%%% -*-BibTeX-*- %%% ==================================================================== %%% BibTeX-file{ %%% author = "Nelson H. F. Beebe", %%% version = "1.08", %%% date = "12 October 2023", %%% time = "08:51:00 MDT", %%% filename = "economj.bib", %%% address = "University of Utah %%% Department of Mathematics, 110 LCB %%% 155 S 1400 E RM 233 %%% Salt Lake City, UT 84112-0090 %%% USA", %%% telephone = "+1 801 581 5254", %%% FAX = "+1 801 581 4148", %%% URL = "https://www.math.utah.edu/~beebe", %%% checksum = "14148 14363 52542 539958", %%% email = "beebe at math.utah.edu, beebe at acm.org, %%% beebe at computer.org (Internet)", %%% codetable = "ISO/ASCII", %%% keywords = "bibliography; BibTeX; The Econometrics %%% Journal", %%% license = "public domain", %%% supported = "yes", %%% docstring = "This is a complete bibliography of The %%% Econometrics Journal (CODEN none, ISSN %%% 1368-4221 (print), 1368-423X (electronic)), %%% published on behalf of the Royal Economic %%% Society original by Wiley, and since 2019, by %%% Oxford Academic. %%% %%% Publication began with volume 1, number 1, in %%% June 1998. There were two issues per annual %%% volume through volume 7 (2004), and since then, %%% three issues per volume. %%% %%% The journal has Web sites at %%% %%% https://onlinelibrary.wiley.com/journal/1368423x %%% https://academic.oup.com/ectj %%% http://www.res.org.uk/view/econometricshome.html %%% %%% At version 1.08, the COMPLETE year coverage %%% looked like this: %%% %%% 1998 ( 17) 2007 ( 29) 2016 ( 19) %%% 1999 ( 18) 2008 ( 32) 2017 ( 22) %%% 2000 ( 13) 2009 ( 29) 2018 ( 19) %%% 2001 ( 22) 2010 ( 20) 2019 ( 19) %%% 2002 ( 26) 2011 ( 32) 2020 ( 26) %%% 2003 ( 22) 2012 ( 28) 2021 ( 37) %%% 2004 ( 29) 2013 ( 26) 2022 ( 37) %%% 2005 ( 26) 2014 ( 23) 2023 ( 30) %%% 2006 ( 23) 2015 ( 20) %%% %%% Article: 644 %%% %%% Total entries: 644 %%% %%% Entries for this bibliography have been %%% derived primarily from data at the Wiley Web %%% site, but have been augmented by data from %%% the BibNet Project and TeX User Group %%% bibliography archives. %%% %%% Spelling has been verified with the UNIX %%% spell and GNU ispell programs using the %%% exception dictionary stored in the companion %%% file with extension .sok. BibTeX citation %%% tags are uniformly chosen as %%% name:year:abbrev, where name is the family %%% name of the first author or editor, year is a %%% 4-digit number, and abbrev is a 3-letter %%% condensation of important title %%% words. Citation tags were automatically %%% generated by software developed for the %%% BibNet Project. In this bibliography, %%% entries are sorted in publication order using %%% bibsort -byvolume. %%% %%% The checksum field above contains a CRC-16 %%% checksum as the first value, followed by the %%% equivalent of the standard UNIX wc (word %%% count) utility output of lines, words, and %%% characters. This is produced by Robert %%% Solovay's checksum utility.", %%% } %%% ==================================================================== @Preamble{ "\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi" } %%% ==================================================================== %%% Acknowledgement abbreviations: @String{ack-nhfb = "Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 581 4148, e-mail: \path|beebe@math.utah.edu|, \path|beebe@acm.org|, \path|beebe@computer.org| (Internet), URL: \path|https://www.math.utah.edu/~beebe/|"} %%% ==================================================================== %%% Journal abbreviations: @String{j-ECONOM-J = "The Econometrics Journal"} %%% ==================================================================== %%% Bibliography entries, sorted in publication order with ``bibsort %%% --byvolume'': @Article{Gallo:1998:SME, author = "Giampiero M. Gallo and Grayham E. Mizon", title = "Simulation Methods in Econometrics: {Editors}' Introduction", journal = j-ECONOM-J, volume = "1", number = "1", pages = "i--vii", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11001", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 June 2002", } @Article{Proietti:1998:SPA, author = "Tommaso Proietti", title = "Spurious Periodic Autoregressions", journal = j-ECONOM-J, volume = "1", number = "1", pages = "1--22", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11002", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Bauwens:1998:BIG, author = "Luc Bauwens and Michel Lubrano", title = "{Bayesian} Inference on {GARCH} Models Using the {Gibbs} Sampler", journal = j-ECONOM-J, volume = "1", number = "1", pages = "23--46", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11003", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Clements:1998:CFP, author = "Michael P. Clements and Hans-Martin Krolzig", title = "A Comparison of the Forecast Performance of {Markov}-switching and Threshold Autoregressive Models of {US} {GNP}", journal = j-ECONOM-J, volume = "1", number = "1", pages = "47--75", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11004", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Bartel:1998:EKI, author = "Holger Bartel and Helmut L{\"u}tkepohl", title = "Estimating the {Kronecker} Indices of Cointegrated Echelon-form {VARMA} Models", journal = j-ECONOM-J, volume = "1", number = "1", pages = "76--99", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11005", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Calzolari:1998:CVV, author = "Giorgio Calzolari and Francesca {Di Iorio} and Gabriele Fiorentini", title = "Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time", journal = j-ECONOM-J, volume = "1", number = "1", pages = "100--112", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11006", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Monfardini:1998:ESV, author = "Chiara Monfardini", title = "Estimating Stochastic Volatility Models Through Indirect Inference", journal = j-ECONOM-J, volume = "1", number = "1", pages = "113--128", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11007", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Kamionka:1998:SML, author = "Thierry Kamionka", title = "Simulated Maximum Likelihood Estimation in Transition Models", journal = j-ECONOM-J, volume = "1", number = "1", pages = "129--153", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11008", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Dufour:1998:SBF, author = "Jean-Marie Dufour and Abdeljelil Farhat and Lucien Gardiol and Lynda Khalaf", title = "Simulation-based Finite Sample Normality Tests in Linear Regressions", journal = j-ECONOM-J, volume = "1", number = "1", pages = "154--173", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11009", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Manrique:1998:SBL, author = "Aurora Manrique and Neil Shephard", title = "Simulation-based Likelihood Inference for Limited Dependent Processes", journal = j-ECONOM-J, volume = "1", number = "1", pages = "174--202", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.11010", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Ericsson:1998:FEF, author = "Neil R. Ericsson and Jaime Marquez", title = "A Framework for Economic Forecasting", journal = j-ECONOM-J, volume = "1", number = "1", pages = "203--227", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00012", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{vanderSluis:1998:CAS, author = "Pieter J. van der Sluis", title = "Computationally Attractive Stability Tests for the Efficient Method of Moments", journal = j-ECONOM-J, volume = "1", number = "1", pages = "203--227", month = jun, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00011", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2008", } @Article{Hendry:1998:EJR, author = "David F. Hendry and Neil Shephard", title = "The Econometrics Journal of the {Royal} Economic Society: Foreword", journal = j-ECONOM-J, volume = "1", number = "2", pages = "i--ii", month = dec, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.12013", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 June 2002", } @Article{Sentana:1998:RBC, author = "Enrique Sentana", title = "The Relation Between Conditionally Heteroskedastic Factor Models and Factor {GARCH} Models", journal = j-ECONOM-J, volume = "1", number = "2", pages = "1--9", month = dec, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.12014", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 June 2002", } @Article{Larsson:1998:DAU, author = "Rolf Larsson", title = "Distribution Approximation of Unit Root Tests in Autoregressive Models", journal = j-ECONOM-J, volume = "1", number = "2", pages = "10--26", month = dec, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.12015", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 June 2002", } @Article{Xiao:1998:ACT, author = "Zhijie Xiao and Peter C. B. Phillips", title = "An {ADF} Coefficient Test for a Unit Root in {ARMA} Models of Unknown Order with Empirical Applications to the {US} Economy", journal = j-ECONOM-J, volume = "1", number = "2", pages = "27--43", month = dec, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.12016", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 June 2002", } @Article{Kiviet:1998:DFA, author = "Jan F. Kiviet and Garry D. A. Phillips", title = "Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models", journal = j-ECONOM-J, volume = "1", number = "2", pages = "44--70", month = dec, year = "1998", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.12017", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:44 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 June 2002", } @Article{Lechner:1999:NBE, author = "Michael Lechner", title = "Nonparametric bounds on employment and income effects of continuous vocational training in {East} {Germany}", journal = j-ECONOM-J, volume = "2", number = "1", pages = "1--28", month = jun, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00018", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Munkin:1999:SML, author = "Murat K. Munkin and Pravin K. Trivedi", title = "Simulated maximum likelihood estimation of multivariate mixed-{Poisson} regression models, with application", journal = j-ECONOM-J, volume = "2", number = "1", pages = "29--48", month = jun, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00019", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Dardanoni:1999:ILC, author = "Valentino Dardanoni and Antonio Forcina", title = "Inference for {Lorenz} curve orderings", journal = j-ECONOM-J, volume = "2", number = "1", pages = "49--75", month = jun, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00020", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Rahbek:1999:CRI, author = "Anders Rahbek and Rocco Mosconi", title = "Cointegration rank inference with stationary regressors in {VAR} models", journal = j-ECONOM-J, volume = "2", number = "1", pages = "76--91", month = jun, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00021", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Leybourne:1999:BDF, author = "Stephen J. Leybourne and Paul Newbold", title = "The behaviour of {Dickey--Fuller} and {Phillips-Perron} tests under the alternative hypothesis", journal = j-ECONOM-J, volume = "2", number = "1", pages = "92--100", month = jun, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00022", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Koopman:1999:SAM, author = "Siem Jan Koopman and Neil Shephard and Jurgen A. Doornik", title = "Statistical algorithms for models in state space using {SsfPack} 2.2", journal = j-ECONOM-J, volume = "2", number = "1", pages = "107--160", month = jun, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00023", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Ooms:1999:RSS, author = "Marius Ooms", title = "Review of {SsfPack 2.2}: statistical algorithms for models in state space", journal = j-ECONOM-J, volume = "2", number = "1", pages = "161--166", month = jun, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00024", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Hoover:1999:DMR, author = "Kevin D. Hoover and Stephen J. Perez", title = "Data mining reconsidered: encompassing and the general-to-specific approach to specification search", journal = j-ECONOM-J, volume = "2", number = "2", pages = "167--191", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00025", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See comments \cite{Hansen:1999:DDM,Hendry:1999:IDM,Hand:1999:DCD}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Hansen:1999:DDM, author = "Bruce E. Hansen", title = "Discussion of `Data mining reconsidered'", journal = j-ECONOM-J, volume = "2", number = "2", pages = "192--201", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00026", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See \cite{Hoover:1999:DMR}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Hendry:1999:IDM, author = "David F. Hendry and Hans-Martin Krolzig", title = "Improving on {`Data mining reconsidered' by K. D. Hoover and S. J. Perez}", journal = j-ECONOM-J, volume = "2", number = "2", pages = "202--219", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00027", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See \cite{Hoover:1999:DMR}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Granger:1999:DML, author = "Clive Granger and Allan Timmermann", title = "Data mining with local model specification uncertainty: a discussion of {Hoover} and Perez", journal = j-ECONOM-J, volume = "2", number = "2", pages = "220--225", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00028", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Campos:1999:CDM, author = "Julia Campos and Neil R. Ericsson", title = "Constructive data mining: modeling consumers' expenditure in {Venezuela}", journal = j-ECONOM-J, volume = "2", number = "2", pages = "226--240", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00029", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Hand:1999:DCD, author = "David J. Hand", title = "Discussion contribution on {`Data mining reconsidered: encompassing and the general-to-specific approach to specification search' by Hoover and Perez}", journal = j-ECONOM-J, volume = "2", number = "2", pages = "241--243", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00030", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See \cite{Hoover:1999:DMR}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Hoover:1999:ROD, author = "Kevin D. Hoover and Stephen J. Perez", title = "Reply to our discussants", journal = j-ECONOM-J, volume = "2", number = "2", pages = "244--247", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00031", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Sherman:1999:CCM, author = "Robert P. Sherman and Yu-Yun K. Ho and Siddhartha R. Dalal", title = "Conditions for convergence of {Monte Carlo} {EM} sequences with an application to product diffusion modeling", journal = j-ECONOM-J, volume = "2", number = "2", pages = "248--267", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00032", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Buttler:1999:OCS, author = "Hans-J{\"u}rg B{\"u}ttler", title = "The optimal capital structure of a liquidity-insuring bank", journal = j-ECONOM-J, volume = "2", number = "2", pages = "268--291", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00033", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Abrevaya:1999:RET, author = "Jason Abrevaya", title = "Rank estimation of a transformation model with observed truncation", journal = j-ECONOM-J, volume = "2", number = "2", pages = "292--305", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00034", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Hansen:1999:STP, author = "Henrik Hansen and S{\o}ren Johansen", title = "Some tests for parameter constancy in cointegrated {VAR}-models", journal = j-ECONOM-J, volume = "2", number = "2", pages = "306--333", month = dec, year = "1999", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00035", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:45 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 April 2002", } @Article{Leybourne:2000:BSS, author = "Stephen J. Leybourne and Paul Newbold", title = "Behaviour of the standard and symmetric {Dickey--Fuller}-type tests when there is a break under the null hypothesis", journal = j-ECONOM-J, volume = "3", number = "1", pages = "1--15", month = jun, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00036", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Grammig:2000:NMH, author = "Joachim Grammig and Kai-Oliver Maurer", title = "Non-monotonic hazard functions and the autoregressive conditional duration model", journal = j-ECONOM-J, volume = "3", number = "1", pages = "16--38", month = jun, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00037", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Kaufmann:2000:MBC, author = "Sylvia Kaufmann", title = "Measuring business cycles with a dynamic {Markov} switching factor model: an assessment using {Bayesian} simulation methods", journal = j-ECONOM-J, volume = "3", number = "1", pages = "39--65", month = jun, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00038", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Godfrey:2000:CSL, author = "Leslie G. Godfrey and Chris D. Orme", title = "Controlling the significance levels of prediction error tests for linear regression models", journal = j-ECONOM-J, volume = "3", number = "1", pages = "66--83", month = jun, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00039", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Harvey:2000:SEF, author = "Andrew Harvey and Siem Jan Koopman", title = "Signal extraction and the formulation of unobserved components models", journal = j-ECONOM-J, volume = "3", number = "1", pages = "84--107", month = jun, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00040", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Hornok:2000:FSD, author = "Attila Hornok and Rolf Larsson", title = "The finite sample distribution of the {KPSS} test", journal = j-ECONOM-J, volume = "3", number = "1", pages = "108--121", month = jun, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00041", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Sorensen:2000:PBE, author = "Michael S{\o}rensen", title = "Prediction-based estimating functions", journal = j-ECONOM-J, volume = "3", number = "2", pages = "123--147", month = dec, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00042", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Hadri:2000:TSH, author = "Kaddour Hadri", title = "Testing for stationarity in heterogeneous panel data", journal = j-ECONOM-J, volume = "3", number = "2", pages = "148--161", month = dec, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00043", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Petursson:2000:RHD, author = "Th{\'o}rarinn G. P{\'e}tursson", title = "The representative household's demand for money in a cointegrated {VAR} model", journal = j-ECONOM-J, volume = "3", number = "2", pages = "162--176", month = dec, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00044", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Hafner:2000:TLA, author = "Christian M. Hafner and Helmut Herwartz", title = "Testing for linear autoregressive dynamics under heteroskedasticity", journal = j-ECONOM-J, volume = "3", number = "2", pages = "177--197", month = dec, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00045", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Meyer:2000:BBA, author = "Renate Meyer and Jun Yu", title = "{BUGS} for a {Bayesian} analysis of stochastic volatility models", journal = j-ECONOM-J, volume = "3", number = "2", pages = "198--215", month = dec, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00046", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Johansen:2000:CAP, author = "S{\o}ren Johansen and Rocco Mosconi and Bent Nielsen", title = "Cointegration analysis in the presence of structural breaks in the deterministic trend", journal = j-ECONOM-J, volume = "3", number = "2", pages = "216--249", month = dec, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00047", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Franses:2000:DOD, author = "Philip Hans Franses and A. M. Robert Taylor", title = "Determining the order of differencing in seasonal time series processes", journal = j-ECONOM-J, volume = "3", number = "2", pages = "250--264", month = dec, year = "2000", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00048", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2002", } @Article{Newbold:2001:FEE, author = "Paul Newbold and Richard J. Smith", title = "Forecasting in Econometrics: {Editors}' introduction", journal = j-ECONOM-J, volume = "4", number = "1", pages = "1--2", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00049", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Clements:2001:FDS, author = "Michael P. Clements and David. F. Hendry", title = "Forecasting with difference-stationary and trend-stationary models", journal = j-ECONOM-J, volume = "4", number = "1", pages = "1--19", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00050", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Chang:2001:NEM, author = "Yoosoon Chang and Joon Y. Park and Peter C. B. Phillips", title = "Nonlinear econometric models with cointegrated and deterministically trending regressors", journal = j-ECONOM-J, volume = "4", number = "1", pages = "1--36", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00054", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Artis:2001:FFT, author = "Michael Artis and Massimiliano Marcellino", title = "Fiscal forecasting: The track record of the {IMF}, {OECD} and {EC}", journal = j-ECONOM-J, volume = "4", number = "1", pages = "20--36", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00051", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Koop:2001:AFN, author = "Gary Koop and Simon M. Potter", title = "Are apparent findings of nonlinearity due to structural instability in economic time series?", journal = j-ECONOM-J, volume = "4", number = "1", pages = "37--55", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00055", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Moffatt:2001:GCM, author = "Peter G. Moffatt", title = "Graphical conditional moment tests", journal = j-ECONOM-J, volume = "4", number = "1", pages = "56--69", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00056", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Cavaliere:2001:TUR, author = "Giuseppe Cavaliere", title = "Testing the unit root hypothesis using generalized range statistics", journal = j-ECONOM-J, volume = "4", number = "1", pages = "70--88", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00057", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{McKenzie:2001:EAM, author = "David J. McKenzie", title = "Estimation of {AR(1)} models with unequally spaced pseudo-panels", journal = j-ECONOM-J, volume = "4", number = "1", pages = "89--108", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00058", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Larsson:2001:LBC, author = "Rolf Larsson and Johan Lyhagen and Mickael L{\"o}thgren", title = "Likelihood-based cointegration tests in heterogeneous panels", journal = j-ECONOM-J, volume = "4", number = "1", pages = "109--142", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00059", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See corrigendum \cite{Orsal:2011:CLB}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Perron:2001:AAN, author = "Pierre Perron and Cosme Vodounou", title = "Asymptotic approximations in the near-integrated model with a non-zero initial condition", journal = j-ECONOM-J, volume = "4", number = "1", pages = "143--169", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00060", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Harvey:2001:APU, author = "David I. Harvey and Stephen J. Leybourne and Paul Newbold", title = "Analysis of a panel of {UK} macroeconomic forecasts", journal = j-ECONOM-J, volume = "4", number = "1", pages = "S37--S55", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00052", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Camba-Mendez:2001:ALI, author = "Gonzalo Camba-Mendez and George Kapetanios and Richard J. Smith and Martin R. Weale", title = "An automatic leading indicator of economic activity: forecasting {GDP} growth for {European} countries", journal = j-ECONOM-J, volume = "4", number = "1", pages = "S56--S90", month = jun, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00053", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:46 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Hsu:2001:DBT, author = "Chih-Chiang Hsu and Chung-Ming Kuan", title = "Distinguishing between trend-break models: method and empirical evidence", journal = j-ECONOM-J, volume = "4", number = "2", pages = "171--190", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00061", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2002", } @Article{Petursson:2001:WFE, author = "Th{\'o}rarinn G. P{\'e}tursson and Torsten Sl{\o}k", title = "Wage formation and employment in a cointegrated {VAR} model", journal = j-ECONOM-J, volume = "4", number = "2", pages = "191--209", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00062", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Yu:2001:GAC, author = "Jun Yu and Peter C. B. Phillips", title = "A {Gaussian} approach for continuous time models of the short-term interest rate", journal = j-ECONOM-J, volume = "4", number = "2", pages = "210--224", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00063", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See corrigendum \cite{Phillips:2011:CGA}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2002", } @Article{Psaradakis:2001:MLS, author = "Zacharias Psaradakis", title = "{Markov} level shifts and the unit-root hypothesis", journal = j-ECONOM-J, volume = "4", number = "2", pages = "225--241", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00064", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2002", } @Article{Dietrich:2001:LDR, author = "Franz K. Dietrich", title = "The limiting distribution of the $t$-ratio for the unit root test in an {AR(1)}", journal = j-ECONOM-J, volume = "4", number = "2", pages = "242--256", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00065", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2008", } @Article{Koop:2001:TOJ, author = "Gary Koop and Dale J. Poirier", title = "Testing for optimality in job search models", journal = j-ECONOM-J, volume = "4", number = "2", pages = "257--272", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00066", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2002", } @Article{Bhargava:2001:SSI, author = "Alok Bhargava", title = "Stochastic specification and the international {GDP} series", journal = j-ECONOM-J, volume = "4", number = "2", pages = "273--286", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00067", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2002", } @Article{Luutkepohl:2001:MEV, author = "Helmut L{\"u}utkepohl and Pentti Saikkonen and Carsten Trenkler", title = "Maximum eigenvalue versus trace tests for the cointegrating rank of a {VAR} process", journal = j-ECONOM-J, volume = "4", number = "2", pages = "287--310", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00068", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2002", } @Article{Baardsen:2001:RPW, author = "Gunnar B{\aa}rdsen", title = "Review of {PcGets 1} for {Windows}", journal = j-ECONOM-J, volume = "4", number = "2", pages = "311--318", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00069", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2002", } @Article{Jensen:2001:NSM, author = "Morten B. Jensen and Asger Lunde", title = "The {NIG--S\&ARCH} model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model", journal = j-ECONOM-J, volume = "4", number = "2", pages = "319--342", month = dec, year = "2001", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00070", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 June 2002", } @Article{Rivers:2002:MST, author = "Douglas Rivers and Quang Vuong", title = "Model selection tests for nonlinear dynamic models", journal = j-ECONOM-J, volume = "5", number = "1", pages = "1--39", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00071", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Eitrheim:2002:PFF, author = "{\O}yvind Eitrheim and Eilev Jansen and Ragnar Nymoen", title = "Progress from forecast failure --- the {Norwegian} consumption function", journal = j-ECONOM-J, volume = "5", number = "1", pages = "40--64", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00072", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Paruolo:2002:MCE, author = "Paolo Paruolo", title = "On {Monte Carlo} estimation of relative power", journal = j-ECONOM-J, volume = "5", number = "1", pages = "65--75", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00073", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Abadir:2002:NEP, author = "Karim Abadir and Jan Magnus", title = "Notation in econometrics: a proposal for a standard", journal = j-ECONOM-J, volume = "5", number = "1", pages = "76--90", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00074", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Nicolau:2002:NTS, author = "Jo{\~a}o Nicolau", title = "A new technique for simulating the likelihood of stochastic differential equations", journal = j-ECONOM-J, volume = "5", number = "1", pages = "91--103", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00075", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Bravo:2002:TLR, author = "Francesco Bravo", title = "Testing linear restrictions in linear models with empirical likelihood", journal = j-ECONOM-J, volume = "5", number = "1", pages = "104--130", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00076", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Paparoditis:2002:TBB, author = "Efstathios Paparoditis and Dimitris Politis", title = "The tapered block bootstrap for general statistics from stationary sequences", journal = j-ECONOM-J, volume = "5", number = "1", pages = "131--148", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00077", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{vanGarderen:2002:EID, author = "Kees Jan van Garderen and Chandra Shah", title = "Exact interpretation of dummy variables in semilogarithmic equations", journal = j-ECONOM-J, volume = "5", number = "1", pages = "149--159", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00078", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Davidson:2002:CKV, author = "James Davidson and Robert {De Jong}", title = "Consistency of kernel variance estimators for sums of semiparametric linear processes", journal = j-ECONOM-J, volume = "5", number = "1", pages = "160--175", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00079", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Rodrigues:2002:LTT, author = "Paulo Rodrigues", title = "On {LM} type tests for seasonal unit roots in quarterly data", journal = j-ECONOM-J, volume = "5", number = "1", pages = "176--195", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00080", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Ng:2002:FAT, author = "Serena Ng and Timothy Vogelsang", title = "Forecasting autoregressive time series in the presence of deterministic components", journal = j-ECONOM-J, volume = "5", number = "1", pages = "196--224", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00081", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Magnus:2002:EMU, author = "Jan Magnus", title = "Estimation of the mean of a univariate normal distribution with known variance", journal = j-ECONOM-J, volume = "5", number = "1", pages = "225--236", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00082", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Zaman:2002:MLE, author = "Asad Zaman", title = "Maximum likelihood estimates for the {Hildreth--Houck} random coefficients model", journal = j-ECONOM-J, volume = "5", number = "1", pages = "237--262", month = jun, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00083", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:47 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2002", } @Article{Dahl:2002:ITL, author = "Christian M. Dahl", title = "An investigation of tests for linearity and the accuracy of likelihood based inference using random fields", journal = j-ECONOM-J, volume = "5", number = "2", pages = "263--284", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00084", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Ericsson:2002:DEC, author = "Neil R. Ericsson and James G. MacKinnon", title = "Distributions of error correction tests for cointegration", journal = j-ECONOM-J, volume = "5", number = "2", pages = "285--318", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00085", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Clements:2002:MMF, author = "Michael P. Clements and David F. Hendry", title = "Modelling methodology and forecast failure", journal = j-ECONOM-J, volume = "5", number = "2", pages = "319--344", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00086", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Demos:2002:MDS, author = "Antonis Demos", title = "Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model", journal = j-ECONOM-J, volume = "5", number = "2", pages = "345--357", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00087", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Tse:2002:RBD, author = "Y. K. Tse", title = "Residual-based diagnostics for conditional heteroscedasticity models", journal = j-ECONOM-J, volume = "5", number = "2", pages = "358--374", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00088", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Yang:2002:LLM, author = "Minxian Yang", title = "Lag length and mean break in stationary {VAR} models", journal = j-ECONOM-J, volume = "5", number = "2", pages = "374--387", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00089", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Kluppelberg:2002:TRR, author = "Claudia Kl{\"u}ppelberg and Ross A. Maller and Mark {Van De Vyver} and Derick Wee", title = "Testing for reduction to random walk in autoregressive conditional heteroskedasticity models", journal = j-ECONOM-J, volume = "5", number = "2", pages = "387--416", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00090", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Breslaw:2002:MPE, author = "Jon A. Breslaw", title = "Multinomial probit estimation without nuisance parameters", journal = j-ECONOM-J, volume = "5", number = "2", pages = "417--434", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00091", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Yoshida:2002:ESF, author = "Atsushi Yoshida and Alessandra Guariglia", title = "Estimating saving functions in the presence of excessive-zeros problems", journal = j-ECONOM-J, volume = "5", number = "2", pages = "435--456", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00092", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Bond:2002:PEA, author = "Stephen Bond and Frank Windmeijer", title = "Projection estimators for autoregressive panel data models", journal = j-ECONOM-J, volume = "5", number = "2", pages = "457--479", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00093", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Baltagi:2002:CSA, author = "Badi H. Baltagi and Seuck H. Song and Byoung C. Jung", title = "A comparative study of alternative estimators for the unbalanced two-way error component regression model", journal = j-ECONOM-J, volume = "5", number = "2", pages = "480--493", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00094", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Altissimo:2002:BIN, author = "Filippo Altissimo and Valentina Corradi", title = "Bounds for inference with nuisance parameters present only under the alternative", journal = j-ECONOM-J, volume = "5", number = "2", pages = "494--519", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00095", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Bailey:2002:OTA, author = "Ralph W. Bailey and A. M. Robert Taylor", title = "An optimal test against a random walk component in a non-orthogonal unobserved components model", journal = j-ECONOM-J, volume = "5", number = "2", pages = "520--532", month = dec, year = "2002", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00096", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2003", } @Article{Koning:2003:DCS, author = "Ruud H. Koning and Geert Ridder", title = "Discrete choice and stochastic utility maximization", journal = j-ECONOM-J, volume = "6", number = "1", pages = "1--27", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00097", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Kondo:2003:HPI, author = "Yasushi Kondo and Myoung-jae Lee", title = "Hedonic price index estimation under mean-independence of time dummies from quality characteristics", journal = j-ECONOM-J, volume = "6", number = "1", pages = "28--45", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00098", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Silva:2003:NEM, author = "J. M. C. Santos Silva", title = "A note on the estimation of mixture models under endogenous sampling", journal = j-ECONOM-J, volume = "6", number = "1", pages = "46--52", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00100", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Kongsted:2003:CAS, author = "Hans Christian Kongsted", title = "An {$ I(2) $} cointegration analysis of small-country import price determination", journal = j-ECONOM-J, volume = "6", number = "1", pages = "53--71", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00099", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Bai:2003:CVM, author = "Jushan Bai and Pierre Perron", title = "Critical values for multiple structural change tests", journal = j-ECONOM-J, volume = "6", number = "1", pages = "72--78", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00102", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Dijk:2003:EIT, author = "Dick {Van Dijk} and Birgit Strikholm and Timo Ter{\"a}svirta", title = "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series", journal = j-ECONOM-J, volume = "6", number = "1", pages = "79--98", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00103", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Smith:2003:MSS, author = "Murray D. Smith", title = "Modelling sample selection using {Archimedean} copulas", journal = j-ECONOM-J, volume = "6", number = "1", pages = "99--123", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00101", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Marriott:2003:EET, author = "J. M. Marriott and J. C. Naylor and A. R. Tremayne", title = "Exploring economic time series: a {Bayesian} graphical approach", journal = j-ECONOM-J, volume = "6", number = "1", pages = "124--145", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00105", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Karanasos:2003:MAE, author = "M. Karanasos and J. Kim", title = "Moments of the {ARMA--EGARCH} model", journal = j-ECONOM-J, volume = "6", number = "1", pages = "146--166", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00104", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Chong:2003:GCB, author = "Terence Tai-Leung Chong", title = "Generic consistency of the break-point estimator under specification errors", journal = j-ECONOM-J, volume = "6", number = "1", pages = "167--192", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00106", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Cavaliere:2003:AUR, author = "Giuseppe Cavaliere", title = "Asymptotics for unit root tests under {Markov} regime-switching", journal = j-ECONOM-J, volume = "6", number = "1", pages = "193--216", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00107", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Phillips:2003:DPE, author = "Peter C. B. Phillips and Donggyu Sul", title = "Dynamic panel estimation and homogeneity testing under cross section dependence", journal = j-ECONOM-J, volume = "6", number = "1", pages = "217--259", month = jun, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.00108", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:48 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2003", } @Article{Fan:2003:SEV, author = "Jianqing Fan and Juan Gu", title = "Semiparametric estimation of Value at Risk", journal = j-ECONOM-J, volume = "6", number = "2", pages = "261--290", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00109", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Leybourne:2003:TCP, author = "Stephen Leybourne and Tae-Hwan Kim and Vanessa Smith and Paul Newbold", title = "Tests for a change in persistence against the null of difference-stationarity", journal = j-ECONOM-J, volume = "6", number = "2", pages = "291--311", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00110", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Vrontos:2003:FFM, author = "I. D. Vrontos and P. Dellaportas and D. N. Politis", title = "A full-factor multivariate {GARCH} model", journal = j-ECONOM-J, volume = "6", number = "2", pages = "312--334", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00111", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Meddahi:2003:ARI, author = "Nour Meddahi", title = "{ARMA} representation of integrated and realized variances", journal = j-ECONOM-J, volume = "6", number = "2", pages = "335--356", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00112", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Blake:2003:RBF, author = "Andrew P. Blake and George Kapetanios", title = "A radial basis function artificial neural network test for neglected nonlinearity", journal = j-ECONOM-J, volume = "6", number = "2", pages = "357--373", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00113", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Aasness:2003:DPM, author = "J{\o}rgen Aasness and Erik Bi{\o}rn and Terje Skjerpen", title = "Distribution of preferences and measurement errors in a disaggregated expenditure system", journal = j-ECONOM-J, volume = "6", number = "2", pages = "374--400", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00114", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Karaca-Mandic:2003:SEC, author = "Pinar Karaca-Mandic and Kenneth Train", title = "Standard error correction in two-stage estimation with nested samples", journal = j-ECONOM-J, volume = "6", number = "2", pages = "401--407", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00115", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Meyer:2003:SVB, author = "Renate Meyer and David A. Fournier and Andreas Berg", title = "Stochastic volatility: {Bayesian} computation using automatic differentiation and the extended {Kalman} filter", journal = j-ECONOM-J, volume = "6", number = "2", pages = "408--420", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00116", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Sen:2003:LBD, author = "A. Sen", title = "Limiting behaviour of {Dickey--Fuller} {$F$}-tests under the crash model alternative", journal = j-ECONOM-J, volume = "6", number = "2", pages = "421--429", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00117", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Baardsen:2003:EIT, author = "Gunnar B{\aa}rdsen and Eilev S. Jansen and Ragnar Nymoen", title = "Econometric inflation targeting", journal = j-ECONOM-J, volume = "6", number = "2", pages = "430--461", month = dec, year = "2003", CODEN = "????", DOI = "https://doi.org/10.1111/1368-423X.t01-1-00118", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 November 2003", } @Article{Hendry:2004:PF, author = "David F. Hendry and Michael P. Clements", title = "Pooling of forecasts", journal = j-ECONOM-J, volume = "7", number = "1", pages = "1--31", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00119.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Pitarakis:2004:LSE, author = "Jean-Yves Pitarakis", title = "Least squares estimation and tests of breaks in mean and variance under misspecification", journal = j-ECONOM-J, volume = "7", number = "1", pages = "32--54", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00120.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Kilic:2004:LTS, author = "Rehim Kili{\c{c}}", title = "Linearity tests and stationarity", journal = j-ECONOM-J, volume = "7", number = "1", pages = "55--62", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00121.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Nielsen:2004:EIM, author = "Morten {\O}rregaard Nielsen", title = "Efficient inference in multivariate fractionally integrated time series models", journal = j-ECONOM-J, volume = "7", number = "1", pages = "63--97", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00122.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Greene:2004:BML, author = "William Greene", title = "The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects", journal = j-ECONOM-J, volume = "7", number = "1", pages = "98--119", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00123.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Zhang:2004:SED, author = "Wei Zhang and Lung-fei Lee", title = "Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers", journal = j-ECONOM-J, volume = "7", number = "1", pages = "120--142", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00124.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Fruhwirth-Schnatter:2004:EML, author = "Sylvia Fr{\"u}hwirth-Schnatter", title = "Estimating marginal likelihoods for mixture and {Markov} switching models using bridge sampling techniques", journal = j-ECONOM-J, volume = "7", number = "1", pages = "143--167", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00125.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Dolado:2004:AIR, author = "Juan J. Dolado and Francesc Marmol", title = "Asymptotic inference results for multivariate long-memory processes", journal = j-ECONOM-J, volume = "7", number = "1", pages = "168--190", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00126.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Harris:2004:DCR, author = "D. Harris and D. S. Poskitt", title = "Determination of cointegrating rank in partially non-stationary processes via a generalised von-{Neumann} criterion", journal = j-ECONOM-J, volume = "7", number = "1", pages = "191--217", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00127.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Kim:2004:TSQ, author = "Tae-Hwan Kim and Christophe Muller", title = "Two-stage quantile regression when the first stage is based on quantile regression", journal = j-ECONOM-J, volume = "7", number = "1", pages = "218--231", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00128.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Runstler:2004:MPS, author = "Gerhard R{\"u}nstler", title = "Modelling phase shifts among stochastic cycles", journal = j-ECONOM-J, volume = "7", number = "1", pages = "232--248", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00129.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Nielsen:2004:CAP, author = "Heino Bohn Nielsen", title = "Cointegration analysis in the presence of outliers", journal = j-ECONOM-J, volume = "7", number = "1", pages = "249--271", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00130.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Hahn:2004:EWI, author = "Jinyong Hahn and Jerry Hausman and Guido Kuersteiner", title = "Estimation with weak instruments: Accuracy of higher-order bias and {MSE} approximations", journal = j-ECONOM-J, volume = "7", number = "1", pages = "272--306", month = jun, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00131.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 June 2004", } @Article{Castro:2004:CSA, author = "Tomas {Del Barrio Castro} and Denise R. Osborn", title = "The consequences of seasonal adjustment for periodic autoregressive processes", journal = j-ECONOM-J, volume = "7", number = "2", pages = "307--321", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00132.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Banerjee:2004:SCU, author = "Anindya Banerjee and Massimiliano Marcellino and Chiara Osbat", title = "Some cautions on the use of panel methods for integrated series of macroeconomic data", journal = j-ECONOM-J, volume = "7", number = "2", pages = "322--340", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00133.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Choi:2004:TLC, author = "In Choi and Pentti Saikkonen", title = "Testing linearity in cointegrating smooth transition regressions", journal = j-ECONOM-J, volume = "7", number = "2", pages = "341--365", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00134.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Abrevaya:2004:RET, author = "Jason Abrevaya and Jerry A. Hausman", title = "Response error in a transformation model with an application to earnings-equation estimation", journal = j-ECONOM-J, volume = "7", number = "2", pages = "366--388", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00135.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Johansen:2004:MTE, author = "S{\o}ren Johansen and Anders Rygh Swensen", title = "More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term", journal = j-ECONOM-J, volume = "7", number = "2", pages = "389--397", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00136.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Tsionas:2004:MSS, author = "Efthymios G. Tsionas and Subal C. Kumbhakar", title = "{Markov} switching stochastic frontier model", journal = j-ECONOM-J, volume = "7", number = "2", pages = "398--425", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00137.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Alfo:2004:SMM, author = "Marco Alf{\`o} and Giovanni Trovato", title = "Semiparametric mixture models for multivariate count data, with application", journal = j-ECONOM-J, volume = "7", number = "2", pages = "426--454", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00138.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Gabriel:2004:FAA, author = "Vasco J. Gabriel and Luis F. Martins", title = "On the forecasting ability of {ARFIMA} models when infrequent breaks occur", journal = j-ECONOM-J, volume = "7", number = "2", pages = "455--475", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00139.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Akram:2004:OPE, author = "Q. Farooq Akram", title = "Oil prices and exchange rates: {Norwegian} evidence", journal = j-ECONOM-J, volume = "7", number = "2", pages = "476--504", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00140.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Gospodinov:2004:ACI, author = "Nikolay Gospodinov", title = "Asymptotic confidence intervals for impulse responses of near-integrated processes", journal = j-ECONOM-J, volume = "7", number = "2", pages = "505--527", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00141.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Ohn:2004:TDD, author = "Jonathan Ohn and Larry W. Taylor and Adrian Pagan", title = "Testing for duration dependence in economic cycles", journal = j-ECONOM-J, volume = "7", number = "2", pages = "528--549", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00142.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Koop:2004:FDF, author = "Gary Koop and Simon Potter", title = "Forecasting in dynamic factor models using {Bayesian} model averaging", journal = j-ECONOM-J, volume = "7", number = "2", pages = "550--565", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00143.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Cameron:2004:MDC, author = "A. Colin Cameron and Tong Li and Pravin K. Trivedi and David M. Zimmer", title = "Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts", journal = j-ECONOM-J, volume = "7", number = "2", pages = "566--584", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00144.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Panopoulou:2004:CAD, author = "Ekaterini Panopoulou and Nikitas Pittis", title = "A comparison of autoregressive distributed lag and dynamic {OLS} cointegration estimators in the case of a serially correlated cointegration error", journal = j-ECONOM-J, volume = "7", number = "2", pages = "585--617", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00145.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Heaton:2004:ICF, author = "Chris Heaton and Victor Solo", title = "Identification of causal factor models of stationary time series", journal = j-ECONOM-J, volume = "7", number = "2", pages = "618--627", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00146.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Bec:2004:VEC, author = "Fr{\'e}d{\'e}rique Bec and Anders Rahbek", title = "Vector equilibrium correction models with non-linear discontinuous adjustments", journal = j-ECONOM-J, volume = "7", number = "2", pages = "628--651", month = dec, year = "2004", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2004.00147.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:49 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2004", } @Article{Romeu:2005:CEB, author = "Andr{\'e}s Romeu and Marcos Vera-Hern{\'a}ndez", title = "Counts with an endogenous binary regressor: A series expansion approach", journal = j-ECONOM-J, volume = "8", number = "1", pages = "1--22", month = mar, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00148.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 March 2005", } @Article{Hansen:2005:GRT, author = "Peter Reinhard Hansen", title = "{Granger}'s representation theorem: A closed-form expression for I (1) processes", journal = j-ECONOM-J, volume = "8", number = "1", pages = "23--38", month = mar, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00149.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 March 2005", } @Article{Magnus:2005:TE, author = "Jan R. Magnus and Ashoke K. Sinha", title = "On {Theil}'s errors", journal = j-ECONOM-J, volume = "8", number = "1", pages = "39--54", month = mar, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00150.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 March 2005", } @Article{Hadri:2005:TSH, author = "Kaddour Hadri and Rolf Larsson", title = "Testing for stationarity in heterogeneous panel data where the time dimension is finite", journal = j-ECONOM-J, volume = "8", number = "1", pages = "55--69", month = mar, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00151.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 March 2005", } @Article{Machado:2005:BEC, author = "Jos{\'e} A. F. Machado and Paulo Parente", title = "Bootstrap estimation of covariance matrices via the percentile method", journal = j-ECONOM-J, volume = "8", number = "1", pages = "70--78", month = mar, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00152.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 March 2005", } @Article{Chung:2005:EEP, author = "Jeff Chung and Li Gan", title = "Estimating the effect of price limits on limit-hitting days", journal = j-ECONOM-J, volume = "8", number = "1", pages = "79--96", month = mar, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00153.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 March 2005", } @Article{Harvey:2005:TUR, author = "David I. Harvey and Stephen J. Leybourne", title = "On testing for unit roots and the initial observation", journal = j-ECONOM-J, volume = "8", number = "1", pages = "97--111", month = mar, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00154.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 March 2005", } @Article{Anonymous:2005:C, author = "Anonymous", title = "Corrigendum", journal = j-ECONOM-J, volume = "8", number = "1", pages = "112--113", month = mar, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00155.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 March 2005", } @Article{Kiviet:2005:MAL, author = "Jan F. Kiviet and Garry D. A. Phillips", title = "Moment approximation for least-squares estimators in dynamic regression models with a unit root", journal = j-ECONOM-J, volume = "8", number = "2", pages = "115--142", month = jul, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00156.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 July 2005", } @Article{Hui:2005:RMD, author = "Yer Van Hui and Jiancheng Jiang", title = "Robust modelling of {DTARCH} models", journal = j-ECONOM-J, volume = "8", number = "2", pages = "143--158", month = jul, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00157.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 July 2005", } @Article{Carrion-i-Silvestre:2005:BPA, author = "Josep Llu{\'\i}s Carrion-i-Silvestre and Tom{\'a}s {Del Barrio-Castro} and Enrique L{\'o}pez-Bazo", title = "Breaking the panels: An application to the {GDP} per capita", journal = j-ECONOM-J, volume = "8", number = "2", pages = "159--175", month = jul, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00158.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 July 2005", } @Article{Lee:2005:SEO, author = "Myoung-Jae Lee and Ayal Kimhi", title = "Simultaneous equations in ordered discrete responses with regressor-dependent thresholds", journal = j-ECONOM-J, volume = "8", number = "2", pages = "176--196", month = jul, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00159.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 July 2005", } @Article{Juhl:2005:FCM, author = "Ted Juhl", title = "Functional-coefficient models under unit root behaviour", journal = j-ECONOM-J, volume = "8", number = "2", pages = "197--213", month = jul, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00160.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 July 2005", } @Article{Moauro:2005:TDU, author = "Filippo Moauro and Giovanni Savio", title = "Temporal disaggregation using multivariate structural time series models", journal = j-ECONOM-J, volume = "8", number = "2", pages = "214--234", month = jul, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00161.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 July 2005", } @Article{Raggi:2005:AMM, author = "Davide Raggi", title = "Adaptive {MCMC} methods for inference on affine stochastic volatility models with jumps", journal = j-ECONOM-J, volume = "8", number = "2", pages = "235--250", month = jul, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00162.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 July 2005", } @Article{Lanne:2005:NLG, author = "Markku Lanne and Pentti Saikkonen", title = "Non-linear {GARCH} models for highly persistent volatility", journal = j-ECONOM-J, volume = "8", number = "2", pages = "251--276", month = jul, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00163.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:50 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 July 2005", } @Article{Danilov:2005:EMU, author = "Dmitry Danilov", title = "Estimation of the mean of a univariate normal distribution when the variance is not known", journal = j-ECONOM-J, volume = "8", number = "3", pages = "277--291", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00164.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Dastoor:2005:ASA, author = "Naorayex K. Dastoor", title = "On the arbitrariness of some asymptotic test statistics based on generalized inverses", journal = j-ECONOM-J, volume = "8", number = "3", pages = "292--305", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00165.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Lucchetti:2005:ART, author = "Riccardo Lucchetti and Eduardo Rossi", title = "Artificial regression testing in the {GARCH}-in-mean model", journal = j-ECONOM-J, volume = "8", number = "3", pages = "306--322", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00166.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Ioannidis:2005:RBB, author = "Evangelos E. Ioannidis", title = "Residual-based block bootstrap unit root testing in the presence of trend breaks", journal = j-ECONOM-J, volume = "8", number = "3", pages = "323--351", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00167.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Wu:2005:PAE, author = "Ximing Wu and Thanasis Stengos", title = "Partially adaptive estimation via the maximum entropy densities", journal = j-ECONOM-J, volume = "8", number = "3", pages = "352--366", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00168.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Lieberman:2005:EAM, author = "Offer Lieberman and Peter C. B. Phillips", title = "Expansions for approximate maximum likelihood estimators of the fractional difference parameter", journal = j-ECONOM-J, volume = "8", number = "3", pages = "367--379", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00169.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Madsen:2005:ECR, author = "Edith Madsen", title = "Estimating cointegrating relations from a cross section", journal = j-ECONOM-J, volume = "8", number = "3", pages = "380--405", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00170.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Kleiber:2005:FSP, author = "Christian Kleiber and Walter Kr{\"a}mer", title = "Finite-sample power of the {Durbin--Watson} test against fractionally integrated disturbances", journal = j-ECONOM-J, volume = "8", number = "3", pages = "406--417", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00171.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Lind:2005:RSK, author = "Jo Thori Lind", title = "Repeated surveys and the {Kalman} filter", journal = j-ECONOM-J, volume = "8", number = "3", pages = "418--427", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00172.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Junker:2005:MAR, author = "Markus Junker and Angelika May", title = "Measurement of aggregate risk with copulas", journal = j-ECONOM-J, volume = "8", number = "3", pages = "428--454", month = nov, year = "2005", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2005.00173.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 November 2005", } @Article{Gorgens:2006:SES, author = "Tue G{\o}rgens", title = "Semiparametric estimation of single-index hazard functions without proportional hazards", journal = j-ECONOM-J, volume = "9", number = "1", pages = "1--22", month = mar, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00174.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 January 2006", } @Article{Fanelli:2006:DAC, author = "Luca Fanelli", title = "Dynamic adjustment cost models with forward-looking behaviour", journal = j-ECONOM-J, volume = "9", number = "1", pages = "23--47", month = mar, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00175.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 January 2006", } @Article{Inoue:2006:BAM, author = "Atsushi Inoue", title = "A bootstrap approach to moment selection", journal = j-ECONOM-J, volume = "9", number = "1", pages = "48--75", month = mar, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00176.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 February 2006", } @Article{Godfrey:2006:SBT, author = "L. G. Godfrey and C. D. Orme and J. M. C. Santos Silva", title = "Simulation-based tests for heteroskedasticity in linear regression models: Some further results", journal = j-ECONOM-J, volume = "9", number = "1", pages = "76--97", month = mar, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00177.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 February 2006", } @Article{Chong:2006:PAA, author = "Terence Tai-Leung Chong", title = "The polynomial aggregated {AR(1)} model", journal = j-ECONOM-J, volume = "9", number = "1", pages = "98--122", month = mar, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00178.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 March 2006", } @Article{Shin:2006:MGT, author = "Yongcheol Shin and Andy Snell", title = "Mean group tests for stationarity in heterogeneous panels", journal = j-ECONOM-J, volume = "9", number = "1", pages = "123--158", month = mar, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00179.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 March 2006", } @Article{Wan:2006:FRO, author = "Alan T. K. Wan and Guohua Zou and Kazuhiro Ohtani", title = "Further results on optimal critical values of pre-test when estimating the regression error variance", journal = j-ECONOM-J, volume = "9", number = "1", pages = "159--176", month = mar, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00180.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:51 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 March 2006", } @Article{Thomas:2006:CEB, author = "Alban Thomas", title = "Consistent estimation of binary-choice panel data models with heterogeneous linear trends", journal = j-ECONOM-J, volume = "9", number = "2", pages = "177--195", month = jul, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00181.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 March 2006", } @Article{Carrion-i-Silvestre:2006:JHS, author = "Josep Llu{\'\i}s Carrion-i-Silvestre and Andreu Sans{\'o}", title = "Joint hypothesis specification for unit root tests with a structural break", journal = j-ECONOM-J, volume = "9", number = "2", pages = "196--224", month = jul, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00182.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 April 2006", } @Article{Liu:2006:URT, author = "Hui Liu and Gabriel Rodr{\'\i}guez", title = "Unit root tests and structural change when the initial observation is drawn from its unconditional distribution", journal = j-ECONOM-J, volume = "9", number = "2", pages = "225--251", month = jul, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00183.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "30 May 2006", } @Article{Kapetanios:2006:URT, author = "George Kapetanios and Yongcheol Shin", title = "Unit root tests in three-regime {SETAR} models", journal = j-ECONOM-J, volume = "9", number = "2", pages = "252--278", month = jul, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00184.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "30 May 2006", } @Article{Bednarski:2006:RMS, author = "Tadeusz Bednarski and Edyta Mocarska", title = "On robust model selection within the {Cox} model", journal = j-ECONOM-J, volume = "9", number = "2", pages = "279--290", month = jul, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00185.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "30 May 2006", } @Article{Robinson:2006:IVE, author = "P. M. Robinson and M. Gerolimetto", title = "Instrumental variables estimation of stationary and non-stationary cointegrating regressions", journal = j-ECONOM-J, volume = "9", number = "2", pages = "291--306", month = jul, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00186.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 June 2006", } @Article{Deb:2006:SSL, author = "Partha Deb and Pravin K. Trivedi", title = "Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization", journal = j-ECONOM-J, volume = "9", number = "2", pages = "307--331", month = jul, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00187.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 June 2006", } @Article{Gao:2006:SET, author = "Jiti Gao and Kim Hawthorne", title = "Semiparametric estimation and testing of the trend of temperature series", journal = j-ECONOM-J, volume = "9", number = "2", pages = "332--355", month = jul, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00188.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "30 June 2006", } @Article{Proietti:2006:TDS, author = "Tommaso Proietti", title = "Temporal disaggregation by state space methods: Dynamic regression methods revisited", journal = j-ECONOM-J, volume = "9", number = "3", pages = "357--372", month = nov, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00189.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 September 2006", } @Article{Aue:2006:CPM, author = "Alexander Aue and Lajos Horv{\'a}th and Marie Huskov{\'a} and Piotr Kokoszka", title = "Change-point monitoring in linear models", journal = j-ECONOM-J, volume = "9", number = "3", pages = "373--403", month = nov, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00190.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 September 2006", } @Article{Orme:2006:ADF, author = "Chris D. Orme and Takashi Yamagata", title = "The asymptotic distribution of the {$F$}-test statistic for individual effects", journal = j-ECONOM-J, volume = "9", number = "3", pages = "404--422", month = nov, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00191.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "29 September 2006", } @Article{Deng:2006:CAA, author = "Ai Deng and Pierre Perron", title = "A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend", journal = j-ECONOM-J, volume = "9", number = "3", pages = "423--447", month = nov, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00192.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "31 October 2006", } @Article{Ouyang:2006:CVN, author = "Desheng Ouyang and Dong Li and Qi Li", title = "Cross-validation and non-parametric k nearest-neighbour estimation", journal = j-ECONOM-J, volume = "9", number = "3", pages = "448--471", month = nov, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00193.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "31 October 2006", } @Article{Strikholm:2006:SPD, author = "Birgit Strikholm and Timo Ter{\"a}svirta", title = "A sequential procedure for determining the number of regimes in a threshold autoregressive model", journal = j-ECONOM-J, volume = "9", number = "3", pages = "472--491", month = nov, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00194.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "31 October 2006", } @Article{Lobato:2006:OFD, author = "Ignacio N. Lobato and Carlos Velasco", title = "Optimal Fractional {Dickey--Fuller} tests", journal = j-ECONOM-J, volume = "9", number = "3", pages = "492--510", month = nov, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00195.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "31 October 2006", } @Article{Frolich:2006:NPR, author = "Markus Fr{\"o}lich", title = "Non-parametric regression for binary dependent variables", journal = j-ECONOM-J, volume = "9", number = "3", pages = "511--540", month = nov, year = "2006", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2006.00196.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "31 October 2006", } @Article{ilKim:2007:UCR, author = "Kyoo il Kim", title = "Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities", journal = j-ECONOM-J, volume = "10", number = "1", pages = "1--34", month = mar, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00197.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2007", } @Article{Brown:2007:SEB, author = "Bryan W. Brown and Douglas J. Hodgson", title = "Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry", journal = j-ECONOM-J, volume = "10", number = "1", pages = "35--48", month = mar, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00198.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2007", } @Article{Hsiao:2007:LAT, author = "Cheng Hsiao and Siyan Wang", title = "Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models", journal = j-ECONOM-J, volume = "10", number = "1", pages = "49--81", month = mar, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00199.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2007", } @Article{Choi:2007:HUT, author = "Chi-Young Choi and Young-Kyu Moh", title = "How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?", journal = j-ECONOM-J, volume = "10", number = "1", pages = "82--112", month = mar, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00200.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2007", } @Article{Asai:2007:NTD, author = "Manabu Asai and Michael McAleer", title = "Non-trading day effects in asymmetric conditional and stochastic volatility models", journal = j-ECONOM-J, volume = "10", number = "1", pages = "113--123", month = mar, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00201.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2007", } @Article{Mayoral:2007:MDE, author = "Laura Mayoral", title = "Minimum distance estimation of stationary and non-stationary {ARFIMA} processes", journal = j-ECONOM-J, volume = "10", number = "1", pages = "124--148", month = mar, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00202.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2007", } @Article{Harvey:2007:TTS, author = "David I. Harvey and Stephen J. Leybourne", title = "Testing for time series linearity", journal = j-ECONOM-J, volume = "10", number = "1", pages = "149--165", month = mar, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00203.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2007", } @Article{Magnus:2007:LSD, author = "Jan R. Magnus and Andrey L. Vasnev", title = "Local sensitivity and diagnostic tests", journal = j-ECONOM-J, volume = "10", number = "1", pages = "166--192", month = mar, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00204.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:52 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2007", } @Article{Canals-Cerda:2007:SCR, author = "Jos{\'e} Canals-Cerd{\'a} and Shiferaw Gurmu", title = "Semiparametric competing risks analysis", journal = j-ECONOM-J, volume = "10", number = "2", pages = "193--215", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00205.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "23 April 2007", } @Article{Bu:2007:EOI, author = "Ruijun Bu and Kaddour Hadri", title = "Estimating option implied risk-neutral densities using spline and hypergeometric functions", journal = j-ECONOM-J, volume = "10", number = "2", pages = "216--244", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00206.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "23 April 2007", } @Article{Magdalinos:2007:IUE, author = "Tassos Magdalinos", title = "On the inconsistency of the unrestricted estimator of the information matrix near a unit root", journal = j-ECONOM-J, volume = "10", number = "2", pages = "245--262", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00207.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "23 April 2007", } @Article{Dustmann:2007:SCP, author = "Christian Dustmann and Mar{\'\i}a Engracia Rochina-Barrachina", title = "Selection correction in panel data models: An application to the estimation of females' wage equations", journal = j-ECONOM-J, volume = "10", number = "2", pages = "263--293", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00208.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "06 June 2007", } @Article{Preminger:2007:MSM, author = "Arie Preminger and Shinichi Sakata", title = "A model selection method for {$S$}-estimation", journal = j-ECONOM-J, volume = "10", number = "2", pages = "294--319", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00209.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2007", } @Article{Haug:2007:MME, author = "S. Haug and C. Kl{\"u}ppelberg and A. Lindner and M. Zapp", title = "Method of moment estimation in the {COGARCH(1,1)} model", journal = j-ECONOM-J, volume = "10", number = "2", pages = "320--341", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00210.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 June 2007", } @Article{Kawakatsu:2007:NIB, author = "Hiroyuki Kawakatsu", title = "Numerical integration-based {Gaussian} mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models", journal = j-ECONOM-J, volume = "10", number = "2", pages = "342--358", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00211.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2007", } @Article{Frolich:2007:PSM, author = "Markus Fr{\"o}lich", title = "Propensity score matching without conditional independence assumption --- with an application to the gender wage gap in the {United Kingdom}", journal = j-ECONOM-J, volume = "10", number = "2", pages = "359--407", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00212.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2007", } @Article{Bauwens:2007:BIM, author = "L. Bauwens and J. V. K. Rombouts", title = "{Bayesian} inference for the mixed conditional heteroskedasticity model", journal = j-ECONOM-J, volume = "10", number = "2", pages = "408--425", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00213.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 June 2007", } @Article{Wang:2007:TSE, author = "Liqun Wang and Cheng Hsiao", title = "Two-stage estimation of limited dependent variable models with errors-in-variables", journal = j-ECONOM-J, volume = "10", number = "2", pages = "426--438", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00214.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 June 2007", } @Article{Guimaraes:2007:COG, author = "Paulo Guimar{\~a}es and Richard C. Lindrooth", title = "Controlling for overdispersion in grouped conditional logit models: A computationally simple application of {Dirichlet}-multinomial regression", journal = j-ECONOM-J, volume = "10", number = "2", pages = "439--452", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00215.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 June 2007", } @Article{Chang:2007:EIR, author = "Pao-Li Chang and Shinichi Sakata", title = "Estimation of impulse response functions using long autoregression", journal = j-ECONOM-J, volume = "10", number = "2", pages = "453--469", month = jul, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00216.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 June 2007", } @Article{Wan:2007:SRL, author = "Alan T. K. Wan and Guohua Zou and Huaizhen Qin", title = "On the sensitivity of the restricted least squares estimators to covariance misspecification", journal = j-ECONOM-J, volume = "10", number = "3", pages = "471--487", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00217.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 August 2007", } @Article{Carson:2007:TMN, author = "Richard T. Carson and Yixiao Sun", title = "The Tobit model with a non-zero threshold", journal = j-ECONOM-J, volume = "10", number = "3", pages = "488--502", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00218.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 August 2007", } @Article{Dellaportas:2007:MVA, author = "P. Dellaportas and I. D. Vrontos", title = "Modelling volatility asymmetries: a {Bayesian} analysis of a class of tree structured multivariate {GARCH} models", journal = j-ECONOM-J, volume = "10", number = "3", pages = "503--520", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00219.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 August 2007", } @Article{Bramati:2007:REF, author = "Maria Caterina Bramati and Christophe Croux", title = "Robust estimators for the fixed effects panel data model", journal = j-ECONOM-J, volume = "10", number = "3", pages = "521--540", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00220.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 September 2007", } @Article{Davidson:2007:MIJ, author = "Russell Davidson and James G. MacKinnon", title = "Moments of {IV} and {JIVE} estimators", journal = j-ECONOM-J, volume = "10", number = "3", pages = "541--553", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00221.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 October 2007", } @Article{Rossi:2007:EHT, author = "Barbara Rossi", title = "Expectations hypotheses tests at Long Horizons", journal = j-ECONOM-J, volume = "10", number = "3", pages = "554--579", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00222.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 October 2007", } @Article{Qu:2007:SCD, author = "Zhongjun Qu", title = "Searching for cointegration in a dynamic system", journal = j-ECONOM-J, volume = "10", number = "3", pages = "580--604", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00223.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 October 2007", } @Article{Georgiev:2007:MDF, author = "Iliyan Georgiev", title = "A mixture-distribution factor model for multivariate outliers", journal = j-ECONOM-J, volume = "10", number = "3", pages = "605--636", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00224.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 October 2007", } @Article{Allen:2007:SMC, author = "Jason Allen", title = "Size matters: covariance matrix estimation under the alternative", journal = j-ECONOM-J, volume = "10", number = "3", pages = "637--644", month = nov, year = "2007", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00225.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:53 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 October 2007", } @Article{Smith:2008:EJR, author = "Richard J. Smith", title = "The Econometrics Journal of the {Royal} Economic Society", journal = j-ECONOM-J, volume = "11", number = "1", pages = "i--iii", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00241.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 February 2008", } @Article{Xu:2008:BAU, author = "Ke-Li Xu", title = "Bootstrapping Autoregression under Non-stationary Volatility", journal = j-ECONOM-J, volume = "11", number = "1", pages = "1--26", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00235.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 January 2008", } @Article{Huang:2008:EGM, author = "Da Huang and Hansheng Wang and Qiwei Yao", title = "Estimating {GARCH} models: when to use what?", journal = j-ECONOM-J, volume = "11", number = "1", pages = "27--38", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00229.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 January 2008", } @Article{Nielsen:2008:IOC, author = "Heino Bohn Nielsen", title = "Influential observations in cointegrated {VAR} models: {Danish} money demand 1973-2003", journal = j-ECONOM-J, volume = "11", number = "1", pages = "39--57", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00226.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 December 2007", } @Article{Jacobson:2008:IER, author = "Tor Jacobson and Johan Lyhagen and Rolf Larsson and Marianne Ness{\'e}n", title = "Inflation, exchange rates and {PPP} in a multivariate panel cointegration model", journal = j-ECONOM-J, volume = "11", number = "1", pages = "58--79", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00231.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 January 2008", } @Article{Moon:2008:ALP, author = "Hyungsik Roger Moon and Benoit Perron", title = "Asymptotic local power of pooled $t$-ratio tests for unit roots in panels with fixed effects", journal = j-ECONOM-J, volume = "11", number = "1", pages = "80--104", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00236.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 February 2008", } @Article{Pesaran:2008:BAL, author = "M. Hashem Pesaran and Aman Ullah and Takashi Yamagata", title = "A bias-adjusted {LM} test of error cross-section independence", journal = j-ECONOM-J, volume = "11", number = "1", pages = "105--127", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00227.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 January 2008", } @Article{Maasoumi:2008:ERG, author = "Esfandiar Maasoumi and Le Wang", title = "Economic Reform, Growth and Convergence in {China}", journal = j-ECONOM-J, volume = "11", number = "1", pages = "128--154", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00233.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 January 2008", } @Article{Banachewicz:2008:MPD, author = "Konrad Banachewicz and Andr{\'e} Lucas and Aad {Van Der Vaart}", title = "Modelling Portfolio Defaults Using Hidden {Markov} Models with Covariates", journal = j-ECONOM-J, volume = "11", number = "1", pages = "155--171", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00232.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 February 2008", } @Article{Smith:2008:SFM, author = "Murray D. Smith", title = "Stochastic frontier models with dependent error components", journal = j-ECONOM-J, volume = "11", number = "1", pages = "172--192", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2007.00228.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 January 2008", } @Article{Lombardi:2008:IES, author = "Marco J. Lombardi and Giorgio Calzolari", title = "Indirect Estimation of $ \alpha $-Stable Distributions and Processes", journal = j-ECONOM-J, volume = "11", number = "1", pages = "193--208", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00234.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 January 2008", } @Article{McElroy:2008:EFH, author = "Tucker McElroy", title = "Exact formulas for the {Hodrick--Prescott} filter", journal = j-ECONOM-J, volume = "11", number = "1", pages = "209--217", month = mar, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00230.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 January 2008", } @Article{Huang:2008:PVA, author = "Xiao Huang", title = "Panel vector autoregression under cross-sectional dependence", journal = j-ECONOM-J, volume = "11", number = "2", pages = "219--243", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00240.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Elliott:2008:MBR, author = "Robert J. Elliott and Vikram Krishnamurthy and J{\"o}rn Sass", title = "Moment based regression algorithms for drift and volatility estimation in continuous-time {Markov} switching models", journal = j-ECONOM-J, volume = "11", number = "2", pages = "244--270", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00246.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Beyer:2008:FAM, author = "Andreas Beyer and Roger E. A. Farmer and J{\'e}r{\^o}me Henry and Massimiliano Marcellino", title = "Factor analysis in a model with rational expectations", journal = j-ECONOM-J, volume = "11", number = "2", pages = "271--286", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00245.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Bai:2008:GCB, author = "Jushan Bai and Haiqiang Chen and Terence Tai-Leung Chong and Seraph Xin Wang", title = "Generic consistency of the break-point estimators under specification errors in a multiple-break model", journal = j-ECONOM-J, volume = "11", number = "2", pages = "287--307", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00237.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Kuosmanen:2008:RTC, author = "Timo Kuosmanen", title = "Representation theorem for convex nonparametric least squares", journal = j-ECONOM-J, volume = "11", number = "2", pages = "308--325", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00239.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Eren:2008:IHS, author = "Ozkan Eren and Daniel J. Henderson", title = "The impact of homework on student achievement", journal = j-ECONOM-J, volume = "11", number = "2", pages = "326--348", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00244.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Yang:2008:GLT, author = "Zhenlin Yang and Yiu-Kuen Tse", title = "Generalized {LM} tests for functional form and heteroscedasticity", journal = j-ECONOM-J, volume = "11", number = "2", pages = "349--376", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00242.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Kapetanios:2008:BPP, author = "G. Kapetanios", title = "A bootstrap procedure for panel data sets with many cross-sectional units", journal = j-ECONOM-J, volume = "11", number = "2", pages = "377--395", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00243.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Li:2008:KNN, author = "Rui Li and Guan Gong", title = "K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables", journal = j-ECONOM-J, volume = "11", number = "2", pages = "396--408", month = jul, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00238.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 July 2008", } @Article{Harvey:2008:SUR, author = "David I. Harvey and Stephen J. Leybourne and A. M. Robert Taylor", title = "Seasonal unit root tests and the role of initial conditions", journal = j-ECONOM-J, volume = "11", number = "3", pages = "409--442", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00258.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Davidson:2008:BIL, author = "Russell Davidson and James G. MacKinnon", title = "Bootstrap inference in a linear equation estimated by instrumental variables", journal = j-ECONOM-J, volume = "11", number = "3", pages = "443--477", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00247.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Ulrick:2008:USP, author = "Shawn W. Ulrick", title = "Using semi-parametric methods in an analysis of earnings mobility", journal = j-ECONOM-J, volume = "11", number = "3", pages = "478--498", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00248.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Halliday:2008:HSD, author = "Timothy J. Halliday", title = "Heterogeneity, state dependence and health", journal = j-ECONOM-J, volume = "11", number = "3", pages = "499--516", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00256.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Shin:2008:SEB, author = "Youngki Shin", title = "Semiparametric estimation of the {Box--Cox} transformation model", journal = j-ECONOM-J, volume = "11", number = "3", pages = "517--537", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00255.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Ai:2008:SDE, author = "Chunrong Ai and Edward C. Norton", title = "A semiparametric derivative estimator in log transformation models", journal = j-ECONOM-J, volume = "11", number = "3", pages = "538--553", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00252.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Baltagi:2008:APE, author = "Badi H. Baltagi and Chihwa Kao and Long Liu", title = "Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals", journal = j-ECONOM-J, volume = "11", number = "3", pages = "554--572", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00254.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Takada:2008:AQP, author = "Teruko Takada", title = "Asymptotic and qualitative performance of non-parametric density estimators: a comparative study", journal = j-ECONOM-J, volume = "11", number = "3", pages = "573--592", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00249.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Knight:2008:ESC, author = "John Knight and Cathy Q. Ning", title = "Estimation of the stochastic conditional duration model via alternative methods", journal = j-ECONOM-J, volume = "11", number = "3", pages = "593--616", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00250.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Pong:2008:DSL, author = "Shiuyan Pong and Mark B. Shackleton and Stephen J. Taylor", title = "Distinguishing short and long memory volatility specifications", journal = j-ECONOM-J, volume = "11", number = "3", pages = "617--637", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00251.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Sandberg:2008:CVL, author = "Rickard Sandberg", title = "Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent", journal = j-ECONOM-J, volume = "11", number = "3", pages = "638--647", month = nov, year = "2008", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00257.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:54 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 November 2008", } @Article{Hoderlein:2009:IEL, author = "Stefan Hoderlein and Enno Mammen", title = "Identification and estimation of local average derivatives in non-separable models without monotonicity", journal = j-ECONOM-J, volume = "12", number = "1", pages = "1--25", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00273.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Poskitt:2009:AMC, author = "D. S. Poskitt and C. L. Skeels", title = "Assessing the magnitude of the concentration parameter in a simultaneous equations model", journal = j-ECONOM-J, volume = "12", number = "1", pages = "26--44", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00268.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Li:2009:DNF, author = "Qiaoling Li and Jiazhu Pan", title = "Determining the number of factors in a multivariate error correction-volatility factor model", journal = j-ECONOM-J, volume = "12", number = "1", pages = "45--61", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00259.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Sarafidis:2009:IEC, author = "Vasilis Sarafidis and Donald Robertson", title = "On the impact of error cross-sectional dependence in short dynamic panel estimation", journal = j-ECONOM-J, volume = "12", number = "1", pages = "62--81", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00260.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Wilhelmsson:2009:VRT, author = "Anders Wilhelmsson", title = "{Value at Risk} with time varying variance, skewness and kurtosis --- the {NIG--ACD} model", journal = j-ECONOM-J, volume = "12", number = "1", pages = "82--104", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00277.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Ardia:2009:BEM, author = "David Ardia", title = "{Bayesian} estimation of a {Markov}-switching threshold asymmetric {GARCH} model with {Student}-$t$ innovations", journal = j-ECONOM-J, volume = "12", number = "1", pages = "105--126", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00253.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Hafner:2009:CFT, author = "Christian M. Hafner", title = "Causality and forecasting in temporally aggregated multivariate {GARCH} processes", journal = j-ECONOM-J, volume = "12", number = "1", pages = "127--146", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00276.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Nakatani:2009:TVI, author = "Tomoaki Nakatani and Timo Ter{\"a}svirta", title = "Testing for volatility interactions in the Constant Conditional Correlation {GARCH} model", journal = j-ECONOM-J, volume = "12", number = "1", pages = "147--163", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00261.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Kawakatsu:2009:EAO, author = "Hiroyuki Kawakatsu and Ann G. Largey", title = "{EM} algorithms for ordered probit models with endogenous regressors", journal = j-ECONOM-J, volume = "12", number = "1", pages = "164--186", month = mar, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00272.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 February 2009", } @Article{Linton:2009:NPR, author = "Oliver Linton and Jens Perch Nielsen and S{\o}ren Feodor Nielsen", title = "Non-parametric regression with a latent time series", journal = j-ECONOM-J, volume = "12", number = "2", pages = "187--207", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00278.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Bravo:2009:BGE, author = "Francesco Bravo", title = "Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models", journal = j-ECONOM-J, volume = "12", number = "2", pages = "208--231", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00286.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Bao:2009:SKE, author = "Yong Bao and Aman Ullah", title = "On skewness and kurtosis of econometric estimators", journal = j-ECONOM-J, volume = "12", number = "2", pages = "232--247", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00289.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Cizek:2009:APE, author = "P. C{\'\i}zek and W. H{\"a}rdle and V. Spokoiny", title = "Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models", journal = j-ECONOM-J, volume = "12", number = "2", pages = "248--271", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00292.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Kring:2009:MTG, author = "Sebastian Kring and Svetlozar T. Rachev and Markus H{\"o}chst{\"o}tter and Frank J. Fabozzi and Michele Leonardo Bianchi", title = "Multi-tail generalized elliptical distributions for asset returns", journal = j-ECONOM-J, volume = "12", number = "2", pages = "272--291", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00290.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Asai:2009:MSV, author = "Manabu Asai and Michael McAleer", title = "Multivariate stochastic volatility, leverage and news impact surfaces", journal = j-ECONOM-J, volume = "12", number = "2", pages = "292--309", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00284.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Grigoletto:2009:LSF, author = "Matteo Grigoletto and Francesco Lisi", title = "Looking for skewness in financial time series", journal = j-ECONOM-J, volume = "12", number = "2", pages = "310--323", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00281.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Gu:2009:BER, author = "Yuanyuan Gu and Denzil G. Fiebig and Edward Cripps and Robert Kohn", title = "{Bayesian} estimation of a random effects heteroscedastic probit model", journal = j-ECONOM-J, volume = "12", number = "2", pages = "324--339", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00283.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Silva:2009:PUR, author = "S. {De Silva} and K. Hadri and A. R. Tremayne", title = "Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application", journal = j-ECONOM-J, volume = "12", number = "2", pages = "340--366", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00287.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Engler:2009:EPA, author = "Eric Engler and Bent Nielsen", title = "The empirical process of autoregressive residuals", journal = j-ECONOM-J, volume = "12", number = "2", pages = "367--381", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00282.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Sperlich:2009:NNP, author = "Stefan Sperlich", title = "A note on non-parametric estimation with predicted variables", journal = j-ECONOM-J, volume = "12", number = "2", pages = "382--395", month = jul, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00291.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:55 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 July 2009", } @Article{Fan:2009:RES, author = "Jianqing Fan and Richard J. Smith", title = "{Royal} Economic Society Annual Conference 2008 Special Issue on Financial Econometrics", journal = j-ECONOM-J, volume = "12", number = "3", pages = "ci--ciii", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00298.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Davezies:2009:IPE, author = "Laurent Davezies and Xavier D'Haultfoeuille and Denis Foug{\`e}re", title = "Identification of peer effects using group size variation", journal = j-ECONOM-J, volume = "12", number = "3", pages = "397--413", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00296.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Demetrescu:2009:TCR, author = "Matei Demetrescu and Helmut L{\"u}tkepohl and Pentti Saikkonen", title = "Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term", journal = j-ECONOM-J, volume = "12", number = "3", pages = "414--435", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00297.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Liu:2009:SFG, author = "Ji-Chun Liu", title = "Stationarity of a family of {GARCH} processes", journal = j-ECONOM-J, volume = "12", number = "3", pages = "436--446", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00294.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Anonymous:2009:E, author = "Anonymous", title = "Errata", journal = j-ECONOM-J, volume = "12", number = "3", pages = "447", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00304.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Coudin:2009:IEJ, author = "Elise Coudin and Jean-Marie Dufour", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 12", journal = j-ECONOM-J, volume = "12", number = "3", pages = "449--450", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00305.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Barndorff-Nielsen:2009:RKP, author = "O. E. Barndorff-Nielsen and P. Reinhard Hansen and A. Lunde and N. Shephard", title = "Realized kernels in practice: trades and quotes", journal = j-ECONOM-J, volume = "12", number = "3", pages = "C1--C32", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00275.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Christensen:2009:AFG, author = "Jens H. E. Christensen and Francis X. Diebold and Glenn D. Rudebusch", title = "An arbitrage-free generalized {Nelson-Siegel} term structure model", journal = j-ECONOM-J, volume = "12", number = "3", pages = "C33--C64", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2008.00267.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Sentana:2009:EMV, author = "Enrique Sentana", title = "The econometrics of mean-variance efficiency tests: a survey", journal = j-ECONOM-J, volume = "12", number = "3", pages = "C65--C101", month = nov, year = "2009", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00295.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2009", } @Article{Browning:2010:HDD, author = "Martin Browning and Jesus M. Carro", title = "Heterogeneity in dynamic discrete choice models", journal = j-ECONOM-J, volume = "13", number = "1", pages = "1--39", month = feb, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00301.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 February 2010", } @Article{Schafgans:2010:SAA, author = "Marcia M. A. Schafgans and Victoria Zinde-Walsh", title = "Smoothness adaptive average derivative estimation", journal = j-ECONOM-J, volume = "13", number = "1", pages = "40--62", month = feb, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00300.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 February 2010", } @Article{Madsen:2010:URI, author = "Edith Madsen", title = "Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests", journal = j-ECONOM-J, volume = "13", number = "1", pages = "63--94", month = feb, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00302.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 February 2010", } @Article{Bun:2010:WIP, author = "Maurice J. G. Bun and Frank Windmeijer", title = "The weak instrument problem of the system {GMM} estimator in dynamic panel data models", journal = j-ECONOM-J, volume = "13", number = "1", pages = "95--126", month = feb, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00299.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 February 2010", } @Article{Honore:2010:ETM, author = "Bo E. Honor{\'e} and Luojia Hu", title = "Estimation of a transformation model with truncation, interval observation and time-varying covariates", journal = j-ECONOM-J, volume = "13", number = "1", pages = "127--144", month = feb, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00303.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 February 2010", } @Article{Koop:2010:RFC, author = "Gary Koop", title = "A Review of A First Course in {Bayesian} Statistical Methods", journal = j-ECONOM-J, volume = "13", number = "1", pages = "B1--B5", month = feb, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00306.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:56 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 February 2010", } @Article{Lee:2010:SES, author = "Lung-fei Lee and Xiaodong Liu and Xu Lin", title = "Specification and estimation of social interaction models with network structures", journal = j-ECONOM-J, volume = "13", number = "2", pages = "145--176", month = jul, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00310.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 May 2010", } @Article{Choi:2010:IRM, author = "Hwan-sik Choi and Nicholas M. Kiefer", title = "Improving robust model selection tests for dynamic models", journal = j-ECONOM-J, volume = "13", number = "2", pages = "177--204", month = jul, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00313.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 May 2010", } @Article{Wright:2010:TAC, author = "Jonathan H. Wright", title = "Testing the adequacy of conventional asymptotics in {GMM}", journal = j-ECONOM-J, volume = "13", number = "2", pages = "205--217", month = jul, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00312.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 May 2010", } @Article{Bauwens:2010:TIM, author = "Luc Bauwens and Arie Preminger and Jeroen V. K. Rombouts", title = "Theory and inference for a {Markov} switching {GARCH} model", journal = j-ECONOM-J, volume = "13", number = "2", pages = "218--244", month = jul, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00307.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 May 2010", } @Article{Jiang:2010:EEM, author = "George J. Jiang and John L. Knight", title = "{ECF} estimation of {Markov} models where the transition density is unknown", journal = j-ECONOM-J, volume = "13", number = "2", pages = "245--270", month = jul, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00316.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 May 2010", } @Article{Fiorio:2010:BRI, author = "Carlo V. Fiorio and Vassilis A. Hajivassiliou and Peter C. B. Phillips", title = "Bimodal $t$-ratios: the impact of thick tails on inference", journal = j-ECONOM-J, volume = "13", number = "2", pages = "271--289", month = jul, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00315.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 May 2010", } @Article{Anonymous:2010:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 13", journal = j-ECONOM-J, volume = "13", number = "3", pages = "291--292", month = oct, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00335.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2010", } @Article{Feve:2010:PNP, author = "Fr{\'e}d{\'e}rique F{\`e}ve and Jean-Pierre Florens", title = "The practice of non-parametric estimation by solving inverse problems: the example of transformation models", journal = j-ECONOM-J, volume = "13", number = "3", pages = "S1--S27", month = oct, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00314.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2010", } @Article{Komunjer:2010:SPE, author = "Ivana Komunjer and Andres Santos", title = "Semi-parametric estimation of non-separable models: a minimum distance from independence approach", journal = j-ECONOM-J, volume = "13", number = "3", pages = "S28--S55", month = oct, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00317.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2010", } @Article{Magnusson:2010:ILD, author = "Leandro M. Magnusson", title = "Inference in limited dependent variable models robust to weak identification", journal = j-ECONOM-J, volume = "13", number = "3", pages = "S56--S79", month = oct, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00309.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2010", } @Article{Vanhems:2010:NPE, author = "Anne Vanhems", title = "Non-parametric estimation of exact consumer surplus with endogeneity in price", journal = j-ECONOM-J, volume = "13", number = "3", pages = "S80--S98", month = oct, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00311.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2010", } @Article{Haan:2010:SAE, author = "Peter Haan and Victoria Prowse", title = "A structural approach to estimating the effect of taxation on the labour market dynamics of older workers", journal = j-ECONOM-J, volume = "13", number = "3", pages = "S99--S125", month = oct, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2009.00308.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2010", } @Article{Iskhakov:2010:SDM, author = "Fedor Iskhakov", title = "Structural dynamic model of retirement with latent health indicator", journal = j-ECONOM-J, volume = "13", number = "3", pages = "S126--S161", month = oct, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00318.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2010", } @Article{Robin:2010:RDS, author = "Jean-Marc Robin", title = "Recent developments in structural microeconometrics", journal = j-ECONOM-J, volume = "13", number = "3", pages = "Si--Sii", month = oct, year = "2010", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00321.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2010", } @Article{Perron:2011:RES, author = "Pierre Perron and Richard J. Smith", title = "{Royal} Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives", journal = j-ECONOM-J, volume = "14", number = "1", pages = "ci--ciii", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00339.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Ando:2011:QRM, author = "Tomohiro Ando and Ruey S. Tsay", title = "Quantile regression models with factor-augmented predictors and information criterion", journal = j-ECONOM-J, volume = "14", number = "1", pages = "1--24", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00320.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Baltagi:2011:TSF, author = "Badi H. Baltagi and Qu Feng and Chihwa Kao", title = "Testing for sphericity in a fixed effects panel data model", journal = j-ECONOM-J, volume = "14", number = "1", pages = "25--47", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00331.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Mutl:2011:HTC, author = "Jan Mutl and Michael Pfaffermayr", title = "The {Hausman} test in a {Cliff} and {Ord} panel model", journal = j-ECONOM-J, volume = "14", number = "1", pages = "48--76", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00325.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Nielsen:2011:FMN, author = "Morten {\O}rregaard Nielsen and Per Frederiksen", title = "Fully modified narrow-band least squares estimation of weak fractional cointegration", journal = j-ECONOM-J, volume = "14", number = "1", pages = "77--120", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00323.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Orsal:2011:CLB, author = "Deniz Dilan Karaman {\"O}rsal and Bernd Droge", title = "Corrigendum to {`Likelihood-based cointegration tests in heterogeneous panels' (Larsson R., J. Lyhagen and M. L{\"o}thgren, Econometrics Journal, {\bf 4}, 2001, 109--142)}", journal = j-ECONOM-J, volume = "14", number = "1", pages = "121--125", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00327.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See \cite{Larsson:2001:LBC}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Phillips:2011:CGA, author = "Peter C. B. Phillips and Jun Yu", title = "Corrigendum to {`A Gaussian approach for continuous time models of short-term interest rates' (Yu, J. and P. C. B. Phillips, Econometrics Journal, {\bf 4}, 210--224)}", journal = j-ECONOM-J, volume = "14", number = "1", pages = "126--129", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00326.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See \cite{Yu:2001:GAC}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Moench:2011:HFA, author = "Emanuel Moench and Serena Ng", title = "A hierarchical factor analysis of {U.S.} housing market dynamics", journal = j-ECONOM-J, volume = "14", number = "1", pages = "C1--C24", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00319.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Angelini:2011:STF, author = "Elena Angelini and Gonzalo Camba-Mendez and Domenico Giannone and Lucrezia Reichlin and Gerhard R{\"u}nstler", title = "Short-term forecasts of euro area {GDP} growth", journal = j-ECONOM-J, volume = "14", number = "1", pages = "C25--C44", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00328.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Chudik:2011:WSC, author = "Alexander Chudik and M. Hashem Pesaran and Elisa Tosetti", title = "Weak and strong cross-section dependence and estimation of large panels", journal = j-ECONOM-J, volume = "14", number = "1", pages = "C45--C90", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00330.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Anonymous:2011:DSE, author = "Anonymous", title = "The {Denis Sargan Econometrics Prize}", journal = j-ECONOM-J, volume = "14", number = "1", pages = "Ai", month = feb, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00342.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:57 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2011", } @Article{Kurita:2011:CMP, author = "Takamitsu Kurita and Heino Bohn Nielsen and Anders Rahbek", title = "An {$ I(2) $} cointegration model with piecewise linear trends", journal = j-ECONOM-J, volume = "14", number = "2", pages = "131--155", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00333.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Chambers:2011:CSF, author = "Marcus J. Chambers", title = "Cointegration and sampling frequency", journal = j-ECONOM-J, volume = "14", number = "2", pages = "156--185", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00329.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Ponomareva:2011:MMI, author = "Maria Ponomareva and Elie Tamer", title = "Misspecification in moment inequality models: back to moment equalities?", journal = j-ECONOM-J, volume = "14", number = "2", pages = "186--203", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00332.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Veraart:2011:LEL, author = "Almut E. D. Veraart", title = "Likelihood estimation of {L{\'e}vy}-driven stochastic volatility models through realized variance measures", journal = j-ECONOM-J, volume = "14", number = "2", pages = "204--240", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00336.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Huang:2011:QML, author = "Xiao Huang", title = "Quasi-maximum likelihood estimation of discretely observed diffusions", journal = j-ECONOM-J, volume = "14", number = "2", pages = "241--256", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00324.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Di:2011:ESP, author = "Jianing Di and Ashis Gangopadhyay", title = "On the efficiency of a semi-parametric {GARCH} model", journal = j-ECONOM-J, volume = "14", number = "2", pages = "257--277", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00337.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Bai:2011:TSP, author = "Zhidong Bai and Hua Li and Huixia Liu and Wing-Keung Wong", title = "Test statistics for prospect and {Markowitz} stochastic dominances with applications", journal = j-ECONOM-J, volume = "14", number = "2", pages = "278--303", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00348.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Mynbaev:2011:RAC, author = "Kairat T. Mynbaev", title = "Regressions with asymptotically collinear regressors", journal = j-ECONOM-J, volume = "14", number = "2", pages = "304--320", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00334.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Otsu:2011:LDG, author = "Taisuke Otsu", title = "Large deviations of generalized method of moments and empirical likelihood estimators", journal = j-ECONOM-J, volume = "14", number = "2", pages = "321--329", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00346.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Born:2011:SRB, author = "Benjamin Born and J{\"o}rg Breitung", title = "Simple regression-based tests for spatial dependence", journal = j-ECONOM-J, volume = "14", number = "2", pages = "330--342", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00338.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Brinch:2011:NPI, author = "Christian N. Brinch", title = "Non-parametric identification of the mixed proportional hazards model with interval-censored durations", journal = j-ECONOM-J, volume = "14", number = "2", pages = "343--350", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00347.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Silva:2011:RME, author = "Jo{\~a}o M. C. Santos Silva", title = "A Review of {{\booktitle{Micro-Econometrics: Methods of Moments and Limited Dependent Variables}} (2nd Ed.) by Lee (Myoung-jae)}", journal = j-ECONOM-J, volume = "14", number = "2", pages = "B1--B4", month = jul, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00322.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 June 2011", } @Article{Hoderlein:2011:NPM, author = "Stefan Hoderlein and Enno Mammen and Kyusang Yu", title = "Non-parametric models in binary choice fixed effects panel data", journal = j-ECONOM-J, volume = "14", number = "3", pages = "351--367", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00343.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Canay:2011:SAQ, author = "Ivan A. Canay", title = "A simple approach to quantile regression for panel data", journal = j-ECONOM-J, volume = "14", number = "3", pages = "368--386", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00349.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Li:2011:NPT, author = "Degui Li and Jia Chen and Jiti Gao", title = "Non-parametric time-varying coefficient panel data models with fixed effects", journal = j-ECONOM-J, volume = "14", number = "3", pages = "387--408", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00350.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Abrevaya:2011:REP, author = "Jason Abrevaya and Youngki Shin", title = "Rank estimation of partially linear index models", journal = j-ECONOM-J, volume = "14", number = "3", pages = "409--437", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00352.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Yang:2011:FBA, author = "Jingjing Yang and Timothy J. Vogelsang", title = "Fixed-$b$ analysis of {LM}-type tests for a shift in mean", journal = j-ECONOM-J, volume = "14", number = "3", pages = "438--456", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00341.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Phillips:2011:NPR, author = "Peter C. B. Phillips and Liangjun Su", title = "Non-parametric regression under location shifts", journal = j-ECONOM-J, volume = "14", number = "3", pages = "457--486", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00344.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Kim:2011:DET, author = "Yunmi Kim and Chang-Jin Kim", title = "Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures", journal = j-ECONOM-J, volume = "14", number = "3", pages = "487--497", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00353.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Anonymous:2011:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 14", journal = j-ECONOM-J, volume = "14", number = "3", pages = "499--500", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00360.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Wilke:2011:REA, author = "Ralf A. Wilke", title = "A Review of {{\booktitle{Econometric Analysis of Cross Section and Panel Data}} (2nd ed.) by Wooldridge (Jeffrey M.)}", journal = j-ECONOM-J, volume = "14", number = "3", pages = "B5--B9", month = oct, year = "2011", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00351.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:58 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 October 2011", } @Article{Linton:2012:E, author = "Oliver Linton and Richard J. Smith", title = "{EDITORIAL}", journal = j-ECONOM-J, volume = "15", number = "1", pages = "Ci--Cii", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00367.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Bravo:2012:GEL, author = "Francesco Bravo", title = "Generalized empirical likelihood testing in semiparametric conditional moment restrictions models", journal = j-ECONOM-J, volume = "15", number = "1", pages = "1--31", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00354.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Camponovo:2012:BPT, author = "Lorenzo Camponovo and Taisuke Otsu", title = "Breakdown point theory for implied probability bootstrap", journal = j-ECONOM-J, volume = "15", number = "1", pages = "32--55", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00365.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Zhang:2012:TCT, author = "Yonghui Zhang and Liangjun Su and Peter C. B. Phillips", title = "Testing for common trends in semi-parametric panel data models with fixed effects", journal = j-ECONOM-J, volume = "15", number = "1", pages = "56--100", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00361.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{DeBlander:2012:URT, author = "Rembert {De Blander} and Geert Dhaene", title = "Unit root tests for panel data with {AR(1)} errors and small {$T$}", journal = j-ECONOM-J, volume = "15", number = "1", pages = "101--124", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00363.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Schluter:2012:PII, author = "Christian Schluter", title = "On the problem of inference for inequality measures for heavy-tailed distributions", journal = j-ECONOM-J, volume = "15", number = "1", pages = "125--153", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00356.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Yang:2012:BPE, author = "Jingjing Yang", title = "Break point estimators for a slope shift: levels versus first differences", journal = j-ECONOM-J, volume = "15", number = "1", pages = "154--169", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00355.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Donald:2012:ICM, author = "Stephen G. Donald and Yu-Chin Hsu and Garry F. Barrett", title = "Incorporating covariates in the measurement of welfare and inequality: methods and applications", journal = j-ECONOM-J, volume = "15", number = "1", pages = "C1--C30", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00366.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See discussion \cite{Schluter:2012:DGD}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Davidson:2012:SIP, author = "Russell Davidson", title = "Statistical inference in the presence of heavy tails", journal = j-ECONOM-J, volume = "15", number = "1", pages = "C31--C53", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2010.00340.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See discussion \cite{Schluter:2012:DGD}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Schluter:2012:DGD, author = "Christian Schluter", title = "Discussion of {S. G. Donald} et al. and {R. Davidson}", journal = j-ECONOM-J, volume = "15", number = "1", pages = "C54--C57", month = feb, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00345.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See \cite{Donald:2012:ICM,Davidson:2012:SIP}.", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 February 2012", } @Article{Ferriani:2012:ETN, author = "Fabrizio Ferriani and Sergio Pastorello", title = "Estimating and testing non-affine option pricing models with a large unbalanced panel of options", journal = j-ECONOM-J, volume = "15", number = "2", pages = "171--203", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00372.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2012", } @Article{Han:2012:NSN, author = "Heejoon Han and Shen Zhang", title = "Non-stationary non-parametric volatility model", journal = j-ECONOM-J, volume = "15", number = "2", pages = "204--225", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00357.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 July 2012", } @Article{Engsted:2012:TRB, author = "Tom Engsted and Bent Nielsen", title = "Testing for rational bubbles in a coexplosive vector autoregression", journal = j-ECONOM-J, volume = "15", number = "2", pages = "226--254", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00369.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 January 2012", } @Article{Chang:2012:NSR, author = "Yoosoon Chang and Bibo Jiang and Joon Park", title = "Non-stationary regression with logistic transition", journal = j-ECONOM-J, volume = "15", number = "2", pages = "255--287", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00371.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 February 2012", } @Article{Jun:2012:DEV, author = "Sung Jae Jun and Joris Pinkse and Haiqing Xu", title = "Discrete endogenous variables in weakly separable models", journal = j-ECONOM-J, volume = "15", number = "2", pages = "288--303", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00373.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "22 March 2012", } @Article{Florens:2012:IRP, author = "Jean-Pierre Florens and Jan Johannes and S{\'e}bastien {Van Bellegem}", title = "Instrumental regression in partially linear models", journal = j-ECONOM-J, volume = "15", number = "2", pages = "304--324", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00358.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 July 2012", } @Article{Jensen:2012:EEV, author = "Peter S. Jensen and Allan H. W{\"u}rtz", title = "Estimating the effect of a variable in a high-dimensional linear model", journal = j-ECONOM-J, volume = "15", number = "2", pages = "325--357", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00362.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 July 2012", } @Article{Kalliovirta:2012:MTB, author = "Leena Kalliovirta", title = "Misspecification tests based on quantile residuals", journal = j-ECONOM-J, volume = "15", number = "2", pages = "358--393", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00364.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "17 July 2012", } @Article{Osborn:2012:RMN, author = "Denise R. Osborn", title = "A Review of {{\booktitle{Modelling Nonlinear Economic Time Series}} by Ter{\"a}svirta (Timo), Tj{\o}stheim (Dag) and Granger (Clive W. J.)}", journal = j-ECONOM-J, volume = "15", number = "2", pages = "B1--B3", month = jun, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2011.00359.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 January 2012", } @Article{Li:2012:WII, author = "Hong Li and Zhijie Xiao", title = "Weak instrument inference in the presence of parameter instability", journal = j-ECONOM-J, volume = "15", number = "3", pages = "395--419", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00384.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 August 2012", } @Article{Kristensen:2012:NPD, author = "Dennis Kristensen", title = "Non-parametric detection and estimation of structural change", journal = j-ECONOM-J, volume = "15", number = "3", pages = "420--461", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00378.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 June 2012", } @Article{Gorgens:2012:TPF, author = "Tue G{\o}rgens and Allan W{\"u}rtz", title = "Testing a parametric function against a non-parametric alternative in {IV} and {GMM} settings", journal = j-ECONOM-J, volume = "15", number = "3", pages = "462--489", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00382.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "13 August 2012", } @Article{Creel:2012:EDL, author = "Michael Creel and Dennis Kristensen", title = "Estimation of dynamic latent variable models using simulated non-parametric moments", journal = j-ECONOM-J, volume = "15", number = "3", pages = "490--515", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00387.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 September 2012", } @Article{Nankervis:2012:TUE, author = "John C. Nankervis and Nathan E. Savin", title = "Testing for uncorrelated errors in {ARMA} models: non-standard {Andrews--Ploberger} tests", journal = j-ECONOM-J, volume = "15", number = "3", pages = "516--534", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00379.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 June 2012", } @Article{Anonymous:2012:E, author = "Anonymous", title = "Erratum", journal = j-ECONOM-J, volume = "15", number = "3", pages = "535", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00381.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 November 2012", } @Article{Anonymous:2012:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 15", journal = j-ECONOM-J, volume = "15", number = "3", pages = "537--538", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00391.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 November 2012", } @Article{Gortz:2012:RSM, author = "Christoph G{\"o}rtz", title = "A Review of {{\booktitle{Structural Macroeconometrics}} by DeJong (David N.) and Dave (Chetan)}", journal = j-ECONOM-J, volume = "15", number = "3", pages = "B5--B10", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00376.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 June 2012", } @Article{Martin:2012:ROH, author = "Gael Martin", title = "A Review of {{\booktitle{The Oxford Handbook of Bayesian Econometrics}} edited by Geweke (John), Koop (Gary) and van Dijk (Herman)}", journal = j-ECONOM-J, volume = "15", number = "3", pages = "B11--B15", month = oct, year = "2012", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00377.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:19:59 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 June 2012", } @Article{Sun:2013:HAR, author = "Yixiao Sun", title = "A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator", journal = j-ECONOM-J, volume = "16", number = "1", pages = "1--26", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00390.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 September 2012", } @Article{Anatolyev:2013:IVE, author = "Stanislav Anatolyev", title = "Instrumental variables estimation and inference in the presence of many exogenous regressors", journal = j-ECONOM-J, volume = "16", number = "1", pages = "27--72", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00383.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 August 2012", } @Article{Wang:2013:ESA, author = "Wei Wang and Lung-Fei Lee", title = "Estimation of spatial autoregressive models with randomly missing data in the dependent variable", journal = j-ECONOM-J, volume = "16", number = "1", pages = "73--102", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00388.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 September 2012", } @Article{Baltagi:2013:SLT, author = "Badi H. Baltagi and Zhenlin Yang", title = "Standardized {LM} tests for spatial error dependence in linear or panel regressions", journal = j-ECONOM-J, volume = "16", number = "1", pages = "103--134", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00385.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 August 2012", } @Article{Manski:2013:ITR, author = "Charles F. Manski", title = "Identification of treatment response with social interactions", journal = j-ECONOM-J, volume = "16", number = "1", pages = "S1--S23", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00368.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "12 February 2013", } @Article{Kiviet:2013:IIS, author = "Jan F. Kiviet", title = "Identification and inference in a simultaneous equation under alternative information sets and sampling schemes", journal = j-ECONOM-J, volume = "16", number = "1", pages = "S24--S59", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00386.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 August 2012", } @Article{Komarova:2013:PIA, author = "Tatiana Komarova", title = "Partial identification in asymmetric auctions in the absence of independence", journal = j-ECONOM-J, volume = "16", number = "1", pages = "S60--S92", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00380.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "02 July 2012", } @Article{Henry:2013:SIL, author = "Marc Henry and Ismael Mourifi{\'e}", title = "Set inference in latent variables models", journal = j-ECONOM-J, volume = "16", number = "1", pages = "S93--S105", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00374.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 March 2012", } @Article{Bontemps:2013:IET, author = "Christian Bontemps and Elie Tamer", title = "Identification in Econometrics, Theory and Applications: {EDITORIAL}", journal = j-ECONOM-J, volume = "16", number = "1", pages = "Si--Sii", month = feb, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12003", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "12 February 2013", } @Article{Blevins:2013:LNE, author = "Jason R. Blevins and Shakeeb Khan", title = "Local {NLLS} estimation of semi-parametric binary choice models", journal = j-ECONOM-J, volume = "16", number = "2", pages = "135--160", month = jun, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00393.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 October 2012", } @Article{Abrevaya:2013:PAU, author = "Jason Abrevaya", title = "The projection approach for unbalanced panel data", journal = j-ECONOM-J, volume = "16", number = "2", pages = "161--178", month = jun, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00389.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 September 2012", } @Article{Everaert:2013:OBM, author = "Gerdie Everaert", title = "Orthogonal to backward mean transformation for dynamic panel data models", journal = j-ECONOM-J, volume = "16", number = "2", pages = "179--221", month = jun, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12001", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "12 December 2012", } @Article{Bai:2013:TPC, author = "Jushan Bai and Josep Llu{\'\i}s Carrion-i-Silvestre", title = "Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors", journal = j-ECONOM-J, volume = "16", number = "2", pages = "222--249", month = jun, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12002", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 December 2012", } @Article{Zhang:2013:SPE, author = "Zhengyu Zhang", title = "Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction", journal = j-ECONOM-J, volume = "16", number = "2", pages = "250--277", month = jun, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12005", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "23 January 2013", } @Article{Aguirre:2013:NIM, author = "V{\'\i}ctor M. Aguirre and Manuel A. Dom{\'\i}nguez", title = "New inference methods for quantile regression based on resampling", journal = j-ECONOM-J, volume = "16", number = "2", pages = "278--283", month = jun, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12000", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "06 December 2012", } @Article{Marsh:2013:RNP, author = "Patrick Marsh", title = "A Review of Non-Parametric Econometrics", journal = j-ECONOM-J, volume = "16", number = "2", pages = "B1--B3", month = jun, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12004", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:00 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "08 January 2013", } @Article{Kokoszka:2013:PSI, author = "Piotr Kokoszka and Matthew Reimherr", title = "Predictability of shapes of intraday price curves", journal = j-ECONOM-J, volume = "16", number = "3", pages = "285--308", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12006", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 March 2013", } @Article{Qu:2013:SVM, author = "Zhongjun Qu and Pierre Perron", title = "A stochastic volatility model with random level shifts and its applications to {S\&P 500} and {NASDAQ} return indices", journal = j-ECONOM-J, volume = "16", number = "3", pages = "309--339", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00394.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 October 2012", } @Article{Jochmans:2013:PCE, author = "Koen Jochmans", title = "Pairwise-comparison estimation with non-parametric controls", journal = j-ECONOM-J, volume = "16", number = "3", pages = "340--372", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12008", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "12 April 2013", } @Article{Baillie:2013:EII, author = "Richard T. Baillie and George Kapetanios", title = "Estimation and inference for impulse response functions from univariate strongly persistent processes", journal = j-ECONOM-J, volume = "16", number = "3", pages = "373--399", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00395.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 October 2012", } @Article{Yamamoto:2013:ETM, author = "Yohei Yamamoto and Pierre Perron", title = "Estimating and testing multiple structural changes in linear models using band spectral regressions", journal = j-ECONOM-J, volume = "16", number = "3", pages = "400--429", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12010", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "30 April 2013", } @Article{Yu:2013:ATR, author = "Ping Yu and Yongqiang Zhao", title = "Asymptotics for threshold regression under general conditions", journal = j-ECONOM-J, volume = "16", number = "3", pages = "430--462", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12012", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "25 June 2013", } @Article{Liu:2013:HRC, author = "Qingfeng Liu and Ryo Okui", title = "Heteroscedasticity-robust C p model averaging", journal = j-ECONOM-J, volume = "16", number = "3", pages = "463--472", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12009", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "12 April 2013", } @Article{Guo:2013:CCT, author = "Zheng-Feng Guo and Mototsugu Shintani", title = "Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present", journal = j-ECONOM-J, volume = "16", number = "3", pages = "473--484", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/j.1368-423X.2012.00392.x", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 September 2012", } @Article{Anonymous:2013:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 16", journal = j-ECONOM-J, volume = "16", number = "3", pages = "485--486", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12020", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "22 November 2013", } @Article{Taylor:2013:RUR, author = "Robert Taylor", title = "A Review of Unit Root Tests in Time Series: Volumes 1 and 2", journal = j-ECONOM-J, volume = "16", number = "3", pages = "B5--B8", month = oct, year = "2013", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12007", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "06 March 2013", } @Article{Jiang:2014:WCQ, author = "Jiancheng Jiang and Xuejun Jiang and Xinyuan Song", title = "Weighted composite quantile regression estimation of {DTARCH} models", journal = j-ECONOM-J, volume = "17", number = "1", pages = "1--23", month = feb, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12023", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "26 October 2013", } @Article{Pedersen:2014:MVT, author = "Rasmus S. Pedersen and Anders Rahbek", title = "Multivariate variance targeting in the {BEKK--GARCH} model", journal = j-ECONOM-J, volume = "17", number = "1", pages = "24--55", month = feb, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12019", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "10 September 2013", } @Article{Kang:2014:ESS, author = "Kyu H. Kang", title = "Estimation of state-space models with endogenous {Markov} regime-switching parameters", journal = j-ECONOM-J, volume = "17", number = "1", pages = "56--82", month = feb, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12014", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "29 July 2013", } @Article{Ai:2014:EFE, author = "Chunrong Ai and Jinhong You and Yong Zhou", title = "Estimation of fixed effects panel data partially linear additive regression models", journal = j-ECONOM-J, volume = "17", number = "1", pages = "83--106", month = feb, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12011", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 May 2013", } @Article{Rodriguez-Poo:2014:DSP, author = "Juan M. Rodriguez-Poo and Alexandra Soberon", title = "Direct semi-parametric estimation of fixed effects panel data varying coefficient models", journal = j-ECONOM-J, volume = "17", number = "1", pages = "107--138", month = feb, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12022", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 October 2013", } @Article{Robinson:2014:ILM, author = "Peter M. Robinson and Francesca Rossi", title = "Improved {Lagrange} multiplier tests in spatial autoregressions", journal = j-ECONOM-J, volume = "17", number = "1", pages = "139--164", month = feb, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12025", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 November 2013", } @Article{Tchatoka:2014:IRI, author = "Firmin Doko Tchatoka and Jean-Marie Dufour", title = "Identification-robust inference for endogeneity parameters in linear structural models", journal = j-ECONOM-J, volume = "17", number = "1", pages = "165--187", month = feb, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12021", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 October 2013", } @Article{Hagemann:2014:SEN, author = "Andreas Hagemann", title = "Stochastic equicontinuity in nonlinear time series models", journal = j-ECONOM-J, volume = "17", number = "1", pages = "188--196", month = feb, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12013", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:01 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "12 July 2013", } @Article{Chesher:2014:IVR, author = "Andrew Chesher and Adam M. Rosen", title = "An instrumental variable random-coefficients model for binary outcomes", journal = j-ECONOM-J, volume = "17", number = "2", pages = "S1--S19", month = jun, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12018", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "02 September 2013", } @Article{Lee:2014:BSB, author = "Young K. Lee and Enno Mammen and Byeong U. Park", title = "Backfitting and smooth backfitting in varying coefficient quantile regression", journal = j-ECONOM-J, volume = "17", number = "2", pages = "S20--S38", month = jun, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12017", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "02 September 2013", } @Article{Davidson:2014:CSB, author = "Russell Davidson and James G. MacKinnon", title = "Confidence sets based on inverting {Anderson-Rubin} tests", journal = j-ECONOM-J, volume = "17", number = "2", pages = "S39--S58", month = jun, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12015", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "29 July 2013", } @Article{Linton:2014:TSD, author = "Oliver Linton and Thierry Post and Yoon-Jae Whang", title = "Testing for the stochastic dominance efficiency of a given portfolio", journal = j-ECONOM-J, volume = "17", number = "2", pages = "S59--S74", month = jun, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12016", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "02 September 2013", } @Article{Belloni:2014:PIC, author = "Alexandre Belloni and Victor Chernozhukov", title = "Posterior inference in curved exponential families under increasing dimensions", journal = j-ECONOM-J, volume = "17", number = "2", pages = "S75--S100", month = jun, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12027", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "12 February 2014", } @Article{Song:2014:GDS, author = "Song Song and Wolfgang K. H{\"a}rdle and Ya'acov Ritov", title = "Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series", journal = j-ECONOM-J, volume = "17", number = "2", pages = "S101--S131", month = jun, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12024", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 November 2013", } @Article{Chen:2014:ARF, author = "Xiaohong Chen and Sokbae Lee and Oliver Linton and Elie Tamer", title = "Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of {Joel L. Horowitz}", journal = j-ECONOM-J, volume = "17", number = "2", pages = "Si--Sii", month = jun, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12032", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 June 2014", } @Article{Tao:2014:SIM, author = "Ji Tao and Lung-fei Lee", title = "A social interaction model with an extreme order statistic", journal = j-ECONOM-J, volume = "17", number = "3", pages = "197--240", month = oct, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12031", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 April 2014", } @Article{Xu:2014:EDG, author = "Haiqing Xu", title = "Estimation of discrete games with correlated types", journal = j-ECONOM-J, volume = "17", number = "3", pages = "241--270", month = oct, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12026", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 January 2014", } @Article{Chen:2014:MSE, author = "Le-Yu Chen and Sokbae Lee and Myung Jae Sung", title = "Maximum score estimation with nonparametrically generated regressors", journal = j-ECONOM-J, volume = "17", number = "3", pages = "271--300", month = oct, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12034", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "22 May 2014", } @Article{Kim:2014:CBT, author = "Dukpa Kim", title = "Common breaks in time trends for large panel data with a factor structure", journal = j-ECONOM-J, volume = "17", number = "3", pages = "301--337", month = oct, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12033", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "02 May 2014", } @Article{Moon:2014:POP, author = "Hyungsik Roger Moon and Benoit Perron and Peter C. B. Phillips", title = "Point-optimal panel unit root tests with serially correlated errors", journal = j-ECONOM-J, volume = "17", number = "3", pages = "338--372", month = oct, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12030", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 April 2014", } @Article{Jochmans:2014:FDP, author = "Koen Jochmans", title = "First-differencing in panel data models with incidental functions", journal = j-ECONOM-J, volume = "17", number = "3", pages = "373--382", month = oct, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12035", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 August 2014", } @Article{Fuleky:2014:IIB, author = "Peter Fuleky and Eric Zivot", title = "Indirect inference based on the score", journal = j-ECONOM-J, volume = "17", number = "3", pages = "383--393", month = oct, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12028", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 March 2014", } @Article{Anonymous:2014:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 17", journal = j-ECONOM-J, volume = "17", number = "3", pages = "395--396", month = oct, year = "2014", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12036", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "15 October 2014", } @Article{Kasy:2015:NPI, author = "Maximilian Kasy", title = "Non-parametric inference on the number of equilibria", journal = j-ECONOM-J, volume = "18", number = "1", pages = "1--39", month = feb, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12043", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 January 2015", } @Article{Allen:2015:MRI, author = "Rebecca Allen and Simon Burgess and Russell Davidson and Frank Windmeijer", title = "More reliable inference for the dissimilarity index of segregation", journal = j-ECONOM-J, volume = "18", number = "1", pages = "40--66", month = feb, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12039", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 October 2014", } @Article{Kheifets:2015:STN, author = "Igor L. Kheifets", title = "Specification tests for nonlinear dynamic models", journal = j-ECONOM-J, volume = "18", number = "1", pages = "67--94", month = feb, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12040", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 November 2014", } @Article{Lee:2015:RHT, author = "Wei-Ming Lee and Yu-Chin Hsu and Chung-Ming Kuan", title = "Robust hypothesis tests for {$M$}-estimators with possibly non-differentiable estimating functions", journal = j-ECONOM-J, volume = "18", number = "1", pages = "95--116", month = feb, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12041", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 December 2014", } @Article{Chen:2015:STN, author = "Jia Chen and Jiti Gao and Degui Li and Zhengyan Lin", title = "Specification testing in nonstationary time series models", journal = j-ECONOM-J, volume = "18", number = "1", pages = "117--136", month = feb, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12044", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 January 2015", } @Article{Tchatoka:2015:BVS, author = "Firmin Doko Tchatoka", title = "On bootstrap validity for specification tests with weak instruments", journal = j-ECONOM-J, volume = "18", number = "1", pages = "137--146", month = feb, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12042", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:02 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 December 2014", } @Article{Smith:2015:RES, author = "Richard J. Smith", title = "{Royal} Economic Society Annual Conference 2012 Special Issue on Econometrics of Forecasting", journal = j-ECONOM-J, volume = "18", number = "2", pages = "Ci--Cii", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12052", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 July 2015", } @Article{Fan:2015:MPE, author = "Yanqin Fan and Sergio Pastorello and Eric Renault", title = "Maximization by parts in extremum estimation", journal = j-ECONOM-J, volume = "18", number = "2", pages = "147--171", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12046", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "03 February 2015", } @Article{Blevins:2015:NSR, author = "Jason R. Blevins", title = "Non-standard rates of convergence of criterion-function-based set estimators for binary response models", journal = j-ECONOM-J, volume = "18", number = "2", pages = "172--199", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12048", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "10 March 2015", } @Article{Arvanitis:2015:CII, author = "Stelios Arvanitis and Antonis Demos", title = "A class of indirect inference estimators: higher-order asymptotics and approximate bias correction", journal = j-ECONOM-J, volume = "18", number = "2", pages = "200--241", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12045", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 January 2015", } @Article{Zhang:2015:IEP, author = "Zhengyu Zhang and Bing Liu", title = "Identification and estimation of partially linear censored regression models with unknown heteroscedasticity", journal = j-ECONOM-J, volume = "18", number = "2", pages = "242--273", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12037", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 October 2014", } @Article{Xu:2015:TSC, author = "Ke-Li Xu", title = "Testing for structural change under non-stationary variances", journal = j-ECONOM-J, volume = "18", number = "2", pages = "274--305", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12049", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 March 2015", } @Article{Phillips:2015:EMT, author = "Peter C. B. Phillips", title = "{Edmond Malinvaud}: a tribute to his contributions in econometrics", journal = j-ECONOM-J, volume = "18", number = "2", pages = "A1--A13", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12051", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "13 May 2015", } @Article{Jungbacker:2015:LBD, author = "Borus Jungbacker and Siem Jan Koopman", title = "Likelihood-based dynamic factor analysis for measurement and forecasting", journal = j-ECONOM-J, volume = "18", number = "2", pages = "C1--C21", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12029", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "07 March 2014", } @Article{Giacomini:2015:ETF, author = "Raffaella Giacomini", title = "Economic theory and forecasting: lessons from the literature", journal = j-ECONOM-J, volume = "18", number = "2", pages = "C22--C41", month = jun, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12038", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "27 October 2014", } @Article{Chang:2015:NTC, author = "Minsu Chang and Sokbae Lee and Yoon-Jae Whang", title = "Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements", journal = j-ECONOM-J, volume = "18", number = "3", pages = "307--346", month = oct, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12050", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 April 2015", } @Article{Hu:2015:IES, author = "Yingyao Hu and Ji-Liang Shiu and Tiemen Woutersen", title = "Identification and estimation of single-index models with measurement error and endogeneity", journal = j-ECONOM-J, volume = "18", number = "3", pages = "347--362", month = oct, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12053", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 July 2015", } @Article{Hadri:2015:NPC, author = "Kaddour Hadri and Eiji Kurozumi and Yao Rao", title = "Novel panel cointegration tests emending for cross-section dependence with N fixed", journal = j-ECONOM-J, volume = "18", number = "3", pages = "363--411", month = oct, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12054", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 July 2015", } @Article{Kurozumi:2015:CSB, author = "Eiji Kurozumi and Yohei Yamamoto", title = "Confidence sets for the break date based on optimal tests", journal = j-ECONOM-J, volume = "18", number = "3", pages = "412--435", month = oct, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12055", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 September 2015", } @Article{Anonymous:2015:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 18", journal = j-ECONOM-J, volume = "18", number = "3", pages = "437", month = oct, year = "2015", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12057", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:03 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "23 December 2015", } @Article{Patton:2016:RES, author = "Andrew J. Patton and Richard J. Smith", title = "{Royal} Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models", journal = j-ECONOM-J, volume = "19", number = "1", pages = "Ci--Cii", month = feb, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12064", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 May 2016", } @Article{Hounyo:2016:VEE, author = "Ulrich Hounyo and Bezirgen Veliyev", title = "Validity of {Edgeworth} expansions for realized volatility estimators", journal = j-ECONOM-J, volume = "19", number = "1", pages = "1--32", month = feb, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12058", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "28 January 2016", } @Article{Camponovo:2016:ARN, author = "Lorenzo Camponovo", title = "Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators", journal = j-ECONOM-J, volume = "19", number = "1", pages = "33--54", month = feb, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12060", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 February 2016", } @Article{Du:2016:NBT, author = "Zaichao Du", title = "Nonparametric bootstrap tests for independence of generalized errors", journal = j-ECONOM-J, volume = "19", number = "1", pages = "55--83", month = feb, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12059", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "02 February 2016", } @Article{Perron:2016:RBT, author = "Pierre Perron and Gabriel Rodr{\'\i}guez", title = "Residuals-based tests for cointegration with generalized least-squares detrended data", journal = j-ECONOM-J, volume = "19", number = "1", pages = "84--111", month = feb, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12056", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "13 November 2015", } @Article{Fan:2016:OEL, author = "Jianqing Fan and Yuan Liao and Han Liu", title = "An overview of the estimation of large covariance and precision matrices", journal = j-ECONOM-J, volume = "19", number = "1", pages = "C1--C32", month = feb, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12061", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 February 2016", } @Article{Barigozzi:2016:GDF, author = "Matteo Barigozzi and Marc Hallin", title = "Generalized dynamic factor models and volatilities: recovering the market volatility shocks", journal = j-ECONOM-J, volume = "19", number = "1", pages = "C33--C60", month = feb, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12047", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "12 February 2015", } @Article{Jun:2016:ENT, author = "Sung Jae Jun and Joris Pinkse and Haiqing Xu", title = "Estimating a nonparametric triangular model with binary endogenous regressors", journal = j-ECONOM-J, volume = "19", number = "2", pages = "113--149", month = jun, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12066", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "06 May 2016", } @Article{Adams:2016:FMM, author = "Christopher P. Adams", title = "Finite mixture models with one exclusion restriction", journal = j-ECONOM-J, volume = "19", number = "2", pages = "150--165", month = jun, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12065", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "29 April 2016", } @Article{Breitung:2016:LMT, author = "J{\"o}rg Breitung and Christoph Roling and Nazarii Salish", title = "{Lagrange} multiplier type tests for slope homogeneity in panel data models", journal = j-ECONOM-J, volume = "19", number = "2", pages = "166--202", month = jun, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12070", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "22 July 2016", } @Article{Liu:2016:MAP, author = "Chu-An Liu and Biing-Shen Kuo", title = "Model averaging in predictive regressions", journal = j-ECONOM-J, volume = "19", number = "2", pages = "203--231", month = jun, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12063", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 April 2016", } @Article{Scaillet:2016:IPN, author = "Olivier Scaillet", title = "On ill-posedness of nonparametric instrumental variable regression with convexity constraints", journal = j-ECONOM-J, volume = "19", number = "2", pages = "232--236", month = jun, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12071", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 September 2016", } @Article{Smith:2016:RES, author = "Richard J. Smith", title = "{Royal} Economic Society Annual Conference 2013Special Issue on Econometrics of Heterogeneity", journal = j-ECONOM-J, volume = "19", number = "3", pages = "Ciii--Civ", month = oct, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12074", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 November 2016", } @Article{Mao:2016:TEC, author = "Guangyu Mao", title = "Testing for error cross-sectional independence using pairwise augmented regressions", journal = j-ECONOM-J, volume = "19", number = "3", pages = "237--260", month = oct, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12067", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "06 May 2016", } @Article{Qu:2016:IVE, author = "Xi Qu and Xiaoliang Wang and Lung-fei Lee", title = "Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small", journal = j-ECONOM-J, volume = "19", number = "3", pages = "261--290", month = oct, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12069", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "13 July 2016", } @Article{Anonymous:2016:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 19", journal = j-ECONOM-J, volume = "19", number = "3", pages = "291--292", month = oct, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12076", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 November 2016", } @Article{Rossi:2016:REF, author = "Barbara Rossi", title = "A Review of Economic Forecasting", journal = j-ECONOM-J, volume = "19", number = "3", pages = "B1--B3", month = oct, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12073", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 September 2016", } @Article{Arellano:2016:NPD, author = "Manuel Arellano and St{\'e}phane Bonhomme", title = "Nonlinear panel data estimation via quantile regressions", journal = j-ECONOM-J, volume = "19", number = "3", pages = "C61--C94", month = oct, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12062", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "18 March 2016", } @Article{Compiani:2016:UME, author = "Giovanni Compiani and Yuichi Kitamura", title = "Using mixtures in econometric models: a brief review and some new results", journal = j-ECONOM-J, volume = "19", number = "3", pages = "C95--C127", month = oct, year = "2016", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12068", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:04 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "23 June 2016", } @Article{Hsu:2017:CTC, author = "Yu-Chin Hsu", title = "Consistent tests for conditional treatment effects", journal = j-ECONOM-J, volume = "20", number = "1", pages = "1--22", month = feb, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12077", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 November 2016", } @Article{Hoga:2017:TCE, author = "Yannick Hoga", title = "Testing for changes in (extreme) {VaR}", journal = j-ECONOM-J, volume = "20", number = "1", pages = "23--51", month = feb, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12080", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "10 December 2016", } @Article{Hsu:2017:MST, author = "Yu-Chin Hsu and Xiaoxia Shi", title = "Model-selection tests for conditional moment restriction models", journal = j-ECONOM-J, volume = "20", number = "1", pages = "52--85", month = feb, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12081", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "21 December 2016", } @Article{Bardsley:2017:CPT, author = "Patrick Bardsley and Lajos Horv{\'a}th and Piotr Kokoszka and Gabriel Young", title = "Change point tests in functional factor models with application to yield curves", journal = j-ECONOM-J, volume = "20", number = "1", pages = "86--117", month = feb, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12075", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "10 October 2016", } @Article{Cai:2017:NRN, author = "Zongwu Cai and Bingyi Jing and Xinbing Kong and Zhi Liu", title = "Nonparametric regression with nearly integrated regressors under long-run dependence", journal = j-ECONOM-J, volume = "20", number = "1", pages = "118--138", month = feb, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12082", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "10 January 2017", } @Article{Ma:2017:SOR, author = "Jun Ma", title = "Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions", journal = j-ECONOM-J, volume = "20", number = "1", pages = "139--148", month = feb, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12079", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2016", } @Article{Smith:2017:RES, author = "Richard J. Smith", title = "{Royal} Economic Society Annual Conference 2015 Special Issue on Econometrics of Matching", journal = j-ECONOM-J, volume = "20", number = "2", pages = "Ci--Cii", month = jun, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12094", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 August 2017", } @Article{Krief:2017:SLM, author = "Jerome M. Krief", title = "Semi-linear mode regression", journal = j-ECONOM-J, volume = "20", number = "2", pages = "149--167", month = jun, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12088", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "20 March 2017", } @Article{Kyriacou:2017:IIS, author = "Maria Kyriacou and Peter C. B. Phillips and Francesca Rossi", title = "Indirect inference in spatial autoregression", journal = j-ECONOM-J, volume = "20", number = "2", pages = "168--189", month = jun, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12084", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 February 2017", } @Article{Lin:2017:STS, author = "Juan Lin and Ximing Wu", title = "A sequential test for the specification of predictive densities", journal = j-ECONOM-J, volume = "20", number = "2", pages = "190--220", month = jun, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12085", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 February 2017", } @Article{Preminger:2017:LSE, author = "Arie Preminger and Giuseppe Storti", title = "Least-squares estimation of {GARCH(1,1)} models with heavy-tailed errors", journal = j-ECONOM-J, volume = "20", number = "2", pages = "221--258", month = jun, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12089", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "30 March 2017", } @Article{Jochmans:2017:NSB, author = "Koen Jochmans and Thierry Magnac", title = "A note on sufficiency in binary panel models", journal = j-ECONOM-J, volume = "20", number = "2", pages = "259--269", month = jun, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12091", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 April 2017", } @Article{Galichon:2017:SSR, author = "Alfred Galichon", title = "A survey of some recent applications of optimal transport methods to econometrics", journal = j-ECONOM-J, volume = "20", number = "2", pages = "C1--C11", month = jun, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12083", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:05 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "11 January 2017", } @Article{Anonymous:2017:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 20", journal = j-ECONOM-J, volume = "20", number = "3", pages = "271--272", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12105", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2017", } @Article{Charbonneau:2017:MFE, author = "Karyne B. Charbonneau", title = "Multiple fixed effects in binary response panel data models", journal = j-ECONOM-J, volume = "20", number = "3", pages = "S1--S13", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12093", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 May 2017", } @Article{Boucher:2017:MFF, author = "Vincent Boucher and Ismael Mourifi{\'e}", title = "My friend far, far away: a random field approach to exponential random graph models", journal = j-ECONOM-J, volume = "20", number = "3", pages = "S14--S46", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12096", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "22 June 2017", } @Article{Rose:2017:IPE, author = "Christiern D. Rose", title = "Identification of peer effects through social networks using variance restrictions", journal = j-ECONOM-J, volume = "20", number = "3", pages = "S47--S60", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12101", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "02 August 2017", } @Article{Moscone:2017:SEH, author = "Francesco Moscone and Elisa Tosetti and Veronica Vinciotti", title = "Sparse estimation of huge networks with a block-wise structure", journal = j-ECONOM-J, volume = "20", number = "3", pages = "S61--S85", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12078", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2016", } @Article{Lin:2017:ESI, author = "Zhongjian Lin and Haiqing Xu", title = "Estimation of social-influence-dependent peer pressure in a large network game", journal = j-ECONOM-J, volume = "20", number = "3", pages = "S86--S102", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12102", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "30 August 2017", } @Article{Liu:2017:PEB, author = "Xiaodong Liu and Eleonora Patacchini and Edoardo Rainone", title = "Peer effects in bedtime decisions among adolescents: a social network model with sampled data", journal = j-ECONOM-J, volume = "20", number = "3", pages = "S103--S125", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12072", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 September 2016", } @Article{Adamic:2017:TN, author = "Lada Adamic and Celso Brunetti and Jeffrey H. Harris and Andrei Kirilenko", title = "Trading networks", journal = j-ECONOM-J, volume = "20", number = "3", pages = "S126--S149", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12090", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "05 April 2017", } @Article{Abbring:2017:SIE, author = "Jaap H. Abbring and {\'A}ureo de Paula", title = "Special Issue on Econometrics of Networks: Editorial", journal = j-ECONOM-J, volume = "20", number = "3", pages = "Si--Sii", month = oct, year = "2017", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12106", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:20:06 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 November 2017", } @Article{Smith:2018:RES, author = "Richard J. Smith", title = "{Royal} Economic Society Annual Conference 2016 Special Issue on Model Selection and Inference", journal = j-ECONOM-J, volume = "21", number = "1", pages = "Ci--Cii", month = feb, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12098", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 February 2018", } @Article{Honore:2018:SBE, author = "Bo E. Honor{\'e} and Luojia Hu", title = "Simpler bootstrap estimation of the asymptotic variance of {$U$}-statistic-based estimators", journal = j-ECONOM-J, volume = "21", number = "1", pages = "1--10", month = feb, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12099", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "13 July 2017", } @Article{Gu:2018:OAF, author = "Jiaying Gu and Shu Shen", title = "Oracle and adaptive false discovery rate controlling methods for one-sided testing: theory and application in treatment effect evaluation", journal = j-ECONOM-J, volume = "21", number = "1", pages = "11--35", month = feb, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12092", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "06 April 2017", } @Article{Escanciano:2018:SRE, author = "Juan Carlos Escanciano", title = "A simple and robust estimator for linear regression models with strictly exogenous instruments", journal = j-ECONOM-J, volume = "21", number = "1", pages = "36--54", month = feb, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12087", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "10 March 2017", } @Article{Hu:2018:IES, author = "Yingyao Hu and Ji-Liang Shiu", title = "Identification and estimation of semi-parametric censored dynamic panel data models of short time periods", journal = j-ECONOM-J, volume = "21", number = "1", pages = "55--85", month = feb, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12086", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "10 March 2017", } @Article{Chernozhukov:2018:DDM, author = "Victor Chernozhukov and Denis Chetverikov and Mert Demirer and Esther Duflo and Christian Hansen and Whitney Newey and James Robins", title = "Double/debiased machine learning for treatment and structural parameters", journal = j-ECONOM-J, volume = "21", number = "1", pages = "C1--C68", month = feb, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12097", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 June 2017", } @Article{Boswijk:2018:AWB, author = "H. Peter Boswijk and Yang Zu", title = "Adaptive wild bootstrap tests for a unit root with non-stationary volatility", journal = j-ECONOM-J, volume = "21", number = "2", pages = "87--113", month = jun, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12100", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 August 2017", } @Article{MacKinnon:2018:WBF, author = "James G. MacKinnon and Matthew D. Webb", title = "The wild bootstrap for few (treated) clusters", journal = j-ECONOM-J, volume = "21", number = "2", pages = "114--135", month = jun, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12107", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "15 November 2017", } @Article{Goldman:2018:NPI, author = "Matt Goldman and David M. Kaplan", title = "Non-parametric inference on (conditional) quantile differences and interquantile ranges, using {$L$}-statistics", journal = j-ECONOM-J, volume = "21", number = "2", pages = "136--169", month = jun, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12095", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "15 June 2017", } @Article{Daraio:2018:CLT, author = "Cinzia Daraio and L{\'e}opold Simar and Paul W. Wilson", title = "Central limit theorems for conditional efficiency measures and tests of the `separability' condition in non-parametric, two-stage models of production", journal = j-ECONOM-J, volume = "21", number = "2", pages = "170--191", month = jun, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12103", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "19 September 2017", } @Article{Wu:2018:TCV, author = "Jilin Wu and Zhijie Xiao", title = "Testing for changing volatility", journal = j-ECONOM-J, volume = "21", number = "2", pages = "192--217", month = jun, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12108", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "14 November 2017", } @Article{Mu:2018:IEH, author = "Beili Mu and Zhengyu Zhang", title = "Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors", journal = j-ECONOM-J, volume = "21", number = "2", pages = "218--246", month = jun, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12109", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:22 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "30 November 2017", } @Article{Chiong:2018:EGM, author = "Khai Xiang Chiong and Hyungsik Roger Moon", title = "Estimation of graphical models using the {$L_{1,2}$} norm", journal = j-ECONOM-J, volume = "21", number = "3", pages = "247--263", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12104", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "16 October 2017", } @Article{Westerlund:2018:CPG, author = "Joakim Westerlund", title = "{CCE} in panels with general unknown factors", journal = j-ECONOM-J, volume = "21", number = "3", pages = "264--276", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12110", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "24 January 2018", } @Article{Astill:2018:RTD, author = "S. Astill and A. M. R. Taylor", title = "Robust tests for deterministic seasonality and seasonal mean shifts", journal = j-ECONOM-J, volume = "21", number = "3", pages = "277--297", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12111", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "26 January 2018", } @Article{Kleiman-Weiner:2018:NPB, author = "Max Kleiman-Weiner and Joshua B. Tenenbaum and Penghui Zhou", title = "Non-parametric {Bayesian} inference of strategies in repeated games", journal = j-ECONOM-J, volume = "21", number = "3", pages = "298--315", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12112", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "06 April 2018", } @Article{vanKippersluis:2018:BPE, author = "Hans van Kippersluis and Cornelius A. Rietveld", title = "Beyond plausibly exogenous", journal = j-ECONOM-J, volume = "21", number = "3", pages = "316--331", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12113", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "04 May 2018", } @Article{Kline:2018:ITE, author = "Brendan Kline and Elie Tamer", title = "Identification of treatment effects with selective participation in a randomized trial", journal = j-ECONOM-J, volume = "21", number = "3", pages = "332--353", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12114", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "09 May 2018", } @Article{Anonymous:2018:IEJ, author = "Anonymous", title = "Index to {{\booktitle{The Econometrics Journal}}} Volume 21", journal = j-ECONOM-J, volume = "21", number = "3", pages = "354", month = oct, year = "2018", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12119", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Mar 9 08:21:23 MST 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://onlinelibrary.wiley.com/journal/1368423x", onlinedate = "01 October 2018", } @Article{Windmeijer:2019:TSL, author = "Frank Windmeijer", title = "Two-stage least squares as minimum distance", journal = j-ECONOM-J, volume = "22", number = "1", pages = "1--9", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12115", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:05 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/1/1/5317152", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Demetrescu:2019:TCC, author = "Matei Demetrescu and Dominik Wied", title = "Testing for constant correlation of filtered series under structural change", journal = j-ECONOM-J, volume = "22", number = "1", pages = "10--33", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12116", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:05 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/1/10/5317156", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Uematsu:2019:HDM, author = "Yoshimasa Uematsu and Shinya Tanaka", title = "High-dimensional macroeconomic forecasting and variable selection via penalized regression", journal = j-ECONOM-J, volume = "22", number = "1", pages = "34--56", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12117", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:05 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/1/34/5317155", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Juodis:2019:OPU, author = "Arturas Juodis and Joakim Westerlund", title = "Optimal panel unit root testing with covariates", journal = j-ECONOM-J, volume = "22", number = "1", pages = "57--72", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12118", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:05 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/1/57/5257426", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Guo:2019:TME, author = "Gangzheng Guo and Yixiao Sun and Shaoping Wang", title = "Testing for moderate explosiveness", journal = j-ECONOM-J, volume = "22", number = "1", pages = "73--95", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12120", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:05 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/1/73/5257425", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Anonymous:2019:RES, author = "Anonymous", title = "{Royal Economic Society Annual Conference 2017 Special Issue on Econometrics of Games}", journal = j-ECONOM-J, volume = "22", number = "1", pages = "-", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/uty001", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:05 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/1/Ci/5317154", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Haile:2019:UHA, author = "Philip A. Haile and Yuichi Kitamura", title = "Unobserved heterogeneity in auctions", journal = j-ECONOM-J, volume = "22", number = "1", pages = "-", month = jan, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1111/ectj.12121", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:05 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/1/C1/5257424", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{McElroy:2019:TCV, author = "Tucker S. McElroy and Agnieszka Jach", title = "Testing collinearity of vector time series", journal = j-ECONOM-J, volume = "22", number = "2", pages = "97--116", month = may, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/uty002", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:06 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/2/97/5303850", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Botosaru:2019:RCS, author = "Irene Botosaru and Bruno Ferman", title = "On the role of covariates in the synthetic control method", journal = j-ECONOM-J, volume = "22", number = "2", pages = "117--130", month = may, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz001", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:06 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/2/117/5303851", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Barunik:2019:QCG, author = "Jozef Barun{\'\i}k and Tobias Kley", title = "Quantile coherency: a general measure for dependence between cyclical economic variables", journal = j-ECONOM-J, volume = "22", number = "2", pages = "131--152", month = may, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz002", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:06 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/2/131/5303852", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Davydov:2019:IRN, author = "Youri Davydov and Francesca Greselin", title = "Inferential results for a new measure of inequality", journal = j-ECONOM-J, volume = "22", number = "2", pages = "153--172", month = may, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz004", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:06 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/2/153/5393360", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Amsler:2019:SDI, author = "Christine Amsler and Peter Schmidt", title = "Separating different individual effects in a panel data model", journal = j-ECONOM-J, volume = "22", number = "2", pages = "173--187", month = may, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz005", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:06 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/2/173/5487077", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Thompson:2019:SGA, author = "Brennan S. Thompson and Matthew D. Webb", title = "A simple, graphical approach to comparing multiple treatments", journal = j-ECONOM-J, volume = "22", number = "2", pages = "188--205", month = may, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz006", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Sep 6 16:43:06 MDT 2019", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/2/188/5487076", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Wen:2019:GNG, author = "Kuangyu Wen and Ximing Wu", title = "A guided nonparametric goodness-of-fit test with application to income distributions", journal = j-ECONOM-J, volume = "22", number = "3", pages = "207--222", month = sep, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz007", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/3/207/5497296", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Chen:2019:ELG, author = "Jia Chen", title = "Estimating latent group structure in time-varying coefficient panel data models", journal = j-ECONOM-J, volume = "22", number = "3", pages = "223--240", month = sep, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz008", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/3/223/5497920", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Hubner:2019:QBS, author = "Stefan Hubner and Pavel C{\'\i}zek", title = "Quantile-based smooth transition value at risk estimation", journal = j-ECONOM-J, volume = "22", number = "3", pages = "241--261", month = sep, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz009", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/3/241/5511890", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Gillen:2019:BAD, author = "Benjamin J. Gillen and Sergio Montero and Hyungsik Roger Moon and Matthew Shum", title = "{BLP-2LASSO} for aggregate discrete choice models with rich covariates", journal = j-ECONOM-J, volume = "22", number = "3", pages = "262--281", month = sep, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz010", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/3/262/5531304", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Forchini:2019:FIP, author = "Giovanni Forchini and Bin Jiang", title = "Fragility of identification in panel binary response models", journal = j-ECONOM-J, volume = "22", number = "3", pages = "282--291", month = sep, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz011", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/3/282/5541058", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Besstremyannaya:2019:RSA, author = "Galina Besstremyannaya and Sergei Golovan", title = "Reconsideration of a simple approach to quantile regression for panel data", journal = j-ECONOM-J, volume = "22", number = "3", pages = "292--308", month = sep, year = "2019", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz012", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/22/3/292/5549841", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Carneiro:2020:ODC, author = "Pedro Carneiro and Sokbae Lee and Daniel Wilhelm", title = "Optimal data collection for randomized control trials", journal = j-ECONOM-J, volume = "23", number = "1", pages = "1--31", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz020", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/1/1/5614972", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Hong:2020:IFP, author = "Han Hong and Michael P. Leung and Jessie Li", title = "Inference on finite-population treatment effects under limited overlap", journal = j-ECONOM-J, volume = "23", number = "1", pages = "32--47", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz017", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/1/32/5558232", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Emvalomatis:2020:SPA, author = "Grigorios Emvalomatis", title = "Semi-parametric analysis of efficiency and productivity using {Gaussian} processes", journal = j-ECONOM-J, volume = "23", number = "1", pages = "48--67", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz013", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See erratum \cite{Emvalomatis:2020:ESP}.", URL = "http://academic.oup.com/ectj/article/23/1/48/5561435", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Gardner:2020:RMB, author = "John R. Gardner", title = "{Roy}-model bounds on the wage effects of the {Great Migration}", journal = j-ECONOM-J, volume = "23", number = "1", pages = "68--87", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz014", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/1/68/5556528", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Breunig:2020:ITO, author = "Christoph Breunig and Michael Kummer and Joerg Ohnemus and Steffen Viete", title = "Information technology outsourcing and firm productivity: eliminating bias from selective missingness in the dependent variable", journal = j-ECONOM-J, volume = "23", number = "1", pages = "88--114", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz016", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/1/88/5572205", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Lee:2020:ICD, author = "Lung-fei Lee and Jihai Yu", title = "Initial conditions of dynamic panel data models: on within and between equations", journal = j-ECONOM-J, volume = "23", number = "1", pages = "115--136", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz015", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/1/115/5556939", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Zhu:2020:NSB, author = "Huanjun Zhu and Vasilis Sarafidis and Mervyn J. Silvapulle", title = "A new structural break test for panels with common factors", journal = j-ECONOM-J, volume = "23", number = "1", pages = "137--155", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz018", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/1/137/5593950", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Okui:2020:KEP, author = "Ryo Okui and Takahide Yanagi", title = "Kernel estimation for panel data with heterogeneous dynamics", journal = j-ECONOM-J, volume = "23", number = "1", pages = "156--175", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz019", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/1/156/5607791", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Emvalomatis:2020:ESP, author = "Grigorios Emvalomatis", title = "Erratum to: {Semi-parametric analysis of efficiency and productivity using Gaussian processes}", journal = j-ECONOM-J, volume = "23", number = "1", pages = "176--176", month = jan, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz021", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Jan 28 07:39:21 MST 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See \cite{Emvalomatis:2020:SPA}.", URL = "http://academic.oup.com/ectj/article/23/1/176/5614492", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Chang:2020:DDM, author = "Neng-Chieh Chang", title = "Double\slash debiased machine learning for difference-in-differences models", journal = j-ECONOM-J, volume = "23", number = "2", pages = "177--191", month = may, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa001", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Jul 24 16:02:00 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/2/177/5722119", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Calonico:2020:OBC, author = "Sebastian Calonico and Matias D. Cattaneo and Max H. Farrell", title = "Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs", journal = j-ECONOM-J, volume = "23", number = "2", pages = "192--210", month = may, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz022", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Jul 24 16:02:00 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/2/192/5625071", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{He:2020:WBF, author = "Yang He and Ot{\'a}vio Bartalotti", title = "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals", journal = j-ECONOM-J, volume = "23", number = "2", pages = "211--231", month = may, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa002", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Jul 24 16:02:00 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/2/211/5715907", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Kim:2020:PIN, author = "Dongwoo Kim", title = "Partial identification in nonseparable count data instrumental variable models", journal = j-ECONOM-J, volume = "23", number = "2", pages = "232--250", month = may, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz025", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Jul 24 16:02:00 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/2/232/5682487", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Liu:2020:AFT, author = "Ruixuan Liu and Zhengfei Yu", title = "Accelerated failure time models with log-concave errors", journal = j-ECONOM-J, volume = "23", number = "2", pages = "251--268", month = may, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz024", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Jul 24 16:02:00 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/2/251/5663610", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Casarin:2020:MNA, author = "Roberto Casarin and Matteo Iacopini and German Molina and Enrique ter Horst and Ramon Espinasa and Carlos Sucre and Roberto Rigobon", title = "Multilayer network analysis of oil linkages", journal = j-ECONOM-J, volume = "23", number = "2", pages = "269--296", month = may, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa003", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Jul 24 16:02:00 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/2/269/5717302", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Banerjee:2020:PFB, author = "Anurag Banerjee and Guillaume Chevillon and Marie Kratz", title = "Probabilistic forecasting of bubbles and flash crashes", journal = j-ECONOM-J, volume = "23", number = "2", pages = "297--315", month = may, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa004", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Jul 24 16:02:00 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/2/297/5736054", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Koenker:2020:IMR, author = "Roger Koenker", title = "The ignorant monopolist redux", journal = j-ECONOM-J, volume = "23", number = "2", pages = "316--322", month = may, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utz023", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Fri Jul 24 16:02:00 MDT 2020", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/2/316/5625070", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Iskhakov:2020:E, author = "Fedor Iskhakov and John Rust and Bertel Schjerning", title = "Editorial", journal = j-ECONOM-J, volume = "23", number = "3", pages = "Si--Siii", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa024", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/Si/5925025", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Igami:2020:AIS, author = "Mitsuru Igami", title = "Artificial intelligence as structural estimation: {Deep Blue}, {Bonanza}, and {AlphaGo}", journal = j-ECONOM-J, volume = "23", number = "3", pages = "S1--S24", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa005", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/S1/5802896", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Druedahl:2020:HOI, author = "Jeppe Druedahl and Anders Munk-Nielsen", title = "Higher-order income dynamics with linked regression trees", journal = j-ECONOM-J, volume = "23", number = "3", pages = "S25--S58", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa026", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/S25/5899050", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Keane:2020:CDN, author = "Michael Keane and Timothy Neal", title = "Comparing deep neural network and econometric approaches to predicting the impact of climate change on agricultural yield", journal = j-ECONOM-J, volume = "23", number = "3", pages = "S59--S80", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa012", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/S59/5849000", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Iskhakov:2020:MLS, author = "Fedor Iskhakov and John Rust and Bertel Schjerning", title = "Machine learning and structural econometrics: contrasts and synergies", journal = j-ECONOM-J, volume = "23", number = "3", pages = "S81--S124", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa019", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/S81/5899047", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Cho:2020:QIN, author = "Sang-Wook (Stanley) Cho", title = "Quantifying the impact of nonpharmaceutical interventions during the {COVID-19} outbreak: The case of {Sweden}", journal = j-ECONOM-J, volume = "23", number = "3", pages = "323--344", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa025", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/323/5899049", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Liu:2020:TWE, author = "Shenglong Liu and Ismael Mourifi{\'e} and Yuanyuan Wan", title = "Two-way exclusion restrictions in models with heterogeneous treatment effects", journal = j-ECONOM-J, volume = "23", number = "3", pages = "345--362", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa013", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/345/5849432", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Gautier:2020:IPB, author = "Pieter A. Gautier and Aico van Vuuren", title = "Identifying present bias and time preferences with an application to land-lease-contract data", journal = j-ECONOM-J, volume = "23", number = "3", pages = "363--385", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa018", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/363/5861310", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Wang:2020:SEG, author = "Xi Wang and Songnian Chen", title = "Semiparametric estimation of generalized transformation panel data models with nonstationary error", journal = j-ECONOM-J, volume = "23", number = "3", pages = "386--402", month = sep, year = "2020", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa009", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/23/3/386/5835681", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Anonymous:2021:RES, author = "Anonymous", title = "{Royal Economic Society Annual Conference 2018} Special Issue on Structural Macroeconometrics", journal = j-ECONOM-J, volume = "24", number = "1", pages = "Ci--Ciii", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa034", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/Ci/6161542", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Rossi:2021:IEE, author = "Barbara Rossi", title = "Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?", journal = j-ECONOM-J, volume = "24", number = "1", pages = "C1--C32", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa020", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/C1/5872478", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Cai:2021:OED, author = "Michael Cai and Marco {Del Negro} and Edward Herbst and Ethan Matlin and Reca Sarfati and Frank Schorfheide", title = "Online estimation of {DSGE} models", journal = j-ECONOM-J, volume = "24", number = "1", pages = "C33--C58", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa029", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/C33/5909595", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Lutkepohl:2021:TIH, author = "Helmut L{\"u}tkepohl and Mika Meitz and Aleksei Netsunajev and Pentti Saikkonen", title = "Testing identification via heteroskedasticity in structural vector autoregressive models", journal = j-ECONOM-J, volume = "24", number = "1", pages = "1--22", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa008", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See erratum \cite{Anonymous:2021:ETI}.", URL = "http://academic.oup.com/ectj/article/24/1/1/5820226", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Fu:2021:TEN, author = "Jia-Young Michael Fu and Joel L. Horowitz and Matthias Parey", title = "Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions", journal = j-ECONOM-J, volume = "24", number = "1", pages = "23--40", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa007", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/23/5819016", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Bera:2021:TNR, author = "Anil Bera and Gabriel Montes-Rojas and Walter Sosa-Escudero and Javier Alejo", title = "Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses", journal = j-ECONOM-J, volume = "24", number = "1", pages = "41--57", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa010", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/41/5835215", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Ginker:2021:LRT, author = "Tim Ginker and Offer Lieberman", title = "{LSTUR} regression theory and the instability of the sample correlation coefficient between financial return indices", journal = j-ECONOM-J, volume = "24", number = "1", pages = "58--82", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa011", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/58/5846040", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Kejriwal:2021:GFA, author = "Mohitosh Kejriwal and Xuewen Yu", title = "Generalized Forecast Averaging in Autoregressions with a Near Unit Root", journal = j-ECONOM-J, volume = "24", number = "1", pages = "83--102", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa006", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/83/5814315", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Chen:2021:BCC, author = "Le-Yu Chen and Sokbae Lee", title = "Binary classification with covariate selection through $ l_0$-penalised empirical risk minimisation", journal = j-ECONOM-J, volume = "24", number = "1", pages = "103--120", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa017", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/103/5860277", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Fosgerau:2021:ICI, author = "Mogens Fosgerau and Dennis Kristensen", title = "Identification of a class of index models: a topological approach", journal = j-ECONOM-J, volume = "24", number = "1", pages = "121--133", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa016", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/121/5858893", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Knaus:2021:MLE, author = "Michael C. Knaus and Michael Lechner and Anthony Strittmatter", title = "Machine learning estimation of heterogeneous causal effects: Empirical {Monte Carlo} evidence", journal = j-ECONOM-J, volume = "24", number = "1", pages = "134--161", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa014", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/134/5854188", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Xu:2021:POF, author = "Ruonan Xu", title = "Potential outcomes and finite-population inference for {$M$}-estimators", journal = j-ECONOM-J, volume = "24", number = "1", pages = "162--176", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa022", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/162/5873407", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Zhu:2021:MAE, author = "Rong Zhu and Xinyu Zhang and Yanyuan Ma and Guohua Zou", title = "Model averaging estimation for high-dimensional covariance matrices with a network structure", journal = j-ECONOM-J, volume = "24", number = "1", pages = "177--197", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa030", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/1/177/5912831", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Anonymous:2021:ETI, author = "Anonymous", title = "Erratum to: {Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models}", journal = j-ECONOM-J, volume = "24", number = "1", pages = "198--198", month = jan, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa015", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Tue Mar 30 15:51:26 MDT 2021", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", note = "See \cite{Lutkepohl:2021:TIH}.", URL = "http://academic.oup.com/ectj/article/24/1/198/5866004", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Anonymous:2021:E, author = "Anonymous", title = "Editorial", journal = j-ECONOM-J, volume = "24", number = "2", pages = "Ci--Civ", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab017", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/Ci/6311309", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Heckman:2021:USM, author = "James J Heckman and Ganesh Karapakula", title = "Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments", journal = j-ECONOM-J, volume = "24", number = "2", pages = "C1--C39", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab009", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/C1/6207935", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Fernandez-Val:2021:LRA, author = "Iv{\'a}n Fern{\'a}ndez-Val and Hugo Freeman and Martin Weidner", title = "Low-rank approximations of nonseparable panel models", journal = j-ECONOM-J, volume = "24", number = "2", pages = "C40--C77", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab007", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/C40/6177679", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Honore:2021:ISB, author = "Bo E Honor{\'e} and {\'A}ureo de Paula", title = "Identification in simple binary outcome panel data models", journal = j-ECONOM-J, volume = "24", number = "2", pages = "C78--C93", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab010", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/C78/6271316", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Lee:2021:EDM, author = "Sanghyeok Lee and Tue G{\o}rgens", title = "Estimation of dynamic models of recurrent events with censored data", journal = j-ECONOM-J, volume = "24", number = "2", pages = "199--224", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa028", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/199/5903267", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Tugan:2021:PVM, author = "Mustafa Tugan", title = "Panel {VAR} models with interactive fixed effects", journal = j-ECONOM-J, volume = "24", number = "2", pages = "225--246", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa021", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/225/5873007", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Chen:2021:SEQ, author = "Liang Chen and Yulong Huo", title = "A simple estimator for quantile panel data models using smoothed quantile regressions", journal = j-ECONOM-J, volume = "24", number = "2", pages = "247--263", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa023", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/247/5881299", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Semenova:2021:DML, author = "Vira Semenova and Victor Chernozhukov", title = "Debiased machine learning of conditional average treatment effects and other causal functions", journal = j-ECONOM-J, volume = "24", number = "2", pages = "264--289", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa027", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/264/5899048", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Lee:2021:CSA, author = "Seojeong Lee and Youngki Shin", title = "Complete subset averaging with many instruments", journal = j-ECONOM-J, volume = "24", number = "2", pages = "290--314", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa033", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/290/5981609", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Karabiyik:2021:FUC, author = "Hande Karabiyik and Joakim Westerlund", title = "Forecasting using cross-section average-augmented time series regressions", journal = j-ECONOM-J, volume = "24", number = "2", pages = "315--333", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa031", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/315/5921167", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Aihounton:2021:UMI, author = "Ghislain B D Aihounton and Arne Henningsen", title = "Units of measurement and the inverse hyperbolic sine transformation", journal = j-ECONOM-J, volume = "24", number = "2", pages = "334--351", month = may, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa032", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:42:59 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/2/334/5948096", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Bluhm:2021:SCB, author = "Richard Bluhm and Maxim Pinkovskiy", title = "The spread of {COVID-19} and the {BCG} vaccine: a natural experiment in reunified {Germany}", journal = j-ECONOM-J, volume = "24", number = "3", pages = "353--376", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab006", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/353/6271317", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Aboutaleb:2021:SCE, author = "Youssef M Aboutaleb and Mazen Danaf and Yifei Xie and Moshe E Ben-Akiva", title = "Sparse covariance estimation in logit mixture models", journal = j-ECONOM-J, volume = "24", number = "3", pages = "377--398", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab008", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/377/6178866", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Dong:2021:CMI, author = "Baiyu Dong and Yu-Wei Hsieh and Matthew Shum", title = "Computing moment inequality models using constrained optimization", journal = j-ECONOM-J, volume = "24", number = "3", pages = "399--416", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab014", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/399/6262350", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Kruiniger:2021:IAM, author = "Hugo Kruiniger", title = "Identification without assuming mean stationarity: quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors", journal = j-ECONOM-J, volume = "24", number = "3", pages = "417--441", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa036", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/417/6030027", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Gotz:2021:LMF, author = "Thomas B G{\"o}tz and Klemens Hauzenberger", title = "Large mixed-frequency {VARs} with a parsimonious time-varying parameter structure", journal = j-ECONOM-J, volume = "24", number = "3", pages = "442--461", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab001", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/442/6102556", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Yang:2021:PKT, author = "Lixiong Yang and Chunli Zhang and Chingnun Lee and I-Po Chen", title = "Panel kink threshold regression model with a covariate-dependent threshold", journal = j-ECONOM-J, volume = "24", number = "3", pages = "462--481", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utaa035", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/462/6027470", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Hong:2021:UIS, author = "Shaoxin Hong and Jiancheng Jiang and Xuejun Jiang and Zhijie Xiao", title = "Unifying inference for semiparametric regression", journal = j-ECONOM-J, volume = "24", number = "3", pages = "482--501", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab005", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/482/6168403", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Anderson:2021:UFA, author = "Gordon Anderson and Oliver Linton and Maria Grazia Pittau and Yoon-Jae Whang and Roberto Zelli", title = "On unit free assessment of the extent of multilateral distributional variation", journal = j-ECONOM-J, volume = "24", number = "3", pages = "502--518", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab003", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/502/6125966", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Abrevaya:2021:PEN, author = "Jason Abrevaya and Yu-Chin Hsu", title = "Partial effects in non-linear panel data models with correlated random effects", journal = j-ECONOM-J, volume = "24", number = "3", pages = "519--535", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab004", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/519/6156618", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Andresen:2021:IBE, author = "Martin E Andresen and Martin Huber", title = "Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction", journal = j-ECONOM-J, volume = "24", number = "3", pages = "536--558", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab002", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/536/6126343", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Liu:2021:DDM, author = "Molei Liu and Yi Zhang and Doudou Zhou", title = "Double\slash debiased machine learning for logistic partially linear model", journal = j-ECONOM-J, volume = "24", number = "3", pages = "559--588", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab019", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/559/6296639", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Shin:2021:ECM, author = "Youngki Shin and Zvezdomir Todorov", title = "Exact computation of maximum rank correlation estimator", journal = j-ECONOM-J, volume = "24", number = "3", pages = "589--607", month = sep, year = "2021", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab013", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/24/3/589/6247621", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Stoye:2022:BIP, author = "J{\"o}rg Stoye", title = "Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early {COVID-19}", journal = j-ECONOM-J, volume = "25", number = "1", pages = "1--14", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab024", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/1/6325165", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Breidenbach:2022:LSS, author = "Philipp Breidenbach and Timo Mitze", title = "Large-scale sport events and {COVID-19} infection effects: evidence from the {German} professional football `experiment'", journal = j-ECONOM-J, volume = "25", number = "1", pages = "15--45", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab021", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/15/6318366", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Cerqueti:2022:SBL, author = "Roy Cerqueti and Raffaella Coppier and Alessandro Girardi and Marco Ventura", title = "The sooner the better: lives saved by the lockdown during the {COVID-19} outbreak. {The} case of {Italy}", journal = j-ECONOM-J, volume = "25", number = "1", pages = "46--70", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab027", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/46/6363683", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Carrasco:2022:TOR, author = "Marine Carrasco and Mohamed Doukali", title = "Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife {IV}", journal = j-ECONOM-J, volume = "25", number = "1", pages = "71--97", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab020", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/71/6318365", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Liu:2022:EGM, author = "Hang Liu and Kanchan Mukherjee", title = "{$R$}-estimators in {GARCH} models: asymptotics and applications", journal = j-ECONOM-J, volume = "25", number = "1", pages = "98--113", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab026", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/98/6359714", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Soberon:2022:NPD, author = "Alexandra Soberon and Juan M Rodriguez-Poo and Peter M Robinson", title = "Nonparametric panel data regression with parametric cross-sectional dependence", journal = j-ECONOM-J, volume = "25", number = "1", pages = "114--133", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab016", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/114/6272425", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Yan:2022:FAF, author = "Yayi Yan and Tingting Cheng", title = "Factor-augmented forecasting regressions with threshold effects", journal = j-ECONOM-J, volume = "25", number = "1", pages = "134--154", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab011", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/134/6212225", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Palandri:2022:RIC, author = "Alessandro Palandri", title = "Rank-invariance conditions for the comparison of volatility forecasts", journal = j-ECONOM-J, volume = "25", number = "1", pages = "155--175", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab012", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/155/6228830", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Chen:2022:ENN, author = "Likai Chen and Ekaterina Smetanina and Wei Biao Wu", title = "Estimation of nonstationary nonparametric regression model with multiplicative structure", journal = j-ECONOM-J, volume = "25", number = "1", pages = "176--214", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab018", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/176/6297266", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Goh:2022:SCM, author = "Gyuhyeong Goh and Jisang Yu", title = "Synthetic control method with convex hull restrictions: a {Bayesian} maximum a posteriori approach", journal = j-ECONOM-J, volume = "25", number = "1", pages = "215--232", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab015", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/215/6270888", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Nekipelov:2022:ROM, author = "Denis Nekipelov and Vira Semenova and Vasilis Syrgkanis", title = "Regularised orthogonal machine learning for nonlinear semiparametric models", journal = j-ECONOM-J, volume = "25", number = "1", pages = "233--255", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab022", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/233/6327541", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Antoine:2022:PLM, author = "Bertille Antoine and Xiaolin Sun", title = "Partially linear models with endogeneity: a conditional moment-based approach", journal = j-ECONOM-J, volume = "25", number = "1", pages = "256--275", month = jan, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab025", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Mon Feb 21 06:43:00 MST 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/1/256/6325167", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Abbring:2022:TYD, author = "Jaap H Abbring", title = "Ten years of {Denis Sargan Econometrics Prizes}: Editorial", journal = j-ECONOM-J, volume = "25", number = "2", pages = "i--iii", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac014", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/i/6588014", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Farbmacher:2022:CMA, author = "Helmut Farbmacher and Martin Huber and Luk{\'a}s Laff{\'e}rs and Henrika Langen and Martin Spindler", title = "Causal mediation analysis with double machine learning", journal = j-ECONOM-J, volume = "25", number = "2", pages = "277--300", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac003", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/277/6517682", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Bansal:2022:DQA, author = "Prateek Bansal and Vahid Keshavarzzadeh and Angelo Guevara and Shanjun Li and Ricardo A Daziano", title = "Designed quadrature to approximate integrals in maximum simulated likelihood estimation", journal = j-ECONOM-J, volume = "25", number = "2", pages = "301--321", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab023", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/301/6325166", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Hitomi:2022:OMR, author = "Kohtaro Hitomi and Masamune Iwasawa and Yoshihiko Nishiyama", title = "Optimal minimax rates against nonsmooth alternatives", journal = j-ECONOM-J, volume = "25", number = "2", pages = "322--339", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab030", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/322/6380482", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Cui:2022:TSI, author = "Guowei Cui and Milda Norkute and Vasilis Sarafidis and Takashi Yamagata", title = "Two-stage instrumental variable estimation of linear panel data models with interactive effects", journal = j-ECONOM-J, volume = "25", number = "2", pages = "340--361", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab029", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/340/6402892", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Horvath:2022:DCB, author = "Lajos Horv{\'a}th and Zhenya Liu and Gregory Rice and Yuqian Zhao", title = "Detecting common breaks in the means of high dimensional cross-dependent panels", journal = j-ECONOM-J, volume = "25", number = "2", pages = "362--383", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab028", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/362/6364356", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Berger:2022:TCM, author = "Yves G Berger", title = "Testing conditional moment restriction models using empirical likelihood", journal = j-ECONOM-J, volume = "25", number = "2", pages = "384--403", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab032", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/384/6400100", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Jakobsen:2022:DRC, author = "Martin Emil Jakobsen and Jonas Peters", title = "Distributional robustness of {$K$}-class estimators and the {PULSE}", journal = j-ECONOM-J, volume = "25", number = "2", pages = "404--432", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab031", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/404/6380481", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Cizek:2022:MRS, author = "P C{\'\i}zek and S Sadikoglu", title = "Misclassification-robust semiparametric estimation of single-index binary-choice models", journal = j-ECONOM-J, volume = "25", number = "2", pages = "433--454", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac005", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/433/6517309", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Lobato:2022:SSE, author = "Ignacio N Lobato and Carlos Velasco", title = "Single step estimation of {ARMA} roots for nonfundamental nonstationary fractional models", journal = j-ECONOM-J, volume = "25", number = "2", pages = "455--476", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac001", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/455/6505131", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Ban:2022:NBT, author = "Kyunghoon Ban and D{\'e}sir{\'e} K{\'e}dagni", title = "Nonparametric bounds on treatment effects with imperfect instruments", journal = j-ECONOM-J, volume = "25", number = "2", pages = "477--493", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab033", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/477/6445996", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Casoli:2022:PTD, author = "Chiara Casoli and Riccardo (Jack) Lucchetti", title = "Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices", journal = j-ECONOM-J, volume = "25", number = "2", pages = "494--514", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utab034", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/494/6490126", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Dimpfl:2022:ESC, author = "Thomas Dimpfl and Jantje S{\"o}nksen and Ingo Bechmann and Joachim Grammig", title = "Estimating the {SARS-CoV-2} infection fatality rate by data combination: the case of {Germany}'s first wave", journal = j-ECONOM-J, volume = "25", number = "2", pages = "515--530", month = may, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac004", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Jun 4 11:28:41 MDT 2022", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/2/515/6517310", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Olden:2022:TDE, author = "Andreas Olden and Jarle M{\o}en", title = "The triple difference estimator", journal = j-ECONOM-J, volume = "25", number = "3", pages = "531--553", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac010", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/531/6545797", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Song:2022:EIT, author = "Kyungchul Song and Zhengfei Yu", title = "Estimation and inference on treatment effects under treatment-based sampling designs", journal = j-ECONOM-J, volume = "25", number = "3", pages = "554--575", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac008", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/554/6554242", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Chernozhukov:2022:DML, author = "Victor Chernozhukov and Whitney K. Newey and Rahul Singh", title = "Debiased machine learning of global and local parameters using regularized {Riesz} representers", journal = j-ECONOM-J, volume = "25", number = "3", pages = "576--601", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac002", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/576/6572833", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Knaus:2022:DML, author = "Michael C. Knaus", title = "Double machine learning-based programme evaluation under unconfoundedness", journal = j-ECONOM-J, volume = "25", number = "3", pages = "602--627", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac015", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/602/6596870", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Bodory:2022:EWD, author = "Hugo Bodory and Martin Huber and Luk{\'a}s Laff{\'e}rs", title = "Evaluating (weighted) dynamic treatment effects by double machine learning", journal = j-ECONOM-J, volume = "25", number = "3", pages = "628--648", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac018", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/628/6604379", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Arkhangelsky:2022:DRI, author = "Dmitry Arkhangelsky and Guido W. Imbens", title = "Doubly robust identification for causal panel data models", journal = j-ECONOM-J, volume = "25", number = "3", pages = "649--674", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac019", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/649/6617637", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Delgado:2022:DRD, author = "Miguel A. Delgado and Andr{\'e}s Garc{\'\i}a-Suaza and Pedro H. C. Sant'Anna", title = "Distribution regression in duration analysis: an application to unemployment spells", journal = j-ECONOM-J, volume = "25", number = "3", pages = "675--698", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac007", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/675/6527572", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Read:2022:AIS, author = "Matthew Read", title = "Algorithms for inference in {SVARs} identified with sign and zero restrictions", journal = j-ECONOM-J, volume = "25", number = "3", pages = "699--718", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac009", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/699/6529229", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Westerlund:2022:CHF, author = "Joakim Westerlund and Yousef Kaddoura", title = "{CCE} in heterogeneous fixed-{$T$} panels", journal = j-ECONOM-J, volume = "25", number = "3", pages = "719--738", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac012", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/719/6556007", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Hansen:2022:RCE, author = "Peter Reinhard Hansen", title = "Relative contagiousness of emerging virus variants: an analysis of the {Alpha}, {Delta}, and {Omicron} {SARS-CoV-2} variants", journal = j-ECONOM-J, volume = "25", number = "3", pages = "739--761", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac011", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/739/6553812", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Korolev:2022:RFE, author = "Ivan Korolev", title = "On reduced form estimation of the effect of policy interventions on the {COVID-19} pandemic", journal = j-ECONOM-J, volume = "25", number = "3", pages = "762--780", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac013", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/762/6555449", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Bilgel:2022:ECL, author = "Firat Bilgel", title = "Effects of {Covid-19} lockdowns on social distancing in {Turkey}", journal = j-ECONOM-J, volume = "25", number = "3", pages = "781--805", month = sep, year = "2022", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac016", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/25/3/781/6590814", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Abbring:2023:RES, author = "Jaap H. Abbring", title = "{Royal Economic Society Annual Conference 2021} Special Issue on Econometrics of Dynamic Discrete Choice", journal = j-ECONOM-J, volume = "26", number = "1", pages = "Ci--Cii", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac033", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/1/Ci/6982525", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Aguirregabiria:2023:DDD, author = "Victor Aguirregabiria", title = "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity", journal = j-ECONOM-J, volume = "26", number = "1", pages = "C1--C25", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac025", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/1/C1/6761678", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Otsu:2023:EMD, author = "Taisuke Otsu and Martin Pesendorfer", title = "Equilibrium multiplicity in dynamic games: Testing and estimation", journal = j-ECONOM-J, volume = "26", number = "1", pages = "C26--C42", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac006", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/1/C26/6576205", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Menchetti:2023:CCO, author = "Fiammetta Menchetti and Fabrizio Cipollini and Fabrizia Mealli", title = "Combining counterfactual outcomes and {ARIMA} models for policy evaluation", journal = j-ECONOM-J, volume = "26", number = "1", pages = "1--24", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac024", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/1/1/6713620", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Wang:2023:BTU, author = "Xiaohu Wang and Jun Yu", title = "Bubble testing under polynomial trends", journal = j-ECONOM-J, volume = "26", number = "1", pages = "25--44", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac020", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/1/25/6648704", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Kasy:2023:MSB, author = "Maximilian Kasy and Alexander Teytelboym", title = "Matching with semi-bandits", journal = j-ECONOM-J, volume = "26", number = "1", pages = "45--66", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac021", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/1/45/6717767", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Li:2023:APM, author = "Chaojun Li and Yan Liu", title = "Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities", journal = j-ECONOM-J, volume = "26", number = "1", pages = "67--87", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac022", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/1/67/6671600", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Abadir:2023:EMR, author = "Karim M. Abadir", title = "Explicit minimal representation of variance matrices, and its implication for dynamic volatility models", journal = j-ECONOM-J, volume = "26", number = "1", pages = "88--104", month = jan, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac023", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Sat Feb 11 10:32:27 MST 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/1/88/6675807", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Abbring:2023:DSE, author = "Jaap H. Abbring", title = "The {2022 Denis Sargan Econometrics Prize}", journal = j-ECONOM-J, volume = "26", number = "2", pages = "i--i", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad011", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/i/7160642", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Kreiss:2023:IRD, author = "Alexander Kreiss and Christoph Rothe", title = "Inference in regression discontinuity designs with high-dimensional covariates", journal = j-ECONOM-J, volume = "26", number = "2", pages = "105--123", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac029", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/105/6957254", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Cui:2023:IES, author = "Guowei Cui and Vasilis Sarafidis and Takashi Yamagata", title = "{IV} estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk", journal = j-ECONOM-J, volume = "26", number = "2", pages = "124--146", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac026", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/124/6840229", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Corradi:2023:TQS, author = "Valentina Corradi and Daniel Gutknecht", title = "Testing for quantile sample selection", journal = j-ECONOM-J, volume = "26", number = "2", pages = "147--173", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac027", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/147/6840230", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Yuan:2023:SPI, author = "Meng Yuan and Pengfei Li and Changbao Wu", title = "Semi-parametric inference on {Gini} indices of two semi-continuous populations under density ratio models", journal = j-ECONOM-J, volume = "26", number = "2", pages = "174--188", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac028", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/174/6840233", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Kaplan:2023:CLI, author = "David M. Kaplan and Wei Zhao", title = "Comparing latent inequality with ordinal data", journal = j-ECONOM-J, volume = "26", number = "2", pages = "189--214", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac030", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/189/6840227", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Choi:2023:FWP, author = "Sung Hoon Choi", title = "Feasible weighted projected principal component analysis for semi-parametric factor models", journal = j-ECONOM-J, volume = "26", number = "2", pages = "215--234", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac031", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/215/6840231", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Tsyawo:2023:FIR, author = "Emmanuel Selorm Tsyawo", title = "Feasible {IV} regression without excluded instruments", journal = j-ECONOM-J, volume = "26", number = "2", pages = "235--256", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac032", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/235/6888009", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Aradillas-Lopez:2023:NTC, author = "Andr{\'e}s Aradillas-L{\'o}pez and Lidia Kosenkova", title = "A nonparametric test for cooperation in discrete games", journal = j-ECONOM-J, volume = "26", number = "2", pages = "257--278", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad001", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/257/6969418", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Dunker:2023:NIR, author = "Fabian Dunker and Stefan Hoderlein and Hiroaki Kaido", title = "Nonparametric identification of random coefficients in aggregate demand models for differentiated products", journal = j-ECONOM-J, volume = "26", number = "2", pages = "279--306", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad002", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/279/6967904", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Poignard:2023:EHD, author = "Benjamin Poignard and Manabu Asai", title = "Estimation of high-dimensional vector autoregression via sparse precision matrix", journal = j-ECONOM-J, volume = "26", number = "2", pages = "307--326", month = may, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad003", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/2/307/6985002", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Anonymous:2023:RES, author = "Anonymous", title = "{Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences}", journal = j-ECONOM-J, volume = "26", number = "3", pages = "Ci--Cii", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad017", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/Ci/7278391", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{deChaisemartin:2023:TWF, author = "Cl{\'e}ment de Chaisemartin and Xavier D'Haultfoeuille", title = "Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey", journal = j-ECONOM-J, volume = "26", number = "3", pages = "C1--C30", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utac017", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/C1/6604378", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Wooldridge:2023:SAN, author = "Jeffrey M. Wooldridge", title = "Simple approaches to nonlinear difference-in-differences with panel data", journal = j-ECONOM-J, volume = "26", number = "3", pages = "C31--C66", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad016", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/C31/7250479", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Masten:2023:CEA, author = "Matthew A. Masten and Alexandre Poirier", title = "Choosing exogeneity assumptions in potential outcome models", journal = j-ECONOM-J, volume = "26", number = "3", pages = "327--349", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad005", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/327/7005213", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Alejo:2023:FSR, author = "Javier Alejo and Antonio F Galvao and Gabriel Montes-Rojas", title = "A first-stage representation for instrumental variables quantile regression", journal = j-ECONOM-J, volume = "26", number = "3", pages = "350--377", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad010", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/350/7100955", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Dahl:2023:INT, author = "Christian M Dahl and Martin Huber and Giovanni Mellace", title = "It is never too {LATE}: a new look at local average treatment effects with or without defiers", journal = j-ECONOM-J, volume = "26", number = "3", pages = "378--404", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad013", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/378/7223460", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Margaritella:2023:UIC, author = "Luca Margaritella and Joakim Westerlund", title = "Using information criteria to select averages in {CCE}", journal = j-ECONOM-J, volume = "26", number = "3", pages = "405--421", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad009", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/405/7100953", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Yang:2023:TWG, author = "Yimin Yang and Huili Zhang", title = "Three-way gravity models with multiplicative unobserved effects", journal = j-ECONOM-J, volume = "26", number = "3", pages = "422--443", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad012", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/422/7153324", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Boldea:2023:DEM, author = "Otilia Boldea and Adriana Cornea-Madeira and Jo{\~a}o Madeira", title = "Disentangling the effect of measures, variants, and vaccines on {SARS-CoV-2} infections in {England}: a dynamic intensity model", journal = j-ECONOM-J, volume = "26", number = "3", pages = "444--466", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad004", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/444/6998553", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Richter:2023:TPC, author = "Stefan Richter and Weining Wang and Wei Biao Wu", title = "Testing for parameter change epochs in {GARCH} time series", journal = j-ECONOM-J, volume = "26", number = "3", pages = "467--491", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad006", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/467/7022314", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", } @Article{Zhang:2023:MSV, author = "Xiao Zhang and Xu Liu and Xingjie Shi", title = "Model selection for varying coefficient nonparametric transformation model", journal = j-ECONOM-J, volume = "26", number = "3", pages = "492--512", month = sep, year = "2023", CODEN = "????", DOI = "https://doi.org/10.1093/ectj/utad007", ISSN = "1368-4221 (print), 1368-423X (electronic)", ISSN-L = "1368-4221", bibdate = "Thu Oct 12 08:49:10 MDT 2023", bibsource = "https://www.math.utah.edu/pub/tex/bib/economj.bib", URL = "http://academic.oup.com/ectj/article/26/3/492/7075872", acknowledgement = ack-nhfb, fjournal = "The Econometrics Journal", journal-URL = "https://academic.oup.com/ectj", }