:EBE,% Ai:2012:SEB,% Amengual:2010:CMV,% Arvanitis:2017:TPM,% Cazals:2016:NIV,% Francq:2011:TSN,% Glass:2016:SAS,% Hong:2019:CRM,% Otsu:2010:BEE% }. \NAMECITE{Efficient}{% Antoine:2012:EMD,% Antoine:2018:EET,% Bai:2016:EEA,% Cattaneo:2010:ESE,% Clinet:2018:EAV,% Cosslett:2013:ESE,% Frazier:2017:ETS,% Fulop:2013:ELS,% Hafner:2010:EEM,% Hansen:2016:ESP,% Hong:2012:ELI,% Komunjer:2010:EED,% Lee:2014:EGE,% Lee:2018:EPS,% Li:2016:EEI,% Liesenfeld:2010:EEP,% Lin:2018:EEC,% Linton:2019:EEN,% Poirier:2017:EEM,% Robinson:2010:EES,% Robinson:2015:EIF,% Zhou:2019:EEC,% Atkinson:2018:SIE,% Eggleston:2016:EDE,% Fan:2011:NCA,% Hoogerheide:2012:CAI,% Hwang:2017:AFT,% Lin:2018:REE,% Liu:2010:EGE,% McCausland:2012:HMH,% Mykland:2016:BDC,% Qian:2016:CEM,% Scharth:2016:PEI,% Sun:2019:CEF% }. \NAMECITE{eigenpairs}{% Hsu:2014:CST% }. \NAMECITE{eigenvalue}{% Lam:2018:NER% }. \NAMECITE{eigenvalue-regularized}{% Lam:2018:NER% }. \NAMECITE{either}{% Hsiao:2015:IGL% }. \NAMECITE{elementary}{% Battistin:2017:CRA% }. \NAMECITE{elicited}{% Arcidiacono:2012:MCM% }. \NAMECITE{Eliminating}{% deHaan:2011:ECD% }. \NAMECITE{ellipse}{% Hirschberg:2017:IIE% }. \NAMECITE{Elliptical}{% Krause:2013:CEL,% Villasenor:1989:ELC% }. \NAMECITE{ellipticity}{% Francq:2017:TCE% }. \NAMECITE{emerging}{% Russo:2011:DIS% }. \NAMECITE{Empirical}{% Allen:2011:ELB,% Aryal:2018:ERA,% Duong:2015:EEI,% Henderson:2012:EIN,% Horowitz:2014:ANI,% Otsu:2015:ELR,% Almeida:2012:AMA,% Cafiero:2011:ERC,% Caner:2014:NEW,% Caner:2015:HGE,% Chang:2015:HDG,% Chatterjee:2015:REP,% Christensen:2019:RED,% Hill:2016:GEH,% Hong:2012:ELI,% Hu:2017:EUA,% Kim:2012:TSM,% Kim:2014:FFM,% Lieli:2010:CEC,% Mittelhammer:2011:FEL,% Ogata:2013:EMS,% Otsu:2010:BEE,% Otsu:2012:TNN,% Post:2018:POB,% Su:2014:TCI,% Yuan:2014:ELS,% Zhang:2016:FSA% }. \NAMECITE{empirics}{% Magnus:2010:CTM% }. \NAMECITE{employment}{% Abowd:2011:NEG,% Lee:2010:AWE,% Liu:2010:MEM% }. \NAMECITE{Endogeneity}{% Amsler:2016:ESF,% Kumbhakar:2016:GBT,% Chang:2015:HDS,% Chernozhukov:2015:QRC,% Fu:2019:MFC,% Griffiths:2016:SMS,% Guo:2018:TEH,% Gutknecht:2016:TMU,% McDonough:2017:MDI,% Semykina:2010:EPD,% Seo:2016:DPT,% Simar:2016:UHE,% Yu:2018:TRE% }. \NAMECITE{Endogenous}{% Amsler:2017:EEV,% DelBoca:2012:EHI,% Horrace:2016:ENP,% Areosa:2011:MBE,% Atkinson:2016:DDF,% Breunig:2018:NEC,% Chen:2015:MTS,% Cherchye:2019:BCD,% DHaultfoeuille:2010:NIM,% DiTraglia:2019:IEM,% Fang:2014:IBR,% Feve:2014:NPA,% Hall:2012:IRM,% Han:2017:IGB,% Huang:2019:IET,% Ikeda:2016:BCE,% Khan:2016:IPD,% Kutlu:2019:TVT,% Malikov:2016:VCP,% Murtazashvili:2016:CFA,% Nguimkeu:2019:ETE,% Potiron:2017:EIQ,% Qu:2015:ESA,% Qu:2017:QES,% Sanderson:2016:WIT,% Severini:2012:EBE,% Wooldridge:2014:QML,% Zhu:2018:SLM% }. \NAMECITE{endogenously}{% Chaudhuri:2018:IIE,% Cosslett:2013:ESE% }. \NAMECITE{energy}{% Bucher:2015:NTC% }. \NAMECITE{engineering}{% Linton:2019:ESI% }. \NAMECITE{{English}}{% Aradillas-Lopez:2016:STM% }. \NAMECITE{entries}{% Chang:2018:CRE% }. \NAMECITE{entropy}{% Ryu:2017:MEE% }. \NAMECITE{entry}{% Fang:2014:IBR,% Li:2012:IAB,% Marmer:2013:WME% }. \NAMECITE{environmental}{% Amsler:2017:EEV,% Kumbhakar:2016:GBT% }. \NAMECITE{environments}{% Bekaert:2015:BEG% }. \NAMECITE{episode}{% Gilleskie:2010:WAD% }. \NAMECITE{epoch}{% Jenish:2012:NSR,% Jenish:2012:SPA% }. \NAMECITE{Epps}{% Zhang:2011:ECE% }. \NAMECITE{equal}{% Clark:2015:NFM,% Goncalves:2017:TEA% }. \NAMECITE{equalities}{% Shi:2016:EEH% }. \NAMECITE{equality}{% Cho:2018:PGT% }. \NAMECITE{equation}{% Akashi:2012:SPL,% Anderson:2011:FSP,% Bassett:2019:RMS,% DeNadai:2016:NEV,% Slottje:2017:CME% }. \NAMECITE{equations}{% Castle:2014:MSU,% Dunker:2014:IES,% Erickson:2014:MDE,% Gao:2013:SET,% Hsiao:2015:SIP,% Klein:2010:ECT,% Lavergne:2013:SMD,% Lu:2014:TSS,% Mosconi:2017:ICS,% Oka:2018:TCB,% Yang:2017:IQE% }. \NAMECITE{equilibria}{% Calvet:2015:TLG,% Xiao:2018:IEI% }. \NAMECITE{equilibrium}{% An:2017:IFP,% Castle:2010:FEC,% Christensen:2016:EDE,% Fernandez-Villaverde:2015:EDE,% Lee:2010:AWE,% Lee:2012:JEP% }. \NAMECITE{equilibrium-correction}{% Castle:2010:FEC% }. \NAMECITE{equities}{% Chen:2013:MSM% }. \NAMECITE{equity}{% Andersen:2015:FSE,% Barndorff-Nielsen:2011:MRK,% Caginalp:2014:NPD,% Shephard:2017:EAM,% Wachter:2015:WCE% }. \NAMECITE{equity-index}{% Andersen:2015:FSE% }. \NAMECITE{equivalence}{% Lavergne:2014:MET% }. \NAMECITE{{ERA}}{% Sianesi:2017:ERB% }. \NAMECITE{Erratum}{% Gourieroux:2014:EPD% }. \NAMECITE{error}{% An:2012:WPM,% An:2017:IFP,% Aruoba:2016:IGM,% Battistin:2014:TEE,% Bollinger:2017:BMB,% Caporin:2017:CVP,% Chesher:2017:UEM,% Davezies:2017:RDD,% Figueroa-Lopez:2019:OTU,% Gao:2015:MTM,% Garcia:2017:STU,% Green:2015:TES,% Hahn:2017:IVE,% Hallin:2016:SEC,% Hu:2017:EUA,% Hu:2017:MEM,% Jacobs:2011:MDR,% Jochmans:2015:MEM,% Kapetanios:2011:PNS,% Kato:2018:UCB,% Kneip:2015:FEP,% Kristensen:2010:LBI,% Lee:2017:MIE,% Liang:2019:DVE,% Meijer:2017:CEL,% Montes-Rojas:2011:RTH,% Onatski:2015:AAS,% Park:2016:EQC,% Pelenis:2014:BRH,% Perera:2017:FTP,% Pesaran:2013:PUR,% ilKim:2016:EPF% }. \NAMECITE{error-correction}{% Hallin:2016:SEC,% Kristensen:2010:LBI% }. \NAMECITE{errors}{% Bollerslev:2016:EES,% Cattaneo:2012:OII,% Cheng:2015:TOM,% Chib:2010:ACS,% DeNadai:2016:NEV,% Djogbenou:2019:ATW,% Erickson:2014:MDE,% Firpo:2017:MEQ,% Gospodinov:2017:SMD,% Hallin:2013:OSE,% Hayakawa:2015:RSE,% Hoderlein:2010:SME,% Hu:2015:CFE,% Kato:2019:UCB,% Liesenfeld:2010:EEP,% Medeiros:2016:RHD,% Moreira:2019:OTS,% Nolan:2013:LNR,% Song:2015:SEM,% Su:2015:QED,% Voss:2014:STM,% Wang:2011:MME,% Zheng:2015:GAM% }. \NAMECITE{errors-in-variables}{% Erickson:2014:MDE,% Gospodinov:2017:SMD,% Kato:2019:UCB,% Wang:2011:MME% }. \NAMECITE{Essays}{% Cai:2018:ATE% }. \NAMECITE{estimands}{% Andrews:2019:SIE% }. \NAMECITE{estimate}{% Ait-Sahalia:2017:UPC,% Grammig:2018:TSI,% Hsiao:2015:IGL% }. \NAMECITE{estimated}{% Goncalves:2017:TEA,% Horowitz:2012:UCB% }. \NAMECITE{Estimates}{% Flabbi:2012:EJF,% Abowd:2011:NEG,% Gupta:2018:ASS,% Heckman:2016:ILT,% Manski:2016:CIE% }. \NAMECITE{Estimating}{% An:2010:EFP,% Calzolari:2018:ESL,% Chen:2010:ETM,% Christensen:2016:EDE,% Cohen-Goldner:2010:ERT,% Das:2017:ELF,% Fernandez-Villaverde:2015:EDE,% Harding:2014:ETQ,% Hausman:2014:ESP,% Jacod:2019:EIV,% Jensen:2014:ESA,% Khwaja:2010:EWP,% Kim:2011:ECD,% Klein:2010:ECT,% Large:2011:EQV,% Lewbel:2011:EFD,% Li:2016:EJD,% Liu:2018:EIV,% Oka:2011:ESC,% Park:2016:EQC,% Phillips:2017:ESS,% Qian:2012:ESP,% Qu:2015:ESA,% Saijo:2013:EDM,% Semykina:2010:EPD,% Stock:2014:ETP,% Wang:2010:EFE,% Zhang:2011:ECE,% Zu:2014:ESV,% ilKim:2016:EPF,% Cai:2018:SQP,% Chen:2014:FPA,% Clinet:2018:EAV,% Davis:2012:TEE,% Fox:2016:SNA,% Hsu:2014:CST,% Hurn:2013:QML,% Lavergne:2013:SMD,% Li:2015:DAC,% Murtazashvili:2016:CFA,% Phillips:1991:CML,% Severini:2012:EBE,% Todorov:2010:JBN,% Wang:2011:BEM,% Xu:2010:NPC% }. \NAMECITE{Estimation}{% Aguirregabiria:2012:DOG,% Ai:2015:EPD,% Andreasen:2019:TSA,% Baltagi:2016:EHP,% Bibinger:2019:EDL,% Boldea:2013:EIU,% Chen:2010:EMS,% Chiou:2018:NRM,% Creal:2015:EAT,% Dias:2018:EFV,% Donald:2014:EID,% Ergemen:2017:EFI,% Francq:2018:ERV,% Gao:2013:ETA,% Garcia:2011:EOR,% Garcia:2011:ESD,% Gayle:2013:ENP,% Halbleib:2018:IAE,% Han:2018:EID,% Hassler:2011:EFI,% Hong:2015:EDD,% Hsu:2011:ECM,% Hualde:2014:ELR,% Klein:2015:EME,% Koo:2012:ESL,% Kristensen:2012:EDM,% Kutlu:2012:EMP,% Lee:2010:ESA,% Lee:2014:NSR,% Lee:2015:EFE,% Li:2017:EAT,% Ma:2018:ELD,% Maruyama:2014:EFS,% Mavroeidis:2015:EHA,% Moon:2018:ERC,% Ogata:2013:EMS,% Potiron:2017:EIQ,% Shephard:2017:EAM,% Su:2017:TVF,% Sun:2018:EIF,% Yu:2012:ESD,% Zhang:2015:EGV,% Abadir:2014:DFE,% Ahn:2015:CIE,% Ait-Sahalia:2011:UHF,% Ait-Sahalia:2015:MBE,% Amengual:2013:SES,% Andersen:2012:JRV,% Anderson:2012:NEI,% Andreasen:2015:SAN,% Andrews:2013:MLE,% Antoine:2012:EMD,% Antoine:2018:EET,% Aradillas-Lopez:2010:SES,% Aradillas-Lopez:2012:PDE,% Areosa:2011:MBE,% Athanasopoulos:2011:MSE,% Bai:2013:PCE,% Bai:2016:EEA,% Bai:2019:RRE,% Baltagi:2017:IEL,% Barigozzi:2017:GDF,% Bartolucci:2012:PCM,% Bates:2013:CFE,% Battistin:2014:TEE,% Bekker:2015:JIV,% Bernal:2010:QSE,% Bierens:2012:SNE,% Bollerslev:2011:DEV,% Bollerslev:2019:HDM,% Bonhomme:2017:NEN,% Boswijk:2011:MME,% Boudt:2017:PSI,% Breunig:2018:NEC,% Cai:2012:SQR,% Campo:2012:RAA,% Cattaneo:2010:ESE,% Cavaliere:2017:QML,% Cazals:2016:NIV,% Chaker:2017:HFE,% Chambers:2013:JES,% Chambers:2016:ECT,% Chan:2015:LET,% Chen:2010:NEC,% Chen:2010:RCE,% Chen:2010:SNE,% Chen:2011:SEB,% Chen:2012:SET,% Chen:2014:CEF,% Chen:2018:NIE,% Chen:2018:SEC,% Chen:2018:SEP,% Chen:2019:IWE,% Chen:2019:NEC,% Chen:2019:NSE,% Chen:2019:SEB,% Chiappori:2015:NIE,% Choi:2016:ITM,% Christensen:2010:RQB,% Christensen:2017:MBL% }. \NAMECITE{estimation}{% Chudik:2015:CCE,% Cizek:2012:SRE,% Cizek:2018:IEN,% Comte:2010:AED,% Cosslett:2013:ESE,% Daouia:2014:MAM,% Dardanoni:2015:MAE,% DeLuca:2018:WAL,% Delaigle:2016:RCD,% Deschamps:2011:BEE,% Dou:2016:GYW,% Dunker:2014:IES,% Erickson:2014:MDE,% Escanciano:2012:UCD,% Escanciano:2014:UCW,% Fan:2019:RCE,% Fan:2019:SVM,% Fasen:2013:SEM,% Fengler:2015:SNE,% Florens:2012:NEI,% Florens:2014:FEN,% Florens:2015:IVE,% Forneron:2018:ASE,% Francq:2011:TSN,% Francq:2015:RPE,% Frazier:2017:ETS,% Frederiksen:2012:LPW,% Freyberger:2015:ISR,% Fulop:2019:BED,% Gagliardini:2013:SPE,% Gagliardini:2017:DIV,% Gallant:2017:BES,% Gallant:2018:BAE,% Gan:2015:NES,% Gao:2013:SET,% Gayle:2013:ICE,% Giraitis:2012:MAF,% Golombek:2018:EDS,% Gospodinov:2012:LGE,% Gospodinov:2017:SMD,% Gourieroux:2017:NVA,% Guo:2019:SST,% Gupta:2018:PML,% Hafner:2010:EEM,% Hahn:2017:IVE,% Hall:2010:NLS,% Hall:2012:ICI,% Hall:2014:CT,% Hallin:2013:OSE,% Hallin:2017:RES,% Ham:2011:MSP,% Hamilton:2012:IEG,% Han:2013:FDM,% Hansen:2014:IVE,% Hayakawa:2015:RSE,% Henderson:2015:GBS,% Henderson:2015:SCE,% Hill:2016:GEH,% Hirukawa:2018:CEL,% Hoderlein:2015:IEC,% Hong:2012:ELI,% Hong:2015:EEN,% Horowitz:2012:STN,% Horowitz:2014:ANI,% Horowitz:2017:NEI,% Hounyo:2017:LSB,% Hu:2015:CFE,% Huang:2019:IET,% Hubbard:2012:SEM,% Jacho-Chavez:2010:INE,% Jiang:2018:NDT,% Jin:2018:INL,% Jin:2019:GET,% Johansen:2013:LSE,% Jun:2015:CLE,% Karabiyik:2017:RRC,% Kastner:2019:SBT,% Kaufmann:2019:BES,% Kelejian:2010:SES,% Khan:2013:DFE,% Kim:2011:SHA,% Kim:2012:PPE,% Kim:2018:ATL,% Kim:2018:EPR,% Kitagawa:2016:MAS,% Kleppe:2014:MLE,% Kneip:2015:FEP,% Komunjer:2010:EED,% Krief:2017:DIN,% Kristensen:2010:PML,% Kristensen:2011:SNE,% Kruiniger:2008:MLE,% Kruiniger:2013:QME,% Kruiniger:2014:CML,% Kumbhakar:2012:BEA,% Lamarche:2010:RPQ,% Lanne:2017:IEN,% Lavergne:2013:SMD% }. \NAMECITE{estimation}{% Lee:2012:TES,% Lee:2014:EGE,% Lee:2014:TIR,% Lee:2015:SML,% Lee:2016:SEU,% Lee:2017:MIE,% Leung:2015:TSE,% Lewbel:2015:IEG,% Li:2010:NSE,% Li:2012:LSE,% Li:2016:CMS,% Li:2016:EEI,% Li:2017:AEC,% Li:2018:UAV,% Li:2019:BPM,% Liesenfeld:2010:DIM,% Liesenfeld:2010:EEP,% Lin:2010:GES,% Lin:2015:OSN,% Lin:2018:EEC,% Lin:2018:REE,% Linton:2019:EEN,% Liu:2010:GES,% Liu:2014:QML,% Lu:2016:SED,% Malikov:2017:SET,% Mancini:2011:TEM,% Massacci:2017:LSE,% Meijer:2017:CEL,% Menzel:2014:CEM,% Mikkelsen:2019:CET,% Miyauchi:2016:SEP,% Muller:2019:NWR,% Mykland:2019:ATS,% Nguimkeu:2019:ETE,% Okhrin:2013:SEH,% Okui:2011:IVE,% Onatski:2015:AAS,% Ouyang:2015:TEE,% Pesaran:2011:VSE,% Phillips:2014:OEC,% Ploberger:2012:OEU,% Poirier:2017:EEM,% Porter:2015:RDD,% Qian:2016:SEC,% Qu:2015:NEI,% Qu:2017:QES,% Racine:2017:NCQ,% Robertson:2015:IEP,% Robinson:2010:EES,% Robinson:2014:EML,% Rothe:2010:NED,% Ryu:2017:MEE,% Sasaki:2017:USD,% Shi:2016:EEH,% Shimotsu:2012:ELW,% Shiu:2013:IEN,% Shively:2011:NFE,% Simar:2016:UHE,% Slottje:2017:CME,% Song:2015:SEM,% Srisuma:2012:SEM,% Su:2010:PQM,% Su:2012:SEP,% Su:2012:SGE,% Su:2013:NDP,% Su:2015:QED,% Su:2015:QLE,% Su:2016:SIV,% Sun:2019:CEF,% Taamouti:2014:NEI,% Todorov:2011:RLT,% Todorov:2014:VAS,% Torgovitsky:2017:MDI,% Tsionas:2012:MLE,% Vogelsang:2014:IMO,% Wang:2011:MME,% Wang:2013:PML,% Wang:2016:CVR,% Wolter:2016:KEH,% Wooldridge:2014:QML,% Xiao:2018:IEI,% Xiu:2010:QML,% Xu:2015:MLE,% Xu:2018:SML,% Yan:2019:SER,% Yang:2017:IQE,% Yang:2018:UEF,% Yu:2012:BEM,% Yu:2012:LEI,% Yu:2015:AET,% Zhang:2016:FSA,% Zhao:2010:DEN,% Zhou:2019:EEC,% Zincenko:2018:NEF% }. \NAMECITE{Estimator}{% Wu:2010:ESE,% Ai:2010:ARC,% Akashi:2012:SPL,% Anderson:2010:AOL,% Anderson:2010:LEF,% Bilias:2019:ECC,% Chen:2010:IMS,% Doz:2011:TSE,% Hausman:2011:PCE,% Hayakawa:2010:EDF,% Hou:2014:MLW,% Ikeda:2016:BCE,% Kasahara:2019:APM,% Lam:2018:NER,% Liu:2010:EGE,% Liu:2015:DTL,% Ma:2019:IFP,% Onatski:2012:APC,% Patra:2018:CBP,% Sun:2011:RTI,% Xu:2018:SNE,% Yang:2015:GMT% }. \NAMECITE{estimators}{% Ait-Sahalia:2016:BSA,% Almeida:2012:AMA,% Anderson:2011:FSP,% Bandi:2011:MMN,% Barndorff-Nielsen:2011:MRK,% Bester:2011:IDD,% Bester:2016:GEE,% Breunig:2015:GFT,% Caner:2014:NEW,% Caner:2015:HGE,% Cattaneo:2013:OCR,% Chen:2015:OUC,% Christensen:2010:PAE,% Dai:2019:KFF,% Daouia:2012:RNF,% Fan:2011:NCA,% Fernandez-Val:2011:BCT,% Fiorentini:2019:CNG,% Frahm:2010:DEM,% Gagliardini:2012:TRN,% Giesecke:2019:SLE,% Greenaway-McGrevy:2012:ADF,% Guerron-Quintana:2017:IRM,% Halunga:2012:RBE,% Hansen:2010:AEA,% Hansen:2012:PLS,% Hounyo:2017:BIC,% Huber:2013:PEB,% Ibragimov:2014:RLE,% Ichimura:2010:CAD,% Ichimura:2018:CCA,% Jun:2015:CLE,% Kristensen:2017:HOP,% Kuersteiner:2012:KWG,% Lee:2014:ARM,% Lee:2016:ARM,% Lee:2018:AID,% Lee:2018:EPS,% Mittelhammer:2011:FEL,% Mykland:2016:BDC,% Patton:2011:DBR,% Preve:2011:LPB,% Zhang:2011:EER% }. \NAMECITE{{ETFs}}{% Caginalp:2014:NPD% }. \NAMECITE{euro}{% Egorov:2011:TTY,% Favero:2013:MFG% }. \NAMECITE{{European}}{% Xiu:2014:HPB% }. \NAMECITE{{Eurozone}}{% Ait-Sahalia:2014:MEE% }. \NAMECITE{Evaluating}{% Bhattacharya:2013:ETP,% Herbst:2012:EDM,% Dai:2019:KFF% }. \NAMECITE{Evaluation}{% Buschena:2011:ESM,% Alem:2014:EFI,% Blake:2014:IIE,% Diebold:2017:RTF,% Gospodinov:2013:CST,% Malik:2011:PFC,% Rossi:2013:CPD,% Russo:2011:DIS% }. \NAMECITE{Event}{% Hardle:2016:TTE,% Chen:2019:TED% }. \NAMECITE{events}{% Gourieroux:2014:EPD,% Gourieroux:2014:PDE,% Grothe:2014:MME% }. \NAMECITE{Evidence}{% Baltagi:2017:DFL,% Bibinger:2019:EDL,% Black:2014:MMS,% Harding:2019:PQA,% Marcellino:2016:MFO,% Sianesi:2017:ERB,% Duong:2015:EEI,% Kim:2014:FFM,% Wu:2011:VDJ,% Wachter:2015:WCE% }. \NAMECITE{Ex}{% Kim:2018:EPR,% Assmann:2016:BAS,% Christensen:2010:PAE,% Kaufmann:2019:BES% }. \NAMECITE{Ex-post}{% Kim:2018:EPR,% Assmann:2016:BAS,% Christensen:2010:PAE,% Kaufmann:2019:BES% }. \NAMECITE{Exact}{% Beaulieu:2014:ECS,% Bilias:2019:ECC,% Gallant:2018:EBM,% Hillier:2018:EHO,% Shimotsu:2012:ELW,% Armstrong:2015:AEI,% Gan:2015:NES,% Gossner:2013:FSE% }. \NAMECITE{Examining}{% Anderson:2016:NAM,% Borovicka:2014:EMM,% Asimit:2016:TDM% }. \NAMECITE{example}{% Dette:2016:TME% }. \NAMECITE{Examples}{% Andrews:2017:ECB% }. \NAMECITE{excess}{% Almeida:2011:DIR% }. \NAMECITE{exchange}{% Busch:2011:RIV% }. \NAMECITE{exchangeable}{% Bonhomme:2017:NEN% }. \NAMECITE{excitation}{% Ait-Sahalia:2014:MEE,% Boswijk:2018:TSE% }. \NAMECITE{exciting}{% Dungey:2018:TME,% Grothe:2014:MME% }. \NAMECITE{excluded}{% Lewbel:2015:IEG% }. \NAMECITE{exclusion}{% Klein:2010:ECT% }. \NAMECITE{Exit}{% Golombek:2018:EDS% }. \NAMECITE{exogeneity}{% Caner:2014:NEW,% Gourieroux:2014:EPD,% Gourieroux:2014:PDE,% Jacobs:2010:CLR,% Kuersteiner:2013:LTP,% White:2014:GCE% }. \NAMECITE{exogenous}{% Chaudhuri:2018:IIE,% Chudik:2015:CCE% }. \NAMECITE{expansion}{% Kaplan:2015:IQI,% Lee:2014:DET,% Xiu:2014:HPB,% Yang:2019:NDE% }. \NAMECITE{expansions}{% Choi:2013:CFL,% Li:2016:EJD,% Zhang:2011:EER% }. \NAMECITE{expectation}{% Eggleston:2016:EDE% }. \NAMECITE{expectations}{% Arcidiacono:2012:MCM,% Bianchi:2016:MME,% Fanelli:2012:DID,% Yang:2017:SIU% }. \NAMECITE{expected}{% Buschena:2011:ESM,% List:2011:CEU,% Patton:2019:DSM% }. \NAMECITE{expenditures}{% Cherchye:2019:BCD% }. \NAMECITE{experience}{% Cohen-Goldner:2010:ERT% }. \NAMECITE{experiment}{% Harding:2019:PQA,% Sianesi:2017:ERB% }. \NAMECITE{experiments}{% Aguirregabiria:2012:DOG,% Fan:2012:CIQ,% Geweke:2012:NBM,% Stoye:2012:MRT% }. \NAMECITE{expiry}{% Fengler:2015:SNE% }. \NAMECITE{explain}{% Canova:2012:DUI,% Christensen:2018:DPS% }. \NAMECITE{explained}{% Clinet:2019:TIM% }. \NAMECITE{Explaining}{% Ahn:2010:ECR% }. \NAMECITE{explanatory}{% Drerup:2017:PSD,% Murtazashvili:2016:CFA,% Wooldridge:2014:QML% }. \NAMECITE{Explicit}{% Choi:2015:EFA% }. \NAMECITE{Exploiting}{% Bollerslev:2016:EES% }. \NAMECITE{exploratory}{% Conti:2014:BEF% }. \NAMECITE{explosive}{% Chen:2017:ICS,% Magdalinos:2012:MEA,% Phillips:2016:REI,% Wang:2016:DAE% }. \NAMECITE{exponent}{% Park:2012:RWC% }. \NAMECITE{Exponential}{% Francq:2013:GMP,% Kuchler:2014:ESM,% Wu:2010:ESE,% Cho:2010:TUH,% Debarsy:2015:LSP,% Jin:2018:INL% }. \NAMECITE{Exponentially}{% Tang:2018:ETL% }. \NAMECITE{exports}{% Baltagi:2017:DFL% }. \NAMECITE{Extended}{% McCulloch:2013:ENS,% Zadrozny:2016:EYW,% Chen:2017:SIB,% Chen:2019:SEB,% DHaultfoeuille:2013:IER,% Deschamps:2011:BEE,% Pedersen:2017:ITB% }. \NAMECITE{Extending}{% Papay:2011:ERD% }. \NAMECITE{externality}{% Miyauchi:2016:SEP% }. \NAMECITE{extraction}{% Macaro:2010:BNP% }. \NAMECITE{Extremal}{% DHaultfoeuille:2018:EQR,% Davis:2012:TEE% }. \NAMECITE{Extreme}{% Chavez-Demoulin:2014:EQT,% Onatski:2019:ECC,% Asimit:2016:TDM,% Bollerslev:2013:JTE,% Grothe:2014:MME,% Tao:2019:RCC% }. \NAMECITE{Extreme-quantile}{% Chavez-Demoulin:2014:EQT% }. \NAMECITE{extremogram}{% Davis:2012:TEE% }. \NAMECITE{Extremum}{% Hong:2015:EEN% }. \NAMECITE{F}{% Hwang:2017:AFT% }. \NAMECITE{facing}{% Castle:2014:MSU% }. \NAMECITE{Factor}{% Han:2015:TOR,% Kim:2019:FGI,% Li:2018:FMA,% Palm:2011:FSP,% Wang:2019:FMM,% Ahn:2015:CIE,% Ait-Sahalia:2017:UPC,% Andersen:2019:UIN,% Asai:2015:FCV,% Assmann:2016:BAS,% Bai:2014:ITH,% Bai:2016:EEA,% Bai:2019:RRE,% Baltagi:2017:IEL,% Barigozzi:2017:GDF,% Barigozzi:2018:SMC,% Bates:2013:CFE,% Blasques:2016:WML,% Breitung:2011:TSB,% Calzolari:2018:ESL,% Castagnetti:2015:IFS,% Chen:2014:DBS,% Cheng:2015:FFA,% Chudik:2011:IDV,% Conti:2014:BEF,% Corradi:2014:TSS,% Dai:2019:KFF,% Dong:2011:NIB,% Doz:2011:TSE,% Eichler:2011:FDF,% Fan:2017:SFU,% Fan:2019:RCE,% Fiorentini:2018:SEA,% Forni:2011:GDF,% Forni:2015:DFM,% Forni:2017:DFM,% Gagliardini:2019:DCA,% Goncalves:2014:BFA,% Greenaway-McGrevy:2012:ADF,% Han:2018:EID,% Karabiyik:2017:RRC,% Kaufmann:2019:BES,% Kong:2018:TAC,% Li:2018:QML,% Ma:2018:ELD,% Manner:2019:TSB,% Massacci:2017:LSE,% Mikkelsen:2019:CET,% Onatski:2012:APC,% Onatski:2015:AAS,% Paolella:2015:CCM,% Pelger:2019:LDF,% Penaranda:2012:STR,% Robertson:2015:IEP,% Su:2017:TVF,% Trapani:2013:BPF,% West:2012:EAP,% Yamamoto:2015:TFL% }. \NAMECITE{Factor-Augmented}{% Han:2015:TOR,% Cheng:2015:FFA,% Goncalves:2014:BFA,% Karabiyik:2017:RRC% }. \NAMECITE{factorizations}{% Boudt:2017:PSI% }. \NAMECITE{factors}{% Bai:2013:PCE,% Blazsek:2010:KSU,% Castle:2013:FFV,% Chang:2015:HDS,% Dai:2019:KFF,% Goncalves:2017:TEA,% Hallin:2011:DFP,% Hallin:2011:MLD,% Kleibergen:2015:UFT,% Kong:2019:RTN,% Lengwiler:2010:IFY,% Li:2017:DNF,% Li:2018:FMA,% Onatski:2012:APC,% Pawasutipaisit:2011:WAF,% Pesaran:2011:LPC% }. \NAMECITE{failure}{% Andrews:2013:MLE,% Lewbel:2015:STT% }. \NAMECITE{failure-time}{% Lewbel:2015:STT% }. \NAMECITE{families}{% Hall:2010:NLS% }. \NAMECITE{family}{% Mittelhammer:2011:FEL% }. \NAMECITE{fast}{% Armstrong:2014:FRM% }. \NAMECITE{Fat}{% Danielsson:2013:FTV,% Kim:2015:QOP,% Paolella:2019:RSD% }. \NAMECITE{fat-tailed}{% Paolella:2019:RSD% }. \NAMECITE{{FAVARs}}{% Marcellino:2016:MFO% }. \NAMECITE{{FDA}}{% Isakov:2019:FTC% }. \NAMECITE{{FDI}}{% Cai:2018:SQP,% Debarsy:2015:LSP% }. \NAMECITE{feasible}{% Andrews:2012:ALG% }. \NAMECITE{features}{% Franchi:2011:CVA,% Lewbel:2011:EFD% }. \NAMECITE{{February}}{% Anonymous:2010:PF,% Anonymous:2011:PF,% Anonymous:2012:PF,% Anonymous:2014:PF,% Anonymous:2015:PF,% Anonymous:2017:PF,% Anonymous:2018:PF,% Anonymous:2019:PF% }. \NAMECITE{feedback}{% Asai:2015:LFE% }. \NAMECITE{feedbacks}{% Hayakawa:2010:EDF% }. \NAMECITE{{Fellow}}{% Judge:2013:FOC% }. \NAMECITE{{Fellows}}{% Anonymous:2012:LJF,% Anonymous:2013:LJF% }. \NAMECITE{female}{% Cohen-Goldner:2010:ERT,% Flabbi:2012:EJF% }. \NAMECITE{festschrift}{% Mariano:2012:RAN,% Mariano:2012:RAP% }. \NAMECITE{Filter}{% Monfort:2015:QKF,% Kelly:2015:TPR,% Pitt:2012:SPM% }. \NAMECITE{Filtered}{% Giesecke:2018:FLP% }. \NAMECITE{filtering}{% Billio:2013:TVC,% Doz:2011:TSE,% Herbst:2019:TPF% }. \NAMECITE{filters}{% Lee:2015:EFE,% Malik:2011:PFC% }. \NAMECITE{Finance}{% Halbleib:2018:IAE,% Bucher:2015:NTC,% Kaufmann:2019:EIC% }. \NAMECITE{Financial}{% Chen:2016:FSR,% Ling:2015:FTS,% Alem:2014:EFI,% Asimit:2016:TDM,% Barnett:2011:HBM,% Bhargava:2014:EIA,% Blasques:2016:SDS,% Bollerslev:2018:MFR,% Chang:2015:EAF,% Chang:2015:SDA,% Chavez-Demoulin:2014:EQT,% Christensen:2016:EDE,% Davis:2018:ITP,% DelNegro:2016:DPP,% Diebold:2014:NTV,% Dungey:2018:TME,% Fan:2019:SVM,% Kim:2014:FFM,% Kim:2016:UDT,% Kim:2018:ATL,% Linton:2019:ESI,% Mao:2018:STI,% Tauchen:2011:RJF,% Zhang:2016:CSM,% Zhao:2011:NMV,% Zhu:2010:GAS,% Zhu:2015:MBP,% Zu:2014:ESV% }. \NAMECITE{financing}{% Leeper:2010:DFF% }. \NAMECITE{fine}{% Andersen:2015:FSE% }. \NAMECITE{Finite}{% Gossner:2013:FSE,% Anderson:2010:LEF,% Anderson:2011:FSP,% Chen:2014:LIS,% Gourieroux:2015:PFD,% Maruyama:2014:EFS,% Trapani:2016:TFM,% Villani:2012:GSF% }. \NAMECITE{Finite-sample}{% Gossner:2013:FSE% }. \NAMECITE{Firm}{% Bhargava:2014:FFM,% Baltagi:2017:DFL,% Cederburg:2015:APA,% Chen:2010:ETM,% Handel:2013:RFP,% Ibragimov:2014:RLE,% Kutlu:2012:EMP,% ODonnell:2016:UIA,% vonEije:2014:DIC% }. \NAMECITE{firm-level}{% Baltagi:2017:DFL% }. \NAMECITE{firms}{% Diebold:2014:NTV,% Golombek:2018:EDS% }. \NAMECITE{First}{% Han:2013:FDM,% An:2010:EFP,% An:2017:IFP,% Aryal:2018:ERA,% Bierens:2012:SNE,% Dovonon:2017:BGO,% Henderson:2012:EIN,% Hill:2013:TCV,% Hu:2013:IFP,% Hubbard:2012:SEM,% Kumbhakar:2012:BEA,% Ma:2019:IFP,% Marmer:2012:QBN,% Marmer:2013:WME,% Pettenuzzo:2016:MAM,% Zincenko:2018:NEF% }. \NAMECITE{first-order}{% Dovonon:2017:BGO% }. \NAMECITE{first-price}{% An:2010:EFP,% An:2017:IFP,% Aryal:2018:ERA,% Bierens:2012:SNE,% Henderson:2012:EIN,% Hill:2013:TCV,% Hu:2013:IFP,% Hubbard:2012:SEM,% Kumbhakar:2012:BEA,% Ma:2019:IFP,% Marmer:2012:QBN,% Marmer:2013:WME,% Zincenko:2018:NEF% }. \NAMECITE{fiscal}{% Leeper:2010:DFF,% Marcellino:2016:MFO% }. \NAMECITE{fish}{% Hicks:2012:SSC% }. \NAMECITE{fit}{% Beaulieu:2014:ECS,% Breunig:2015:GFT,% Christensen:2019:RED,% Kheifets:2017:NGF,% Marmer:2012:OCM,% McCulloch:2013:ENS,% Zhang:2016:GFT% }. \NAMECITE{Fitting}{% Eichler:2011:FDF,% Perera:2017:FTP% }. \NAMECITE{fix}{% Sun:2014:LFI% }. \NAMECITE{Fixed}{% Li:2017:FED,% Sun:2014:LFI,% Zhang:2016:FSA,% Abrevaya:2019:MDV,% Ai:2015:EPD,% Andersen:2019:UIN,% Baltagi:2012:LMT,% Belotti:2018:CIF,% Bester:2016:GEE,% Boneva:2015:SMH,% Chen:2010:RCE,% Chen:2014:CEF,% Ergemen:2017:EFI,% Feng:2017:VCP,% Feng:2019:SPS,% Fernandez-Val:2011:BCT,% Galvao:2011:QRD,% Goncalves:2015:BIL,% Green:2015:TES,% Gu:2019:PDQ,% Hoderlein:2012:NIN,% Juhl:2014:THF,% Kaplan:2015:IQI,% Kim:2013:HSD,% Kim:2017:FBV,% Lee:2010:ESA,% Lee:2014:EGE,% Lee:2015:EFE,% Lee:2015:PNR,% Li:2015:ANS,% Li:2015:SIC,% Lin:2014:CNT,% Lu:2016:SED,% Malikov:2016:VCP,% McElroy:2014:SDS,% Moon:2018:ERC,% Pei:2018:NFE,% Robinson:2015:EIF,% Shi:2017:SDP,% Su:2015:STP,% Su:2018:ILG,% Sun:2018:EIF,% Sun:2019:CEF,% Sun:2019:IDD,% Vogelsang:2012:HAS,% Vogelsang:2014:IMO,% Wang:2010:EFE,% Yang:2018:UEF,% Yu:2012:ESD% }. \NAMECITE{Fixed-}{% Sun:2014:LFI,% Sun:2019:IDD,% Vogelsang:2014:IMO% }. \NAMECITE{fixed-b}{% McElroy:2014:SDS% }. \NAMECITE{fixed-bandwidth}{% Kim:2017:FBV% }. \NAMECITE{fixed-effect}{% Chen:2010:RCE,% Wang:2010:EFE% }. \NAMECITE{Fixed-effects}{% Li:2017:FED,% Abrevaya:2019:MDV,% Belotti:2018:CIF,% Vogelsang:2012:HAS,% Yang:2018:UEF% }. \NAMECITE{Fixed-smoothing}{% Zhang:2016:FSA,% Kaplan:2015:IQI% }. \NAMECITE{fixity}{% Hill:2016:LSA% }. \NAMECITE{flexibility}{% Flabbi:2012:EJF% }. \NAMECITE{flexible}{% Chen:2014:FPA,% Koop:2010:FAP,% Li:2015:FSF% }. \NAMECITE{flights}{% Dungey:2018:TME% }. \NAMECITE{flow}{% Bollerslev:2015:SRC% }. \NAMECITE{flows}{% Abowd:2011:NEG,% Darolles:2017:MDH% }. \NAMECITE{focus}{% Escanciano:2010:TSI% }. \NAMECITE{Focused}{% DiTraglia:2016:UII% }. \NAMECITE{followers}{% Blazsek:2016:PPR% }. \NAMECITE{follows}{% Chen:2013:TWU% }. \NAMECITE{food}{% Heiman:2011:EIA% }. \NAMECITE{force}{% Ahn:2010:ECR,% Das:2017:ELF% }. \NAMECITE{Forecast}{% Basturk:2019:FDC,% Arbues:2013:DMO,% Chan:2013:MAS,% Clark:2015:NFM,% Diebold:2017:RTF,% Elliott:2011:CFA,% Hsiao:2014:TOF,% Kapetanios:2015:GDF,% Mariano:2012:STM,% Patton:2011:VFC,% Wei:2012:RFC% }. \NAMECITE{Forecasting}{% Asai:2015:FCV,% Bauer:2011:FMR,% Boot:2019:FUR,% Castle:2010:FEC,% Castle:2013:FFV,% Chen:2014:FIU,% Cheng:2015:FFA,% Kim:2014:FFM,% Tu:2017:FCN,% Wang:2013:FLM,% Andersen:2011:RVF,% Athanasopoulos:2011:MSE,% Barigozzi:2017:GDF,% Blasques:2016:WML,% Bollerslev:2016:EES,% Bollerslev:2018:MFR,% Busch:2011:RIV,% Carriero:2011:HUN,% Chudik:2016:MCA,% Corradi:2014:TSS,% Corsi:2010:TBV,% DelNegro:2016:DPP,% Dias:2018:EFV,% Fan:2017:SFU,% Favero:2013:MFG,% Ghysels:2011:VFM,% Giacomini:2014:TCF,% Giraitis:2013:AFP,% Hendry:2014:UEA,% Inoue:2017:RWS,% Issler:2011:AIF,% Kelly:2015:TPR,% Koo:2015:SBM,% Laurent:2013:LFR,% Lee:2014:NSR,% Li:2015:FSF,% McAlinn:2019:DBP,% Pesaran:2011:VSE,% Rossi:2011:UMF,% Sizova:2011:IVF,% Timmermann:2013:DEM,% Zhang:2013:ACF% }. \NAMECITE{forecasts}{% Diks:2011:LBS,% Herbst:2012:EDM,% Maheu:2011:DHF,% Maneesoonthorn:2012:PFV,% Pesaran:2013:OFP% }. \NAMECITE{foreign}{% Busch:2011:RIV% }. \NAMECITE{form}{% Andersen:2011:RFF,% Bruggemann:2016:IVC,% Cavaliere:2017:QML,% Choi:2013:CFL,% Choi:2015:EFA,% Hu:2015:CFE,% Li:2016:EJD,% Lin:2014:CNT,% Salimans:2012:VSF,% Sizova:2011:IVF% }. \NAMECITE{formal}{% Park:2012:RWC% }. \NAMECITE{formation}{% Leung:2015:TSE% }. \NAMECITE{forms}{% Phillips:2017:SIR% }. \NAMECITE{forward}{% Duan:2012:MCD% }. \NAMECITE{Four}{% Andrikopoulos:2016:FDJ% }. \NAMECITE{{Fourier}}{% Tsionas:2012:MLE% }. \NAMECITE{Fourth}{% Holly:2011:FOP% }. \NAMECITE{Fractional}{% Goldman:2017:FOS,% Cavaliere:2015:BST,% Cavaliere:2017:QML,% Chevillon:2018:GUF,% Cho:2015:TNI,% Christensen:2017:MBL,% Frederiksen:2012:LPW,% Geweke:2014:LBI,% Haldrup:2017:LMF,% Hassler:2011:EFI,% Johansen:2010:LIN,% Lasak:2010:LBT,% Levy:2014:ACC,% Nielsen:2010:NCA% }. \NAMECITE{fractionally}{% Ergemen:2017:EFI,% Hualde:2010:SIM,% Poskitt:2015:HOI,% Robinson:2015:EIF,% Shimotsu:2012:ELW% }. \NAMECITE{Frailty}{% Babii:2019:CRM,% Koopman:2011:MFC% }. \NAMECITE{frailty-correlated}{% 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DeLuca:2018:WAL,% Hansen:2012:PLS,% Hoderlein:2012:NIN,% Hwang:2018:SWG,% Lee:2014:ARM,% Lewbel:2015:STT,% Ogata:2013:EMS,% Wang:2010:GNI,% Zhang:2016:FSA,% Zhou:2019:EEC,% Zhu:2010:GAS% }. \NAMECITE{generate}{% Chevillon:2017:LCG,% Miller:2010:NNT% }. \NAMECITE{generated}{% Liu:2018:RTN% }. \NAMECITE{Generating}{% Chevillon:2018:GUF% }. \NAMECITE{generation}{% Engle:2017:SGL% }. \NAMECITE{geo}{% Fattore:2010:APG% }. \NAMECITE{geo-logarithmic}{% Fattore:2010:APG% }. \NAMECITE{Geometric}{% Al-Sadoon:2014:GLR,% Ryu:2017:MEE% }. \NAMECITE{{Gibbs}}{% Fuentes-Albero:2013:MCM% }. \NAMECITE{{GLAD}}{% Guo:2019:SST% }. \NAMECITE{glass}{% Calvet:2015:TLG% }. \NAMECITE{Global}{% Just:2011:GIR% }. \NAMECITE{{GLS}}{% Andrews:2012:ALG% }. \NAMECITE{GMM}{% Tripathi:2011:GMM,% Canay:2010:SSW,% Chaudhuri:2011:NMP,% Chen:2015:SST,% Cheng:2015:SVR,% DiTraglia:2016:UII,% Dovonon:2017:BGO,% Dovonon:2018:APG,% Gospodinov:2012:LGE,% Hsiao:2015:IGL,% Hwang:2017:AFT,% Kuersteiner:2012:KWG,% Lee:2014:EGE,% Lin:2010:GES,% Liu:2010:EGE,% Liu:2010:GES,% Su:2012:SGE,% Sun:2012:SPG,% deCastro:2019:SGQ% }. \NAMECITE{go}{% Hwang:2018:SWG,% Boswijk:2011:MME% }. \NAMECITE{{GO-GARCH}}{% Boswijk:2011:MME% }. \NAMECITE{good}{% Bekaert:2015:BEG,% Kumbhakar:2016:GBT% }. \NAMECITE{Goodness}{% Breunig:2015:GFT,% Zhang:2016:GFT,% Beaulieu:2014:ECS,% Christensen:2019:RED,% Kheifets:2017:NGF,% McCulloch:2013:ENS% }. \NAMECITE{Goodness-of-fit}{% Breunig:2015:GFT,% Zhang:2016:GFT,% Beaulieu:2014:ECS,% Christensen:2019:RED,% Kheifets:2017:NGF,% McCulloch:2013:ENS% }. \NAMECITE{governance}{% Black:2014:MMS% }. \NAMECITE{government}{% Favero:2013:MFG,% Serra:2011:RBP% }. \NAMECITE{governments}{% Sojli:2015:DGF% }. \NAMECITE{Gradient}{% Henderson:2015:GBS% }. \NAMECITE{Gradient-based}{% Henderson:2015:GBS% }. \NAMECITE{{Granger}}{% Al-Sadoon:2014:GLR,% Bauer:2012:PRS,% Ghysels:2016:TGC,% Gotz:2016:TGC,% Taamouti:2014:NEI,% White:2014:GCE% }. \NAMECITE{Graphical}{% Bianchi:2019:MSR% }. \NAMECITE{great}{% Fujiki:2015:DEM% }. \NAMECITE{gross}{% Abowd:2011:NEG% }. \NAMECITE{group}{% Qian:2016:SEC% }. \NAMECITE{Grouped}{% Bester:2016:GEE,% Gu:2019:PDQ,% Su:2018:ILG% }. \NAMECITE{growing}{% Tang:2018:ETL% }. \NAMECITE{growth}{% Cai:2018:SQP,% Chudik:2016:MCA,% Ibragimov:2014:RLE,% Kaufmann:2015:SSM,% Magnus:2010:CTM,% Salimans:2012:VSF% }. \NAMECITE{{Guerre}}{% Ma:2019:IFP% }. \NAMECITE{{Guest}}{% Elliott:2014:AIJ,% Issler:2011:AIF% }. \NAMECITE{{GVAR}}{% Favero:2013:MFG% }. \NAMECITE{{Hahn}}{% Lee:2012:HHT% }. \NAMECITE{{Hahn}-Hausman}{% Lee:2012:HHT% }. \NAMECITE{{Hanshin}}{% Fujiki:2015:DEM% }. \NAMECITE{{Harris}}{% Li:2016:LCQ% }. \NAMECITE{{Hastings}}{% Waggoner:2016:SMH% }. \NAMECITE{Hausman}{% Lee:2012:HHT,% Ait-Sahalia:2019:AIH,% Ait-Sahalia:2019:HTP,% Guggenberger:2010:IHP,% Hahn:2011:HTW,% Joskow:2019:JH,% Kuersteiner:2019:IPD% }. \NAMECITE{hazard}{% Keane:2016:ASM,% Wolter:2016:KEH% }. \NAMECITE{hazards}{% Heiman:2011:EIA% }. \NAMECITE{Health}{% Bound:2010:HER,% Gilleskie:2010:SMO,% Gundersen:2012:INS,% Heiman:2011:EIA,% Khwaja:2010:EWP% }. \NAMECITE{heaped}{% Arulampalam:2017:MHD% }. \NAMECITE{Heavy}{% Dufour:2014:EIH,% Mikosch:2013:HTO,% Chen:2015:SBP,% Hill:2013:MCT,% Hill:2016:GEH,% Ibragimov:2014:RLE,% McCulloch:2013:ENS,% Paolella:2013:LDH,% Yang:2017:SWL% }. \NAMECITE{heavy-tailed}{% Chen:2015:SBP,% Hill:2016:GEH,% McCulloch:2013:ENS,% Paolella:2013:LDH,% Yang:2017:SWL% }. \NAMECITE{heavy-tailedness}{% Ibragimov:2014:RLE% }. \NAMECITE{{Hermite}}{% Xiu:2014:HPB% }. \NAMECITE{{HESSIAN}}{% McCausland:2012:HMH% }. \NAMECITE{Heterogeneity}{% Li:2015:HPD,% Sasaki:2015:HSD,% Bartolucci:2015:TTI,% Browning:2014:DBO,% Cherchye:2019:BCD,% Cho:2010:TUH,% Das:2017:ELF,% Deza:2015:TSS,% Hahn:2014:NHM,% Hausman:2014:ESP,% Hsu:2019:TTE,% Hu:2013:IFP,% Kawaguchi:2017:TRR,% Li:2011:BIC,% Matzkin:2012:INL,% Nicoletti:2010:MSD,% Simar:2016:UHE% }. \NAMECITE{Heterogeneous}{% Klein:2010:HTE,% Baltagi:2016:EHP,% Boneva:2015:SMH,% Castagnetti:2015:IFS,% 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Wu:2011:VDJ,% Xiu:2010:QML,% Zhang:2016:CSM,% Zhu:2018:SLM,% Zu:2014:ESV% }. \NAMECITE{High-dimensional}{% Bollerslev:2019:HDM,% Oh:2016:HDC,% Barigozzi:2018:SMC,% Carvalho:2018:AAC,% Fan:2019:GHD,% Kock:2016:OIV,% Korobilis:2019:AHP,% Medeiros:2016:RHD,% Mikkelsen:2019:CET,% Onatski:2019:ECC,% Shi:2016:EEH,% Su:2019:NSM,% Waggoner:2016:SMH,% Wang:2019:FMM,% Zhu:2018:SLM% }. \NAMECITE{High-frequency}{% Fleming:2011:HFR,% Ait-Sahalia:2017:UPC,% Bibinger:2015:ECJ,% Chen:2017:MFA,% Christensen:2017:IHF,% Fan:2019:SVM,% Kim:2016:UDT,% Kim:2018:ATL,% Kim:2019:FGI,% Kong:2018:TAC,% Kong:2019:RTN,% Li:2017:AEC,% Liu:2018:EIV,% Maheu:2011:DHF,% Pelger:2019:LDF,% Todorov:2010:ASF,% Wu:2011:VDJ,% Zhang:2016:CSM,% Zu:2014:ESV% }. \NAMECITE{Higher}{% Kline:2012:HOP,% Kristensen:2017:HOP,% Poskitt:2015:HOI,% Gupta:2015:IHO,% Hillier:2018:EHO,% Mosconi:2017:ICS% }. \NAMECITE{Higher-order}{% Kristensen:2017:HOP,% Poskitt:2015:HOI,% Gupta:2015:IHO,% Hillier:2018:EHO% }. \NAMECITE{Highly}{% McCausland:2012:HMH% }. \NAMECITE{historical}{% Boswijk:2010:CHP% }. \NAMECITE{hitting}{% Renault:2014:DMH% }. \NAMECITE{hitting-time}{% Renault:2014:DMH% }. \NAMECITE{Hodges}{% Canay:2012:HLO% }. \NAMECITE{Hodges-{Lehmann}}{% Canay:2012:HLO% }. \NAMECITE{Home}{% Du:2015:HPR,% Bai:2014:PTH% }. \NAMECITE{Home-purchase}{% Du:2015:HPR% }. \NAMECITE{homoskedasticity}{% Wang:2018:BIB% }. \NAMECITE{honest}{% Caner:2018:AHC% }. \NAMECITE{Honor}{% Ait-Sahalia:2019:AIH,% Cai:2018:ATE,% Mariano:2012:RAN,% Mariano:2012:RAP% }. \NAMECITE{horizon}{% Phillips:2013:PRU% }. \NAMECITE{house}{% Holly:2010:STM% }. \NAMECITE{household}{% DelBoca:2012:EHI% }. \NAMECITE{housing}{% Du:2015:HPR% }. \NAMECITE{Hybrid}{% Caner:2015:HGE,% Andrews:2010:ASH% }. \NAMECITE{hyperbolic}{% Conrad:2010:NNC,% Li:2015:NHG% }. \NAMECITE{hypotheses}{% Chen:2014:TMI,% Johansen:2010:THM% }. \NAMECITE{Hypothesis}{% Calhoun:2011:HTL,% Cho:2011:GRT,% Darolles:2017:MDH,% Fleming:2011:HFR,% Guay:2013:RAR,% Guggenberger:2010:IHP,% Li:2012:BHT,% Li:2014:NAB,% Li:2015:BCS,% Linton:2016:NTS% }. \NAMECITE{ICP}{% Rao:2016:SAC% }. \NAMECITE{{ID}}{% Anonymous:2015:IIS,% Anonymous:2016:IIS% }. \NAMECITE{identically}{% Bierens:2012:SNE% }. \NAMECITE{identifiability}{% Hsu:2011:ECM,% Wang:2011:MME% }. \NAMECITE{Identification}{% An:2017:IFP,% Bai:2014:ITH,% Baltagi:2017:IEL,% Ben-Moshe:2017:IAP,% Bolduc:2010:IRC,% Campo:2012:RAA,% Chen:2019:IWE,% Cizek:2018:IEN,% DHaultfoeuille:2015:IMM,% Freyberger:2015:ISR,% Gagliardini:2019:ILT,% Gayle:2013:ICE,% Hamilton:2012:IEG,% Han:2017:IGB,% Hoderlein:2015:IEC,% Hu:2013:IFP,% Huang:2019:IET,% Jacho-Chavez:2010:INE,% Khalaf:2014:IRI,% Khan:2016:IPD,% Kline:2015:ICI,% Komarova:2013:BCM,% Lanne:2017:IEN,% Lewbel:2015:IEG,% Liesenfeld:2010:DIM,% Matzkin:2012:INL,% Molinari:2012:AII,% Mosconi:2017:ICS,% Sasaki:2017:USD,% Shiu:2013:IEN,% Xiao:2018:IEI,% Yang:2017:IQE,% Andrews:2013:MII,% Andrews:2013:MLE,% Antoine:2014:CMM,% Bai:2013:PCE,% Beresteanu:2012:PIU,% Caetano:2016:DTI,% Caner:2014:NEW,% Chen:2017:SIB,% Chen:2018:NIE,% Cheng:2015:RIN,% Chernozhukov:2015:NIP,% Chiappori:2015:NIE,% Dong:2011:NIB,% Dovonon:2018:APG,% Dunker:2018:NID,% Fan:2017:PIF,% Fan:2018:PII,% Firpo:2019:PIT,% Gourieroux:2017:NVA,% Guggenberger:2012:GSU,% Herwartz:2014:SVA,% Hoderlein:2012:NIN,% Hong:2017:ISC,% Hu:2012:NID,% Inoue:2011:TWI,% Johansen:2010:SIP,% Just:2011:GIR,% Kaufmann:2019:BES,% Li:2015:SIC,% Li:2019:BPM,% Liu:2017:RIB,% Matzkin:2019:CIS,% Merlo:2019:NRI,% Poskitt:2016:VAM,% Rosen:2012:SIQ,% Slottje:2017:CME,% Sun:2012:SPG,% Wan:2014:SIB,% Zadrozny:2016:EYW% }. \NAMECITE{identified}{% Bugni:2015:STP,% Canay:2010:IPI,% Chaudhuri:2011:NMP,% Fox:2012:RCL,% Gafarov:2018:DMI,% Kaido:2014:TSP,% Kaido:2016:DAI,% Liao:2019:BIP% }. \NAMECITE{identify}{% Heckman:2010:CIS% }. \NAMECITE{Identifying}{% DiTraglia:2019:IEM,% Lewbel:2016:IAT,% Su:2018:ILG,% Ghanem:2017:TIA,% Han:2018:EID,% Lee:2014:TIR% }. \NAMECITE{idiosyncratic}{% Barigozzi:2014:DSI% }. \NAMECITE{if}{% Clinet:2019:TIM% }. \NAMECITE{{IFC}}{% Anonymous:2015:IIS,% Anonymous:2016:IIS% }. \NAMECITE{ignorability}{% Cattaneo:2010:ESE% }. \NAMECITE{{IID}}{% Cho:2011:GRT% }. \NAMECITE{illicit}{% Deza:2015:TSS% }. \NAMECITE{illness}{% Gilleskie:2010:WAD% }. \NAMECITE{immigrants}{% Cohen-Goldner:2010:ERT% }. \NAMECITE{Impact}{% Alem:2014:EFI,% Corsi:2010:TBV,% Fujiki:2015:DEM,% Guggenberger:2010:IHP,% Gundersen:2012:INS% }. \NAMECITE{impacts}{% Lee:2015:SSI,% Xiao:2019:WDM% }. \NAMECITE{imperfect}{% Patton:2011:VFC% }. \NAMECITE{implementation}{% Henderson:2012:EIN,% Li:2017:EAT% }. \NAMECITE{Implications}{% Koo:2015:SBM,% Brock:2012:OIT,% Hamilton:2014:TIA% }. \NAMECITE{implied}{% Bollerslev:2011:DEV,% Busch:2011:RIV,% Chen:2014:IVO,% Hsu:2011:ECM% }. \NAMECITE{Importance}{% Dellaportas:2019:ISP,% Duong:2015:EEI,% Hoogerheide:2012:CAI,% Scharth:2016:PEI% }. \NAMECITE{imposing}{% Hill:2016:LSA% }. \NAMECITE{improve}{% Maheu:2011:DHF% }. \NAMECITE{Improved}{% Blake:2014:IIE,% Boswijk:2015:ILR,% Jun:2015:CLE,% Kaplan:2015:IQI,% Bollerslev:2016:EES,% Linton:2010:IBT,% Seo:2018:TSM% }. \NAMECITE{improvements}{% Poskitt:2015:HOI% }. \NAMECITE{Improving}{% Aruoba:2016:IGM,% Reynaert:2014:IPR% }. \NAMECITE{Impulse}{% Guerron-Quintana:2017:IRM,% Cao:2011:ADI,% Hall:2012:ICI,% Hall:2014:CT,% Inoue:2013:IIR,% Inoue:2016:JCS,% Inoue:2019:CII,% Li:2017:FED% }. \NAMECITE{imputation}{% McDonough:2017:MDI% }. \NAMECITE{imputed}{% Dardanoni:2011:RIC,% Dardanoni:2015:MAE% }. \NAMECITE{In-sample}{% Clark:2012:STP% }. \NAMECITE{incentive}{% Chen:2019:IWE% }. \NAMECITE{Incidental}{% Hsiao:2018:IPI,% Lee:2015:MSP% }. \NAMECITE{income}{% Blomquist:2019:MDL,% Lee:2019:AWA,% Ryu:2017:MEE% }. \NAMECITE{incomplete}{% Aradillas-Lopez:2010:SES,% Aradillas-Lopez:2012:PDE,% Leung:2015:TSE,% Lewbel:2015:IEG,% Thornton:2014:ADR,% Wan:2014:SIB,% White:2014:CDG,% Xiao:2018:IEI,% Yang:2017:SIU% }. \NAMECITE{Inconsistency}{% Francq:2010:IMI,% Wang:2018:BIB% }. \NAMECITE{incorporating}{% Li:2016:EEI% }. \NAMECITE{increase}{% Li:2017:DNF% }. \NAMECITE{Increased}{% Ait-Sahalia:2016:ICA% }. \NAMECITE{Increasing}{% Woutersen:2019:IPS,% Gupta:2018:PML% }. \NAMECITE{increasingly}{% Gupta:2015:IHO% }. \NAMECITE{increment}{% Large:2011:EQV% }. \NAMECITE{independence}{% Horvath:2015:TIB,% Matzkin:2016:ICN,% Poirier:2017:EEM,% Schennach:2019:CI,% Su:2014:TCI,% Torgovitsky:2017:MDI% }. \NAMECITE{independent}{% Gourieroux:2017:SII,% Kaufmann:2019:BES% }. \NAMECITE{independently}{% Bierens:2012:SNE% }. \NAMECITE{indeterminacy}{% Fanelli:2012:DID% }. \NAMECITE{Index}{% Carriero:2016:SAM,% Andersen:2015:FSE,% Cai:2015:FIC,% Cizek:2018:IEN,% Dong:2015:SSI,% Escanciano:2010:TSI,% Feng:2010:PDT,% Feng:2014:UOP,% Feng:2019:SPS,% Hill:2013:TCV,% Hounyo:2017:LSB,% Jing:2012:JAI,% Lee:2015:SSI,% Mao:2018:STI,% ODonnell:2016:UIA,% Song:2014:SMS% }. \NAMECITE{indexed}{% Kuersteiner:2019:IPD% }. \NAMECITE{indexes}{% Ivancic:2011:SDT,% deHaan:2011:ECD% }. \NAMECITE{indicator}{% Chen:2014:TMI,% Dardanoni:2011:RIC% }. \NAMECITE{{Indicators}}{% Abowd:2011:NEG% }. \NAMECITE{indices}{% Fattore:2010:APG% }. \NAMECITE{Indirect}{% Calvet:2015:TLG,% Chaudhuri:2018:IIE,% Frazier:2019:IIN,% Gourieroux:2010:IID,% Halbleib:2018:IAE,% Li:2010:IIS,% Blasques:2018:PII,% Bruins:2018:GII,% Calzolari:2018:ESL,% Dovonon:2018:APG,% Garcia:2011:ESD,% Golombek:2018:EDS,% Grammig:2018:TSI,% Hirschberg:2017:IIE,% Schennach:2012:LIL% }. \NAMECITE{Individual}{% Fernandez-Val:2016:ITE,% Ahn:2013:PDM,% Bennala:2012:PGR,% Gayle:2013:ENP,% Goncalves:2015:BIL,% Kato:2012:APQ,% Kutlu:2019:TVT,% Moon:2012:BPU,% Wu:2014:MBT% }. \NAMECITE{industrial}{% Hu:2017:EUA% }. \NAMECITE{industry}{% Abowd:2011:NEG,% Aguirregabiria:2012:DOG,% Inklaar:2016:MIP% }. \NAMECITE{inefficiencies}{% Kutlu:2012:EMP% }. \NAMECITE{inefficiency}{% Kumbhakar:2013:ZIS,% Orea:2019:NSF% }. \NAMECITE{inequalities}{% Andrews:2014:NIB,% Andrews:2017:IBM,% Armstrong:2014:WKS,% Armstrong:2016:MAI,% Armstrong:2018:CTS,% Blundell:2014:BQD,% Bugni:2015:STP,% Kock:2015:OIH,% Kock:2016:OIV,% Lee:2013:TFI,% Menzel:2014:CEM% }. \NAMECITE{inequality}{% Anderson:2016:NAM,% Aradillas-Lopez:2016:STM,% Armstrong:2015:AEI,% Chen:2014:TMI,% Shi:2015:MST% }. \NAMECITE{Inference}{% Anatolyev:2012:IRM,% Andrews:2017:IBM,% Bester:2011:IDD,% Boswijk:2016:ICI,% Bruggemann:2016:IVC,% Castagnetti:2015:IFS,% Chaudhuri:2018:IIE,% Chen:2016:ICC,% Chen:2017:ICS,% Christensen:2017:IHF,% DHaultfoeuille:2013:IER,% Davis:2018:ITP,% Fang:2014:IBR,% Geweke:2011:IPM,% Giraitis:2014:IST,% Gupta:2015:IHO,% Hall:2012:IRM,% Hidalgo:2017:ITB,% Hong:2017:ISC,% Inoue:2013:IIR,% Inoue:2019:CII,% Li:2016:ITV,% Ma:2019:IFP,% Pedersen:2017:ITB,% Robinson:2018:ITP,% Sun:2019:IDD,% Wan:2015:ISB,% Andersen:2019:UIN,% Anderson:2012:NEI,% Andrews:2013:MLE,% Andrews:2014:NIB,% Armstrong:2014:WKS,% Armstrong:2015:AEI,% Armstrong:2016:MAI,% Atkinson:2018:SIE,% Bassetti:2014:BPD,% Belotti:2018:CIF,% Blake:2014:IIE,% Blasques:2018:PII,% Boldea:2013:EIU,% Bolduc:2010:IRC,% Bollinger:2017:BMB,% Breitung:2015:IVV,% Bruins:2018:GII,% Calvet:2015:TLG,% Calzolari:2018:ESL,% Canay:2010:IPI,% Cattaneo:2012:OII,% Cavaliere:2017:QML,% Chaudhuri:2011:NMP,% Chen:2014:LIS,% Chen:2014:SIP,% Chen:2014:SMI,% Cheng:2015:RIN,% Chiang:2019:RUI,% Chiou:2018:NRM,% Christensen:2012:SIG,% Daouia:2011:RIN,% Djogbenou:2019:ATW,% Donald:2014:EID,% Dovonon:2018:APG,% Dufour:2010:SLR,% Elliott:2014:PPB,% Fan:2014:NIC,% Fan:2016:DAI,% Fan:2016:RIR,% Fan:2018:PII,% Farrell:2015:RIA,% Fisher:2019:BIP,% Francq:2010:IMI,% Frazier:2019:IIN,% Gafarov:2018:DMI,% Gallant:2018:EBM,% Garcia:2011:ESD,% Georgiev:2010:MBA,% Geweke:2014:LBI,% Geweke:2019:SAB,% Goldman:2017:FOS,% Golombek:2018:EDS,% Goncalves:2015:BIL,% Gourieroux:2010:IID,% Gourieroux:2017:SII,% Grammig:2018:TSI,% Hagemann:2019:PIT,% Hahn:2019:TSS,% Hall:2014:BIN,% Han:2018:EID,% Heckman:2014:IIC,% Hill:2016:GEH,% Hillier:2018:EHO,% Horowitz:2017:NEI,% Horvath:2016:SIR,% Hsiao:2015:SIP,% Hsiao:2018:IPI,% Hualde:2010:SIM,% Jenish:2012:SPA,% Johansen:2010:LIN,% Jun:2015:CLE% }. \NAMECITE{inference}{% Kaido:2016:DAI,% Kaplan:2015:IQI,% Ketz:2018:SIW,% Khalaf:2014:IRI,% Kim:2013:HSD,% Kim:2014:AQL,% Kim:2017:FBV,% Kock:2016:OIV,% Kolesar:2018:MDA,% Koop:2010:FAP,% Koop:2011:BIT,% Kristensen:2010:LBI,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Lee:2018:AID,% Li:2010:IIS,% Li:2011:BIC,% Li:2015:AIM,% Li:2017:MSJ,% Li:2018:AIA,% Liao:2019:BIP,% Lin:2018:REE,% Marmer:2012:QBN,% McElroy:2014:SDS,% Mykland:2016:BDC,% Parker:2019:AIC,% Pesaran:2011:VSE,% Phillips:2016:REI,% Phillips:2017:SIR,% Qu:2015:NEI,% Robinson:2012:SIR,% Robinson:2015:EIF,% Robinson:2015:RML,% So:2015:SIC,% Spanos:2010:ATC,% Sun:2011:RTI,% Sun:2014:LFI,% Sun:2018:EIF,% Taamouti:2014:NEI,% Tang:2018:ETL,% Tripathi:2011:GMM,% Vogelsang:2012:HAS,% Vogelsang:2014:IMO,% Wang:2016:BII,% Wang:2016:CVR,% Xiao:2012:RIN,% Yang:2017:SWL,% Yu:2012:LEI,% vanHasselt:2011:BIS% }. \NAMECITE{Inferences}{% Bai:2017:IPD,% Kim:2016:UDT% }. \NAMECITE{Inferring}{% Bhattacharya:2012:IWM% }. \NAMECITE{Infinite}{% Chudik:2011:IDV,% Hall:2015:IOC,% Andrews:2013:MII,% Baldovin:2015:OPN,% Forni:2015:DFM,% Forni:2017:DFM,% Kurz-Kim:2014:PCD,% Lee:2018:AID% }. \NAMECITE{Infinite-dimensional}{% Chudik:2011:IDV,% Forni:2015:DFM,% Forni:2017:DFM% }. \NAMECITE{infinite-state}{% Baldovin:2015:OPN% }. \NAMECITE{infinitesimal}{% Chen:2013:TWU,% Song:2011:MAT% }. \NAMECITE{inflation}{% Canova:2012:DUI,% Chan:2013:MAS,% Chen:2014:FIU,% Fox:2016:PDM,% Kaufmann:2015:SSM,% Nakamura:2011:PDR% }. \NAMECITE{influence}{% vonEije:2014:DIC% }. \NAMECITE{influential}{% Onatski:2012:APC% }. \NAMECITE{Information}{% Choi:2016:ITM,% Hall:2012:ICI,% Hall:2014:CT,% Li:2012:IAB,% Almeida:2011:DIR,% Antoine:2018:EET,% Aradillas-Lopez:2010:SES,% Aradillas-Lopez:2012:PDE,% Cheng:2015:SVR,% Darolles:2017:MDH,% Dunker:2018:NID,% Heiman:2011:EIA,% Judge:2013:FOC,% Kline:2015:ICI,% Leung:2015:TSE,% Lewbel:2015:IEG,% Li:2016:EEI,% ODonnell:2016:UIA,% Russo:2011:DIS,% Thornton:2014:ADR,% Wan:2014:SIB,% White:2014:CDG,% Xiao:2018:IEI,% Yang:2017:SIU,% vonEije:2014:DIC% }. \NAMECITE{information-based}{% Cheng:2015:SVR% }. \NAMECITE{Informational}{% Chen:2016:ICS,% Clinet:2019:TIM% }. \NAMECITE{informative}{% Fulop:2019:BED% }. \NAMECITE{infrequent}{% Georgiev:2010:MBA% }. \NAMECITE{inhomogeneous}{% Choi:2013:CFL% }. \NAMECITE{initial}{% Harvey:2012:TUR,% Hsiao:2018:IPI,% Kruiniger:2013:QME% }. \NAMECITE{initiations}{% vonEije:2014:DIC% }. \NAMECITE{Injectivity}{% Hu:2017:ICI% }. \NAMECITE{innovation}{% Blazsek:2010:KSU,% Blazsek:2016:PPR% }. \NAMECITE{Innovations}{% Barnett:2016:IME,% Breitung:2016:IMT,% Chen:2015:SBP% }. \NAMECITE{inputs}{% Atkinson:2018:SIE% }. \NAMECITE{instabilities}{% Rossi:2013:CPD% }. \NAMECITE{instability}{% Baltagi:2017:IEL,% Bates:2013:CFE,% Georgiev:2018:TPI,% Timmermann:2013:DEM% }. \NAMECITE{institutions}{% Alem:2014:EFI% }. \NAMECITE{Instrument}{% Caner:2015:HGE,% Sanderson:2016:WIT% }. \NAMECITE{Instrumental}{% Breitung:2015:IVV,% Florens:2015:IVE,% Hahn:2017:IVE,% Hansen:2014:IVE,% Klein:2010:HTE,% Machado:2019:IVS,% Okui:2011:IVE,% Santos:2011:IVM,% Bekker:2015:JIV,% Breunig:2015:GFT,% Cattaneo:2012:OII,% Cazals:2016:NIV,% DHaultfoeuille:2010:NIM,% Dunker:2014:IES,% Florens:2012:NEI,% Freyberger:2015:ISR,% Gagliardini:2012:TRN,% Gagliardini:2017:DIV,% Horowitz:2012:STN,% Horowitz:2012:UCB,% Horowitz:2014:ANI,% Huang:2019:IET,% Koop:2012:BMA,% Krief:2017:DIN,% Moreira:2019:OTS,% Su:2016:SIV,% Torgovitsky:2017:MDI,% Wang:2016:BII% }. \NAMECITE{instruments}{% Anderson:2010:AOL,% Anderson:2011:FSP,% Ben-Moshe:2017:IAP,% Berkowitz:2012:VIR,% Caner:2012:CMW,% Carrasco:2012:RAM,% Carrasco:2015:RLM,% Chao:2014:TOR,% DiTraglia:2016:UII,% Hahn:2011:HTW,% Hansen:2014:IVE,% Kolesar:2018:MDA,% Matzkin:2016:ICN,% Mikusheva:2010:RCS,% Mills:2014:TBS,% Phillips:2014:OEC,% Phillips:2017:SIR,% Reynaert:2014:IPR,% Wang:2016:BII,% Zhu:2018:SLM% }. \NAMECITE{insufficiently}{% Huang:2019:IET% }. \NAMECITE{insurance}{% Keane:2016:ASM,% Khwaja:2010:EWP% }. \NAMECITE{integer}{% Cherchye:2015:RPT,% Cho:2015:TNI% }. \NAMECITE{integral}{% Hu:2017:ICI% }. \NAMECITE{Integrated}{% Sizova:2011:IVF,% Vogelsang:2014:IMO,% Bandi:2011:MMN,% Bierens:2012:SNE,% Boudt:2017:PSI,% Chen:2010:IMS,% Christensen:2010:RQB,% Ergemen:2017:EFI,% Garcia:2011:EOR,% Hounyo:2017:BIC,% Jacod:2019:EIV,% Lam:2018:NER,% Li:2016:EEI,% Liu:2014:QML,% Liu:2018:EIV,% Mosconi:2017:ICS,% Phillips:2016:REI,% Poskitt:2015:HOI,% Potiron:2017:EIQ,% Robinson:2015:EIF,% Sun:2011:MCI% }. \NAMECITE{integration}{% Berenguer-Rico:2014:SSP,% Boswijk:2016:ICI,% Cavaliere:2010:TCI,% Cavaliere:2015:BST,% Chevillon:2018:GUF,% Cho:2015:TNI,% Fasen:2013:SEM,% Haldrup:2017:LMF,% Harris:2016:TCI,% Harvey:2015:CSD,% Hassler:2011:EFI,% Iacone:2013:TBT,% Nielsen:2010:NCA,% Qian:2012:ESP% }. \NAMECITE{Intelligible}{% Lengwiler:2010:IFY% }. \NAMECITE{intensity}{% Blazsek:2010:KSU,% Corradi:2018:TJJ,% Duan:2012:MCD% }. \NAMECITE{inter}{% Chen:2013:MSM% }. \NAMECITE{inter-trade}{% Chen:2013:MSM% }. \NAMECITE{interact}{% Miller:2010:NNT% }. \NAMECITE{interaction}{% DelBoca:2012:EHI,% Gagliardini:2017:DIV,% Liu:2010:GES% }. \NAMECITE{interactions}{% Yang:2017:SIU% }. \NAMECITE{interactive}{% Bai:2017:IPD,% Feng:2019:SPS,% Harding:2014:ETQ,% Hsiao:2018:PMI,% Lu:2016:SED,% Moon:2018:ERC,% Shi:2017:SDP,% Su:2015:STP,% Su:2018:ILG% }. \NAMECITE{interest}{% Almeida:2011:DIR,% Bikbov:2013:MPR,% Carriero:2011:HUN,% Duan:2016:LMA,% Egorov:2011:TTY,% Engle:2017:SGL,% Mancini:2011:TEM% }. \NAMECITE{Intergenerational}{% Heckman:2016:ILT% }. \NAMECITE{internally}{% Heckman:2014:IIC% }. \NAMECITE{International}{% Corradi:2012:IML,% Hill:2016:LSA,% Rao:2016:SAC% }. \NAMECITE{interval}{% Lee:2019:AWA,% Manski:2016:CIE,% Sun:2018:TAM,% Wan:2015:ISB% }. \NAMECITE{interval-data}{% Lee:2019:AWA% }. \NAMECITE{interval-valued}{% Sun:2018:TAM% }. \NAMECITE{intervals}{% Fan:2012:CIQ,% Hirschberg:2017:IIE,% Mykland:2019:CSI% }. \NAMECITE{intra}{% Chen:2010:ETM% }. \NAMECITE{intra-firm}{% Chen:2010:ETM% }. \NAMECITE{Intraday}{% Liu:2015:IVR,% Christensen:2018:DPS% }. \NAMECITE{Introduction}{% Ait-Sahalia:2019:AIH,% Barnett:2011:IMT,% Geweke:2012:IAI,% Heckman:2014:IIC,% Hong:2012:EI,% Bhargava:2014:EIA,% Carrasco:2012:EI,% Darolles:2017:EI,% Dufour:2014:EIH,% Durlauf:2010:EI,% Elliott:2014:AIJ,% Hu:2017:MEM,% Issler:2011:AIF,% Kaufmann:2019:EIC,% Kumbhakar:2012:EI,% Kumbhakar:2016:EI,% Zellner:2011:EER% }. \NAMECITE{invalid}{% DiTraglia:2016:UII% }. \NAMECITE{Invariance}{% Kuersteiner:2019:IPD,% Johansen:2014:AIP% }. \NAMECITE{invariant}{% Bartolucci:2015:TTI,% Liesenfeld:2010:DIM% }. \NAMECITE{inverse}{% Krief:2017:DIN,% Xie:1988:SWC,% Xie:2011:CSW% }. \NAMECITE{Inverting}{% Hirschberg:2017:IIE% }. \NAMECITE{Investigating}{% Park:2010:SCR% }. \NAMECITE{investigation}{% DelNegro:2016:DPP,% Kim:2012:TSM% }. \NAMECITE{investment}{% Alem:2014:EFI% }. \NAMECITE{investor}{% Bollerslev:2011:DEV% }. \NAMECITE{Irregular}{% Jin:2018:INL,% Chen:2014:SMI% }. \NAMECITE{irrelevant}{% Chen:2019:NEC,% Phillips:2014:OEC% }. \NAMECITE{Issue}{% Ait-Sahalia:2019:AIH,% Halbleib:2018:IAE,% Molinari:2012:AII,% Elliott:2014:AIJ,% Geweke:2012:IAI,% Issler:2011:AIF,% Linton:2019:ESI,% Zellner:2011:EER% }. \NAMECITE{{It{\^o}}}{% Gallant:2018:EBM,% Kim:2019:FGI,% Yang:2019:NDE% }. \NAMECITE{{Italian}}{% Battistin:2017:CRA% }. \NAMECITE{iteration}{% Davidson:2017:DMB% }. \NAMECITE{Iterative}{% Dunker:2014:IES% }. \NAMECITE{{IV}}{% Andrews:2019:SIE,% Chen:2019:PSG,% Chesher:2012:IMO,% Fan:2014:NIC,% Ham:2011:MSP,% Heckman:2010:CIS,% Hong:2012:ELI,% Hsiao:2015:IGL,% Mills:2014:TBS,% Robertson:2015:IEP,% Sanderson:2016:WIT,% Wang:2010:GNI,% Ahn:2015:CIE% }. \NAMECITE{{IVs}}{% Lee:2017:MIE% }. \NAMECITE{{IVX}}{% Lee:2016:PQR% }. \NAMECITE{{IVX-QR}}{% Lee:2016:PQR% }. \NAMECITE{J}{% Anonymous:2012:DJA,% Anonymous:2016:DJA,% Cai:2014:CTP,% Carriero:2022:CLB,% Gourieroux:2014:EPD,% Hall:2014:CT,% 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Anonymous:2019:PM% }. \NAMECITE{Marginal}{% Bauwens:2014:MLM,% Blomquist:2019:MDL,% Fuentes-Albero:2013:MCM,% Klein:2015:EME,% Qian:2012:ESP,% Schennach:2012:LIL% }. \NAMECITE{marginalized}{% Fulop:2013:ELS% }. \NAMECITE{Mark}{% Chen:2019:MMV% }. \NAMECITE{Market}{% Ait-Sahalia:2015:MBE,% Bandi:2011:MMN,% Hallin:2011:MLD,% Ait-Sahalia:2019:HTP,% Andersen:2011:RVF,% Bauer:2011:FMR,% Bekaert:2014:VVP,% Blazsek:2016:PPR,% Bondarenko:2014:VTM,% Chen:2019:DPL,% Chen:2019:MMV,% Clinet:2019:TIM,% Corradi:2012:IML,% Flabbi:2010:PGD,% Flabbi:2012:EJF,% Golosnoy:2012:CAW,% Griffin:2011:CMP,% Hong:2019:CRM,% Hwang:2018:TSS,% Kutlu:2012:EMP,% Lee:2010:AWE,% Lee:2012:JEP,% Li:2018:UAV,% Mykland:2019:CSI,% Paolella:2015:CCM% }. \NAMECITE{Market-based}{% Ait-Sahalia:2015:MBE% }. \NAMECITE{markets}{% Busch:2011:RIV,% Cavaliere:2015:BST,% Figuerola-Ferretti:2010:MMP,% Freyberger:2015:ATD,% Gan:2016:ETT,% ODonnell:2016:UIA,% Song:2016:TTO,% Tauchen:2011:RJF% }. \NAMECITE{{Markov}}{% Bauwens:2014:MLM,% 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Patra:2018:CBP,% Phillips:1991:CML,% Robinson:2015:RML,% Su:2010:PQM,% Wang:2013:PML,% Wooldridge:2014:QML,% Xiu:2010:QML,% Xu:2010:NPC,% Xu:2018:SML% }. \NAMECITE{maximum-likelihood}{% Phillips:1991:CML% }. \NAMECITE{may}{% Ketz:2018:SIW,% Anonymous:2013:PMb,% Anonymous:2014:PMb,% Anonymous:2015:PMb,% Anonymous:2016:PMb,% Anonymous:2017:PMb,% Anonymous:2018:PMb% }. \NAMECITE{{MCMC}}{% Chib:2010:TRB,% Li:2018:STB% }. \NAMECITE{Mean}{% Giraitis:2012:MAF,% Amengual:2010:CMV,% Aue:2012:SMN,% Christensen:2012:SIG,% Figueroa-Lopez:2019:OTU,% Jiang:2018:NDT,% McElroy:2013:DTS,% Pelenis:2014:BRH,% Penaranda:2012:STR,% Ryu:2017:MEE,% Xiao:2019:WDM,% Yu:2012:BEM,% Conrad:2016:APG% }. \NAMECITE{mean-nonstationary}{% Aue:2012:SMN% }. \NAMECITE{mean-variance}{% Amengual:2010:CMV,% Penaranda:2012:STR% }. \NAMECITE{means}{% Bai:2010:CBM,% Fan:2014:NIC% }. \NAMECITE{measure}{% Asimit:2016:TDM,% Ham:2011:MSP,% Marmer:2012:OCM,% Ryu:2017:MEE,% Tjostheim:2013:LGC% }. \NAMECITE{measured}{% ilKim:2016:EPF% }. \NAMECITE{Measurement}{% Firpo:2017:MEQ,% Hu:2017:MEM,% Jacobs:2011:MDR,% An:2012:WPM,% An:2017:IFP,% Aruoba:2016:IGM,% Barnett:2011:IMT,% Barnett:2016:IME,% Battistin:2014:TEE,% Blasques:2016:SDS,% Chesher:2017:UEM,% Davezies:2017:RDD,% DeNadai:2016:NEV,% Fox:2016:PDM,% Griffin:2011:CMP,% Hahn:2017:IVE,% Hoderlein:2010:SME,% Hu:2015:CFE,% Hu:2017:EUA,% Kneip:2015:FEP,% Lee:2017:MIE,% Meijer:2017:CEL,% Nakamura:2011:PDR,% Park:2016:EQC,% Song:2015:SEM,% Voss:2014:STM% }. \NAMECITE{measurement-error}{% Aruoba:2016:IGM% }. \NAMECITE{measures}{% Andersen:2011:RFF,% Andreou:2016:UHF,% Arcidiacono:2012:MCM,% Barigozzi:2014:DSI,% Battistin:2014:MSM,% Dovonon:2013:BRM,% Dufour:2010:SLR,% Leamer:2016:VCC,% Liu:2015:DAB,% Maheu:2011:DHF,% Renault:2011:CER,% Taamouti:2014:NEI% }. \NAMECITE{Measuring}{% Diebold:2014:NTV,% Fujiki:2015:DEM,% Han:2016:CQM,% Inklaar:2016:MIP,% Sun:2011:MCI,% White:2015:VVM,% Anderson:2016:NAM,% Bianchi:2016:MME,% Figuerola-Ferretti:2010:MMP% }. \NAMECITE{mechanisms}{% Chen:2019:IWE% }. \NAMECITE{median}{% Bassett:2019:RMS% }. \NAMECITE{{Medicare}}{% Khwaja:2010:EWP% }. \NAMECITE{Medigap}{% Keane:2016:ASM% }. \NAMECITE{Medium}{% Christensen:2017:MBL% }. \NAMECITE{membership}{% Anderson:2016:NAM% }. \NAMECITE{Memorium}{% Anonymous:2011:M% }. \NAMECITE{memory}{% Asai:2015:FCV,% Asai:2017:RSV,% Chevillon:2017:LCG,% Golinski:2016:LMA,% Haldrup:2017:LMF,% Ho:2015:SQA,% Hou:2014:MLW,% LaVecchia:2019:SAS,% McElroy:2013:DTS,% McElroy:2014:SDS,% Miller:2010:NNT,% Pelagatti:2013:RTS,% Robinson:2014:EML,% Sibbertsen:2018:MTA,% Wang:2013:FLM% }. \NAMECITE{men}{% Bound:2010:HER,% Gilleskie:2010:WAD,% Ham:2011:MSP% }. \NAMECITE{merged}{% Kim:2016:UDT% }. \NAMECITE{Method}{% Boswijk:2011:MME,% Chuang:2017:TCD,% Wang:2011:MME,% Amano:2011:CVM,% Armstrong:2014:FRM,% Bierens:2012:SNE,% Chaudhuri:2011:NMP,% DHaultfoeuille:2010:NIM,% Dominicy:2013:MSQ,% Gafarov:2018:DMI,% Hansen:2012:PLS,% Hong:2018:NDM,% Hurn:2013:QML,% Hwang:2018:SWG,% Lee:2014:ARM,% Li:2016:CMS,% McCausland:2012:HMH,% Qian:2016:CEM,% Tripathi:2011:GMM,% Yang:2015:GMT% }. \NAMECITE{methodology}{% Poskitt:2016:VAM% }. \NAMECITE{Methods}{% Bianchi:2016:MME,% Black:2014:MMS,% Chen:2010:AJE,% Fuentes-Albero:2013:MCM,% Geweke:2012:IAI,% Halbleib:2018:IAE,% Kunitomo:2011:MRB,% Andrews:2010:ASH,% Beaulieu:2014:ECS,% Blake:2014:IIE,% Bolduc:2010:IRC,% Boot:2019:FUR,% Cai:2014:MTM,% Chib:2010:TRB,% Harvey:2010:RMD,% Holly:2011:FOP,% Kim:2014:FFM,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Moon:2013:TDB,% Pitt:2012:SPM,% Santos:2011:IVM% }. \NAMECITE{{Metropolis}}{% Waggoner:2016:SMH% }. \NAMECITE{Michael}{% Rust:2010:CSV,% Blundell:2010:CMP% }. \NAMECITE{Micro}{% Trapani:2010:MVM% }. \NAMECITE{microstructure}{% Ait-Sahalia:2011:UHF,% Ait-Sahalia:2019:HTP,% Andersen:2011:RVF,% Bandi:2011:MMN,% Chen:2017:MFA,% Clinet:2019:TIM,% Ghysels:2011:VFM,% Griffin:2011:CMP,% Hwang:2018:TSS,% Ikeda:2016:BCE,% Lee:2012:JEP,% Li:2018:UAV,% Zhang:2011:ECE% }. \NAMECITE{{MIDAS}}{% Andreou:2016:UHF,% Pettenuzzo:2016:MAM% }. \NAMECITE{migration}{% Ham:2011:MSP,% Kennan:2010:WWB,% Liu:2010:MEM% }. \NAMECITE{Mildly}{% Magdalinos:2012:MEA,% Chen:2017:ICS,% Phillips:2016:REI% }. \NAMECITE{mind}{% Slottje:2017:CME% }. \NAMECITE{minimal}{% Leamer:2016:VCC,% Muller:2019:NWR% }. \NAMECITE{Minimax}{% Stoye:2012:MRT,% Tetenov:2012:STC% }. \NAMECITE{Minimum}{% Erickson:2014:MDE,% Kolesar:2018:MDA,% Torgovitsky:2017:MDI,% Antoine:2012:EMD,% Davis:2016:CMD,% Frahm:2010:DEM,% Gospodinov:2017:SMD,% Harvey:2013:TUR,% Hnatkovska:2012:CMC,% Lavergne:2013:SMD% }. \NAMECITE{minimum-variance}{% Frahm:2010:DEM% }. \NAMECITE{minute}{% Liu:2015:DAB% }. \NAMECITE{mis}{% DiTraglia:2019:IEM,% Koo:2015:SBM,% Nicoletti:2010:MSD% }. \NAMECITE{mis-classified}{% DiTraglia:2019:IEM% }. \NAMECITE{mis-specification}{% Koo:2015:SBM% }. \NAMECITE{Misclassification}{% Meyer:2017:MBC,% An:2010:EFP,% Bollinger:2017:BMB% }. \NAMECITE{mismeasured}{% Ben-Moshe:2017:IAP,% Garcia:2017:STU% }. \NAMECITE{Misreported}{% Battistin:2014:MSM% }. \NAMECITE{misreporting}{% Nguimkeu:2019:ETE% }. \NAMECITE{miss}{% Xiao:2019:WDM% }. \NAMECITE{Missing}{% Abrevaya:2019:MDV,% McDonough:2017:MDI,% Chaudhuri:2018:IIE,% Dardanoni:2011:RIC,% Lin:2018:REE% }. \NAMECITE{missing-indicator}{% Dardanoni:2011:RIC% }. \NAMECITE{Misspecification}{% Cai:2014:MTM,% Gourieroux:2018:MNO,% Fanelli:2012:DID,% Gao:2015:MTM,% Kasparis:2012:DMN,% Kline:2012:HOP,% Komarova:2013:BCM,% Kristensen:2011:SNE,% Lee:2012:BDP,% Lee:2014:ARM,% Lee:2016:ARM,% Papanicolaou:2016:VBT,% Waggoner:2012:CMM% }. \NAMECITE{misspecification-robust}{% Lee:2014:ARM,% Lee:2016:ARM% }. \NAMECITE{misspecified}{% Almeida:2012:AMA,% Chen:2014:SIP,% Corradi:2011:PDC,% Giessing:2019:PRM,% Hnatkovska:2012:CMC,% Marmer:2012:OCM,% Onatski:2015:AAS,% Robinson:2014:EML% }. \NAMECITE{Mixed}{% Li:2017:MSJ,% Anderson:2016:SMA,% Andreou:2010:RMM,% Blasques:2016:WML,% Chambers:2016:ECT,% Cheng:2015:RIN,% Christensen:2016:EDE,% Ghysels:2016:EAM,% Ghysels:2016:MRM,% Ghysels:2016:TGC,% Gotz:2016:TGC,% Marcellino:2016:MFO,% Oh:2016:HDC,% Phillips:2016:REI,% Qian:2016:CEM,% Renault:2014:DMH,% Zadrozny:2016:EYW% }. \NAMECITE{mixed-frequency}{% Gotz:2016:TGC,% Zadrozny:2016:EYW% }. \NAMECITE{Mixed-scale}{% Li:2017:MSJ% }. \NAMECITE{Mixture}{% Conte:2011:MMC,% Darolles:2017:MDH,% Broda:2013:SMG,% Burda:2012:PMM,% Chen:2014:LIS,% Chib:2010:ACS,% DHaultfoeuille:2015:IMM,% Fleming:2011:HFR,% Jensen:2014:ESA,% Kalliovirta:2016:GMV% }. \NAMECITE{Mixtures}{% Ley:2012:MPB,% Ho:2017:BMR,% Villani:2012:GSF% }. \NAMECITE{{ML}}{% Kruiniger:2013:QME% }. \NAMECITE{{MLE}}{% Francq:2010:IMI,% Han:2012:AGP,% Hillier:2018:EHO% }. \NAMECITE{{MM}}{% Hayakawa:2010:EDF% }. \NAMECITE{mode}{% Ho:2017:BMR,% Kaufmann:2019:BES,% Kemp:2012:RTM% }. \NAMECITE{Model}{% Andrews:2013:MII,% Athanasopoulos:2011:MSE,% Castle:2012:MSW,% Castle:2014:MSU,% Chen:2017:MFA,% Choi:2012:MSC,% Dardanoni:2015:MAE,% Gan:2014:MST,% Gao:2016:MAB,% Georgiev:2010:MBA,% Kim:2012:MSP,% Kitagawa:2016:MAS,% Kurozumi:2011:MSC,% Lavergne:2014:MET,% Lee:2015:MSP,% Liao:2019:MAB,% Shi:2015:MST,% Sizova:2011:IVF,% Spanos:2010:ATC,% Wang:2018:MCN,% Zhang:2013:MAJ,% Zhu:2015:MBP,% Abadir:2011:DMT,% Ahn:2010:ECR,% Ait-Sahalia:2017:UPC,% Andrews:2012:ALG,% Atak:2011:SPM,% Baltagi:2010:THS,% Baltagi:2012:LMT,% Baltagi:2017:IEL,% Bartolucci:2012:PCM,% Bekaert:2015:BEG,% Bernal:2010:QSE,% Bitto:2019:AST,% Blazsek:2010:KSU,% Bollinger:2017:BMB,% Boneva:2015:SMH,% Boswijk:2015:ILR,% Burda:2012:PMM,% Cafiero:2011:ERC,% Cai:2018:SQP,% Caporin:2017:CVP,% Chang:2017:NAM,% Chen:2010:EMS,% Chen:2010:ETM,% Chen:2010:IMS,% Chen:2011:SEB,% Chen:2012:SET,% Chen:2013:MSM,% Chen:2014:ADN,% Chen:2014:CEF,% Chen:2016:ICC,% Cheng:2015:FFA,% Cheng:2015:TOM,% Choi:2014:AAL,% Christensen:2012:SIG,% Clark:2015:NFM,% Colacito:2011:CMD,% Comte:2010:AED,% Conrad:2010:NNC,% DHaultfoeuille:2013:IER,% Davidson:2017:DMB,% Davis:2016:CMD,% Deschamps:2011:BEE,% Eraker:2015:NLD,% Erickson:2014:MDE,% Favero:2013:MFG,% Feng:2017:VCP,% Fisher:2019:BIP,% Flabbi:2012:EJF,% Forni:2011:GDF,% Fox:2012:RCL,% Fruhwirth-Schnatter:2010:SMS,% Fu:2019:MFC,% Garcia:2017:STU,% Gayle:2013:ENP,% Gayle:2013:ICE,% Geweke:2011:IPM,% Glass:2016:SAS,% Golosnoy:2012:CAW,% Graham:2018:QCR,% Grammig:2018:TSI,% Gu:2014:TCR,% Hafner:2010:EEM,% Hansen:2012:JMA,% Harding:2014:ETQ,% Hausman:2014:ESP,% Hautsch:2019:LSP,% Heckman:2010:TCR,% Heckman:2016:ILT,% Herbst:2012:EDM,% Hoderlein:2015:IEC,% Hoderlein:2017:TMR,% Holly:2010:STM,% Hong:2012:BAP,% Hong:2012:ELI,% Horvath:2016:SIR,% Horvath:2019:TRR,% Huang:2019:IET,% Jacho-Chavez:2010:INE% }. \NAMECITE{model}{% Jensen:2014:ESA,% Jin:2018:INL,% Johansen:2010:LIN,% Johansen:2010:SIP,% Johansen:2010:THM,% Johansen:2013:LSE,% Johansen:2018:CVA,% Kapetanios:2014:NPD,% Ketz:2019:ASD,% Khwaja:2010:EWP,% Kim:2014:AQL,% Koop:2011:BIT,% Koop:2012:BMA,% Kruiniger:2008:MLE,% Kruiniger:2013:QME,% Kruiniger:2014:CML,% Kumbhakar:2013:ZIS,% Kutlu:2019:TVT,% Lee:2010:AWE,% Lee:2014:TLD,% Lee:2015:SSI,% Ley:2012:MPB,% Li:2011:BIC,% Li:2015:FSF,% Li:2015:NHG,% Li:2015:SIC,% Li:2016:CMS,% Li:2018:ZGM,% Li:2019:BPM,% Lieberman:2017:MSU,% Liesenfeld:2010:DIM,% Liu:2019:LRT,% Lu:2015:JMA,% Magnus:2010:CTM,% Malikov:2016:VCP,% Mao:2018:STI,% Marmer:2013:WME,% Mittelhammer:2011:FEL,% Montes-Rojas:2011:RTH,% Orea:2019:NSF,% Paolella:2015:CCM,% Pei:2018:NFE,% Perera:2017:FTP,% Portnoy:2019:ETS,% Qu:2015:ESA,% Renault:2014:DMH,% Robinson:2010:EES,% Rossi:2011:UMF,% Waggoner:2012:CMM,% Wan:2010:LSM,% Wang:2010:EFE,% Westerlund:2012:TUR,% Xu:2015:MLE,% Xu:2015:SAM,% Xu:2018:SML,% Yan:2019:SER,% Yu:2012:SSV,% Zellner:2010:DMC,% Zhang:2015:CVS,% Zhang:2015:SMB,% Zhang:2016:WNT,% Zhang:2018:SWM,% Zhao:2011:NMV,% Zhao:2018:MMA,% vanHasselt:2011:BIS% }. \NAMECITE{Model-based}{% Georgiev:2010:MBA,% Zhu:2015:MBP% }. \NAMECITE{Model-free}{% Chen:2017:MFA,% Fu:2019:MFC% }. \NAMECITE{Modeling}{% Arcidiacono:2012:MCM,% Arulampalam:2017:MHD,% Bianchi:2019:MSR,% Bollerslev:2018:MFR,% Chen:2015:MTS,% Egorov:2011:TTY,% Grothe:2014:MME,% Jacobs:2011:MDR,% Jin:2016:MCB,% Koopman:2011:MFC,% Li:2011:BIC,% Zhao:2018:MMA,% Andersen:2011:RFF,% Cho:2015:QCA,% Daouia:2011:RIN,% Davis:2018:ITP,% Diebold:2019:BDD,% Duan:2016:LMA,% Heckman:2014:IIC,% Hendry:2014:UEA,% Jensen:2010:BSS,% Jensen:2013:BSM,% Jin:2010:EMT,% Jin:2016:BSM,% Mancini:2011:TEM,% Norets:2012:BMJ,% Pelger:2019:LDF,% Pettenuzzo:2016:MAM,% Poskitt:2016:VAM,% Timmermann:2013:DEM% }. \NAMECITE{Modelling}{% Amado:2013:MVV,% Favero:2013:MFG,% Figuerola-Ferretti:2010:MMP,% Geweke:2012:NBM,% Jacobs:2010:CLR,% Monfort:2017:SZA% }. \NAMECITE{Models}{% Geweke:2012:IAI,% Abrevaya:2019:MDV,% Aguirregabiria:2010:DDC,% Ahn:2013:PDM,% Ai:2010:ARC,% Ai:2012:SEB,% Ait-Sahalia:2015:MBE,% Ait-Sahalia:2016:BSA,% Almeida:2012:AMA,% Amengual:2013:SES,% Amsler:2016:ESF,% Amsler:2017:EEV,% An:2012:WPM,% Anatolyev:2012:IRM,% Andersen:2019:UIN,% Andreasen:2015:SAN,% Andreou:2010:RMM,% Andreou:2015:RBR,% Antoine:2014:CMM,% Aradillas-Lopez:2016:STM,% Areosa:2011:MBE,% Armstrong:2014:FRM,% Armstrong:2015:AEI,% Asai:2015:FCV,% Assmann:2016:BAS,% Athanasopoulos:2011:MSE,% Bai:2014:ITH,% Bai:2016:EEA,% Bai:2019:RRE,% Baltagi:2018:RLS,% Barigozzi:2017:GDF,% Bartolucci:2015:TTI,% Basturk:2019:FDC,% Bates:2013:CFE,% Bauwens:2014:MLM,% Belotti:2018:CIF,% Ben-Moshe:2017:IAP,% Bester:2016:GEE,% Bianchi:2016:MME,% Bianchi:2019:MSR,% Billio:2019:BNS,% Blasques:2016:SDS,% Blasques:2019:ASD,% Boldea:2013:EIU,% Bolduc:2010:IRC,% Bonhomme:2017:NEN,% Borovicka:2014:EMM,% Boswijk:2011:MME,% Breitung:2011:TSB,% Broda:2013:SMG,% Browning:2014:DBO,% Bruins:2018:GII,% Bugni:2015:STP,% Buschena:2011:ESM,% Caetano:2016:DTI,% Cai:2012:SQR,% Cai:2014:CTP,% Cai:2014:TPR,% Cai:2015:FIC,% Callaway:2018:QTE,% Calzolari:2018:ESL,% Canay:2010:IPI,% Carriero:2016:SAM,% Castle:2010:FEC,% Cavaliere:2015:BST,% Cavaliere:2017:QML,% Cerovecki:2019:FGM,% Chambers:2013:JES,% Chambers:2016:ECT,% Chan:2013:MAS,% Chan:2015:LET,% Chen:2010:RCE,% Chen:2010:SNE,% Chen:2011:GST,% Chen:2012:STP,% Chen:2014:DBS,% Chen:2014:FPA,% Chen:2014:LIS,% Chen:2014:SIP,% Chen:2014:UAV,% Chen:2015:SBP,% Chen:2016:ICS,% Chen:2017:SCT,% Chen:2017:SIB,% Chen:2018:NIE,% Chen:2018:NTS,% Chen:2018:SEC,% Chen:2018:SEP,% Chen:2019:QRD,% Chen:2019:SEB,% Cheng:2012:CRS,% Cheng:2015:RIN,% Cheng:2015:TOM,% Chernozhukov:2019:NMC,% Chesher:2012:IMO,% Chiappori:2015:NIE,% Chib:2010:TRB,% Cho:2010:TUH,% Choi:2016:ITM% }. \NAMECITE{models}{% Christensen:2010:PAE,% Christensen:2011:AAF,% Christensen:2016:EDE,% Chudik:2011:IDV,% Chudik:2015:CCE,% Cizek:2012:SRE,% Cizek:2018:IEN,% Conrad:2016:APG,% Conte:2011:MMC,% Corradi:2011:PDC,% Corradi:2014:TSS,% Creal:2015:EAT,% Creal:2015:HDD,% DHaultfoeuille:2015:IMM,% DHaultfoeuille:2018:EQR,% Dardanoni:2015:MAE,% Darolles:2018:ACG,% DeLuca:2018:WAL,% DeNadai:2016:NEV,% Delaigle:2016:RCD,% Delgado:2010:DFT,% Dias:2018:EFV,% Diebold:2017:RTF,% Donald:2014:EID,% Dong:2015:SSI,% Dong:2018:ANM,% Dou:2016:GYW,% Doz:2011:TSE,% Drerup:2017:PSD,% Dueker:2011:MCT,% Eichler:2011:FDF,% Elliott:2011:CFA,% Escanciano:2012:UCD,% Escanciano:2014:SAL,% Fan:2011:NCA,% Fan:2016:DAI,% Fan:2017:SFU,% Fan:2019:RCE,% Fanelli:2012:DID,% Feng:2019:SPS,% Fengler:2015:SSB,% Fernandez-Val:2016:ITE,% Fernandez-Villaverde:2015:EDE,% Feve:2014:NPA,% Fiorentini:2018:SEA,% Firpo:2017:MEQ,% Florens:2014:FEN,% Florens:2015:IVE,% Forni:2015:DFM,% Forni:2017:DFM,% Fox:2016:SNA,% Francq:2010:IMI,% Francq:2011:TSN,% Francq:2013:GMP,% Francq:2015:RPE,% Francq:2017:TCE,% Francq:2018:ERV,% Freyberger:2015:ATD,% Fruhwirth-Schnatter:2010:SMS,% Fulop:2019:BED,% Gagliardini:2017:DIV,% Gagliardini:2019:ILT,% Gallant:2017:BES,% Gallant:2018:BAE,% Galvao:2017:DRD,% Gao:2013:ETA,% Gao:2015:BRC,% Gao:2015:MTM,% Garcia:2017:STU,% Georgiev:2018:TPI,% Ghanem:2017:TIA,% Gilleskie:2010:SMO,% Giraitis:2014:IST,% Golinski:2016:LMA,% Goncalves:2014:BFA,% Goncalves:2015:BIL,% Goncalves:2017:TEA,% Gospodinov:2012:LGE,% Gospodinov:2013:CST,% Gospodinov:2017:SMD,% Gourieroux:2010:IID,% Gourieroux:2017:SII,% Granziera:2014:PTS,% Green:2015:TES,% Griffiths:2016:SMS,% Guerron-Quintana:2017:IRM,% Guo:2019:SST,% Gupta:2015:IHO,% Gupta:2018:PML,% Hahn:2014:NHM,% Hahn:2017:IVE,% Hall:2012:ICI,% Hall:2012:IRM,% Hall:2014:BIN,% Hall:2014:CT,% Hallin:2013:OSE% }. \NAMECITE{models}{% Hallin:2016:SEC,% Hallin:2017:RES,% Halunga:2017:HRB,% Hamilton:2012:IEG,% Hamilton:2014:TIA,% Han:2015:TOR,% Han:2017:IGB,% Han:2018:EID,% Hansen:2016:ESP,% Harris:2016:TCI,% Hayakawa:2010:EDF,% Hayakawa:2015:RSE,% Heckman:2010:CIS,% Henderson:2012:EIN,% Hill:2016:GEH,% Hillier:2018:EHO,% Hirukawa:2018:CEL,% Hnatkovska:2012:CMC,% Ho:2015:SQA,% Hoderlein:2010:SME,% Hoderlein:2012:NIN,% Hong:2015:EDD,% Hong:2017:ISC,% Hounyo:2017:BIC,% Hsiao:2015:IGL,% Hsiao:2015:SIP,% Hsiao:2018:IPI,% Hsiao:2018:PMI,% Hu:2012:NID,% Hu:2015:CFE,% Hu:2017:EUA,% Hu:2017:MEM,% Hubbard:2012:SEM,% Ibragimov:2014:RLE,% Inoue:2011:TWI,% Inoue:2013:IIR,% Inoue:2019:CII,% Jacobi:2016:BTE,% Jacobs:2010:CLR,% Jarrow:2015:STC,% Jin:2019:GET,% Jochmans:2015:MEM,% Juhl:2014:THF,% Jun:2010:CNT,% Kaido:2014:TSP,% Kaido:2016:DAI,% Kalli:2014:TVS,% Kalli:2018:BNV,% Kasahara:2019:APM,% Kasparis:2010:BTC,% Kato:2012:APQ,% Kaufmann:2015:SSM,% Kaufmann:2019:BES,% Kelejian:2010:SES,% Khan:2013:DFE,% Khan:2016:IPD,% Kheifets:2017:NGF,% Kim:2012:TSM,% Kim:2013:HSD,% Kim:2016:UDT,% Kim:2019:FGI,% Klein:2010:ECT,% Klein:2015:EME,% Kleppe:2014:MLE,% Kock:2016:OIV,% Komarova:2013:BCM,% Komunjer:2010:EED,% Koo:2012:ESL,% Koo:2015:SBM,% Koop:2010:FAP,% Kristensen:2010:PML,% Kristensen:2011:SNE,% Kristensen:2012:EDM,% Kuchler:2014:ESM,% Kuersteiner:2012:KWG,% Kuersteiner:2013:LTP,% Kumbhakar:2016:GBT,% Kurozumi:2011:MSC,% Kurz-Kim:2014:PCD,% Lan:2016:TSR,% Laurent:2013:LFR,% Lee:2010:ESA,% Lee:2012:BDP,% Lee:2012:TES,% Lee:2014:DET,% Lee:2014:EGE,% Lee:2015:EFE,% Lee:2017:MIE,% Leung:2015:TSE,% Lewbel:2015:STT,% Lewbel:2016:IAT,% Li:2010:IIS,% Li:2010:NSE,% Li:2012:BHT,% Li:2012:LSE,% Li:2015:AIM,% Li:2015:ANS,% Li:2015:DAC,% Li:2017:AEC,% Li:2017:FED,% Li:2018:FMA,% Li:2018:QML,% Liang:2012:FCR,% Liang:2019:DVE% }. \NAMECITE{models}{% Liao:2019:BIP,% Liesenfeld:2010:EEP,% Lin:2010:GES,% Lin:2014:CNT,% Lin:2018:EEC,% Liu:2010:EGE,% Liu:2010:GES,% Liu:2010:NTF,% Liu:2016:CAM,% Lu:2016:SED,% Ma:2018:ELD,% Malikov:2017:SET,% Mancini:2011:TEM,% Manner:2019:TSB,% Mariano:2012:RAP,% Marmer:2012:OCM,% Massacci:2017:LSE,% Matzkin:2012:INL,% Matzkin:2016:ICN,% Matzkin:2019:CIS,% Medeiros:2016:RHD,% Meijer:2017:CEL,% Merlo:2019:NRI,% Mesters:2014:GDP,% Meyer:2017:MBC,% Mikkelsen:2019:CET,% Moon:2018:ERC,% Murtazashvili:2016:CFA,% Nicoletti:2010:MSD,% Noureldin:2014:MRA,% Onatski:2012:APC,% Onatski:2015:AAS,% Patton:2019:DSM,% Pedersen:2017:ITB,% Peluso:2015:RUP,% Petrova:2019:QBL,% Phillips:2017:ESS,% Poirier:2017:EEM,% Qian:2012:ESP,% Qian:2016:SEC,% Qu:2017:QES,% Reynaert:2014:IPR,% Richard:2019:RBT,% Robinson:2014:EML,% Robinson:2015:EIF,% Saijo:2013:EDM,% Sanderson:2016:WIT,% Semykina:2010:EPD,% Severini:2012:EBE,% Shi:2015:MST,% Shi:2017:SDP,% Shiu:2013:IEN,% Smith:2019:VSP,% So:2015:SIC,% Song:2011:MAT,% Song:2014:SMS,% Song:2015:SEM,% Su:2010:PQM,% Su:2012:SEP,% Su:2012:SGE,% Su:2013:NDP,% Su:2015:QED,% Su:2015:STP,% Su:2016:SIV,% Su:2017:TVF,% Su:2018:ILG,% Su:2019:NSM,% Sun:2016:FCS,% Sun:2018:EIF,% Sun:2018:TAM,% Swensen:2011:BAT,% Tang:2018:ETL,% Todorov:2011:EAJ,% Todorov:2011:RLT,% Tong:2015:TMT,% Torgovitsky:2017:MDI,% Tsionas:2012:MLE,% Vogelsang:2012:HAS,% Waggoner:2016:SMH,% Wan:2015:ISB,% Wang:2010:EFE,% Wang:2011:MME,% Wang:2013:PML,% Wang:2016:BII,% Wang:2016:DAE,% Wang:2019:FMM,% West:2012:EAP,% Wooldridge:2014:QML,% Wooldridge:2019:CRE,% Wu:2014:MBT,% Xiao:2012:RIN,% Yang:2017:IQE,% Yang:2017:SWL,% Yang:2018:UEF,% Yu:2012:BEM,% Zadrozny:2016:EYW,% Zhang:2013:MAJ,% Zhang:2015:EGV,% Zhang:2015:SMB,% Zhang:2016:GFT,% Zhang:2018:SWM,% 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Chen:2013:MSM% }. \NAMECITE{multifrequency}{% Calvet:2015:WBS% }. \NAMECITE{multinomial}{% Chernozhukov:2019:NMC,% Liesenfeld:2010:DIM% }. \NAMECITE{Multiperiod}{% Duan:2012:MCD% }. \NAMECITE{multiple}{% Ahn:2013:PDM,% Antoine:2012:EMD,% Bailey:2019:MTA,% Barigozzi:2018:SMC,% Battistin:2014:MSM,% Bergamelli:2019:CPV,% Breitung:2016:IMT,% Castle:2012:MSW,% Chen:2014:TMI,% Chen:2016:SDP,% Chen:2019:NSE,% Chiou:2018:NRM,% Chung:2016:MMP,% Corradi:2011:PDC,% Fisher:2019:BIP,% Fujiki:2015:DEM,% Geweke:2011:IPM,% Goldman:2018:CDM,% Hall:2012:IRM,% Harvey:2010:RMD,% Harvey:2013:TUR,% Huang:2019:IET,% Ikeda:2016:BCE,% Kurozumi:2011:MSC,% Li:2012:LSE,% Li:2015:AIM,% Liu:2015:DAB,% Majewski:2015:SPG,% Mariano:2012:STM,% Moon:2012:BPU,% Oka:2018:TCB,% Papay:2011:ERD,% Renault:2014:DMH,% Sanderson:2016:WIT,% Xiao:2018:IEI% }. \NAMECITE{multiple-change-point}{% Fisher:2019:BIP% }. \NAMECITE{multiple-regime}{% Li:2012:LSE% }. \NAMECITE{multiple-structural-break}{% Geweke:2011:IPM% }. \NAMECITE{multiple-threshold}{% Li:2015:AIM% }. \NAMECITE{Multiplicative}{% Jochmans:2015:MEM,% Caporin:2017:CVP,% Gao:2015:MTM,% Hafner:2010:EEM,% Perera:2017:FTP% }. \NAMECITE{Multiplicative-error}{% Jochmans:2015:MEM% }. \NAMECITE{Multiplier}{% Baltagi:2012:LMT% }. \NAMECITE{Multiscale}{% Armstrong:2016:MAI% }. \NAMECITE{multivalued}{% Lee:2018:EPS% }. \NAMECITE{Multivariate}{% Barndorff-Nielsen:2011:MRK,% Carriero:2016:SAM,% Chung:2016:MMP,% Dueker:2011:MCT,% Noureldin:2014:MRA,% Amengual:2013:SES,% Anderson:2016:SMA,% Bauer:2011:FMR,% Bollerslev:2019:HDM,% Chen:2010:EMS,% Chen:2011:GST,% Chen:2014:UAV,% Choi:2013:CFL,% Dette:2016:TME,% Dong:2017:STN,% Dovonon:2013:BRM,% Eggleston:2016:EDE,% Fasen:2013:SEM,% Filipovic:2013:DAM,% Francq:2017:TCE,% Francq:2018:ERV,% Golosnoy:2012:CAW,% Grothe:2014:MME,% Hafner:2010:EEM,% Hualde:2010:SIM,% Hurn:2013:QML,% Jensen:2013:BSM,% Jentsch:2015:TSO,% Jin:2016:MCB,% Kurozumi:2011:MSC,% Laurent:2013:LFR,% Lieberman:2017:MSU,% Ogata:2013:EMS,% 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Andersen:2012:JRV,% Li:2016:CMS% }. \NAMECITE{neither}{% Castle:2013:FFV,% Dai:2019:KFF% }. \NAMECITE{{Nelson}}{% Abadir:2013:NPR,% Chen:2014:ADN,% Christensen:2011:AAF% }. \NAMECITE{{Nelson}-Plosser}{% Abadir:2013:NPR% }. \NAMECITE{neonatal}{% Arulampalam:2017:MHD% }. \NAMECITE{Nested}{% Clark:2015:NFM,% Delgado:2015:NNT,% Goncalves:2017:TEA,% Granziera:2014:PTS,% Hagemann:2012:STR,% Otsu:2012:TNN% }. \NAMECITE{net}{% Fujiki:2015:DEM% }. \NAMECITE{Network}{% Zhu:2019:NQA,% Diebold:2014:NTV,% Horrace:2016:ENP,% Leung:2015:TSE,% Liu:2018:RTN,% Hardle:2016:TTE% }. \NAMECITE{network-formation}{% Leung:2015:TSE% }. \NAMECITE{networks}{% Andrikopoulos:2016:FDJ,% Chen:2019:TED,% Miyauchi:2016:SEP,% Zhu:2019:PNS% }. \NAMECITE{neutral}{% Garcia:2011:EOR% }. \NAMECITE{news}{% Larsen:2019:VNE% }. \NAMECITE{{Neyman}}{% McCulloch:2013:ENS% }. \NAMECITE{No}{% Bikbov:2010:NAM,% Carriero:2011:HUN,% Fengler:2015:SNE,% Lasak:2010:LBT% }. \NAMECITE{No-arbitrage}{% Bikbov:2010:NAM,% Carriero:2011:HUN,% Fengler:2015:SNE% }. \NAMECITE{nodes}{% Zhu:2019:PNS% }. \NAMECITE{noise}{% Ait-Sahalia:2011:UHF,% Ait-Sahalia:2019:HTP,% Andersen:2011:RVF,% Bandi:2011:MMN,% Barndorff-Nielsen:2011:MRK,% Bibinger:2015:ECJ,% Chen:2017:MFA,% Clinet:2019:TIM,% Ghysels:2011:VFM,% Griffin:2011:CMP,% Guay:2013:RAR,% Hwang:2018:TSS,% Lee:2012:JEP,% Levy:2014:ACC,% Li:2018:UAV,% Orea:2019:NSF,% Shao:2011:BAS,% Zhang:2011:ECE,% Zhang:2016:WNT% }. \NAMECITE{noisy}{% Ait-Sahalia:2012:TJN,% Christensen:2010:PAE,% Dai:2019:KFF,% Dunker:2014:IES,% Hounyo:2017:BIC% }. \NAMECITE{nominal}{% Barnett:2016:RTN% }. \NAMECITE{Non}{% Conrad:2010:NNC,% Delgado:2015:NNT,% Feve:2014:NPA,% Su:2019:NSM,% An:2017:IFP,% Andreasen:2015:SAN,% Baldovin:2015:OPN,% Barndorff-Nielsen:2011:MRK,% Bekaert:2015:BEG,% Berenguer-Rico:2014:SSP,% Bognanni:2022:CLB,% Bonhomme:2017:NEN,% Carriero:2019:LBV,% Carriero:2022:CLB,% Castle:2010:LDP,% Cattaneo:2012:OII,% Cavaliere:2010:TCI,% Chen:2017:MFA,% Christensen:2010:PAE,% Eichler:2011:FDF,% Eraker:2015:NLD,% Escanciano:2014:UCW,% Fan:2019:SVM,% Fiorentini:2019:CNG,% Francq:2011:TSN,% Frazier:2019:IIN,% Fruhwirth-Schnatter:2010:SMS,% Gao:2015:MTM,% Griffin:2011:CMP,% Hagemann:2012:STR,% Hounyo:2017:BIC,% Hu:2013:IFP,% Hu:2015:CFE,% Jacod:2017:TNC,% Kapetanios:2011:PNS,% Lanne:2017:IEN,% Macaro:2010:BNP,% Medeiros:2016:RHD,% Otsu:2012:TNN,% Paolella:2015:CCM,% Pedroni:2015:NRT,% Xie:1988:SWC,% Xie:2011:CSW,% Zhou:2010:WAC% }. \NAMECITE{non-central}{% Xie:1988:SWC,% Xie:2011:CSW% }. \NAMECITE{non-classical}{% Hu:2015:CFE% }. \NAMECITE{non-conjugate}{% Bognanni:2022:CLB,% Carriero:2019:LBV,% Carriero:2022:CLB% }. \NAMECITE{non-correlation}{% Jacod:2017:TNC% }. \NAMECITE{non-equilibrium}{% An:2017:IFP% }. \NAMECITE{non-exchangeable}{% Bonhomme:2017:NEN% }. \NAMECITE{non-{Gaussian}}{% Andreasen:2015:SAN,% Baldovin:2015:OPN,% Bekaert:2015:BEG,% Cattaneo:2012:OII,% Fiorentini:2019:CNG,% Fruhwirth-Schnatter:2010:SMS,% Lanne:2017:IEN,% Medeiros:2016:RHD,% Paolella:2015:CCM% }. 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Gagliardini:2012:TRN,% Goldman:2017:FOS,% Green:2015:TES,% Gundersen:2012:INS,% Henderson:2012:EIN,% Henderson:2015:GBS,% Hill:2013:TCV,% Horowitz:2012:STN,% Horowitz:2014:ANI,% Hu:2015:CFE,% Jacho-Chavez:2010:INE,% Jun:2010:CNT,% Kalli:2018:BNV,% Kasparis:2012:DMN,% Kato:2019:UCB,% Krief:2017:DIN,% Kristensen:2011:SNE,% Kristensen:2012:EDM,% Lam:2018:NER,% Lee:2012:TES,% Lee:2015:PNR,% Li:2015:ANS,% Li:2015:HPD,% Lin:2014:CNT,% Lin:2015:OSN,% Linton:2016:NTS,% Linton:2019:EEN,% Mariano:2012:RAP,% Marmer:2012:QBN,% Marmer:2013:WME,% Matzkin:2012:INL,% Nishiyama:2011:CNT,% Norets:2015:BRN,% Robinson:2011:ATN,% Schumann:2011:SNT% }. \NAMECITE{nonparametric}{% Severini:2012:EBE,% Simar:2016:UHE,% Sun:2016:FCS,% Xu:2018:SNE,% Zhou:2019:EEC% }. \NAMECITE{Nonparametric/semiparametric}{% Li:2010:NSE% }. \NAMECITE{nonparametrically}{% Horowitz:2012:UCB% }. \NAMECITE{nonresponse}{% Manski:2016:CIE% }. \NAMECITE{Nonseparable}{% Chernozhukov:2019:NMC,% Caetano:2016:DTI,% Cizek:2018:IEN,% 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Hubbard:2012:SEM,% Ivancic:2011:SDT,% Jacod:2017:TNC,% Kumbhakar:2012:BEA,% Ma:2019:IFP,% Marmer:2012:QBN,% Marmer:2013:WME,% Mykland:2016:BDC,% Mykland:2019:CSI,% Wachter:2015:WCE,% Zincenko:2018:NEF,% deHaan:2011:ECD% }. \NAMECITE{Priced}{% Engle:2014:PRA% }. \NAMECITE{Prices}{% Andreasen:2019:TSA,% Andersen:2011:RFF,% Atkinson:2018:SIE,% Bai:2014:PTH,% Barndorff-Nielsen:2011:MRK,% Bhargava:2014:FFM,% Gagliardini:2013:SPE,% Holly:2010:STM,% Ikeda:2016:BCE,% Large:2011:EQV,% Lee:2012:JEP,% Mykland:2019:CSI,% Renault:2014:DMH,% Shaliastovich:2015:LCO,% Shephard:2017:EAM,% Sojli:2015:DGF,% Xiu:2014:HPB% }. \NAMECITE{Pricing}{% Gourieroux:2014:EPD,% Gourieroux:2014:PDE,% Gourieroux:2015:PFD,% Song:2016:TTO,% Almeida:2012:AMA,% Asai:2015:LFE,% Baldovin:2015:OPN,% Borovicka:2014:EMM,% Calvet:2015:WBS,% Cederburg:2015:APA,% Fulop:2019:BED,% Gospodinov:2013:CST,% Grammig:2018:TSI,% Handel:2013:RFP,% Jarrow:2015:STC,% Kim:2015:QOP,% Kim:2018:EPR,% Lieberman:2017:MSU,% Majewski:2015:SPG,% Park:2016:EAV,% Zhu:2015:MBP% }. \NAMECITE{primal}{% Feng:2010:PDT,% Feng:2014:UOP% }. \NAMECITE{Principal}{% Bai:2013:PCE,% Ait-Sahalia:2017:UPC,% Onatski:2012:APC,% Westerlund:2015:CSA% }. \NAMECITE{principles}{% Kuersteiner:2019:IPD,% Lieli:2010:CEC% }. \NAMECITE{Priors}{% Jarocinski:2019:PAO,% Bognanni:2022:CLB,% Carriero:2019:LBV,% Carriero:2022:CLB,% Fisher:2019:BIP,% Korobilis:2019:AHP,% Ley:2012:MPB% }. \NAMECITE{private}{% Wan:2014:SIB% }. \NAMECITE{Probabilistic}{% Maneesoonthorn:2012:PFV,% Simar:2012:PCD% }. \NAMECITE{probability}{% Choi:2015:EFA% }. \NAMECITE{probit}{% Han:2017:IGB,% Li:2019:BPM,% Liesenfeld:2010:DIM,% Liesenfeld:2010:EEP,% Wang:2013:PML,% Khan:2013:DFE% }. \NAMECITE{{Probit/Logit}}{% Khan:2013:DFE% }. \NAMECITE{problem}{% Assmann:2016:BAS,% Carrasco:2012:RAM% }. \NAMECITE{problems}{% Carrasco:2015:HDP,% Johansen:2010:SIP,% Lin:2018:REE,% McCloskey:2017:BBS,% Pesaran:2011:VSE% }. \NAMECITE{procedure}{% Andreasen:2015:SAN,% Kaido:2014:TSP,% Patra:2018:CBP,% Zhang:2015:CVS% }. \NAMECITE{procedures}{% Hwang:2018:SWG% }. \NAMECITE{process}{% Ait-Sahalia:2012:SBS,% Chatterjee:2015:REP,% Chen:2013:TWU,% Chib:2010:ACS,% Davis:2018:ITP,% Fan:2011:TDJ,% Gourieroux:2017:NVA,% Heiman:2011:EIA,% Hsu:2014:CST,% Jensen:2014:ESA,% Parker:2019:AIC,% Su:2015:QLE,% Wang:2013:FLM% }. \NAMECITE{processes}{% Amano:2011:CVM,% Andrews:2013:MII,% Bassetti:2014:BPD,% Belloni:2019:CQP,% Berenguer-Rico:2014:SSP,% Botosaru:2018:NHP,% Brockwell:2015:PLD,% Chabe-Ferret:2015:ABM,% Chen:2010:NEC,% Choi:2015:EFA,% Fasen:2013:SEM,% Filipovic:2013:DAM,% Franchi:2011:CVA,% Frederiksen:2012:LPW,% Gao:2015:MTM,% Giesecke:2018:FLP,% Gourieroux:2018:MNO,% Griffin:2011:SBA,% Grothe:2014:MME,% Hou:2014:MLW,% Jenish:2012:SPA,% Kuchler:2014:ESM,% Kuersteiner:2019:IPD,% Lee:2018:AID,% Li:2016:LCQ,% Monfort:2017:SZA,% Peluso:2015:RUP,% Poskitt:2015:HOI,% Qu:2015:NEI,% Srisuma:2012:SEM,% Zhang:2016:CSM% }. \NAMECITE{procurement}{% Campo:2012:RAA% }. \NAMECITE{procurements}{% Campo:2012:RAA% }. \NAMECITE{product}{% Bassetti:2014:BPD% }. \NAMECITE{production}{% Atkinson:2018:SIE,% Bernal:2010:QSE,% Gilleskie:2010:WAD,% Horrace:2016:ENP,% Kumbhakar:2016:GBT,% ilKim:2016:EPF% }. \NAMECITE{productivity}{% Feng:2014:UOP,% Inklaar:2016:MIP,% ODonnell:2016:UIA% }. \NAMECITE{products}{% Freyberger:2015:ATD% }. \NAMECITE{Profile}{% Su:2010:PQM% }. \NAMECITE{profiling}{% Brock:2012:OIT% }. \NAMECITE{profitability}{% Diewert:2014:DPC% }. \NAMECITE{Program}{% Gundersen:2012:INS,% Hill:2016:LSA,% Rao:2016:SAC% }. \NAMECITE{programming}{% Cherchye:2015:RPT,% Heckman:2016:ILT,% Preve:2011:LPB% }. \NAMECITE{programming-based}{% Preve:2011:LPB% }. \NAMECITE{programs}{% Serra:2011:RBP% }. \NAMECITE{project}{% McFadden:2012:EJP% }. \NAMECITE{projection}{% Chaudhuri:2011:NMP% }. \NAMECITE{projection-based}{% Chaudhuri:2011:NMP% }. \NAMECITE{Proofs}{% Hansen:2012:PLS% }. \NAMECITE{propensity}{% Blazsek:2016:PPR,% Huber:2013:PEB,% Lee:2018:EPS% }. \NAMECITE{proper}{% ODonnell:2016:UIA% }. \NAMECITE{Properties}{% Hausman:2011:PCE,% Ait-Sahalia:2016:BSA,% Akashi:2012:SPL,% Anderson:2011:FSP,% Debarsy:2015:LSP,% Dovonon:2018:APG,% Fattore:2010:APG,% Hansen:2012:PLS,% Hillier:2018:EHO,% Kasahara:2019:APM,% Kline:2012:HOP,% Kristensen:2017:HOP,% Kurz-Kim:2014:PCD,% Liu:2019:UTP,% Moon:2012:BPU,% Pitt:2012:SPM% }. \NAMECITE{Property}{% Bai:2014:PTH,% Chatterjee:2015:REP,% Du:2015:HPR,% Johansen:2014:AIP% }. \NAMECITE{prospect}{% Arvanitis:2017:TPM% }. \NAMECITE{protocols}{% Bhattacharya:2013:ETP% }. \NAMECITE{provision}{% McFadden:2012:EJP% }. \NAMECITE{proxies}{% Patton:2011:VFC% }. \NAMECITE{Pseudo}{% Bartolucci:2012:PCM,% Bennala:2012:PGR,% Gupta:2018:PML,% Hallin:2016:SEC,% Kristensen:2010:PML,% Fiorentini:2019:CNG,% Holly:2011:FOP,% Li:2019:BPM% }. \NAMECITE{Pseudo-{Gaussian}}{% Bennala:2012:PGR,% Hallin:2016:SEC% }. \NAMECITE{Pseudo-maximum}{% Kristensen:2010:PML% }. \NAMECITE{public}{% McFadden:2012:EJP% }. \NAMECITE{{Publisher}}{% Anonymous:2010:PNb% }. \NAMECITE{purchase}{% Du:2015:HPR% }. \NAMECITE{purchasing}{% Rao:2016:SAC% }. \NAMECITE{pure}{% Hounyo:2017:LSB% }. \NAMECITE{pure-jump}{% Hounyo:2017:LSB% }. \NAMECITE{purpose}{% DiTraglia:2016:UII% }. \NAMECITE{{Pythagorean}}{% Cho:2018:PGT% }. \NAMECITE{{QML}}{% Francq:2011:TSN,% Qu:2017:QES,% Shephard:2017:EAM,% Su:2015:QED,% Yang:2017:IQE% }. \NAMECITE{{QMLE}}{% Francq:2011:TSN% }. \NAMECITE{{QR}}{% Lee:2016:PQR% }. \NAMECITE{Quadratic}{% Monfort:2015:QKF,% Chambers:2013:GQR,% Large:2011:EQV,% Park:2016:EQC,% Potiron:2017:EIQ% }. \NAMECITE{qualifications}{% Battistin:2014:MSM% }. \NAMECITE{Quantile}{% Callaway:2018:QTE,% Chen:2019:QRD,% Chernozhukov:2015:QRC,% Chernozhukov:2019:QR,% Cho:2015:QCA,% Frandsen:2012:QTE,% Galvao:2011:QRD,% Marmer:2012:QBN,% Zhang:2019:QRB,% Belloni:2019:CQP,% Blundell:2014:BQD,% Cai:2012:SQR,% Cai:2018:SQP,% Chavez-Demoulin:2014:EQT,% Chen:2010:IMS,% Chen:2015:BQR,% Chen:2018:SEC,% Chen:2019:NEC,% Chen:2019:PSG,% Chesher:2017:UEM,% Chiang:2019:RUI,% Christensen:2010:RQB,% DHaultfoeuille:2018:EQR,% Donald:2014:EID,% Escanciano:2014:SAL,% Fan:2012:CIQ,% Fan:2016:DAI,% Fan:2018:PII,% Fan:2019:PQR,% Firpo:2017:MEQ,% Galvao:2016:SQR,% Giessing:2019:PRM,% Goldman:2017:FOS,% Graham:2018:QCR,% Gu:2019:PDQ,% Han:2016:CQM,% Harding:2014:ETQ,% Harding:2019:PQA,% Ho:2015:SQA,% Kaplan:2015:IQI,% Kato:2012:APQ,% Komunjer:2010:EED,% Lamarche:2010:RPQ,% Lee:2016:PQR,% Li:2015:SIC,% Li:2016:LCQ,% Lin:2015:OSN,% Lu:2015:JMA,% Parker:2019:AIC,% Qu:2015:NEI,% Racine:2017:NCQ,% Rosen:2012:SIQ,% Su:2016:SIV,% Zhu:2019:NQA,% deCastro:2019:SGQ% }. \NAMECITE{Quantile-based}{% Marmer:2012:QBN,% Christensen:2010:RQB% }. \NAMECITE{Quantile-regression-based}{% Zhang:2019:QRB% }. \NAMECITE{Quantiles}{% Machado:2019:QM,% Chernozhukov:2015:NIP,% Dette:2016:TME,% Dominicy:2013:MSQ,% Escanciano:2010:STP,% Goldman:2018:CDM,% Oka:2011:ESC,% So:2015:SIC,% White:2015:VVM% }. \NAMECITE{quantilogram}{% Han:2016:CQM% }. \NAMECITE{Quanto}{% Kim:2015:QOP% }. \NAMECITE{quarterly}{% Bhargava:2014:FFM,% Abowd:2011:NEG% }. \NAMECITE{Quasi}{% Bernal:2010:QSE,% Cavaliere:2017:QML,% Kruiniger:2013:QME,% Li:2018:QML,% Su:2015:QLE,% Wooldridge:2014:QML,% Xiu:2010:QML,% Cerovecki:2019:FGM,% Florens:2012:NEI,% Hurn:2013:QML,% Kim:2014:AQL,% Liu:2014:QML,% Petrova:2019:QBL,% Su:2010:PQM% }. \NAMECITE{quasi-{Bayesian}}{% Florens:2012:NEI,% Petrova:2019:QBL% }. \NAMECITE{Quasi-likelihood}{% Su:2015:QLE,% Cerovecki:2019:FGM% }. \NAMECITE{Quasi-maximum}{% Cavaliere:2017:QML,% Wooldridge:2014:QML,% Xiu:2010:QML,% Hurn:2013:QML,% Liu:2014:QML,% Su:2010:PQM% }. \NAMECITE{Quasi-structural}{% Bernal:2010:QSE% }. \NAMECITE{quoted}{% Large:2011:EQV% }. \NAMECITE{R}{% Hallin:2017:RES% }. \NAMECITE{{R\&D}}{% Blazsek:2016:PPR% }. \NAMECITE{R-estimation}{% Hallin:2017:RES% }. \NAMECITE{racial}{% Ahn:2010:ECR,% Brock:2012:OIT,% Maasoumi:2017:WCW% }. \NAMECITE{Random}{% Park:2012:RWC,% Tao:2019:RCC,% Baltagi:2010:THS,% Bennala:2012:PGR,% Beresteanu:2012:PIU,% Boot:2019:FUR,% Cizek:2018:IEN,% Dong:2011:NIB,% Dunker:2018:NID,% Fox:2012:RCL,% Fox:2016:SNA,% Gao:2015:BRC,% Graham:2018:QCR,% Heckman:2010:TCR,% Hoderlein:2015:IEC,% Hoderlein:2017:TMR,% Horvath:2016:SIR,% Horvath:2019:TRR,% Johansen:2013:LSE,% Ketz:2019:ASD,% Kock:2016:OIV,% Li:2011:BIC,% Li:2018:UAV,% Mesters:2014:GDP,% Moon:2018:ERC,% Renault:2011:CER,% Reynaert:2014:IPR,% Westerlund:2012:TUR,% Wooldridge:2019:CRE,% Xie:1988:SWC,% Xie:2011:CSW,% Yan:2019:SER% }. \NAMECITE{randomisation}{% Sianesi:2017:ERB% }. \NAMECITE{randomized}{% Chib:2010:TRB,% Fan:2012:CIQ,% Harding:2019:PQA% }. \NAMECITE{randomness}{% Horvath:2019:TRR% }. \NAMECITE{range}{% Chiang:2011:VCR% }. \NAMECITE{range-based}{% Chiang:2011:VCR% }. \NAMECITE{Rank}{% Bai:2019:RRE,% Pelagatti:2013:RTS,% Al-Sadoon:2017:UTT,% Andreou:2015:RBR,% Bennala:2012:PGR,% Boswijk:2015:ILR,% Cheng:2012:CRS,% Geweke:1996:BRR,% Hallin:2011:CSD,% Hallin:2016:SEC,% Harris:2016:TCI,% Karabiyik:2017:RRC,% Karlsson:2017:CBR,% Kong:2019:RTN,% Pedroni:2015:NRT,% Swensen:2011:BAT,% Yan:2019:SER% }. \NAMECITE{rank-based}{% Bennala:2012:PGR,% Hallin:2011:CSD,% Hallin:2016:SEC% }. \NAMECITE{rank-ordered}{% Yan:2019:SER% }. \NAMECITE{ranking}{% Laurent:2013:LFR,% Patton:2011:DBR% }. \NAMECITE{rate}{% Almeida:2011:DIR,% Duan:2016:LMA,% Engle:2017:SGL,% Guay:2013:RAR,% Johansen:2010:THM,% Jun:2015:CLE,% Mancini:2011:TEM% }. \NAMECITE{rate-adaptive}{% Jun:2015:CLE% }. \NAMECITE{rate-optimal}{% Guay:2013:RAR% }. \NAMECITE{rates}{% Antoine:2012:EMD,% Bikbov:2013:MPR,% Carriero:2011:HUN,% Cattaneo:2013:OCR,% Chen:2015:OUC,% Egorov:2011:TTY,% Jun:2015:CLE% }. \NAMECITE{rating}{% Voss:2014:STM,% Weissbach:2010:LRT% }. \NAMECITE{Ratio}{% Halunga:2012:RBE,% Boswijk:2015:ILR,% Liu:2019:LRT,% Maller:2016:LSD,% Wachter:2015:WCE,% Weissbach:2010:LRT% }. \NAMECITE{Ratio-based}{% Halunga:2012:RBE% }. \NAMECITE{rational}{% Fanelli:2012:DID,% Hoderlein:2011:HMC% }. \NAMECITE{rationality}{% Kawaguchi:2017:TRR% }. \NAMECITE{Rationalization}{% Liu:2017:RIB% }. \NAMECITE{ratios}{% Bolduc:2010:IRC% }. \NAMECITE{Real}{% Barnett:2016:RTN,% Diebold:2017:RTF% }. \NAMECITE{Real-time}{% Barnett:2016:RTN,% Diebold:2017:RTF% }. \NAMECITE{Realised}{% Christensen:2010:RQB,% Barndorff-Nielsen:2011:MRK,% Barndorff-Nielsen:2011:SRK,% Patton:2011:DBR,% Shephard:2017:EAM% }. \NAMECITE{reality}{% Ghysels:2016:MRM% }. \NAMECITE{Realized}{% Andersen:2011:RVF,% Asai:2017:RSV,% Meddahi:2011:RV,% Tauchen:2011:RJF,% Todorov:2011:RLT,% Andersen:2011:RFF,% Asai:2015:FCV,% Bauer:2011:FMR,% Bollerslev:2011:DEV,% Bollerslev:2018:MFR,% Bollerslev:2019:HDM,% Busch:2011:RIV,% Christensen:2019:RED,% Dovonon:2013:BRM,% Fengler:2015:SSB,% Goncalves:2011:BCT,% Hwang:2018:TSS,% Jin:2016:BSM,% Liu:2015:DAB,% Zhang:2011:EER% }. \NAMECITE{reasons}{% Chen:2014:IVO% }. \NAMECITE{recovering}{% Santos:2011:IVM% }. \NAMECITE{recovery}{% Judge:2013:FOC% }. \NAMECITE{recurrent}{% Kim:2017:ARD,% Li:2016:LCQ% }. \NAMECITE{recursive}{% Westerlund:2015:ERD% }. \NAMECITE{reduced}{% Andersen:2011:RFF,% Geweke:1996:BRR,% Karlsson:2017:CBR,% Phillips:2017:SIR,% Sizova:2011:IVF% }. \NAMECITE{reduction}{% Clinet:2018:EAV,% Kim:2014:FFM,% Pakel:2019:BRN% }. \NAMECITE{reexamination}{% Choi:2016:RSR% }. \NAMECITE{Referees}{% Anonymous:2012:LRJ,% Anonymous:2014:LR% }. \NAMECITE{Refinements}{% Robinson:2015:RML,% Lee:2014:ARM,% Lee:2016:ARM% }. \NAMECITE{reflections}{% Tong:2015:TMT% }. \NAMECITE{reform}{% Haan:2014:LLC% }. \NAMECITE{regarding}{% Hall:2012:IRM% }. \NAMECITE{regardless}{% Liu:2019:UTP% }. \NAMECITE{Regime}{% Paolella:2019:RSD,% Chang:2017:NAM,% Chen:2014:FPA,% Chen:2016:ICC,% Gao:2013:ETA,% Kasahara:2019:APM,% Li:2012:LSE% }. \NAMECITE{regimes}{% Bikbov:2013:MPR% }. \NAMECITE{region}{% Hill:2016:LSA% }. \NAMECITE{regions}{% Caner:2018:AHC,% Chang:2018:CRE% }. \NAMECITE{Regression}{% Andreou:2010:RMM,% Dardanoni:2011:RIC,% Davezies:2017:RDD,% Gomez-Biscarri:2015:RBAb,% Kemp:2012:RTM,% Porter:2015:RDD,% Xu:2017:RDC,% Ai:2015:EPD,% Anatolyev:2012:IRM,% Areosa:2011:MBE,% Benatia:2017:FLR,% Bollinger:2017:BMB,% Breunig:2015:GFT,% Cai:2012:SQR,% Cai:2014:CTP,% Cai:2014:TPR,% Calhoun:2011:HTL,% Cattaneo:2012:OII,% Chambers:2014:TSU,% Chang:2015:HDS,% Chen:2010:IMS,% Chen:2012:SET,% Chen:2015:BQR,% Chen:2018:SEC,% Chen:2019:QRD,% Cheng:2015:FFA,% Cheng:2015:TOM,% Chernozhukov:2015:QRC,% Chernozhukov:2019:QR,% Chiang:2019:RUI,% Chib:2010:ACS,% Chiou:2018:NRM,% Choi:2012:MSC,% Cizek:2012:SRE,% Cosslett:2013:ESE,% Dunker:2014:IES,% Elliott:2011:CFA,% Escanciano:2012:UCD,% Fan:2018:PII,% Fan:2019:GHD,% Firpo:2017:MEQ,% Florens:2012:NEI,% Frandsen:2012:QTE,% Fu:2019:MFC,% Galvao:2011:QRD,% Galvao:2016:SQR,% Georgiev:2018:TPI,% Geweke:1996:BRR,% Giessing:2019:PRM,% Goncalves:2014:BFA,% Greenaway-McGrevy:2012:ADF,% Gu:2019:PDQ,% Hagemann:2012:STR,% Hall:2015:IOC,% Harding:2014:ETQ,% Henderson:2015:GBS,% Henderson:2015:SCE,% Hirukawa:2018:CEL,% Ho:2017:BMR,% Hsu:2019:TTE,% Jenish:2012:NSR,% Kalli:2014:TVS,% Karlsson:2017:CBR,% Kasparis:2012:DMN,% Kasparis:2015:NPR,% Kato:2012:APQ,% Kato:2019:UCB,% Kelly:2015:TPR,% Kim:2017:ARD,% Kim:2018:EPR,% Koop:2012:BMA,% Krief:2017:DIN,% Kurz-Kim:2014:PCD,% Lamarche:2010:RPQ,% Lan:2016:TSR,% Leamer:2016:VCC,% Lee:2015:EFE,% Lee:2015:PNR,% Lee:2016:PQR,% Lee:2017:MIE,% Lee:2018:EPS,% Li:2015:SIC,% Li:2016:LCQ,% Li:2017:AEC,% Liang:2012:FCR,% Lin:2014:CNT,% Linton:2019:EEN,% Mills:2014:TBS,% Moreira:2019:OTS,% Murtazashvili:2016:CFA,% Nishiyama:2011:CNT,% Nolan:2013:LNR,% Norets:2015:BRN,% Oka:2011:ESC,% Otsu:2015:ELR,% Papay:2011:ERD,% Park:2010:SCR,% Park:2012:FRC,% Parker:2019:AIC,% Pelenis:2014:BRH,% Phillips:2013:PRU,% Preve:2011:LPB% }. \NAMECITE{regression}{% Robinson:2011:ATN,% Robinson:2012:NTR,% Robinson:2012:SIR,% Severini:2012:EBE,% Su:2016:SIV,% Wang:2018:MCN,% White:2015:VVM,% Xu:2018:SNE,% Yu:2012:LEI,% Yu:2015:AET,% Yu:2018:TRE,% Zellner:2010:DMC,% Zhang:2015:SMB,% Zhang:2019:QRB,% Zhou:2010:WAC,% Zhou:2019:EEC% }. \NAMECITE{Regression-based}{% Gomez-Biscarri:2015:RBAb% }. \NAMECITE{regression-calibration}{% Kim:2018:EPR% }. \NAMECITE{regression-discontinuity}{% Papay:2011:ERD% }. \NAMECITE{regressions}{% Andreou:2016:UHF,% Aue:2012:SMN,% Bergamelli:2019:CPV,% Breitung:2015:IVV,% Chan:2015:NRN,% Chen:2019:PSG,% Chesher:2017:UEM,% DHaultfoeuille:2018:EQR,% Dong:2017:STN,% Durlauf:2010:UAC,% Elliott:2013:CSR,% Fan:2019:PQR,% Gossner:2013:FSE,% Karabiyik:2017:RRC,% Khalaf:2014:IRI,% Kim:2012:PPE,% Lee:2014:NSR,% Li:2017:MSJ,% Lu:2015:JMA,% Phillips:1991:CML,% Salimans:2012:VSF,% Shintani:2012:SRT,% Vogelsang:2014:IMO,% Wachter:2015:WCE,% Xu:2010:NPC% }. \NAMECITE{regressor}{% DiTraglia:2019:IEM% }. \NAMECITE{regressors}{% Anatolyev:2012:IRM,% Baek:2015:TLU,% Belloni:2019:CQP,% Ben-Moshe:2017:IAP,% Cai:2014:CTP,% Cai:2014:TPR,% Chen:2015:MTS,% Chen:2016:ICS,% Chen:2017:ICS,% Chen:2019:QRD,% Chudik:2015:CCE,% Dong:2018:ANM,% Hall:2012:IRM,% Han:2017:IGB,% Komarova:2013:BCM,% 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DHaultfoeuille:2013:IER% }. \NAMECITE{{Rubin}}{% Wang:2018:BIB% }. \NAMECITE{rules}{% Diks:2011:LBS,% Lieli:2010:CEC% }. \NAMECITE{run}{% Al-Sadoon:2014:GLR,% Athanasopoulos:2011:MSE,% Dufour:2010:SLR,% Engle:2017:SGL,% Grammig:2018:TSI,% Hualde:2014:ELR,% Jacobs:2010:CLR% }. \NAMECITE{running}{% Davezies:2017:RDD% }. \NAMECITE{runs}{% Cho:2011:GRT% }. \NAMECITE{{RV}}{% Liu:2015:DAB% }. \NAMECITE{{S}}{% Mykland:2019:ATS% }. \NAMECITE{{S-TSRV}}{% Mykland:2019:ATS% }. \NAMECITE{Saddlepoint}{% LaVecchia:2019:SAS% }. \NAMECITE{sale}{% Li:2012:IAB% }. \NAMECITE{sales}{% Baltagi:2017:DFL,% Maller:2016:LSD% }. \NAMECITE{same}{% Portnoy:2019:ETS% }. \NAMECITE{Sample}{% Ho:2015:SQA,% Anderson:2011:FSP,% Bailey:2019:MTA,% Chen:2010:SNE,% Chen:2018:NIE,% Clark:2012:STP,% Debarsy:2015:LSP,% Gossner:2013:FSE,% Hansen:2012:PLS,% Hidalgo:2013:TSS,% Hsiao:2018:IPI,% Inoue:2017:RWS,% Jochmans:2015:MEM,% Kan:2010:DSA,% Lee:2012:TES,% Li:2017:DNF,% Maasoumi:2017:WCW,% Maller:2016:LSD,% Moon:2013:TDB,% 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\NAMECITE{score}{% Aguilar:2015:RSP,% Battistin:2017:CRA,% Blasques:2019:ASD,% Cavaliere:2015:BST,% Chen:2010:IMS,% Huber:2013:PEB,% Lee:2018:EPS,% Patra:2018:CBP,% Voss:2014:STM% }. \NAMECITE{score-driven}{% Blasques:2019:ASD% }. \NAMECITE{score-test}{% Voss:2014:STM% }. \NAMECITE{scoring}{% Diks:2011:LBS,% Lieli:2010:CEC% }. \NAMECITE{screening}{% Zhu:2019:PNS% }. \NAMECITE{sealed}{% Hubbard:2012:SEM% }. \NAMECITE{sealed-bid}{% Hubbard:2012:SEM% }. \NAMECITE{search}{% Flabbi:2012:EJF,% Fruhwirth-Schnatter:2010:SMS% }. \NAMECITE{seasonal}{% Chambers:2014:TSU% }. \NAMECITE{seasonally}{% Saijo:2013:EDM% }. \NAMECITE{second}{% Dovonon:2018:APG,% Jentsch:2015:TSO,% Kleibergen:2015:UFT,% Pettenuzzo:2016:MAM,% Schumann:2011:SNT% }. \NAMECITE{second-order}{% Dovonon:2018:APG% }. \NAMECITE{secret}{% Blazsek:2010:KSU% }. \NAMECITE{section}{% Arbues:2013:DMO,% Chernozhukov:2019:NMC,% Dong:2011:NIB,% Engle:2014:PRA,% Ergemen:2017:EFI,% Mesters:2014:GDP,% Pakel:2019:BRN,% Su:2012:SEP% }. 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Christensen:2010:PAE,% Griffin:2011:CMP,% Hounyo:2017:BIC% }. \NAMECITE{synthesis}{% McAlinn:2019:DBP% }. \NAMECITE{system}{% Gao:2013:SET,% Hale:2019:MBS,% Mourifie:2015:SBT,% Oka:2018:TCB% }. \NAMECITE{systematic}{% Barigozzi:2014:DSI,% Todorov:2010:JBN% }. \NAMECITE{systemic}{% Bianchi:2019:MSR,% Blasques:2016:SDS% }. \NAMECITE{systems}{% Anderson:2016:SMA,% Chen:2017:ICS,% Fanelli:2010:SAC,% Gomez-Biscarri:2015:RBAb,% Hong:2012:LUP,% Hualde:2010:SIM,% Jun:2011:TBT,% Mosconi:2017:ICS,% Nielsen:2010:NCA,% Phillips:2014:OEC,% Schennach:2012:LIL,% Shimotsu:2012:ELW,% Tao:2019:RCC% }. \NAMECITE{T}{% Bennala:2012:PGR,% Hsiao:2015:IGL,% Hwang:2017:AFT% }. \NAMECITE{Tail}{% Asimit:2016:TDM,% Chen:2019:TED,% Hardle:2016:TTE,% Berghaus:2014:NTT,% Bucher:2015:NTC,% Davis:2018:ITP,% Hill:2013:TCV,% Mao:2018:STI,% White:2015:VVM% }. \NAMECITE{Tail-Event}{% Hardle:2016:TTE% }. \NAMECITE{tail-index}{% Hill:2013:TCV% }. \NAMECITE{tailed}{% Chen:2015:SBP,% Hill:2013:MCT,% Hill:2016:GEH,% McCulloch:2013:ENS,% Paolella:2013:LDH,% Paolella:2019:RSD,% Yang:2017:SWL% }. \NAMECITE{tailedness}{% Ibragimov:2014:RLE% }. \NAMECITE{Tailored}{% Chib:2010:TRB% }. \NAMECITE{tails}{% Bollerslev:2013:JTE,% Bollerslev:2014:TVJ,% Danielsson:2013:FTV,% Diks:2011:LBS,% Dufour:2014:EIH,% Kim:2015:QOP,% Mikosch:2013:HTO,% Miller:2010:NNT% }. \NAMECITE{{Takeshi}}{% Cai:2018:ATE% }. \NAMECITE{Taking}{% Chang:2012:TNC% }. \NAMECITE{tale}{% Bai:2014:PTH,% Egorov:2011:TTY,% Song:2016:TTO% }. \NAMECITE{targeting}{% Frazier:2017:ETS% }. \NAMECITE{taste}{% Brock:2012:OIT% }. \NAMECITE{taste-based}{% Brock:2012:OIT% }. \NAMECITE{tax}{% Blomquist:2019:MDL,% Du:2015:HPR% }. \NAMECITE{taxation}{% Beffy:2019:LST% }. \NAMECITE{taxes}{% Bai:2014:PTH% }. \NAMECITE{{Taylor}}{% Yang:2019:NDE% }. \NAMECITE{technical}{% Feng:2010:PDT,% Jin:2010:EMT,% Shintani:2012:SRT% }. \NAMECITE{techniques}{% Magnus:2010:CTM% }. \NAMECITE{technologies}{% ODonnell:2016:UIA% }. \NAMECITE{technology}{% Kumbhakar:2016:GBT% }. \NAMECITE{teenage}{% Ahn:2010:ECR% }. \NAMECITE{Tempered}{% Herbst:2019:TPF,% Kuchler:2014:ESM% }. \NAMECITE{temporal}{% Chen:2010:NTD,% Dou:2016:GYW,% Gao:2019:BST,% Hassler:2011:EFI,% Holly:2010:STM% }. \NAMECITE{{TENET}}{% Hardle:2016:TTE% }. \NAMECITE{Term}{% Andreasen:2019:TSA,% Kim:2012:TSM,% Andreasen:2015:SAN,% Bikbov:2013:MPR,% Carriero:2011:HUN,% Chen:2014:ADN,% Christensen:2011:AAF,% Creal:2015:EAT,% Duan:2016:LMA,% Egorov:2011:TTY,% Golinski:2016:LMA,% Hamilton:2012:IEG,% Hamilton:2014:TIA,% Heckman:2016:ILT,% Monfort:2017:SZA% }. \NAMECITE{terms}{% Johansen:2018:CVA,% Orea:2019:NSF% }. \NAMECITE{test}{% Ait-Sahalia:2019:HTP,% Aradillas-Lopez:2016:STM,% Armstrong:2018:CTS,% Baltagi:2012:LMT,% Bergamelli:2019:CPV,% Caetano:2016:DTI,% Cai:2014:MTM,% Castle:2010:LDP,% Chen:2015:SBP,% Chen:2017:SCT,% Cho:2015:TNI,% Dovonon:2017:BGO,% Fang:2015:DDS,% Fu:2019:MFC,% Gan:2014:MST,% Gao:2015:MTM,% Gomez-Biscarri:2015:RBAa,% Granziera:2014:PTS,% Guggenberger:2010:IHP,% 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Yang:2015:LTS,% Zhang:2018:PTT,% Zu:2015:NST% }. \NAMECITE{their}{% Kleibergen:2015:UFT,% Lee:2012:TES,% Li:2012:BAP,% Simar:2012:PCD% }. \NAMECITE{theoretical}{% Cai:2018:ATE% }. \NAMECITE{Theory}{% Dufour:2010:SLR,% Feng:2017:VCP,% Feng:2019:SPS,% Giacomini:2014:TCF,% Kong:2019:WCT,% Al-Sadoon:2017:UTT,% Alem:2014:EFI,% Bai:2014:ITH,% Barnett:2011:IMT,% Belloni:2015:SNA,% Beresteanu:2012:PIU,% Choi:2016:ITM,% Djogbenou:2019:ATW,% Freyberger:2015:ATD,% Han:2012:AGP,% Jiang:2018:NDT,% Kuersteiner:2013:LTP,% Lavergne:2013:SMD,% Li:2016:ITV,% Li:2017:EAT,% Liu:2015:DTL,% McElroy:2013:DTS,% Phillips:2010:SLM,% Robinson:2011:ATN,% Wilcox:2011:SMR% }. \NAMECITE{Theory-coherent}{% Giacomini:2014:TCF% }. \NAMECITE{there}{% Castle:2012:MSW,% Deza:2015:TSS,% Hill:2013:TCV,% Hsiao:2014:TOF% }. \NAMECITE{thick}{% Gan:2016:ETT,% Miller:2010:NNT% }. \NAMECITE{thin}{% Gan:2016:ETT% }. \NAMECITE{third}{% Yang:2015:GMT% }. \NAMECITE{third-order}{% Yang:2015:GMT% }. \NAMECITE{thoughts}{% 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\NAMECITE{Time-varying}{% Bandi:2012:TVL,% Billio:2013:TVC,% Bollerslev:2014:TVJ,% Kalli:2014:TVS,% Ahn:2013:PDM,% Antoine:2018:EET,% Bitto:2019:AST,% Chen:2017:MFA,% Chen:2019:QRD,% Cheng:2012:CRS,% Darolles:2018:ACG,% Giraitis:2014:IST,% Inoue:2017:RWS,% Kastner:2019:SBT,% Kaufmann:2015:SSM,% Koop:2013:LTV,% Kutlu:2019:TVT,% Mikkelsen:2019:CET,% Su:2017:TVF,% Tu:2017:FCN,% Zhang:2015:SMB% }. \NAMECITE{times}{% Mykland:2019:ATS,% Potiron:2017:EIQ,% Renault:2011:CER,% Renault:2014:DMH,% Voss:2014:STM% }. \NAMECITE{tobit}{% Chen:2017:SCT,% Ai:2015:EPD,% Chen:2011:SEB,% Xu:2015:MLE,% Xu:2018:SML% }. \NAMECITE{too}{% Isakov:2019:FTC% }. \NAMECITE{tools}{% Westerlund:2015:NTU% }. \NAMECITE{topology}{% Diebold:2014:NTV% }. \NAMECITE{tournament}{% Chen:2010:ETM% }. \NAMECITE{trace}{% Fan:2019:GHD% }. \NAMECITE{tracking}{% Chavez-Demoulin:2014:EQT% }. \NAMECITE{trade}{% Bonomo:2015:LSR,% Chen:2013:MSM% }. \NAMECITE{trade-off}{% Bonomo:2015:LSR% }. \NAMECITE{trading}{% 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\NAMECITE{treated}{% Lee:2018:EPS% }. \NAMECITE{Treatment}{% Battistin:2014:TEE,% Bhattacharya:2012:TEB,% Lee:2012:TES,% Bhattacharya:2012:IWM,% Bhattacharya:2013:ETP,% Callaway:2018:QTE,% Cattaneo:2010:ESE,% Chen:2014:FPA,% Chiang:2019:RUI,% Chiburis:2010:SBT,% Donald:2014:EID,% Fan:2012:CIQ,% Farrell:2015:RIA,% Firpo:2019:PIT,% Frandsen:2012:QTE,% Garcia:2017:STU,% Hagemann:2019:PIT,% Heckman:2016:DTE,% Hsu:2019:TTE,% Jacobi:2016:BTE,% Kitagawa:2016:MAS,% Klein:2010:HTE,% Lee:2018:EPS,% Lewbel:2016:IAT,% Li:2017:EAT,% Lin:2018:REE,% Machado:2019:IVS,% Mourifie:2015:SBT,% Nguimkeu:2019:ETE,% Ouyang:2015:TEE,% Stoye:2012:MRT,% Sun:2019:IDD,% Tetenov:2012:STC,% Vikstrom:2018:BTE% }. \NAMECITE{treatment-effect}{% Ouyang:2015:TEE% }. \NAMECITE{treatments}{% Fujiki:2015:DEM% }. \NAMECITE{trend}{% Abadir:2011:DMT,% Harris:2016:TCI,% Harvey:2012:TUR,% Harvey:2012:URT,% Harvey:2013:TUR,% Harvey:2015:CSD,% Iacone:2013:TBT,% Kim:2011:ECD,% Liang:2012:FCR,% Sun:2011:RTI,% Xu:2012:RMT% }. \NAMECITE{trending}{% Aue:2012:SMN,% Chen:2012:STP,% Elliott:2011:CFA,% Robinson:2012:NTR,% Robinson:2018:ITP% }. \NAMECITE{trends}{% Hallin:2016:SEC,% Johansen:2010:THM,% Johansen:2014:AIP% }. \NAMECITE{trial}{% Isakov:2019:FTC% }. \NAMECITE{triangular}{% Caetano:2016:DTI,% Gao:2013:SET,% Ho:2017:BMR,% Hoderlein:2017:TMR,% Huang:2019:IET,% Jun:2011:TBT,% Klein:2010:ECT,% Mourifie:2015:SBT% }. \NAMECITE{trimmed}{% Chen:2017:SCT% }. \NAMECITE{trinity}{% Gupta:2018:NST% }. \NAMECITE{true}{% Jacobs:2011:MDR,% Ketz:2018:SIW,% Kutlu:2019:TVT,% Li:2019:BPM% }. \NAMECITE{truncated}{% Chen:2012:SET,% Cizek:2012:SRE,% Shonkwiler:2016:VTN% }. \NAMECITE{truncation}{% Andersen:2012:JRV% }. \NAMECITE{{TSRV}}{% Mykland:2019:ATS% }. \NAMECITE{turning}{% Stock:2014:ETP% }. \NAMECITE{Twenty}{% Boswijk:2010:TYC,% Flabbi:2010:PGD% }. \NAMECITE{Two}{% Francq:2011:TSN,% Hwang:2018:TSS,% Jacobs:2010:CLR,% Leung:2015:TSE,% Ahn:2010:ECR,% Anderson:2012:NEI,% Bai:2014:PTH,% Callaway:2018:QTE,% Chen:2015:SST,% Cho:2018:PGT,% Das:2017:ELF,% Doz:2011:TSE,% Egorov:2011:TTY,% Fernandez-Val:2011:BCT,% Frazier:2017:ETS,% Grammig:2018:TSI,% Hirschberg:2017:IIE,% Hwang:2018:SWG,% Kaido:2014:TSP,% Kristensen:2010:PML,% Magnus:2010:CTM,% Moreira:2019:OTS,% Mykland:2019:ATS,% Perera:2017:FTP,% Song:2016:TTO% }. \NAMECITE{two-sided}{% Ahn:2010:ECR,% Moreira:2019:OTS% }. \NAMECITE{Two-stage}{% Francq:2011:TSN,% Hwang:2018:TSS,% Hirschberg:2017:IIE,% Kaido:2014:TSP% }. \NAMECITE{Two-step}{% Leung:2015:TSE,% Chen:2015:SST,% Doz:2011:TSE,% Fernandez-Val:2011:BCT,% Frazier:2017:ETS,% Grammig:2018:TSI,% Hwang:2018:SWG% }. \NAMECITE{two-tier}{% Das:2017:ELF% }. \NAMECITE{type}{% Andreou:2015:RBR,% Chen:2015:SBP,% Spanos:2010:ATC,% Zhang:2018:PTT% }. \NAMECITE{types}{% Liu:2017:RIB% }. \NAMECITE{{U.S.}}{% Caginalp:2014:NPD% }. \NAMECITE{{Uhlenbeck}}{% Fasen:2013:SEM% }. \NAMECITE{{UK}}{% Jacobs:2010:CLR% }. \NAMECITE{Ultra}{% Ait-Sahalia:2011:UHF% }. \NAMECITE{unadjusted}{% Saijo:2013:EDM% }. \NAMECITE{unbalanced}{% Atak:2011:SPM,% Hualde:2014:ELR,% Wooldridge:2019:CRE% }. \NAMECITE{unbiased}{% Muller:2019:NWR% }. \NAMECITE{uncertainty}{% Amengual:2018:RPU,% Bianchi:2016:MME,% Harvey:2012:TUR,% Hautsch:2019:LSP,% Salimans:2012:VSF% }. \NAMECITE{unconditional}{% Hsu:2011:ECM,% Otsu:2012:TNN,% Tang:2018:ETL% }. \NAMECITE{unconfoundedness}{% Hoderlein:2016:TMU,% Lewbel:2016:IAT% }. \NAMECITE{under-specified}{% Castle:2014:MSU% }. \NAMECITE{Underidentification}{% Arellano:2012:U,% Dovonon:2017:BGO% }. \NAMECITE{underlying}{% Chen:2013:TWU% }. \NAMECITE{Understanding}{% Chesher:2017:UEM,% Durlauf:2010:UAC,% Rossi:2011:UMF,% Westerlund:2015:NTU% }. \NAMECITE{Undesirable}{% Feng:2014:UOP% }. \NAMECITE{Unequal}{% Sasaki:2017:USD% }. \NAMECITE{Unexplained}{% Kleibergen:2015:UFT% }. \NAMECITE{Unified}{% Andersen:2019:UIN,% Kim:2016:UDT,% Yang:2018:UEF,% Chen:2014:UAV,% Li:2018:UAV,% Liu:2019:UTP% }. \NAMECITE{Uniform}{% Escanciano:2014:UCW,% Freyberger:2018:UCB,% Horowitz:2012:UCB,% Kato:2018:UCB,% Kato:2019:UCB,% Lavergne:2013:SMD,% Andrews:2013:MLE,% Belloni:2015:SNA,% Chen:2015:OUC,% Chiang:2019:RUI,% Kock:2016:OIV% }. \NAMECITE{uniformly}{% Escanciano:2012:UCD% }. \NAMECITE{unifying}{% Al-Sadoon:2017:UTT,% Penaranda:2012:STR% }. \NAMECITE{Unit}{% Harvey:2012:URT,% Cavaliere:2014:TUR,% Chambers:2014:TSU,% Chang:2012:TNC,% Gao:2013:ETA,% Hallin:2011:CSD,% Hansen:2010:AEA,% Harvey:2012:TUR,% Harvey:2013:TUR,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Lieberman:2017:MSU,% Moon:2012:BPU,% Palm:2011:CSD,% Pesaran:2013:PUR,% Phillips:2010:SLM,% Wang:2010:GNI,% Westerlund:2012:TUR,% Westerlund:2015:ERD,% Westerlund:2015:NTU,% Zhang:2018:PTT% }. \NAMECITE{unit-root}{% Zhang:2018:PTT% }. \NAMECITE{{United}}{% Atak:2011:SPM,% Leeper:2010:DFF% }. \NAMECITE{univariate}{% Chen:2014:UAV,% Chevillon:2018:GUF,% Wang:2011:BEM% }. \NAMECITE{unknown}{% Ai:2012:SEB,% An:2010:EFP,% Bruggemann:2016:IVC,% Cavaliere:2017:QML,% Dou:2016:GYW,% Harris:2016:TCI,% Harvey:2015:CSD,% Iacone:2013:TBT,% Kato:2018:UCB,% Kneip:2015:FEP,% Lin:2010:GES,% Lin:2018:EEC,% Ma:2018:ELD,% Nielsen:2010:NCA,% Porter:2015:RDD,% Shao:2011:BAS% }. \NAMECITE{unobservable}{% Matzkin:2016:ICN% }. \NAMECITE{unobservables}{% Hoderlein:2016:TMU,% Hu:2017:EUA% }. \NAMECITE{Unobserved}{% Simar:2016:UHE,% Bartolucci:2015:TTI,% Cherchye:2019:BCD,% Cho:2010:TUH,% Deza:2015:TSS,% Gagliardini:2019:ILT,% Gayle:2013:ICE,% Hong:2012:LUP,% Hu:2012:NID,% Hu:2013:IFP,% Lee:2015:SSI,% Matzkin:2012:INL,% Nicoletti:2010:MSD,% Shiu:2013:IEN% }. \NAMECITE{Unpredictability}{% Hendry:2014:UEA% }. \NAMECITE{unrelated}{% Henderson:2015:SCE,% Zellner:2010:DMC% }. \NAMECITE{unspanned}{% Creal:2015:EAT% }. \NAMECITE{unspecified}{% Garcia:2017:STU,% Zhang:2015:EGV% }. \NAMECITE{unstable}{% Boldea:2013:EIU% }. \NAMECITE{urban}{% Anderson:2016:NAM% }. \NAMECITE{urn}{% Peluso:2015:RUP% }. \NAMECITE{{USA}}{% Holly:2010:STM% }. \NAMECITE{use}{% Andreou:2016:UHF,% Chaker:2017:HFE,% Deza:2015:TSS% }. \NAMECITE{Useful}{% Granger:2012:UCS,% Carriero:2011:HUN% }. \NAMECITE{usefulness}{% Elliott:2011:CFA% }. \NAMECITE{Using}{% Ait-Sahalia:2017:UPC,% Andreasen:2019:TSA,% DiTraglia:2016:UII,% Moon:2012:BPU,% ODonnell:2016:UIA,% Alem:2014:EFI,% Andersen:2012:JRV,% Arcidiacono:2012:MCM,% Atkinson:2018:SIE,% Baek:2015:TLU,% Bai:2017:IPD,% Baltagi:2018:RLS,% Beresteanu:2012:PIU,% Bester:2011:IDD,% Bhattacharya:2013:ETP,% Billio:2013:TVC,% Blake:2014:IIE,% Blasques:2016:SDS,% Blundell:2014:BQD,% Boot:2019:FUR,% Canay:2010:SSW,% Chen:2014:FIU,% Chernozhukov:2015:NIP,% Choi:2014:AAL,% Christensen:2016:EDE,% Chudik:2016:MCA,% DHaultfoeuille:2015:IMM,% Das:2017:ELF,% Dellaportas:2019:ISP,% Dette:2016:TME,% Diewert:2014:DPC,% Erickson:2014:MDE,% Fan:2017:SFU,% Figueroa-Lopez:2019:OTU,% Gallant:2017:BES,% Golombek:2018:EDS,% Grothe:2014:MME,% Hahn:2017:IVE,% Hansen:2014:IVE,% Harvey:2013:TUR,% Hirukawa:2018:CEL,% Ho:2017:BMR,% Kelly:2015:TPR,% Khan:2013:DFE,% Khwaja:2010:EWP,% Kim:2014:FFM,% Kim:2018:EPR,% Koopman:2011:MFC,% Lee:2015:SML,% Lewbel:2015:IEG,% Li:2016:EJD,% Li:2017:AEC,% Li:2018:AIA,% Liu:2018:EIV,% Otsu:2012:TNN,% Patton:2011:VFC,% Saijo:2013:EDM,% Song:2010:TSC,% Stock:2014:ETP,% White:2015:VVM% }. \NAMECITE{utility}{% Buschena:2011:ESM,% List:2011:CEU,% Yan:2019:SER% }. \NAMECITE{V}{% Ahn:2015:CIE% }. \NAMECITE{valid}{% Cheng:2015:SVR% }. \NAMECITE{validated}{% Hall:2015:IOC% }. \NAMECITE{validating}{% Chen:2014:UAV% }. \NAMECITE{validation}{% Gao:2016:MAB,% Liao:2019:MAB,% Zhang:2015:CVS% }. \NAMECITE{validations}{% Zhao:2011:NMV% }. \NAMECITE{validity}{% Berkowitz:2012:VIR,% Canay:2010:IPI,% Stoye:2012:MRT% }. \NAMECITE{Value}{% Liu:2015:IVR,% Wang:2016:CVR,% Chen:2019:MMV,% Larsen:2019:VNE,% West:2012:EAP,% Patton:2019:DSM% }. \NAMECITE{Value-at-Risk}{% Liu:2015:IVR,% Wang:2016:CVR,% Patton:2019:DSM% }. \NAMECITE{valued}{% Cattaneo:2010:ESE,% Sun:2018:TAM,% Wang:2019:FMM% }. \NAMECITE{values}{% Bergamelli:2019:CPV,% Goldman:2018:CDM,% Hill:2013:TCV,% Jacobs:2011:MDR,% Leamer:2016:VCC,% Yang:2015:LTS% }. \NAMECITE{VAR}{% Inoue:2019:CII,% Athanasopoulos:2011:MSE,% Billio:2019:BNS,% Boswijk:2015:ILR,% Chevillon:2018:GUF,% Gourieroux:2017:SII,% Han:2015:TOR,% Harris:2016:TCI,% Inoue:2013:IIR,% Petrova:2019:QBL,% Swensen:2011:BAT,% White:2015:VVM,% Danielsson:2013:FTV,% Francq:2018:ERV% }. \NAMECITE{Variable}{% Pesaran:2011:VSE,% Salimans:2012:VSF,% Smith:2019:VSP,% Bekker:2015:JIV,% Bonhomme:2017:NEN,% Breitung:2015:IVV,% Cai:2015:FIC,% Davezies:2017:RDD,% Dong:2018:ANM,% Florens:2015:IVE,% Gagliardini:2012:TRN,% Gagliardini:2017:DIV,% Hahn:2017:IVE,% Horowitz:2012:STN,% Jacobi:2016:BTE,% Kock:2016:OIV,% Koop:2012:BMA,% Lee:2015:SSI,% Li:2012:BHT,% Matzkin:2012:INL,% Okui:2011:IVE,% Santos:2011:IVM,% Su:2016:SIV,% Wang:2016:BII,% Xie:1988:SWC,% Xie:2011:CSW,% Xu:2015:SAM% }. \NAMECITE{variables}{% Abrevaya:2019:MDV,% Amsler:2017:EEV,% Areosa:2011:MBE,% Bhargava:2014:FFM,% Castle:2013:FFV,% Cattaneo:2012:OII,% Cazals:2016:NIV,% Chaker:2017:HFE,% Chaudhuri:2018:IIE,% Chen:2016:SDP,% Chen:2019:NSE,% Clinet:2019:TIM,% DeNadai:2016:NEV,% Elliott:2011:CFA,% Erickson:2014:MDE,% Feve:2014:NPA,% Freyberger:2015:ISR,% Gan:2014:MST,% Georgiev:2010:MBA,% Gospodinov:2017:SMD,% Gossner:2013:FSE,% Hahn:2017:IVE,% Hahn:2019:TSS,% Hansen:2014:IVE,% Horowitz:2012:UCB,% Horowitz:2014:ANI,% Hu:2012:NID,% Huang:2019:IET,% Kato:2019:UCB,% Kaufmann:2015:SSM,% Kim:2014:FFM,% Klein:2010:HTE,% Kurz-Kim:2014:PCD,% Liu:2019:UTP,% Machado:2019:IVS,% Moreira:2019:OTS,% Mosconi:2017:ICS,% Murtazashvili:2016:CFA,% Papay:2011:ERD,% Sanderson:2016:WIT,% Sun:2011:MCI,% Swensen:2011:BAT,% Torgovitsky:2017:MDI,% Wang:2011:MME,% Wooldridge:2014:QML% }. \NAMECITE{Variance}{% Bondarenko:2014:VTM,% Shonkwiler:2016:VTN,% Wu:2011:VDJ,% Abadir:2014:DFE,% Amado:2013:MVV,% Amengual:2010:CMV,% Andrews:2013:MII,% Bandi:2011:MMN,% Bekaert:2014:VVP,% Cheng:2012:CRS,% Christensen:2010:RQB,% Christensen:2019:RED,% Clinet:2018:EAV,% Diebold:2014:NTV,% Eraker:2015:NLD,% Fengler:2015:SSB,% Frahm:2010:DEM,% Kneip:2015:FEP,% Kurz-Kim:2014:PCD,% Penaranda:2012:STR,% Sizova:2011:IVF,% Sun:2011:RTI,% Tu:2017:FCN,% Yang:2015:GMT,% Zhou:2010:WAC% }. \NAMECITE{variances}{% Bai:2010:CBM% }. \NAMECITE{variate}{% Amano:2011:CVM% }. \NAMECITE{Variation}{% Papanicolaou:2016:VBT,% Andersen:2011:RFF,% Christensen:2018:DPS,% Corsi:2010:TBV,% Large:2011:EQV% }. \NAMECITE{Variation-based}{% Papanicolaou:2016:VBT% }. \NAMECITE{variations}{% DHaultfoeuille:2015:IMM,% Hounyo:2017:LSB% }. \NAMECITE{varies}{% Wachter:2015:WCE% }. \NAMECITE{various}{% Phillips:2013:PRU% }. \NAMECITE{{VARMA}}{% Zadrozny:2016:EYW% }. \NAMECITE{{VARMAs}}{% Chan:2016:LBV% }. \NAMECITE{{VARs}}{% Bruggemann:2016:IVC,% Chudik:2011:IDV,% Gotz:2016:TGC,% Koop:2013:LTV% }. \NAMECITE{Varying}{% Malikov:2016:VCP,% Ahn:2013:PDM,% Antoine:2018:EET,% Bandi:2012:TVL,% Billio:2013:TVC,% Bitto:2019:AST,% Bollerslev:2014:TVJ,% Cai:2012:SQR,% Chen:2017:MFA,% Chen:2019:QRD,% Cheng:2012:CRS,% Darolles:2018:ACG,% Feng:2017:VCP,% Giraitis:2014:IST,% Gu:2014:TCR,% Inoue:2017:RWS,% Kalli:2014:TVS,% Kastner:2019:SBT,% Kaufmann:2015:SSM,% Koop:2010:FAP,% Koop:2011:BIT,% Koop:2013:LTV,% Kutlu:2019:TVT,% Mikkelsen:2019:CET,% Petrova:2019:QBL,% Qu:2017:QES,% Su:2017:TVF,% Tu:2017:FCN,% Zhang:2015:EGV,% Zhang:2015:SMB% }. \NAMECITE{varying-coefficient}{% Feng:2017:VCP,% Zhang:2015:EGV% }. \NAMECITE{Vector}{% Poskitt:2016:VAM,% Bognanni:2022:CLB,% Boswijk:2016:ICI,% Cao:2011:ADI,% Carriero:2019:LBV,% Carriero:2022:CLB,% Cavaliere:2010:TCI,% Dias:2018:EFV,% Franchi:2011:CVA,% Gourieroux:2017:NVA,% Herwartz:2014:SVA,% Jarocinski:2019:PAO,% Johansen:2010:SIP,% Johansen:2018:CVA,% Kalli:2018:BNV,% Kalliovirta:2016:GMV,% Ketz:2018:SIW,% Kock:2015:OIH,% Koop:2019:BCV,% Korobilis:2019:AHP,% Lanne:2017:IEN,% Liang:2019:DVE,% Liao:2019:MAB,% Qian:2016:CEM% }. \NAMECITE{versions}{% Simar:2012:PCD% }. \NAMECITE{versus}{% Spanos:2010:ATC,% Sun:2014:LFI,% Trapani:2010:MVM,% Westerlund:2015:CSA% }. \NAMECITE{via}{% Asai:2015:FCV,% Aue:2012:SMN,% Bai:2016:EEA,% Bierens:2012:SNE,% Calvet:2015:TLG,% Cosslett:2013:ESE,% Davis:2012:TEE,% Fan:2019:GHD,% Frazier:2017:ETS,% Fulop:2013:ELS,% Gupta:2018:NST,% Kaplan:2015:IQI,% Machado:2019:QM,% McElroy:2014:SDS,% Qian:2016:SEC,% Rosen:2012:SIQ,% Su:2014:TCI,% Yang:2019:NDE% }. \NAMECITE{view}{% Kim:2017:FBV% }. \NAMECITE{violations}{% Buschena:2011:ESM% }. \NAMECITE{visits}{% Gilleskie:2010:WAD% }. \NAMECITE{Visualizing}{% Hirschberg:2017:IIE% }. \NAMECITE{{VIX}}{% Bekaert:2014:VVP,% Park:2016:EAV% }. \NAMECITE{volatilities}{% Asai:2015:FCV,% Barigozzi:2017:GDF,% Bollerslev:2011:DEV% }. \NAMECITE{Volatility}{% Chiang:2011:VCR,% Ghysels:2011:VFM,% Meddahi:2011:RV,% Patton:2011:VFC,% Todorov:2014:VAS,% Aguilar:2015:RSP,% Ait-Sahalia:2011:UHF,% Ait-Sahalia:2015:MBE,% Ait-Sahalia:2016:ICA,% Amado:2013:MVV,% Amengual:2018:RPU,% Andersen:2011:RFF,% Andersen:2011:RVF,% Andersen:2012:JRV,% Andreou:2016:UHF,% Asai:2015:LFE,% Asai:2017:RSV,% Baldovin:2015:OPN,% Barigozzi:2014:DSI,% Bauer:2011:FMR,% Bekaert:2014:VVP,% Bekaert:2015:BEG,% Bognanni:2022:CLB,% Bollerslev:2011:DEV,% Bollerslev:2015:SRC,% Bollerslev:2016:EES,% Bollerslev:2019:HDM,% Busch:2011:RIV,% Caporin:2017:CVP,% Carriero:2019:LBV,% Carriero:2022:CLB,% Cavaliere:2010:TCI,% Chan:2013:MAS,% Chen:2014:IVO,% Chen:2015:ADF,% Christensen:2018:DPS,% Clinet:2018:EAV,% Comte:2010:AED,% Corradi:2012:IML,% Corsi:2010:TBV,% Creal:2015:EAT,% Deschamps:2011:BEE,% Diebold:2017:RTF,% Dovonon:2013:BRM,% Duong:2015:EEI,% Engle:2014:PRA,% Fan:2019:SVM,% Fernandez-Villaverde:2015:EDE,% Francq:2015:RPE,% Garcia:2011:EOR,% Golosnoy:2012:CAW,% Goncalves:2011:BCT,% Hafner:2010:EEM,% Ho:2015:SQA,% Hwang:2018:TSS,% Jacod:2017:TNC,% Jacod:2019:EIV,% Jensen:2010:BSS,% Jensen:2014:ESA,% Kim:2018:ATL,% Kim:2019:FGI,% Laurent:2013:LFR,% Li:2016:EEI,% Li:2016:ITV,% Li:2018:UAV,% Liu:2018:EIV,% Maheu:2011:DHF,% Majewski:2015:SPG,% Maneesoonthorn:2012:PFV,% Muller:2011:FDA,% Papanicolaou:2016:VBT,% Park:2016:EAV,% Patton:2011:DBR,% Renault:2011:CER,% Song:2016:TTO,% Todorov:2011:EAJ,% Todorov:2011:RLT,% Xiu:2010:QML,% Xu:2012:RMT,% Xu:2013:PTS,% Yu:2012:SSV,% Zhang:2011:EER,% Zu:2014:ESV,% Zu:2015:NST% }. \NAMECITE{vs}{% Blundell:2010:CMP,% Hong:2012:LUP,% Keane:2010:SVA,% Rust:2010:CSV,% Sizova:2011:IVF% }. \NAMECITE{{Vuong}}{% Ma:2019:IFP% }. \NAMECITE{wage}{% Chen:2010:ETM,% DHaultfoeuille:2018:EQR,% Gutknecht:2016:TMU,% Lee:2010:AWE% }. \NAMECITE{Wages}{% Kennan:2010:WWB,% Ham:2011:MSP% }. \NAMECITE{walk}{% Park:2012:RWC% }. \NAMECITE{{Walker}}{% Dou:2016:GYW,% Zadrozny:2016:EYW% }. \NAMECITE{Wavelet}{% Zhou:2010:WAC,% Chen:2019:IWE% }. \NAMECITE{way}{% Li:2018:ZGM,% Montes-Rojas:2011:RTH,% Xie:1988:SWC,% Xie:2011:CSW% }. \NAMECITE{Weak}{% Kong:2019:WCT,% Caner:2012:CMW,% Caner:2014:NEW,% Chen:2015:OUC,% Chen:2015:SST,% Cherchye:2015:RPT,% Fan:2014:NIC,% Guggenberger:2012:GSU,% Hahn:2011:HTW,% Hansen:2014:IVE,% Inoue:2011:TWI,% Jacobs:2010:CLR,% Magdalinos:2012:MEA,% Mikusheva:2010:RCS,% Mills:2014:TBS,% Sanderson:2016:WIT,% Wang:2016:BII,% Zhu:2015:BST% }. \NAMECITE{weakly}{% Chaudhuri:2011:NMP,% Chudik:2015:CCE,% Onatski:2012:APC% }. \NAMECITE{Wealth}{% Pawasutipaisit:2011:WAF,% Just:2011:CWE% }. \NAMECITE{{Weibull}}{% Cho:2010:TUH% }. \NAMECITE{weight}{% Qu:2015:ESA% }. \NAMECITE{Weighted}{% Armstrong:2014:WKS,% Blasques:2016:WML,% DeLuca:2018:WAL,% Chen:2019:IWE,% Chen:2019:PSG,% Escanciano:2014:UCW,% Francq:2010:IMI,% Hoogerheide:2012:CAI,% Kuersteiner:2012:KWG,% Muller:2019:NWR,% Racine:2017:NCQ,% Romano:2017:RWL,% Ryu:2017:MEE,% Yang:2017:SWL% }. \NAMECITE{Weighted-average}{% DeLuca:2018:WAL% }. \NAMECITE{weighting}{% Canay:2010:SSW% }. \NAMECITE{weights}{% Qu:2017:QES,% Sun:2016:FCS,% Zhang:2018:SWM% }. \NAMECITE{welfare}{% Bhattacharya:2012:IWM,% Gan:2015:NES,% Kennan:2010:WWB,% Lee:2019:AWA% }. \NAMECITE{Well}{% An:2012:WPM,% Maasoumi:2016:SAA% }. \NAMECITE{well-being}{% Maasoumi:2016:SAA% }. \NAMECITE{Well-posedness}{% An:2012:WPM% }. \NAMECITE{where}{% Hicks:2012:SSC% }. \NAMECITE{whether}{% Chen:2013:TWU% }. \NAMECITE{White}{% Zhang:2016:WNT,% DHaultfoeuille:2018:EQR,% Guay:2013:RAR,% Shao:2011:BAS% }. \NAMECITE{{Whittle}}{% Frederiksen:2012:LPW,% Hou:2014:MLW,% Shimotsu:2012:ELW% }. \NAMECITE{whole}{% Hidalgo:2013:TSS% }. \NAMECITE{wild}{% Djogbenou:2019:ATW,% Kline:2012:HOP% }. \NAMECITE{willingness}{% Khwaja:2010:EWP% }. \NAMECITE{window}{% Inoue:2017:RWS% }. \NAMECITE{{Windows}}{% Hong:2012:LUP% }. \NAMECITE{{Wishart}}{% Asai:2015:LFE,% Golosnoy:2012:CAW% }. \NAMECITE{within}{% Chevillon:2018:GUF,% Deza:2015:TSS,% Hill:2016:LSA% }. \NAMECITE{within-region}{% Hill:2016:LSA% }. \NAMECITE{without}{% Ben-Moshe:2017:IAP,% Chen:2018:SEP,% Francq:2013:GMP,% Hausman:2014:ESP,% Hsu:2011:ECM,% Hsu:2014:CST,% Kawaguchi:2017:TRR,% Klein:2010:ECT,% Klein:2010:HTE,% Lee:2014:TIR,% Lewbel:2016:IAT,% Maller:2016:LSD,% Schennach:2019:CI% }. \NAMECITE{women}{% Gilleskie:2010:WAD% }. \NAMECITE{Work}{% Gilleskie:2010:WAD,% Bound:2010:HER% }. \NAMECITE{Workforce}{% Abowd:2011:NEG% }. \NAMECITE{worst}{% Mykland:2019:CSI% }. \NAMECITE{year}{% Slottje:2017:CME% }. \NAMECITE{years}{% Boswijk:2010:TYC,% Flabbi:2010:PGD% }. \NAMECITE{yield}{% Bikbov:2010:NAM,% Egorov:2011:TTY,% Lengwiler:2010:IFY% }. \NAMECITE{yields}{% Kim:2012:TSM% }. \NAMECITE{{Yor}}{% Bassetti:2014:BPD% }. \NAMECITE{young}{% Ham:2011:MSP% }. \NAMECITE{yourself}{% Poirier:2012:WSY% }. \NAMECITE{{Yule}}{% Dou:2016:GYW,% Zadrozny:2016:EYW% }. \NAMECITE{{ZD}}{% Li:2018:ZGM% }. \NAMECITE{{ZD-GARCH}}{% Li:2018:ZGM% }. \NAMECITE{Zellner}{% Anonymous:2013:AZA,% Anonymous:2017:AAZ,% Anonymous:2015:ZA% }. \NAMECITE{zero}{% Kim:2012:TSM,% Kumbhakar:2013:ZIS,% Liu:2018:EIV,% Monfort:2017:SZA% }.