@Preamble{
"\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi" #
"\ifx \undefined \circled \def \circled #1{(#1)}\fi" #
"\ifx \undefined \reg \def \reg {\circled{R}}\fi"
}
@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-J-ECONOMETRICS = "Journal of Econometrics"}
@Article{Slottje:1990:EIS,
author = "Daniel Slottje",
title = "{Editor}'s introduction: The state of empirical work
on economic inequality",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "1--3",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90103-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090103Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:1990:DDD,
author = "William A. Barnett and Apostolos Serletis",
title = "A dispersion-dependency diagnostic test for
aggregation error: With applications to monetary
economics and income distribution",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "5--34",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90104-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901042",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:1990:IDM,
author = "Arthur Lewbel",
title = "Income distribution movements and aggregate money
illusion",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "35--42",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90105-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901053",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diamond:1990:MPM,
author = "Charles A. Diamond and Curtis J. Simon and John T.
Warner",
title = "A multinomial probability model of size income
distribution",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "43--61",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90106-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901064",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Enberg:1990:REL,
author = "John Enberg and Peter Gottschalk and Douglas Wolf",
title = "A random-effects logit model of work-welfare
transitions",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "63--75",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90107-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901075",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Basmann:1990:GFF,
author = "R. L. Basmann and K. J. Hayes and D. J. Slottje and J.
D. Johnson",
title = "A general functional form for approximating the
{Lorenz} curve",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "77--90",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90108-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901086",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dagum:1990:RBI,
author = "Camilo Dagum",
title = "On the relationship between income inequality measures
and social welfare functions",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "91--102",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90109-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jorgenson:1990:ISL,
author = "Dale W. Jorgenson and Daniel T. Slesnick",
title = "Inequality and the standard of living",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "103--120",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90110-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090110F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:1990:GEM,
author = "Esfandiar Maasoumi and Sourushe Zandvakili",
title = "Generalized entropy measures of mobility for different
sexes and income levels",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "121--133",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90111-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901116",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Slesnick:1990:IRP,
author = "Daniel T. Slesnick",
title = "Inflation, relative price variation, and inequality",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "135--151",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90112-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{VanPraag:1990:PCW,
author = "Bernard M. S. {Van Praag} and Michael R. Baye",
title = "The poverty concept when prices are income-dependent",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "153--166",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90113-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901138",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Creedy:1990:MWS,
author = "John Creedy",
title = "Measuring wealth in a simple two-period model",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "167--177",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90114-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901149",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wolff:1990:MIE,
author = "Edward N. Wolff",
title = "Methodological issues in the estimation of the size
distribution of household wealth",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "179--195",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90115-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090115A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fomby:1990:IAW,
author = "Thomas B. Fomby and Kathy J. Hayes",
title = "An intervention analysis of the war on poverty:
{Poverty}'s persistence and political-business cycle
implications",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "197--212",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90116-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090116B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hayes:1990:SDI,
author = "Kathy Hayes and D. J. Slottje and Susan Porter-Hudak
and Gerald Scully",
title = "Is the size distribution of income a random walk?",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "213--226",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90117-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090117C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McDonald:1990:RMP,
author = "James B. McDonald and Richard J. Butler",
title = "Regression models for positive random variables",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "227--251",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90118-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090118D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "ifc--ifc",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90102-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090102Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:PJF,
author = "Anonymous",
title = "Pages 1--251 ({January--February 1990})",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "1--2",
pages = "??--??",
month = jan # "\slash " # feb,
year = "1990",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Aa,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "253--253",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90119-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090119E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Soofi:1990:ECI,
author = "Ehsan S. Soofi",
title = "Effects of collinearity on information about
regression coefficients",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "255--274",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90120-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090120I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Campos:1990:AMP,
author = "Julia Campos and Neil R. Ericsson and David F.
Hendry",
title = "An analogue model of phase-averaging procedures",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "275--292",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90121-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901219",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Reiss:1990:DMO,
author = "Peter C. Reiss",
title = "Detecting multiple outliers with an application to
{R\&D} productivity",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "293--315",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90122-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090122A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nawata:1990:REBa,
author = "Kazumitsu Nawata",
title = "Robust estimation based on grouped-adjusted data in
linear regression models",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "317--336",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90123-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090123B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nawata:1990:REBb,
author = "Kazumitsu Nawata",
title = "Robust estimation based on grouped-adjusted data in
censored regression models",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "337--362",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90124-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090124C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kramer:1990:FSP,
author = "Walter Kr{\"a}mer and Helmut Zeisel",
title = "Finite sample power of linear regression
autocorrelation tests",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "363--372",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90125-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090125D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Borsch-Supan:1990:CNL,
author = "Axel B{\"o}rsch-Supan",
title = "On the compatibility of nested logit models with
utility maximization",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "373--388",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90126-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090126E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schmidt:1990:TSL,
author = "Peter Schmidt",
title = "Three-stage least squares with different instruments
for different equations",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "389--394",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90127-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090127F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ea,
author = "Anonymous",
title = "Erratum",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "395--395",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90128-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090128G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:CSN,
author = "Anonymous",
title = "The {Classification Society of North America}'s 1990
meeting: {Logan, Utah, 21--23 June 1990}:
classification and clustering: Perspectives and
prospects",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "396--396",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90129-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090129H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ab,
author = "Anonymous",
title = "Acknowledgement",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "397--398",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90130-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090130L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "399--400",
month = mar,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90131-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090131C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:PM,
author = "Anonymous",
title = "Pages 253--400 ({March 1990})",
journal = j-J-ECONOMETRICS,
volume = "43",
number = "3",
pages = "??--??",
month = mar,
year = "1990",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aigner:1990:EI,
author = "Dennis J. Aigner",
title = "{Editor}'s introduction",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "1--4",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90069-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900696",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:1990:SPI,
author = "Cheng Hsiao and Changseob Kim and Grant Taylor",
title = "A statistical perspective on insurance rate-making",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "5--24",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90070-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090070A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rothenberg:1990:SEC,
author = "Thomas J. Rothenberg and Paul A. Ruud",
title = "Simultaneous equations with covariance restrictions",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "25--39",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90071-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090071Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:1990:UAE,
author = "M. Hashem Pesaran and Richard J. Smith",
title = "A unified approach to estimation and orthogonality
tests in linear single-equation econometric models",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "41--66",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90072-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900722",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:1990:HLM,
author = "Esfandiar Maasoumi",
title = "How to live with misspecification if you must",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "67--86",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90073-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900733",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Spanos:1990:SEM,
author = "Aris Spanos",
title = "The simultaneous-equations model revisited:
Statistical adequacy and identification",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "87--105",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90074-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900744",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Peracchi:1990:BIE,
author = "Franco Peracchi",
title = "Bounded-influence estimators for the {Tobit} model",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "107--126",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90075-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900755",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Weiss:1990:LAE,
author = "Andrew A. Weiss",
title = "Least absolute error estimation in the presence of
serial correlation",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "127--158",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90076-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900766",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:1990:REB,
author = "Clive W. J. Granger and Harald F. Uhlig",
title = "Reasonable extreme-bounds analysis",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "159--170",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90077-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900777",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brownstone:1990:BIE,
author = "David Brownstone",
title = "Bootstrapping improved estimators for linear
regression models",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "171--187",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90078-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900788",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Judge:1990:AEB,
author = "G. G. Judge and R. Carter Hill and M. E. Bock",
title = "An adaptive empirical {Bayes} estimator of the
multivariate normal mean under quadratic loss",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "189--213",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90079-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900799",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hylleberg:1990:SIC,
author = "S. Hylleberg and R. F. Engle and C. W. J. Granger and
B. S. Yoo",
title = "Seasonal integration and cointegration",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "215--238",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90080-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090080D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "ifc--ifc",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90068-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900685",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:PAM,
author = "Anonymous",
title = "Pages 1--238 ({April--May 1990})",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "1--2",
pages = "??--??",
month = apr # "\slash " # may,
year = "1990",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ac,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "239--239",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90058-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900582",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magdalinos:1990:CPT,
author = "Michael A. Magdalinos",
title = "The classical principles of testing using instrumental
variables estimates",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "241--279",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90059-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900593",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deaton:1990:PES,
author = "Angus Deaton",
title = "Price elasticities from survey data: Extensions and
{Indonesian} results",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "281--309",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90060-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900607",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amemiya:1990:TSI,
author = "Yasuo Amemiya",
title = "Two-stage instrumental variables estimators for the
nonlinear errors-in-variables model",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "311--332",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90061-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090061W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ohtani:1990:ETL,
author = "Kazuhiro Ohtani",
title = "On estimating and testing in a linear regression model
with autocorrelated errors",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "333--346",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90062-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090062X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Segerson:1990:MEC,
author = "Kathleen Segerson and Dale Squires",
title = "On the measurement of economic capacity utilization
for multi-product industries",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "347--361",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90063-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090063Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:1990:FDS,
author = "Marcus J. Chambers",
title = "Forecasting with demand systems: A comparative study",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "363--376",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90064-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090064Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heineke:1990:AIC,
author = "J. M. Heineke and H. M. Shefrin",
title = "Aggregation and identification in consumer demand
systems",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "377--390",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90065-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900652",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{VanSoest:1990:CIT,
author = "Arthur {Van Soest} and Peter Kooreman",
title = "Coherency of the indirect translog demand system with
binding nonnegativity constraints",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "391--400",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90066-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "401--401",
month = jun,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90067-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900674",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:PJ,
author = "Anonymous",
title = "Pages 239--401 ({June 1990})",
journal = j-J-ECONOMETRICS,
volume = "44",
number = "3",
pages = "??--??",
month = jun,
year = "1990",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Campbell:1990:EI,
author = "John Y. Campbell and Angelo Melino",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "1--5",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90091-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nelson:1990:AMD,
author = "Daniel B. Nelson",
title = "{ARCH} models as diffusion approximations",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "7--38",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90092-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900928",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamilton:1990:ATS,
author = "James D. Hamilton",
title = "Analysis of time series subject to changes in regime",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "39--70",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90093-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900939",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lehmann:1990:RRR,
author = "Bruce N. Lehmann",
title = "Residual risk revisited",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "71--97",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90094-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090094A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shanken:1990:IAP,
author = "Jay Shanken",
title = "Intertemporal asset pricing: An Empirical
Investigation",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "99--120",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90095-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090095B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:1990:CBI,
author = "Eric Ghysels and Alastair Hall",
title = "Are consumption-based intertemporal capital asset
pricing models structural?",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "121--139",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90096-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090096C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:1990:UCM,
author = "A. Ronald Gallant and Lars Peter Hansen and George
Tauchen",
title = "Using conditional moments of asset payoffs to infer
the volatility of intertemporal marginal rates of
substitution",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "141--179",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90097-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090097D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lo:1990:EAN,
author = "Andrew W. Lo and A. Craig MacKinlay",
title = "An econometric analysis of nonsynchronous trading",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "181--211",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90098-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090098E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:1990:APF,
author = "Robert F. Engle and Victor K. Ng and Michael
Rothschild",
title = "Asset pricing with a factor-arch covariance structure:
Empirical estimates for treasury bills",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "213--237",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90099-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090099F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Melino:1990:PFC,
author = "Angelo Melino and Stuart M. Turnbull",
title = "Pricing foreign currency options with stochastic
volatility",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "239--265",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90100-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690901008",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pagan:1990:AMC,
author = "Adrian R. Pagan and G. William Schwert",
title = "Alternative models for conditional stock volatility",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "267--290",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90101-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090101X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "ifc--ifc",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90090-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090090G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:PJA,
author = "Anonymous",
title = "Pages 1--290 ({July--August 1990})",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "1--2",
pages = "??--??",
month = jul # "\slash " # aug,
year = "1990",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krol:1990:ISD,
author = "Robert Krol and Lee E. Ohanian",
title = "The impact of stochastic and deterministic trends on
money-output causality: A multi-country investigation",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "291--308",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90001-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090001A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leung:1990:NHE,
author = "Siu Fai Leung and Wing Hung Wong",
title = "Nonparametric hazard estimation with time-varying
discrete covariates",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "309--330",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90002-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090002B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:1990:EAC,
author = "Jeffrey M. Wooldridge",
title = "An encompassing approach to conditional mean tests
with applications to testing nonnested hypotheses",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "331--350",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90003-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090003C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Follmann:1990:PCU,
author = "Dean A. Follmann and Matthew S. Goldberg and Laurie
May",
title = "Personal characteristics, unemployment insurance, and
the duration of unemployment",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "351--366",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90004-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090004D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Friedmann:1990:BEM,
author = "Ralph Friedmann",
title = "Bounds for exact moments of estimators in the
errors-in-variables model and simultaneous equations",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "367--384",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90005-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090005E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kobayashi:1990:MCU,
author = "Masahito Kobayashi and Shinichi Sakata",
title = "{Mallows}' {$ C_p $} criterion and unbiasedness of
model selection",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "385--395",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90006-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090006F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ec,
author = "Anonymous",
title = "Erratum",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "397--397",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90007-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090007G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ad,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "399--399",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90008-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090008H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "401--401",
month = "????",
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90009-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090009I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:P,
author = "Anonymous",
title = "Pages 291--401 ({1990})",
journal = j-J-ECONOMETRICS,
volume = "45",
number = "3",
pages = "??--??",
month = "????",
year = "1990",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:EBd,
author = "Anonymous",
title = "Editorial board",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "ii--ii",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90042-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090042R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Ae,
author = "Anonymous",
title = "Acknowledgement",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "1--1",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90043-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090043S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewin:1990:EI,
author = "Arie Y. Lewin and C. A. Knox Lovell",
title = "{Editor}'s introduction",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "3--5",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90044-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090044T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Seiford:1990:RDD,
author = "Lawrence M. Seiford and Robert M. Thrall",
title = "Recent developments in {DEA}: The mathematical
programming approach to frontier analysis",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "7--38",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90045-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090045U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauer:1990:RDE,
author = "Paul W. Bauer",
title = "Recent developments in the econometric estimation of
frontiers",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "39--56",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90046-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090046V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maindiratta:1990:LSE,
author = "Ajay Maindiratta",
title = "Largest size-efficient scale and size efficiencies of
decision-making units in data envelopment analysis",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "57--72",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90047-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090047W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Charnes:1990:PCR,
author = "A. Charnes and W. W. Cooper and Z. M. Huang and D. B.
Sun",
title = "Polyhedral Cone-Ratio {DEA} Models with an
illustrative application to large commercial banks",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "73--91",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90048-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090048X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Thompson:1990:RMB,
author = "Russell G. Thompson and Larry N. Langemeier and
Chih-Tah Lee and Euntaik Lee and Robert M. Thrall",
title = "The role of multiplier bounds in efficiency analysis
with application to {Kansas} farming",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "93--108",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90049-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090049Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sengupta:1990:TSD,
author = "Jati K. Sengupta",
title = "Transformations in stochastic {DEA} models",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "109--123",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90050-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407690900504",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Varian:1990:GFO,
author = "Hal R. Varian",
title = "Goodness-of-fit in optimizing models",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "125--140",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90051-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090051T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Greene:1990:GDS,
author = "William H. Greene",
title = "A {Gamma}-distributed stochastic frontier model",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "141--163",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90052-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090052U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kopp:1990:MBE,
author = "Raymond J. Kopp and John Mullahy",
title = "Moment-based estimation and testing of stochastic
frontier models",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "165--183",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90053-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090053V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cornwell:1990:PFC,
author = "Christopher Cornwell and Peter Schmidt and Robin C.
Sickles",
title = "Production frontiers with cross-sectional and
time-series variation in efficiency levels",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "185--200",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90054-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090054W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:1990:PFP,
author = "Subal C. Kumbhakar",
title = "Production frontiers, panel data, and time-varying
technical inefficiency",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "201--211",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90055-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090055X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bjurek:1990:DPN,
author = "Hans Bjurek and Lennart Hjalmarsson and Finn R.
Forsund",
title = "Deterministic parametric and nonparametric estimation
of efficiency in service production: A comparison",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "213--227",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90056-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090056Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ferrier:1990:MCE,
author = "Gary D. Ferrier and C. A. Knox Lovell",
title = "Measuring cost efficiency in banking: Econometric and
linear programming evidence",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "229--245",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90057-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090057Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:PON,
author = "Anonymous",
title = "Pages 1--245 ({October--November 1990})",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "1--2",
pages = "??--??",
month = oct # "\slash " # nov,
year = "1990",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nabeya:1990:LPU,
author = "Seiji Nabeya and Katsuto Tanaka",
title = "Limiting power of unit-root tests in time-series
regression",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "247--271",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90010-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090010Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:1990:TNE,
author = "Eric Ghysels and Alastair Hall",
title = "Testing nonnested {Euler} conditions with
quadrature-based methods of approximation",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "273--308",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90011-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090011H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Orme:1990:SSP,
author = "Chris Orme",
title = "The small-sample performance of the information-matrix
test",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "309--331",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90012-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090012I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nijman:1990:ETD,
author = "Theo Nijman and Marno Verbeek",
title = "Estimation of time-dependent parameters in linear
models using cross-sections, panels, or both",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "333--346",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90013-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090013J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cameron:1990:RBT,
author = "A. Colin Cameron and Pravin K. Trivedi",
title = "Regression-based tests for overdispersion in the
{Poisson} model",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "347--364",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90014-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090014K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Greene:1990:MRT,
author = "William Greene",
title = "Multiple roots of the {Tobit} log-likelihood",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "365--380",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90015-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090015L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lawrence:1990:ACM,
author = "Denis Lawrence",
title = "An adjustment-costs model of export supply and import
demand",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "381--398",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90016-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090016M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choudhury:1990:NPH,
author = "Askar H. Choudhury and Robert D. {St. Louis}",
title = "A note on {Park} and {Heikes}' (1983) modified
approximate estimator for the first-order
moving-average process",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "399--406",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90017-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090017N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "407--408",
month = dec,
year = "1990",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(90)90018-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769090018O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1990:PD,
author = "Anonymous",
title = "Pages 247--408 ({December 1990})",
journal = j-J-ECONOMETRICS,
volume = "46",
number = "3",
pages = "??--??",
month = dec,
year = "1990",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hillier:1991:EIY,
author = "Grant H. Hillier and Maxwell L. King",
title = "{Editors}' introduction: 40 years of diagnostic
testing",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "1--4",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90075-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190075O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:1991:ARR,
author = "Jeffrey M. Wooldridge",
title = "On the application of robust, regression-based
diagnostics to models of conditional means and
conditional variances",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "5--46",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90076-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190076P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hillier:1991:MDP,
author = "Grant H. Hillier",
title = "On multiple diagnostic procedures for the linear
model",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "47--66",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90077-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190077Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Robinson:1991:TSS,
author = "P. M. Robinson",
title = "Testing for strong serial correlation and dynamic
conditional heteroskedasticity in multiple regression",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "67--84",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90078-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190078R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:1991:DWR,
author = "Peter C. B. Phillips and Mico Loretan",
title = "The {Durbin--Watson} ratio under infinite-variance
errors",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "85--114",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90079-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190079S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:1991:OIT,
author = "Jean-Marie Dufour and Maxwell L. King",
title = "Optimal invariant tests for the autocorrelation
coefficient in linear regressions with stationary or
nonstationary {AR(1)} errors",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "115--143",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90080-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190080W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{King:1991:SDA,
author = "Maxwell L. King and Ping X. Wu",
title = "Small-disturbance asymptotics and the {Durbin--Watson}
and related tests in the dynamic regression model",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "145--152",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90081-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190081N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:1991:FSD,
author = "Andrew Chesher and Gerard Austin",
title = "The finite-sample distributions of heteroskedasticity
robust {Wald} statistics",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "153--173",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90082-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190082O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Peters:1991:DST,
author = "Simon Peters and Richard J. Smith",
title = "Distributional specification tests against
semiparametric alternatives",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "175--194",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90083-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190083P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "ifc--ifc",
month = jan,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90074-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190074N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:PJa,
author = "Anonymous",
title = "Pages 1--194 ({January 1991})",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "1",
pages = "??--??",
month = jan,
year = "1991",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:Aa,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "195--195",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90097-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190097W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1991:SET,
author = "Bong-Soo Lee and Beth Fisher Ingram",
title = "Simulation estimation of time-series models",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "197--205",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90098-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190098X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fukushige:1991:ERM,
author = "Mototsugu Fukushige and Michio Hatanaka",
title = "Estimation of a regression model on two or more sets
of differently grouped data",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "207--226",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90099-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190099Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pollak:1991:LDC,
author = "Robert A. Pollak and Terence J. Wales",
title = "The likelihood dominance criterion: A new approach to
model selection",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "227--242",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90100-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190100R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Angrist:1991:GDE,
author = "Joshua D. Angrist",
title = "Grouped-data estimation and testing in simple
labor-supply models",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "243--266",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90101-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190101I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cramer:1991:PSM,
author = "J. S. Cramer and G. Ridder",
title = "Pooling states in the multinomial logit model",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "267--272",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90102-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See erratum \cite{Anonymous:1992:AEJ}.",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190102J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gatto:1991:NCS,
author = "Joseph P. Gatto and Harry H. Kelejian and Scott W.
Stephan",
title = "A note concerning specifications of interactive
random-coefficient regression models",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "273--284",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90103-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190103K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Said:1991:URT,
author = "Sa{\"\i}d E. Sa{\"\i}d",
title = "Unit-roots test for time-series data with a linear
time trend",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "285--303",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90104-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190104L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rayner:1991:ALI,
author = "Janne Rayner",
title = "Another look at the identification of current
rational-expectations models",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "305--331",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90105-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190105M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zinde-Walsh:1991:ELR,
author = "Victoria Zinde-Walsh and John W. Galbraith",
title = "Estimation of a linear regression model with
stationary {$ {\rm ARMA}(p, q) $} errors",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "333--357",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90106-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190106N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:1991:AOG,
author = "Donald W. K. Andrews",
title = "Asymptotic optimality of generalized {$ C_L $},
cross-validation, and generalized cross-validation in
regression with heteroskedastic errors",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "359--377",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90107-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190107O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Appelbaum:1991:DCR,
author = "Elie Appelbaum and Joseph Berechman",
title = "Demand conditions, regulation, and the measurement of
productivity",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "379--400",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90108-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190108P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:Ab,
author = "Anonymous",
title = "Acknowledgement",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "401--402",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90109-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190109Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "403--403",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90110-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190110Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:PF,
author = "Anonymous",
title = "Pages 195--403 ({3 February 1991})",
journal = j-J-ECONOMETRICS,
volume = "47",
number = "2--3",
pages = "??--??",
day = "3",
month = feb,
year = "1991",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "ii--ii",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90028-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190028C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cowell:1991:GBI,
author = "Frank A. Cowell",
title = "Grouping bounds for inequality measures under
alternative informational assumptions",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "1--14",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90029-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190029D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kennedy:1991:FTF,
author = "Peter Kennedy and Daniel Simons",
title = "Fighting the teflon factor: Comparing classical and
{Bayesian} estimators for autocorrelated errors",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "15--27",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90030-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190030H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:1991:STQ,
author = "Jeffrey M. Wooldridge",
title = "Specification testing and quasi-maximum-likelihood
estimation",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "29--55",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90031-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900318",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bresnahan:1991:EMD,
author = "Timothy F. Bresnahan and Peter C. Reiss",
title = "Empirical models of discrete games",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "57--81",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90032-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900329",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Steel:1991:BAS,
author = "Mark F. J. Steel",
title = "A {Bayesian} analysis of simultaneous equation models
by combining recursive analytical and numerical
approaches",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "83--117",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90033-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190033A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Peracchi:1991:BIE,
author = "Franco Peracchi",
title = "Bounded-influence estimators for the {SURE} model",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "119--134",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90034-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190034B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Weiss:1991:MSE,
author = "Andrew A. Weiss",
title = "Multi-step estimation and forecasting in dynamic
models",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "135--149",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90035-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190035C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eastwood:1991:ANC,
author = "Brian J. Eastwood",
title = "Asymptotic normality and consistency of
semi-nonparametric regression estimators using an
upwards F test truncation rule",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "151--181",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90036-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190036D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Osiewalski:1991:NBI,
author = "Jacek Osiewalski",
title = "A note on {Bayesian} inference in a regression model
with elliptical errors",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "183--193",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90037-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190037E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mikhail:1991:PEF,
author = "William M. Mikhail and G. A. Ghazal",
title = "On a pooled estimator and its finite-sample moments",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "195--214",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90038-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190038F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsurumi:1991:MSE,
author = "Hiroki Tsurumi and Hajime Wago",
title = "Mean squared errors of forecast for selecting
nonnested linear models and comparison with other
criteria",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "215--240",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90039-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190039G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:1991:CML,
author = "Robert F. Phillips",
title = "A constrained maximum-likelihood approach to
estimating switching regressions",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "241--262",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90040-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See note \cite{Xu:2010:NPC}.",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190040K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jayet:1991:ASD,
author = "H. Jayet and A. Moreau",
title = "Analysis of survival data: Estimation and
specification tests using asymptotic least squares",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "263--285",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90041-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190041B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:PAM,
author = "Anonymous",
title = "Pages 1--285 ({April--May 1991})",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "1--2",
pages = "??--??",
month = apr # "\slash " # may,
year = "1991",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lasserre:1991:MPS,
author = "Pierre Lasserre and Pierre Ouellette",
title = "The measurement of productivity and scarcity rents:
The case of asbestos in {Canada}",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "287--312",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90065-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190065L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deVries:1991:RBG,
author = "Casper G. de Vries",
title = "On the relation between {GARCH} and stable processes",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "313--324",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90066-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190066M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pantula:1991:TUR,
author = "Sastry G. Pantula and Alastair Hall",
title = "Testing for unit roots in autoregressive moving
average models: An instrumental variable approach",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "325--353",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90067-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190067N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ozcam:1991:SRR,
author = "Ahmet {\"O}zcam and George G. Judge",
title = "Some risk results for a two-stage pre-test estimator
in the case of possible heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "355--371",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90068-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190068O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Osborn:1991:IPV,
author = "Denise R. Osborn",
title = "The implications of periodically varying coefficients
for seasonal time-series processes",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "373--384",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90069-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190069P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1991:TWC,
author = "Badi H. Baltagi and Qi Li",
title = "A transformation that will circumvent the problem of
autocorrelation in an error-component model",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "385--393",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90070-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190070T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Attfield:1991:ETW,
author = "C. L. F. Attfield",
title = "Estimation and testing when explanatory variables are
endogenous: An application to a demand system",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "395--408",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90071-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190071K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kinal:1991:NEM,
author = "Terrence Kinal",
title = "A note on the existence of moments of $k$-class
estimators when $k$ is negative",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "409--410",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90072-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190072L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "411--411",
month = jun,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90073-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190073M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:PJb,
author = "Anonymous",
title = "Pages 287--411 ({June 1991})",
journal = j-J-ECONOMETRICS,
volume = "48",
number = "3",
pages = "??--??",
month = jun,
year = "1991",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poirier:1991:EI,
author = "Dale J. Poirier",
title = "{Editor}'s introduction",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "1--4",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90008-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900082",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:1991:SBE,
author = "William A. Barnett and John Geweke and Michael Wolfe",
title = "Seminonparametric {Bayesian} estimation of the
asymptotically ideal production model",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "5--50",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90009-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900093",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Connolly:1991:POA,
author = "Robert A. Connolly",
title = "A posterior odds analysis of the weekend effect",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "51--104",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90010-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190010B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1991:CTP,
author = "Gary Koop",
title = "Cointegration tests in present value relationships: A
{Bayesian} look at the bivariate properties of stock
prices and dividends",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "105--139",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90011-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900112",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCulloch:1991:BAT,
author = "Robert McCulloch and Peter E. Rossi",
title = "A {Bayesian} approach to testing the arbitrage pricing
theory",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "141--168",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90012-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900123",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moulton:1991:BAR,
author = "Brent R. Moulton",
title = "A {Bayesian} approach to regression selection and
estimation, with application to a price index for radio
services",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "169--193",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90013-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900134",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schotman:1991:BAU,
author = "Peter Schotman and Herman K. van Dijk",
title = "A {Bayesian} analysis of the unit root in real
exchange rates",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "195--238",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90014-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900145",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Steel:1991:BME,
author = "Mark F. J. Steel and Jean-Fran{\c{c}}ois Richard",
title = "{Bayesian} multivariate exogeneity analysis: An
application to a {UK} money demand equation",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "239--274",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90015-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900156",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:1991:FTP,
author = "Arnold Zellner and Chansik Hong and Chung-ki Min",
title = "Forecasting turning points in international output
growth rates using {Bayesian} exponentially weighted
autoregression, time-varying parameter, and pooling
techniques",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "275--304",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90016-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900167",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:EBc,
author = "Anonymous",
title = "Editorial board",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "ifc--ifc",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90007-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190007Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:PJAa,
author = "Anonymous",
title = "Pages 1--304 ({July--August 1991})",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "1--2",
pages = "??--??",
month = jul # "\slash " # aug,
year = "1991",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ruud:1991:EEM,
author = "Paul A. Ruud",
title = "Extensions of estimation methods using the {EM}
algorithm",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "3",
pages = "305--341",
month = sep,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90001-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190001T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sharma:1991:PRJ,
author = "Subhash C. Sharma and Carmelo Giaccotto",
title = "Power and robustness of jackknife and likelihood-ratio
tests for grouped heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "3",
pages = "343--372",
month = sep,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90002-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190002U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nijman:1991:ERP,
author = "Theo Nijman and Marno Verbeek and Arthur van Soest",
title = "The efficiency of rotating-panel designs in an
analysis-of-variance model",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "3",
pages = "373--399",
month = sep,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90003-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190003V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:E,
author = "Anonymous",
title = "Erratum",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "3",
pages = "401--401",
month = sep,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90004-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190004W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:Ac,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "3",
pages = "403--403",
month = sep,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90005-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190005X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "3",
pages = "405--405",
month = sep,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90006-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190006Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:PS,
author = "Anonymous",
title = "Pages 305--405 ({September 1991})",
journal = j-J-ECONOMETRICS,
volume = "49",
number = "3",
pages = "??--??",
month = sep,
year = "1991",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:1991:EI,
author = "Esfandiar Maasoumi",
title = "{Editor}'s introduction",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "1--5",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90085-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190085R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tinbergen:1991:MW,
author = "Jan Tinbergen",
title = "On the measurement of welfare",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "7--13",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90086-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190086S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sen:1991:WPF,
author = "Amartya Sen",
title = "Welfare, preference and freedom",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "15--29",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90087-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190087T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pollak:1991:WCS,
author = "Robert A. Pollak",
title = "Welfare comparisons and situation comparisons",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "31--48",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90088-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190088U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:1991:ICE,
author = "Richard Blundell and Arthur Lewbel",
title = "The information content of equivalence scales",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "49--68",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90089-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190089V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanPraag:1991:OCU,
author = "Bernard M. S. van Praag",
title = "Ordinal and cardinal utility: An integration of the
two dimensions of the welfare concept",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "69--89",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90090-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190090Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Porter-Hudak:1991:NMA,
author = "Susan Porter-Hudak and Kathy Hayes",
title = "A numerical methods approach to calculating
cost-of-living indices",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "91--105",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90091-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190091Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Slesnick:1991:NIN,
author = "Daniel T. Slesnick",
title = "Normative index numbers",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "107--130",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90092-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190092R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hirschberg:1991:CAM,
author = "Joseph G. Hirschberg and Esfandiar Maasoumi and Daniel
J. Slottje",
title = "Cluster analysis for measuring welfare and quality of
life across countries",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "131--150",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90093-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190093S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manton:1991:SMI,
author = "Kenneth G. Manton and Max A. Woodbury and Eric
Stallard",
title = "Statistical and measurement issues in assessing the
welfare status of aged individuals and populations",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "151--181",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90094-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190094T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Behrman:1991:BWM,
author = "Jere R. Behrman and Robin Sickles and Paul Taubman and
Abdo Yazbeck",
title = "Black-white mortality inequalities",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "183--203",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90095-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190095U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rosenzweig:1991:IBS,
author = "Mark R. Rosenzweig and Kenneth I. Wolpin",
title = "Inequality at birth: The scope for policy
intervention",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "205--228",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90096-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190096V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "ifc--ifc",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90084-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190084Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:PO,
author = "Anonymous",
title = "Pages 1--228 ({11 October 1991})",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "1--2",
pages = "??--??",
day = "11",
month = oct,
year = "1991",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aigner:1991:E,
author = "Dennis J. Aigner",
title = "Editorial",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "229--229",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90017-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900178",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:1991:TDJ,
author = "Arnold Zellner",
title = "Tribute to {Dennis} J.Aigner",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "231--231",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90018-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900189",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:Ad,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "233--233",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90019-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190019A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Das:1991:SSA,
author = "Sanghamitra Das",
title = "A semiparametric structural analysis of the idling of
cement kilns",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "235--256",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90020-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190020E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kemp:1991:WTG,
author = "Gordon C. R. Kemp",
title = "On {Wald} tests for globally and locally quadratic
restrictions",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "257--272",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90021-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900215",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:1991:IEP,
author = "Jerry A. Hausman and Whitney K. Newey and Hidehiko
Ichimura and James L. Powell",
title = "Identification and estimation of polynomial
errors-in-variables models",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "273--295",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90022-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900226",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fiebig:1991:RCA,
author = "Denzil G. Fiebig and Robert Bartels and Dennis J.
Aigner",
title = "A random coefficient approach to the estimation of
residential end-use load profiles",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "297--327",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90023-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900237",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:1991:ANF,
author = "A. Ronald Gallant and Geraldo Souza",
title = "On the asymptotic normality of {Fourier} flexible form
estimates",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "329--353",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90024-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900248",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Durlauf:1991:SBT,
author = "Steven N. Durlauf",
title = "Spectral based testing of the martingale hypothesis",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "355--376",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90025-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407691900259",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giles:1991:PTL,
author = "Judith A. Giles",
title = "Pre-testing for linear restrictions in a regression
model with spherically symmetric disturbances",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "377--398",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90026-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190026A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "399--399",
month = dec,
year = "1991",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(91)90027-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769190027B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1991:PD,
author = "Anonymous",
title = "Pages 229--399 ({December 1991})",
journal = j-J-ECONOMETRICS,
volume = "50",
number = "3",
pages = "??--??",
month = dec,
year = "1991",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:FOS,
author = "Anonymous",
title = "{Fellow}'s opinion section",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "1--1",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90025-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290025M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:1992:FOE,
author = "Clive W. J. Granger",
title = "{Fellow}'s opinion: Evaluating economic theory",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "3--5",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90026-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290026N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Evans:1992:RST,
author = "Merran Evans",
title = "Robustness of size of tests of autocorrelation and
heteroscedasticity to nonnormality",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "7--24",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90027-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290027O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sueyoshi:1992:SPH,
author = "Glenn T. Sueyoshi",
title = "Semiparametric proportional hazards estimation of
competing risks models with time-varying covariates",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "25--58",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90028-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290028P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1992:MRO,
author = "Myoung-jae Lee",
title = "Median regression for ordered discrete response",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "59--77",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90029-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290029Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:1992:BIT,
author = "Siddhartha Chib",
title = "{Bayes} inference in the {Tobit} censored regression
model",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "79--99",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90030-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290030U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bartels:1992:PFD,
author = "Robert Bartels",
title = "On the power function of the {Durbin--Watson} test",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "101--112",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90031-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290031L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:1992:AFS,
author = "In Choi and Peter C. B. Phillips",
title = "Asymptotic and finite sample distribution theory for
{IV} estimators and tests in partially identified
structural equations",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "113--150",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90032-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290032M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cornwell:1992:SEP,
author = "Christopher Cornwell and Peter Schmidt and Donald
Wyhowski",
title = "Simultaneous equations and panel data",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "151--181",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90033-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290033N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nijman:1992:OCC,
author = "Theo Nijman and Marno Verbeek",
title = "The optimal choice of controls and pre-experimental
observations",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "183--189",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90034-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290034O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paarsch:1992:DBC,
author = "Harry J. Paarsch",
title = "Deciding between the common and private value
paradigms in empirical models of auctions",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "191--215",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90035-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290035P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hussey:1992:NEA,
author = "Robert Hussey",
title = "Nonparametric evidence on asymmetry in business cycles
using aggregate employment time series",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "217--231",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90036-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290036Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:1992:ITE,
author = "Richard Blundell and Stephen Bond and Michael Devereux
and Fabio Schiantarelli",
title = "Investment and {Tobin}'s {$Q$}: Evidence from company
panel data",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "233--257",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90037-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290037R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gong:1992:FSE,
author = "Byeong-Ho Gong and Robin C. Sickles",
title = "Finite sample evidence on the performance of
stochastic frontiers and data envelopment analysis
using panel data",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "259--284",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90038-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290038S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:AEJ,
author = "Anonymous",
title = "Acknowledgement\slash Erratum: {J. S. Cramer and G.
Ridder, `Pooling states in the multinomial logit
model', Journal of Econometrics, Vol. {\bf 47}, No.
2\slash 3 (1991) pp. 267-272}",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "285--286",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90039-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See \cite{Cramer:1991:PSM}.",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290039T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:CCE,
author = "Anonymous",
title = "{CERGE}-the center for economic research and graduate
education",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "287--287",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90041-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290041O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{VanDijk:1992:ICE,
author = "Herman K. {Van Dijk}",
title = "International conference on econometric inference
using simulation techniques",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "287--287",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90040-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290040X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "289--289",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90042-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290042P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "ifc--ifc",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90024-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290024L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:PJF,
author = "Anonymous",
title = "Pages 1--289 ({January--February 1992})",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "1--2",
pages = "??--??",
month = jan # "\slash " # feb,
year = "1992",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:SAI,
author = "Anonymous",
title = "Subject and author index: volumes 41--50, 1989--1991",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "3",
pages = "291--382",
month = mar,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90096-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290096A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:PM,
author = "Anonymous",
title = "Pages 291--382 ({March 1992})",
journal = j-J-ECONOMETRICS,
volume = "51",
number = "3",
pages = "??--??",
month = mar,
year = "1992",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:SMF,
author = "Anonymous",
title = "Statistical models for financial volatility",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "1--4",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90063-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290063W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:1992:AMF,
author = "Tim Bollerslev and Ray Y. Chou and Kenneth F. Kroner",
title = "{ARCH} modeling in finance: A review of the theory and
empirical evidence",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "5--59",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90064-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290064X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nelson:1992:FFM,
author = "Daniel B. Nelson",
title = "Filtering and forecasting with misspecified {ARCH}
models I: Getting the right variance with the wrong
model",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "61--90",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90065-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290065Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baillie:1992:PDM,
author = "Richard T. Baillie and Tim Bollerslev",
title = "Prediction in dynamic models with time-dependent
conditional variances",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "91--113",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90066-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290066Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bougerol:1992:SGP,
author = "Philippe Bougerol and Nico Picard",
title = "Stationarity of {GARCH} processes and of some
nonnegative time series",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "115--127",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90067-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900672",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:1992:UCT,
author = "Andrew Harvey and Esther Ruiz and Enrique Sentana",
title = "Unobserved component time series models with Arch
disturbances",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "129--157",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90068-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900683",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:1992:QTA,
author = "Christian Gourieroux and Alain Monfort",
title = "Qualitative threshold {ARCH} models",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "159--199",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90069-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900694",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chou:1992:MRA,
author = "Ray Chou and Robert F. Engle and Alex Kane",
title = "Measuring risk aversion from excess returns on a stock
index",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "201--224",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90070-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900708",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCurdy:1992:CRP,
author = "Thomas H. McCurdy and Thanasis Stengos",
title = "A comparison of risk-premium forecasts implied by
parametric versus nonparametric conditional mean
estimators",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "225--244",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90071-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290071X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ng:1992:MDF,
author = "Victor Ng and Robert F. Engle and Michael Rothschild",
title = "A multi-dynamic-factor model for stock returns",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "245--266",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90072-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290072Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Day:1992:SMV,
author = "Theodore E. Day and Craig M. Lewis",
title = "Stock market volatility and the information content of
stock index options",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "267--287",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90073-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290073Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:1992:IAM,
author = "Robert F. Engle and Chowdhury Mustafa",
title = "Implied {ARCH} models from options prices",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "289--311",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90074-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900742",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:EBb,
author = "Anonymous",
title = "Editorial board",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "ifc--ifc",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90062-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290062V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:PAM,
author = "Anonymous",
title = "Pages 1--311 ({April--May 1992})",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "1--2",
pages = "??--??",
month = apr # "\slash " # may,
year = "1992",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Balestra:1992:A,
author = "Pietro Balestra and Stephen Goldfeld and Teun Kloek",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "313--313",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90014-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290014I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dorfman:1992:BAS,
author = "Jeffrey H. Dorfman and Arthur M. Havenner",
title = "A {Bayesian} approach to state space multivariate time
series modeling",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "315--346",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90015-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290015J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeJong:1992:CIT,
author = "David N. DeJong",
title = "{Co}-integration and trend-stationarity in
macroeconomic time series: Evidence from the likelihood
function",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "347--370",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90016-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290016K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1992:MCE,
author = "Badi H. Baltagi and Young-Jae Chang and Qi Li",
title = "{Monte Carlo} evidence on panel data regressions with
{AR(1)} disturbances and an arbitrary variance on the
initial observations",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "371--380",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90017-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290017L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mills:1992:BPT,
author = "Jeffrey A. Mills",
title = "{Bayesian} prediction tests for structural stability",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "381--388",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90018-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290018M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:1992:CPS,
author = "S{\o}ren Johansen",
title = "Cointegration in partial systems and the efficiency of
single-equation analysis",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "389--402",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90019-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290019N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hauver:1992:MMC,
author = "James H. Hauver and Jet Yee",
title = "{Morrison}'s measure of capacity utilization: A
critique",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "403--406",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90020-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290020R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caudill:1992:MGC,
author = "Steven B. Caudill",
title = "More on grouping coarseness in linear normal
regression models",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "407--417",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90021-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290021I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cameron:1992:IGC,
author = "Trudy Ann Cameron",
title = "The impact of grouping coarseness in alternative
grouped-data regression models",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "419--421",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90022-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290022J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "423--424",
month = jun,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90023-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290023K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:PJ,
author = "Anonymous",
title = "Pages 313--424 ({June 1992})",
journal = j-J-ECONOMETRICS,
volume = "52",
number = "3",
pages = "??--??",
month = jun,
year = "1992",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maasoumi:1992:FOR,
author = "Esfandiar Maasoumi",
title = "{Fellow}'s opinion: Rules of thumb and
pseudo-science",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "1--4",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90076-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900764",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McManus:1992:HCI,
author = "Douglas A. McManus",
title = "How common is identification in parametric models?",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "5--23",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90077-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900775",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tybout:1992:MND,
author = "James R. Tybout",
title = "Making noisy data sing: Estimating production
technologies in developing countries",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "25--44",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90078-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900786",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1992:MPI,
author = "Badi H. Baltagi and Qi Li",
title = "A monotonic property for iterative {GLS} in the
two-way random effects model",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "45--51",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90079-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meghir:1992:FPE,
author = "Costas Meghir and Jean-Marc Robin",
title = "Frequency of purchase and the estimation of demand
systems",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "53--85",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90080-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290080B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:1992:EET,
author = "Bruce E. Hansen",
title = "Efficient estimation and testing of cointegrating
vectors in the presence of deterministic trends",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "87--121",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90081-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900812",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:1992:EPD,
author = "Donald W. K. Andrews and Ray C. Fair",
title = "Estimation of polynomial distributed lags and leads
with end point constraints",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "123--139",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90082-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900823",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:1992:ELD,
author = "M. Hashem Pesaran and Hossein Samiei",
title = "Estimating limited-dependent rational expectations
models with an application to exchange rate
determination in a target zone",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "141--163",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90083-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900834",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sowell:1992:MLE,
author = "Fallaw Sowell",
title = "Maximum likelihood estimation of stationary univariate
fractionally integrated time series models",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "165--188",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90084-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900845",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hodoshima:1992:FSP,
author = "Jiro Hodoshima",
title = "Finite-sample properties of single-equation estimators
under structural change",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "189--209",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90085-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900856",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:1992:TSH,
author = "S{\o}ren Johansen and Katarina Juselius",
title = "Testing structural hypotheses in a multivariate
cointegration analysis of the {PPP} and the {UIP} for
{UK}",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "211--244",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90086-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900867",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Salemi:1992:SSM,
author = "Michael K. Salemi and Jaeyeong Song",
title = "Saddlepath solutions for multivariate linear rational
expectations models",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "245--269",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90087-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900878",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iwata:1992:HPD,
author = "Shigeru Iwata",
title = "Highest predictive density estimator in regression
models",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "271--295",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90088-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900889",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iwata:1992:IVE,
author = "Shigeru Iwata",
title = "Instrumental variables estimation in
errors-in-variables models when instruments are
correlated with errors",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "297--322",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90089-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290089A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeJong:1992:PPU,
author = "David N. DeJong and John C. Nankervis and N. E. Savin
and Charles H. Whiteman",
title = "The power problems of unit root test in time series
with autoregressive errors",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "323--343",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90090-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290090E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giles:1992:EEV,
author = "Judith A. Giles",
title = "Estimation of the error variance after a
preliminary-test of homogeneity in a regression model
with spherically symmetric disturbances",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "345--361",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90091-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900915",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Thursby:1992:CSE,
author = "Jerry G. Thursby",
title = "A comparison of several exact and approximate tests
for structural shift under heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "363--386",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90092-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900926",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kemp:1992:PEG,
author = "Gordon C. R. Kemp",
title = "The potential for efficiency gains in estimation from
the use of additional moment restrictions",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "387--399",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90093-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900937",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:A,
author = "Anonymous",
title = "Acknowledgement",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "401--403",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90094-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "405--405",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90095-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900959",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "ifc--ifc",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90075-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692900753",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:PJS,
author = "Anonymous",
title = "Pages 1--405 ({July--September 1992})",
journal = j-J-ECONOMETRICS,
volume = "53",
number = "1--3",
pages = "??--??",
month = jul # "\slash " # sep,
year = "1992",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "ii--ii",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90097-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290097B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1992:MLI,
author = "Hahn Shik Lee",
title = "Maximum likelihood inference on cointegration and
seasonal cointegration",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "1--47",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90098-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290098C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:1992:TOP,
author = "T. W. Anderson and Naoto Kunitomo",
title = "Tests of overidentification and predeterminedness in
simultaneous equation models",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "49--78",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90099-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290099D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiang:1992:DCM,
author = "Jeongwen Chiang and Lung-Fei Lee",
title = "Discrete/continuous models of consumer demand with
binding nonnegativity constraints",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "79--93",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90100-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901006",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1992:MCR,
author = "Badi H. Baltagi and Young-Jae Chang and Qi Li",
title = "{Monte Carlo} results on several new and existing
tests for the error component model",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "95--120",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90101-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290101V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griffiths:1992:TEL,
author = "William Griffiths and George Judge",
title = "Testing and estimating location vectors when the error
covariance matrix is unknown",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "121--138",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90102-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290102W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:1992:HC,
author = "Bruce E. Hansen",
title = "Heteroskedastic cointegration",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "139--158",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90103-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290103X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kwiatkowski:1992:TNH,
author = "Denis Kwiatkowski and Peter C. B. Phillips and Peter
Schmidt and Yongcheol Shin",
title = "Testing the null hypothesis of stationarity against
the alternative of a unit root: How sure are we that
economic time series have a unit root?",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "159--178",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90104-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290104Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cragg:1992:QAE,
author = "John G. Cragg",
title = "Quasi-{Aitken} estimation for heteroskedasticity of
unknown form",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "179--201",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90105-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290105Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:1992:RBM,
author = "Russell Davidson and James G. MacKinnon",
title = "Regression-based methods for using control variates in
{Monte Carlo} experiments",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "203--222",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90106-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901062",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:1992:TUR,
author = "Alastair Hall",
title = "Testing for a unit root in time series using
instrumental variable estimators with pretest data
based model selection",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "223--250",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90107-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Steigerwald:1992:AET,
author = "Douglas G. Steigerwald",
title = "Adaptive estimation in time series regression models",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "251--275",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90108-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See comment \cite{Potscher:1995:CAE} and reply
\cite{Steigerwald:1995:RBM}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901084",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ansley:1992:CVG,
author = "Craig F. Ansley and Robert Kohn and Thomas S.
Shively",
title = "Computing $p$-values for the generalized
{Durbin--Watson} and other invariant test statistics",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "277--300",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90109-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901095",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ramsey:1992:IEN,
author = "James B. Ramsey and Alvaro Montenegro",
title = "Identification and estimation of noninvertible
non-{Gaussian} {$ {\rm MA}(q) $} processes",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "301--320",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90110-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769290110D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fiebig:1992:POL,
author = "Denzil G. Fiebig and Michael McAleer and Robert
Bartels",
title = "Properties of ordinary least squares estimators in
regression models with nonspherical disturbances",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "321--334",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90111-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901114",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Selvanathan:1992:EAC,
author = "E. A. Selvanathan and D. S. Prasada Rao",
title = "An econometric approach to the construction of
generalized {Theil--Tornqvist} indices for multilateral
comparisons",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "335--346",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90112-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901125",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gurmu:1992:OTT,
author = "Shiferaw Gurmu and Pravin K. Trivedi",
title = "Overdispersion tests for truncated {Poisson}
regression models",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "347--370",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90113-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901136",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Steigerwald:1992:FSB,
author = "Douglas G. Steigerwald",
title = "On the finite sample behavior of adaptive estimators",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "371--400",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90114-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901147",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "401--401",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(92)90115-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407692901158",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1992:POD,
author = "Anonymous",
title = "Pages 1--401 ({October--December 1992})",
journal = j-J-ECONOMETRICS,
volume = "54",
number = "1--3",
pages = "??--??",
month = oct # "\slash " # dec,
year = "1992",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:1993:EIS,
author = "Eric Ghysels",
title = "{Editor}'s introduction: Seasonality and econometric
models",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "1--8",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90001-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390001L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sims:1993:REM,
author = "Christopher A. Sims",
title = "Rational expectations modeling with seasonally
adjusted data",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "9--19",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90002-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390002M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:1993:SAE,
author = "Lars Peter Hansen and Thomas J. Sargent",
title = "Seasonality and approximation errors in rational
expectations models",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "21--55",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90003-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390003N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:1993:ESA,
author = "Eric Ghysels and Pierre Perron",
title = "The effect of seasonal adjustment filters on tests for
a unit root",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "57--98",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90004-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390004O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:1993:DES,
author = "Francis X. Diebold",
title = "Discussion: The effect of seasonal adjustment filters
on tests for a unit root",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "99--103",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90005-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390005P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nerlove:1993:ISI,
author = "Marc Nerlove and David Ross and Douglas Willson",
title = "The importance of seasonality in inventory models:
Evidence from business survey data",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "105--128",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90006-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390006Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:1993:ISI,
author = "Jean-Marie Dufour",
title = "The importance of seasonality in inventory models",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "129--133",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90007-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390007R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krane:1993:ISP,
author = "Spencer D. Krane",
title = "Induced seasonality and production-smoothing models of
inventory behavior",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "135--168",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90008-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390008S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:1993:ISP,
author = "Alastair Hall",
title = "Induced seasonality and production-smoothing models of
inventory behavior",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "169--172",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90009-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390009T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Canova:1993:FTS,
author = "Fabio Canova",
title = "Forecasting time series with common seasonal
patterns",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "173--200",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90010-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:1993:FTS,
author = "John Geweke",
title = "Forecasting time series with common seasonal
patterns",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "201--202",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90011-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390011S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Raynauld:1993:SBM,
author = "Jacques Raynauld and Jean-Guy Simonato",
title = "Seasonal {BVAR} models: A search along some time
domain priors",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "203--229",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90012-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390012T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:1993:DSB,
author = "Arnold Zellner",
title = "Discussion: Seasonal {BVAR} models",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "231--234",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90013-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390013U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bell:1993:ESE,
author = "William R. Bell and David W. Wilcox",
title = "The effect of sampling error on the time series
behavior of consumption data",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "235--265",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90014-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390014V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gregory:1993:ESE,
author = "Allan W. Gregory and Tony Wirjanto",
title = "The effect of sampling error on the time series
behavior of consumption data",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "267--273",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90015-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390015W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:1993:JCF,
author = "R. F. Engle and C. W. J. Granger and S. Hylleberg and
H. S. Lee",
title = "The {Japanese} consumption function",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "275--298",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90016-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390016X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Osborn:1993:SC,
author = "Denise R. Osborn",
title = "Seasonal cointegration",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "299--303",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90017-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390017Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beaulieu:1993:SUR,
author = "J. Joseph Beaulieu and Jeffrey A. Miron",
title = "Seasonal unit roots in aggregate {U.S.} data",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "305--328",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90018-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390018Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dickey:1993:SUR,
author = "David A. Dickey",
title = "Seasonal unit roots in aggregate {U.S.} data",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "329--331",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90019-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900192",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dagum:1993:DLM,
author = "Estela Bee Dagum and Beno{\^\i}t Quenneville",
title = "Dynamic linear models for time series components",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "333--351",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90020-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900206",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Findley:1993:DLM,
author = "David F. Findley",
title = "Dynamic linear models for time series components",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "353--356",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90021-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390021V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "357--357",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90022-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390022W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:PJF,
author = "Anonymous",
title = "Pages 1--357 ({January--February 1993})",
journal = j-J-ECONOMETRICS,
volume = "55",
number = "1--2",
pages = "??--??",
month = jan # "\slash " # feb,
year = "1993",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "ii--ii",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90097-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390097O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:1993:EI,
author = "Cheng Hsiao and Paul Ruud",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "1--3",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90098-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390098P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maravall:1993:SLT,
author = "Agustin Maravall",
title = "Stochastic linear trends: Models and estimators",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "5--37",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90099-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390099Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Durlauf:1993:TSP,
author = "Steven N. Durlauf",
title = "Time series properties of aggregate output
fluctuations",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "39--56",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90100-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390100J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:1993:PCA,
author = "M. H. Pesaran and R. G. Pierse and K. C. Lee",
title = "Persistence, cointegration, and aggregation: A
disaggregated analysis of output fluctuations in the
{U.S.} economy",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "57--88",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90101-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390101A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Min:1993:BNB,
author = "Chung-ki Min and Arnold Zellner",
title = "{Bayesian} and non-{Bayesian} methods for combining
models and forecasts with applications to forecasting
international growth rates",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "89--118",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90102-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390102B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engle:1993:TSI,
author = "Robert F. Engle and David F. Hendry",
title = "Testing superexogeneity and invariance in regression
models",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "119--139",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90103-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390103C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vuong:1993:MCS,
author = "Quang H. Vuong and Weiren Wang",
title = "Minimum chi-square estimation and tests for model
selection",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "141--168",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90104-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390104D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Weiss:1993:SAM,
author = "Andrew A. Weiss",
title = "Some aspects of measurement error in a censored
regression model",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "169--188",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90105-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390105E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lillard:1993:SEH,
author = "Lee A. Lillard",
title = "Simultaneous equations for hazards: Marriage duration
and fertility timing",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "189--217",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90106-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390106F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dubin:1993:EEI,
author = "Jeffrey A. Dubin and Douglas Rivers",
title = "Experimental estimates of the impact of wage
subsidies",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "219--242",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90107-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390107G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arguea:1993:EIE,
author = "Nestor M. Arguea and Cheng Hsiao",
title = "Econometric issues of estimating hedonic price
functions: With an application to the {U.S.} market for
automobiles",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "243--267",
month = mar,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90108-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390108H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:PM,
author = "Anonymous",
title = "Pages 1--267 ({March 1993})",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "1--2",
pages = "??--??",
month = mar,
year = "1993",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1993:TNN,
author = "Tae-Hwy Lee and Halbert White and Clive W. J.
Granger",
title = "Testing for neglected nonlinearity in time series
models: A comparison of neural network methods and
alternative tests",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "269--290",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90122-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390122L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:1993:DTA,
author = "Hyungtaik Ahn and Charles F. Manski",
title = "Distribution theory for the analysis of binary choice
under uncertainty with nonparametric estimation of
expectations",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "291--321",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90123-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390123M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1993:BAL,
author = "Gary Koop and Dale J. Poirier",
title = "{Bayesian} analysis of logit models using natural
conjugate priors",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "323--340",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90124-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390124N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Laitila:1993:PRM,
author = "Thomas Laitila",
title = "A pseudo-{$R^2$} measure for limited and qualitative
dependent variable models",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "341--355",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90125-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390125O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rilstone:1993:CLS,
author = "Paul Rilstone",
title = "Calculating the (local) semiparametric efficiency
bounds for the generated regressors problem",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "357--370",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90126-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390126P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsurumi:1993:ETT,
author = "Hiroki Tsurumi and Peter Mehr",
title = "Exogeneity tests in a truncated structural equation",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "371--396",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90127-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390127Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ryu:1993:MEE,
author = "Hang K. Ryu",
title = "Maximum entropy estimation of density and regression
functions",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "397--440",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90128-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390128R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iwata:1993:NMR,
author = "Shigeru Iwata",
title = "A note on multiple roots of the {Tobit} log
likelihood",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "441--445",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90129-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390129S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "447--447",
month = apr,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90130-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390130W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:PAa,
author = "Anonymous",
title = "Pages 269--447 ({April 1993})",
journal = j-J-ECONOMETRICS,
volume = "56",
number = "3",
pages = "??--??",
month = apr,
year = "1993",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1993:QMR,
author = "Myoung-jae Lee",
title = "Quadratic mode regression",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "1--19",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90056-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390056B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gritz:1993:ITF,
author = "R. Mark Gritz",
title = "The impact of training on the frequency and duration
of employment",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "21--51",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90057-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390057C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inder:1993:ELR,
author = "Brett Inder",
title = "Estimating long-run relationships in economics: A
comparison of different approaches",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "53--68",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90058-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390058D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vijverberg:1993:MUP,
author = "Wim P. M. Vijverberg",
title = "Measuring the unidentified parameter of the extended
{Roy} model of selectivity",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "69--89",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90059-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390059E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ryu:1993:SDA,
author = "Keunkwan Ryu",
title = "Structural duration analysis of management data",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "91--115",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90060-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390060I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ali:1993:RND,
author = "Mukhtar M. Ali and Subhash C. Sharma",
title = "Robustness to nonnormality of the {Durbin--Watson}
test for autocorrelation",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "117--136",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90061-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900619",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bierens:1993:HOS,
author = "Herman J. Bierens",
title = "Higher-order sample autocorrelations and the unit root
hypothesis",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "137--160",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90062-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390062A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanSoest:1993:CRD,
author = "Arthur van Soest and Arie Kapteyn and Peter Kooreman",
title = "Coherency and regularity of demand systems with
equality and inequality constraints",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "161--188",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90063-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390063B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Friedman:1993:ALE,
author = "Benjamin M. Friedman and Kenneth N. Kuttner",
title = "Another look at the evidence on money-income
causality",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "189--203",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90064-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390064C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zabel:1993:CNT,
author = "Jeffrey E. Zabel",
title = "A comparison of nonnested tests for misspecified
models using the method of approximate slopes",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "205--232",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90065-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390065D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shively:1993:TAD,
author = "Thomas S. Shively",
title = "Testing for autoregressive disturbances in a time
series regression with missing observations",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "233--255",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90066-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390066E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Morimune:1993:MTS,
author = "Kimio Morimune and Shinichi Sakata",
title = "Modified three-stage least squares estimator which is
third-order efficient",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "257--276",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90067-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390067F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Whang:1993:TSP,
author = "Yoon-Jae Whang and Donald W. K. Andrews",
title = "Tests of specification for parametric and
semiparametric models",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "277--318",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90068-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390068G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:1993:NAT,
author = "Marcus J. Chambers",
title = "A nonnested approach to testing continuous time models
against discrete alternatives",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "319--343",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90069-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390069H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Osiewalski:1993:RBI,
author = "Jacek Osiewalski and Mark F. J. Steel",
title = "Robust {Bayesian} inference in elliptical regression
models",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "345--363",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90070-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390070L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brooks:1993:APO,
author = "Robert D. Brooks",
title = "Alternative point-optimal tests for regression
coefficient stability",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "365--376",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90071-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390071C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:1993:SAP,
author = "M. Hashem Pesaran and Bahram Pesaran",
title = "A simulation approach to the problem of computing
{Cox}'s statistic for testing nonnested models",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "377--392",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90072-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390072D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ohtani:1993:TLR,
author = "Kazuhiro Ohtani and Judith Giles",
title = "Testing linear restrictions on coefficients in a
linear regression model with proxy variables and
spherically symmetric disturbances",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "393--406",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90073-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390073E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "407--407",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90074-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390074F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "ifc--ifc",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90055-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390055A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:PMJ,
author = "Anonymous",
title = "Pages 1--407 ({May--June 1993})",
journal = j-J-ECONOMETRICS,
volume = "57",
number = "1--3",
pages = "??--??",
month = may # "\slash " # jun,
year = "1993",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "ii--ii",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90109-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390109I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hardle:1993:NSA,
author = "Wolfgang H{\"a}rdle and Charles F. Manski",
title = "Nonparametric and semiparametric approaches to
discrete response analysis",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "1--2",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90110-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390110Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:1993:SEC,
author = "Hyungtaik Ahn and James L. Powell",
title = "Semiparametric estimation of censored selection models
with a nonparametric selection mechanism",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "3--29",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90111-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390111H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hardle:1993:HSA,
author = "Wolfgang H{\"a}rdle and A. B. Tsybakov",
title = "How sensitive are average derivatives?",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "31--48",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90112-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390112I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:1993:SEW,
author = "Joel L. Horowitz",
title = "Semiparametric estimation of a work-trip mode choice
model",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "49--70",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90113-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390113J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ichimura:1993:SLS,
author = "Hidehiko Ichimura",
title = "Semiparametric least squares {(SLS)} and weighted
{SLS} estimation of single-index models",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "71--120",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90114-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390114K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manski:1993:DCS,
author = "Charles F. Manski",
title = "Dynamic choice in social settings: Learning from the
experiences of others",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "121--136",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90115-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390115L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matzkin:1993:NIE,
author = "Rosa L. Matzkin",
title = "Nonparametric identification and estimation of
polychotomous choice models",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "137--168",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90116-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390116M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Newey:1993:EBS,
author = "Whitney K. Newey and James L. Powell",
title = "Efficiency bounds for some semiparametric selection
models",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "169--184",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90117-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390117N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pinkse:1993:CSE,
author = "C. A. P. Pinkse",
title = "On the computation of semiparametric estimates in
limited dependent variable models",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "185--205",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90118-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390118O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rodriguez-Campos:1993:NBC,
author = "M. C. Rodr{\'\i}guez-Campos and R. Cao-Abad",
title = "Nonparametric bootstrap confidence intervals for
discrete regression functions",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "207--222",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90119-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390119P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sepanski:1993:SQV,
author = "J. H. Sepanski and R. J. Carroll",
title = "Semiparametric quasilikelihood and variance function
estimation in measurement error models",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "223--256",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90120-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390120T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Thompson:1993:SEB,
author = "T. Scott Thompson",
title = "Some efficiency bounds for semiparametric discrete
choice models",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "257--274",
month = jul,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90121-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390121K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:PJ,
author = "Anonymous",
title = "Pages 1--274 ({July 1993})",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "1--2",
pages = "??--??",
month = jul,
year = "1993",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:1993:BRA,
author = "Siddhartha Chib",
title = "{Bayes} regression with autoregressive errors: A
{Gibbs} sampling approach",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "275--294",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90046-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900468",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Silvapulle:1993:NTA,
author = "Paramsothy Silvapulle and Maxwell L. King",
title = "Nonnested testing for autocorrelation in the linear
regression model",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "295--314",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90047-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900479",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mandy:1993:SUR,
author = "David M. Mandy and Carlos Martins-Filho",
title = "Seemingly unrelated regressions under additive
heteroscedasticity: Theory and share equation
applications",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "315--346",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90048-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390048A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Borsch-Supan:1993:SUM,
author = "Axel B{\"o}rsch-Supan and Vassilis A. Hajivassiliou",
title = "Smooth unbiased multivariate probability simulators
for maximum likelihood estimation of limited dependent
variable models",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "347--368",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90049-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390049B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ermini:1993:SGA,
author = "Luigi Ermini and Clive W. J. Granger",
title = "Some generalizations on the algebra of I(1)
processes",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "369--384",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90050-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390050F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chow:1993:SMV,
author = "K. Victor Chow and Karen C. Denning",
title = "A simple multiple variance ratio test",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "385--401",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90051-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900516",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giles:1993:PTL,
author = "Judith A. Giles",
title = "Pre-testing for linear restrictions in a regression
model with spherically symmetric disturbances (Vol. 50,
No. 3 (1991) pp. 377-398)",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "403--403",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90052-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900527",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krol:1993:ISD,
author = "Robert Krol and Lee E. Ohanian",
title = "The impact of stochastic and deterministic trends on
money-output causality: A multi-country investigation
(Vol. 45, No. 3 (1990) pp. 291-308)",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "405--405",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90053-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900538",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "407--407",
month = aug,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90054-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900549",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:PAb,
author = "Anonymous",
title = "Pages 275--407 ({August 1993})",
journal = j-J-ECONOMETRICS,
volume = "58",
number = "3",
pages = "??--??",
month = aug,
year = "1993",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "iv--iv",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90035-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900354",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carraro:1993:EIE,
author = "Carlo Carraro and Franco Peracchi and Guglielmo
Weber",
title = "{Editors}' introduction: The econometrics of panels
and pseudo panels",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "1--4",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90036-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900365",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:1993:SBI,
author = "Christian Gourieroux and Alain Monfort",
title = "Simulation-based inference: A survey with special
reference to panel data models",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "5--33",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90037-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900376",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Honore:1993:OCT,
author = "Bo E. Honor{\'e}",
title = "Orthogonality conditions for {Tobit} models with fixed
effects and lagged dependent variables",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "35--61",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90038-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900387",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:1993:GFP,
author = "Cheng Hsiao and Trent W. Appelbe and Christopher R.
Dineen",
title = "A general framework for panel data models with an
application to {Canadian} customer-dialed long distance
telephone service",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "63--86",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90039-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900398",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arellano:1993:TCE,
author = "Manuel Arellano",
title = "On the testing of correlated effects with panel data",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "87--97",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90040-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390040C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moffitt:1993:IED,
author = "Robert Moffitt",
title = "Identification and estimation of dynamic models with a
time series of repeated cross-sections",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "99--123",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90041-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900413",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Verbeek:1993:MME,
author = "Marno Verbeek and Theo Nijman",
title = "Minimum {MSE} estimation of a regression model with
fixed effects from a series of cross-sections",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "125--136",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90042-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900424",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:1993:LSI,
author = "Richard Blundell and Costas Meghir and Pedro Neves",
title = "Labour supply and intertemporal substitution",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "137--160",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90043-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900435",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kurosawa:1993:MAT,
author = "Masako Kurosawa and Stephen Pudney",
title = "A method for the analysis of the timing and magnitude
of events in a continuous-time panel: The effects of
{British} incomes policy, 1950-1973",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "161--185",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90044-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900446",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Torelli:1993:MIJ,
author = "Nicola Torelli and Ugo Trivellato",
title = "Modelling inaccuracies in job-search duration data",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "187--211",
month = sep,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90045-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900457",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:PS,
author = "Anonymous",
title = "Pages 1--211 ({September 1993})",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "1--2",
pages = "??--??",
month = sep,
year = "1993",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nowak:1993:IML,
author = "Eugen Nowak",
title = "The identification of multivariate linear dynamic
errors-in-variables models",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "213--227",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90023-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390023X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Toda:1993:SEU,
author = "Hiro Y. Toda and Peter C. B. Phillips",
title = "The spurious effect of unit roots on vector
autoregressions: An analytical study",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "229--255",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90024-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390024Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Atkinson:1993:MTE,
author = "Scott E. Atkinson and Christopher Cornwell",
title = "Measuring technical efficiency with panel data: A dual
approach",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "257--261",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90025-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390025Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:1993:TUR,
author = "In Choi and Peter C. B. Phillips",
title = "Testing for a unit root by frequency domain
regression",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "263--286",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90026-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900262",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:1993:URT,
author = "Kiwhan Kim and Peter Schmidt",
title = "Unit root tests with conditional heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "287--300",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90027-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900273",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guilkey:1993:ETR,
author = "David K. Guilkey and James L. Murphy",
title = "Estimation and testing in the random effects probit
model",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "301--317",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90028-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900284",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Braun:1993:MVA,
author = "Phillip A. Braun and Stefan Mittnik",
title = "Misspecifications in vector autoregressions and their
effects on impulse responses and variance
decompositions",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "319--341",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90029-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900295",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:1993:STB,
author = "Roger W. Klein",
title = "Specification tests for binary choice models based on
index quantiles",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "343--375",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90030-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900309",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Holm:1993:MEL,
author = "Juhani Holm",
title = "Maximum entropy {Lorenz} curves",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "377--389",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90031-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390031Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Osiewalski:1993:BME,
author = "Jacek Osiewalski and Mark F. J. Steel",
title = "{Bayesian} marginal equivalence of elliptical
regression models",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "391--403",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90032-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769390032Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1993:MCR,
author = "Badi H. Baltagi and Young-Jae Chang and Qi Li",
title = "{Monte Carlo} results on several new and existing
tests for the error component model (Vol. 54, No. 1-3
(1992) pp. 95-120)",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "405--405",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90033-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900332",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:Ie,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "407--408",
month = oct,
year = "1993",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)90034-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693900343",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1993:PO,
author = "Anonymous",
title = "Pages 213--408 ({October 1993})",
journal = j-J-ECONOMETRICS,
volume = "59",
number = "3",
pages = "??--??",
month = oct,
year = "1993",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:1994:DLM,
author = "Chang-Jin Kim",
title = "Dynamic linear models with {Markov}-switching",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "1--22",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90036-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900361",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Potscher:1994:GUC,
author = "Benedikt M. P{\"o}tscher and Ingmar R. Prucha",
title = "Generic uniform convergence and equicontinuity
concepts for random functions: An exploration of the
basic structure",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "23--63",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90037-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769490037X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goffe:1994:GOS,
author = "William L. Goffe and Gary D. Ferrier and John Rogers",
title = "Global optimization of statistical functions with
simulated annealing",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "65--99",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90038-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900388",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schmertmann:1994:SBC,
author = "Carl P. Schmertmann",
title = "Selectivity bias correction methods in polychotomous
sample selection models",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "101--132",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90039-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900396",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mensah:1994:SKD,
author = "Yaw M. Mensah",
title = "A simplification of the {Kopp--Diewert} method of
decomposing cost efficiency and some implications",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "133--144",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90040-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769490040X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:1994:CSC,
author = "J. T. Gene Hwang and Aman Ullah",
title = "Confidence sets centered at {James--Stein} estimators:
A surprise concerning the unknown-variance case",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "145--156",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90041-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900418",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:1994:EDV,
author = "Murray D. Smith",
title = "Exact densities for variance estimators of the
structural disturbances in simultaneous equations
models",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "157--180",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90042-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900426",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shephard:1994:LSM,
author = "Neil Shephard",
title = "Local scale models: State space alternative to
integrated {GARCH} processes",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "181--202",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90043-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900434",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gonzalo:1994:FAM,
author = "Jesus Gonzalo",
title = "Five alternative methods of estimating long-run
equilibrium relationships",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "203--233",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90044-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900442",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Swofford:1994:RPT,
author = "James L. Swofford and Gerald A. Whitney",
title = "A revealed preference test for weakly separable
utility maximization with incomplete adjustment",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "235--249",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90045-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900450",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dezhbakhsh:1994:TAP,
author = "Hashem Dezhbakhsh and Jerry G. Thursby",
title = "Testing for autocorrelation in the presence of lagged
dependent variables: A specification error approach",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "251--272",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90046-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900469",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jaggia:1994:JSS,
author = "Sanjiv Jaggia and Pravin K. Trivedi",
title = "Joint and separate score tests for state dependence
and unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "273--291",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90047-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900477",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCall:1994:SDD,
author = "Brian P. McCall",
title = "Specification diagnostics for duration models: A
martingale approach",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "293--312",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90048-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900485",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:1994:SRR,
author = "In Choi",
title = "Spurious regressions and residual-based tests for
cointegration when regressors are cointegrated",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "313--320",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90049-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:1994:TUR,
author = "Alastair Hall",
title = "Testing for a unit root in time series using
instrumental variable estimators with pretest data
based model selection (vol. 54 (1992) pp. 223-250)",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "321--321",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90050-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900507",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:Aa,
author = "Anonymous",
title = "Acknowledgement",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "323--324",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90051-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900515",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "325--325",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90052-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900523",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "ifc--ifc",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90035-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900353",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:PJF,
author = "Anonymous",
title = "Pages 1--325 ({January--February 1994})",
journal = j-J-ECONOMETRICS,
volume = "60",
number = "1--2",
pages = "??--??",
month = jan # "\slash " # feb,
year = "1994",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "iv--iv",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90072-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900728",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Neuman:1994:ELM,
author = "Shoshana Neuman and Jacques Silber",
title = "The econometrics of labor market segregation and
discrimination",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "1--4",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90073-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oaxaca:1994:DDW,
author = "Ronald L. Oaxaca and Michael R. Ransom",
title = "On discrimination and the decomposition of wage
differentials",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "5--21",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90074-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900744",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Polachek:1994:PEG,
author = "Solomon W. Polachek and Moon-Kak Kim",
title = "Panel estimates of the gender earnings gap:
Individual-specific intercept and individual-specific
slope models",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "23--42",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90075-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900752",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Slottje:1994:NMD,
author = "Daniel J. Slottje and Joseph G. Hirschberg and Kathy
J. Hayes and Gerald W. Scully",
title = "A new method for detecting individual and group labor
market discrimination",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "43--64",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90076-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900760",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hirschberg:1994:EBA,
author = "Joseph G. Hirschberg and Daniel J. Slottje",
title = "An empirical {Bayes} approach to analyzing earnings
functions for various occupations and industries",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "65--79",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90077-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900779",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jenkins:1994:EDM,
author = "Stephen P. Jenkins",
title = "Earnings discrimination measurement: A distributional
approach",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "81--102",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90078-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900787",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conway:1994:AED,
author = "Delores A. Conway and Harry V. Roberts",
title = "Analysis of employment discrimination through
homogeneous job groups",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "103--131",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90079-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900795",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deutsch:1994:MOS,
author = "Joseph Deutsch and Yves Fl{\"u}ckiger and Jacques
Silber",
title = "Measuring occupational segregation: Summary statistics
and the impact of classification errors and
aggregation",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "133--146",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90080-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900809",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yitzhaki:1994:EDO,
author = "Shlomo Yitzhaki",
title = "Economic distance and overlapping of distributions",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "147--159",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90081-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900817",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boisso:1994:OSM,
author = "Dale Boisso and Kathy Hayes and Joseph Hirschberg and
Jacques Silber",
title = "Occupational segregation in the multidimensional case:
Decomposition and tests of significance",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "161--171",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90082-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900825",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Niesing:1994:UEM,
author = "Willem Niesing and Bernard M. S. van Praag and Justus
Veenman",
title = "The unemployment of ethnic minority groups in the
{Netherlands}",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "173--196",
month = mar,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90083-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900833",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:PMa,
author = "Anonymous",
title = "Pages 1--196 ({March 1994})",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "1",
pages = "??--??",
month = mar,
year = "1994",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maravall:1994:EUM,
author = "Agust{\'\i}n Maravall and Alexandre Mathis",
title = "Encompassing univariate models in multivariate time
series: A case study",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "197--233",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90084-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900841",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Squires:1994:FBU,
author = "Dale Squires",
title = "Firm behavior under input rationing",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "235--257",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90085-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769490085X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abeysinghe:1994:DSM,
author = "Tilak Abeysinghe",
title = "Deterministic seasonal models and spurious
regressions",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "259--272",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90086-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900868",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vandenBroeck:1994:SFM,
author = "Julien van den Broeck and Gary Koop and Jacek
Osiewalski and Mark F. J. Steel",
title = "Stochastic frontier models: A {Bayesian} perspective",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "273--303",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90087-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900876",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1994:STS,
author = "Lung-fei Lee",
title = "Semiparametric two-stage estimation of sample
selection models subject to {Tobit}-type selection
rules",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "305--344",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90088-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900884",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hughes:1994:MCS,
author = "Gordon A. Hughes and N. E. Savin",
title = "Is the minimum chi-square estimator the winner in
logit regression?",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "345--366",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90089-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900892",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hisamatsu:1994:DDW,
author = "Hiroyuki Hisamatsu and Koichi Maekawa",
title = "The distribution of the {Durbin--Watson} statistic in
integrated and near-integrated models",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "367--382",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90090-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900906",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Small:1994:EPS,
author = "John P. Small",
title = "The exact powers of some autocorrelation tests when
the disturbances are heteroscedastic",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "383--394",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90091-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900914",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:1994:BBC,
author = "Joel L. Horowitz",
title = "Bootstrap-based critical values for the information
matrix test",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "395--411",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90092-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900922",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iwata:1994:ETW,
author = "Shigeru Iwata",
title = "On estimation and testing when explanatory variables
are partly endogenous",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "413--428",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90093-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900930",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "429--430",
month = apr,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90094-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900949",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:PAa,
author = "Anonymous",
title = "Pages 197--430 ({April 1994})",
journal = j-J-ECONOMETRICS,
volume = "61",
number = "2",
pages = "??--??",
month = apr,
year = "1994",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson-Courtney:1994:JES,
author = "Linda Anderson-Courtney",
title = "{{\booktitle{Journal of Econometrics}}}: Subject and
author index: volumes 51--60, 1992--1994",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "1",
pages = "1--2",
month = may,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90003-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900035",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:SI,
author = "Anonymous",
title = "Subject index",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "1",
pages = "3--50",
month = may,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90004-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900043",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:AI,
author = "Anonymous",
title = "Author index",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "1",
pages = "51--66",
month = may,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90005-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900051",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:EBc,
author = "Anonymous",
title = "Editorial board",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "1",
pages = "ifc--ifc",
month = may,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90002-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900027",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:PMb,
author = "Anonymous",
title = "Pages 1--66 ({May 1994})",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "1",
pages = "??--??",
month = may,
year = "1994",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1994:IPC,
author = "Badi H. Baltagi and Young-Jae Chang",
title = "Incomplete panels: A comparative study of alternative
estimators for the unbalanced one-way error component
regression model",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "67--89",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90017-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900175",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McManus:1994:MOA,
author = "Douglas A. McManus and John C. Nankervis and N. E.
Savin",
title = "Multiple optima and asymptotic approximations in the
partial adjustment model",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "91--128",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90018-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900183",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ullah:1994:MRQ,
author = "Aman Ullah and Virendra K. Srivastava",
title = "Moments of the ratio of quadratic forms in non-normal
variables with econometric examples",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "129--141",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90019-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:1994:SEB,
author = "Chunrong Ai",
title = "A semiparametric efficiency bound of a disequilibrium
model without observed regime",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "143--163",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90020-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900205",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Laroque:1994:ECD,
author = "Guy Laroque and Bernard Salani{\'e}",
title = "Estimating the canonical disequilibrium model:
Asymptotic theory and finite sample properties",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "165--210",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90021-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900213",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:1994:TCR,
author = "Chien-Fu Jeff Lin and Timo Ter{\"a}svirta",
title = "Testing the constancy of regression parameters against
continuous structural change",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "211--228",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90022-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nabeya:1994:LAD,
author = "Seiji Nabeya and Pierre Perron",
title = "Local asymptotic distribution related to the {AR(1)}
model with dependent errors",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "229--264",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90023-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769490023X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:1994:STD,
author = "Gordon Anderson",
title = "Simple tests of distributional form",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "265--276",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90024-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900248",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ruggiero:1994:BSE,
author = "Mich{\`e}le Ruggiero",
title = "{Bayesian} semiparametric estimation of proportional
hazards models",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "277--300",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90025-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900256",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheung:1994:MLE,
author = "Yin-Wong Cheung and Francis X. Diebold",
title = "On maximum likelihood estimation of the differencing
parameter of fractionally-integrated noise with unknown
mean",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "301--316",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90026-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900264",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:1994:EPN,
author = "Sung K. Ahn and Gregory C. Reinsel",
title = "Estimation of partially nonstationary vector
autoregressive models with seasonal behavior",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "317--350",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90027-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900272",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Small:1994:AGE,
author = "Kenneth A. Small",
title = "Approximate generalized extreme value models of
discrete choice",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "351--382",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90028-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900280",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:1994:ART,
author = "T. W. Anderson and Naoto Kunitomo",
title = "Asymptotic robustness of tests of overidentification
and predeterminedness",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "383--414",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90029-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900299",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:1994:TUR,
author = "Eric Ghysels and Hahn S. Lee and Jaesum Noh",
title = "Testing for unit roots in seasonal time series: Some
theoretical extensions and a {Monte Carlo}
investigation",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "415--442",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90030-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900302",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "443--443",
month = jun,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90031-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900310",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:PJa,
author = "Anonymous",
title = "Pages 67--444 ({June 1994})",
journal = j-J-ECONOMETRICS,
volume = "62",
number = "2",
pages = "??--??",
month = jun,
year = "1994",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "ii--ii",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90034-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900345",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kiviet:1994:SDE,
author = "Jan F. Kiviet and Herman K. van Dijk",
title = "Structure and dynamics in econometrics",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "1--5",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01558-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015584",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:1994:ILR,
author = "S{\o}ren Johansen and Katarina Juselius",
title = "Identification of the long-run and the short-run
structure an application to the {ISLM} model",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "7--36",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01559-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015595",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:1994:TUR,
author = "H. Peter Boswijk",
title = "Testing for an unstable root in conditional and
structural error correction models",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "37--60",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01560-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015609",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:1994:DCT,
author = "Frank Kleibergen and Herman K. van Dijk",
title = "Direct cointegration testing in error correction
models",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "61--103",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01561-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769301561Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stock:1994:DB,
author = "James H. Stock",
title = "Deciding between I(1) and I(0)",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "105--131",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01562-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769301562Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franses:1994:MAM,
author = "Philip Hans Franses",
title = "A multivariate approach to modeling univariate
seasonal time series",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "133--151",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01563-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015632",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haldrup:1994:ASE,
author = "Niels Haldrup",
title = "The asymptotics of single-equation cointegration
regressions with I(1) and I(2) variables",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "153--181",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01564-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015643",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gregoir:1994:PCE,
author = "St{\'e}phane Gregoir and Guy Laroque",
title = "Polynomial cointegration estimation and test",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "183--214",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01565-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015654",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kiviet:1994:BAR,
author = "Jan F. Kiviet and Garry D. A. Phillips",
title = "Bias assessment and reduction in linear
error-correction models",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "215--243",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01566-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015665",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Govaerts:1994:ESL,
author = "Bernadette Govaerts and David F. Hendry and
Jean-Fran{\c{c}}ois Richard",
title = "Encompassing in stationary linear dynamic models",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "245--270",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01567-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015676",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boudjellaba:1994:SCN,
author = "Hafida Boudjellaba and Jean-Marie Dufour and Roch
Roy",
title = "Simplified conditions for noncausality between vectors
in multivariate {ARMA} models",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "271--287",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01568-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015687",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ruiz:1994:QML,
author = "Esther Ruiz",
title = "Quasi-maximum likelihood estimation of stochastic
volatility models",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "289--306",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01569-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See \cite{Andersen:1997:GQA,Ruiz:1997:QGE}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015698",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lippi:1994:VAN,
author = "Marco Lippi and Lucrezia Reichlin",
title = "{VAR} analysis, nonfundamental representations,
{Blaschke} matrices",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "307--325",
month = jul,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01570-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769301570C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:PJb,
author = "Anonymous",
title = "Pages 1--325 ({July 1994})",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "1",
pages = "??--??",
month = jul,
year = "1994",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poirier:1994:JPL,
author = "Dale Poirier",
title = "{Jeffreys}' prior for logit models",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "2",
pages = "327--339",
month = aug,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01556-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015562",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1994:SIV,
author = "Lung-Fei Lee",
title = "Semiparametric instrumental variable estimation of
simultaneous equation sample selection models",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "2",
pages = "341--388",
month = aug,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01571-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015713",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koning:1994:CNL,
author = "Ruud H. Koning and Geert Ridder",
title = "On the compatibility of nested logit models with
utility maximization: A comment",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "2",
pages = "389--396",
month = aug,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01557-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015573",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vanderLeeuw:1994:CMA,
author = "Jan van der Leeuw",
title = "The covariance matrix of {ARMA} errors in closed
form",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "2",
pages = "397--405",
month = aug,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90032-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900329",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "2",
pages = "407--407",
month = aug,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90033-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900337",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:PAb,
author = "Anonymous",
title = "Pages 327--408 ({August 1994})",
journal = j-J-ECONOMETRICS,
volume = "63",
number = "2",
pages = "??--??",
month = aug,
year = "1994",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:47:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:Ab,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "1--1",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90054-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769490054X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bewley:1994:CBT,
author = "Ronald Bewley and David Orden and Minxian Yang and
Lance A. Fisher",
title = "Comparison of {Box--Tiao} and {Johansen} canonical
estimators of cointegrating vectors in {$ {\rm VEC}(1)
$} models",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "3--27",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90055-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900558",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Szroeter:1994:EFS,
author = "Jerzy Szroeter",
title = "Exact finite-sample relative efficiency of
suboptimally weighted least squares estimators in
models with ordered heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "29--43",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90056-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900566",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dhrymes:1994:STS,
author = "Phoebus J. Dhrymes",
title = "Specification tests in simultaneous equations
systems",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "45--76",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90057-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shively:1994:TLS,
author = "Thomas S. Shively and Robert Kohn and Craig F.
Ansley",
title = "Testing for linearity in a semiparametric regression
model",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "77--96",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90058-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900582",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Froeb:1994:MCS,
author = "Luke Froeb and Robert Koyak",
title = "Measuring and comparing smoothness in time series the
production smoothing hypothesis",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "97--122",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90059-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900590",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:1994:PAE,
author = "Robert F. Phillips",
title = "Partially adaptive estimation via a normal mixture",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "123--144",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90060-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900604",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dagenais:1994:PER,
author = "Marcel G. Dagenais",
title = "Parameter estimation in regression models with errors
in the variables and autocorrelated disturbances",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "145--163",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90061-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900612",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Borjas:1994:TSE,
author = "George J. Borjas and Glenn T. Sueyoshi",
title = "A two-stage estimator for probit models with
structural group effects",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "165--182",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90062-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900620",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:1994:BIR,
author = "Siddhartha Chib and Edward Greenberg",
title = "{Bayes} inference in regression models with {ARMA} (
p, q ) errors",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "183--206",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90063-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900639",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCulloch:1994:ELA,
author = "Robert McCulloch and Peter E. Rossi",
title = "An exact likelihood analysis of the multinomial probit
model",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "207--240",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90064-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900647",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Honore:1994:PDE,
author = "Bo E. Honor{\'e} and James L. Powell",
title = "Pairwise difference estimators of censored and
truncated regression models",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "241--278",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90065-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900655",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Thoma:1994:SIA,
author = "Mark A. Thoma",
title = "Subsample instability and asymmetries in money-income
causality",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "279--306",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90066-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamilton:1994:ACH,
author = "James D. Hamilton and Raul Susmel",
title = "Autoregressive conditional heteroskedasticity and
changes in regime",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "307--333",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90067-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900671",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:1994:SET,
author = "Bing Cheng and P. M. Robinson",
title = "Semiparametric estimation from time series with
long-range dependence",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "335--353",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90068-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769490068X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:1994:CES,
author = "Richard Blundell and Richard J. Smith",
title = "Coherency and estimation in simultaneous models with
censored or qualitative dependent variables",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "355--373",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90069-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900698",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Danielsson:1994:SVA,
author = "Jon Danielsson",
title = "Stochastic volatility in asset prices estimation with
simulated maximum likelihood",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "375--400",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90070-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900701",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:Ie,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "401--401",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90071-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769490071X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:EBe,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "ifc--ifc",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)90053-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694900531",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1994:PSO,
author = "Anonymous",
title = "Pages 1--401 ({September--October 1994})",
journal = j-J-ECONOMETRICS,
volume = "64",
number = "1--2",
pages = "??--??",
month = sep # "\slash " # oct,
year = "1994",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "ii--ii",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90011-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769590011X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fuss:1995:EI,
author = "Melvyn Fuss and Ariel Pakes",
title = "{Editors}' introduction",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "1--8",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01595-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401595Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berndt:1995:HTC,
author = "Ernst R. Berndt and Catherine J. Morrison",
title = "High-tech capital formation and economic performance
in {U.S.} manufacturing industries An exploratory
analysis",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "9--43",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01596-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401596R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bregman:1995:PCS,
author = "Arie Bregman and Melvyn Fuss and Haim Regev",
title = "The production and cost structure of {Israeli}
industry Evidence from individual firm data",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "45--81",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01597-S",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401597S",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bresnahan:1995:GPT,
author = "Timothy F. Bresnahan and M. Trajtenberg",
title = "General purpose technologies `Engines of growth'?",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "83--108",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01598-T",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401598T",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buchinsky:1995:QRB,
author = "Moshe Buchinsky",
title = "Quantile regression, {Box--Cox} transformation model,
and the {U.S.} wage structure, 1963--1987",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "109--154",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01599-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401599U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fisher:1995:PTM,
author = "Franklin M. Fisher",
title = "The production-theoretic measurement of input price
and quantity indices",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "155--174",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01600-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016005",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Griliches:1995:FPI,
author = "Zvi Griliches and Haim Regev",
title = "Firm productivity in {Israeli} industry 1979--1988",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "175--203",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01601-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401601U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:1995:NEV,
author = "J. A. Hausman and W. K. Newey and J. L. Powell",
title = "Nonlinear errors in variables Estimation of some
{Engel} curves",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "205--233",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01602-V",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401602V",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Holly:1995:RLF,
author = "Alberto Holly",
title = "A random linear functional approach to efficiency
bounds",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "235--261",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01603-W",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401603W",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:1995:ERB,
author = "Bronwyn H. Hall and Jacques Mairesse",
title = "Exploring the relationship between {R\&D} and
productivity in {French} manufacturing firms",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "263--293",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01604-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401604X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pakes:1995:LTS,
author = "Ariel Pakes and Steven Olley",
title = "A limit theorem for a smooth class of semiparametric
estimators",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "295--332",
month = jan,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01605-Y",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401605Y",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:PJa,
author = "Anonymous",
title = "Pages 1--332 ({January 1995})",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "1",
pages = "??--??",
month = jan,
year = "1995",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pierse:1995:TAP,
author = "R. G. Pierse and A. J. Snell",
title = "Temporal aggregation and the power of tests for a unit
root",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "2",
pages = "333--345",
month = feb,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01589-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769301589E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Donald:1995:TSE,
author = "Stephen G. Donald",
title = "Two-step estimation of heteroskedastic sample
selection models",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "2",
pages = "347--380",
month = feb,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01590-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769301590I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1995:SML,
author = "Lung-fei Lee",
title = "Semiparametric maximum likelihood estimation of
polychotomous and sequential choice models",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "2",
pages = "381--428",
month = feb,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(93)01591-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407693015919",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "2",
pages = "429--429",
month = feb,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90019-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900195",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:PF,
author = "Anonymous",
title = "Pages 333--429 ({February 1995})",
journal = j-J-ECONOMETRICS,
volume = "65",
number = "2",
pages = "??--??",
month = feb,
year = "1995",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "iv--v",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90003-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900039",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:1995:SEN,
author = "Minbo Kim and R. Carter-Hill",
title = "Shrinkage estimation in nonlinear regression The
{Box--Cox} transformation",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "1--33",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01606-Z",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401606Z",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magdalinos:1995:ASC,
author = "Michael A. Magdalinos and Spyridon D. Symeonides",
title = "Alternative size corrections for some {GLS} test
statistics the case of the {AR(1)} model",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "35--59",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01607-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016072",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chirinko:1995:NLH,
author = "Robert S. Chirinko",
title = "Nonconvexities, labor hoarding, technology shocks, and
procyclical productivity a structural econometric
analysis",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "61--98",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01608-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016083",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Srivastava:1995:EPF,
author = "V. K. Srivastava and Koichi Maekawa",
title = "Efficiency properties of feasible generalized least
squares estimators in {SURE} models under non-normal
disturbances",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "99--121",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01609-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016094",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Potscher:1995:CAE,
author = "Benedikt M. P{\"o}tscher",
title = "Comment on {`Adaptive estimation in time series
regression models' by D. G. Steigerwald}",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "123--129",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01610-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See \cite{Steigerwald:1992:AET} reply
\cite{Steigerwald:1995:RBM}.",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401610C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Steigerwald:1995:RBM,
author = "Douglas G. Steigerwald",
title = "Reply to {B. M. P{\"o}tscher}'s comment on `Adaptive
estimation in time series regression models'",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "131--132",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01611-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See \cite{Potscher:1995:CAE,Steigerwald:1992:AET}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016113",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McDonald:1995:GBDa,
author = "James B. McDonald and Yexiao J. Xu",
title = "A generalization of the beta distribution with
applications",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "133--152",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01612-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016124",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lucas:1995:ORU,
author = "Andr{\'e} Lucas",
title = "An outlier robust unit root test with an application
to the extended {Nelson}-Plosser data",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "153--173",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01613-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016135",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brown:1995:SSR,
author = "Bryan W. Brown and Mary Beth Walker",
title = "Stochastic specification in random production models
of cost-minimizing firms",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "175--205",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01614-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016146",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Attfield:1995:BAL,
author = "C. L. F. Attfield",
title = "A {Bartlett} adjustment to the likelihood ratio test
for a system of equations",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "207--223",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01615-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016157",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Toda:1995:SIV,
author = "Hiro Y. Toda and Taku Yamamoto",
title = "Statistical inference in vector autoregressions with
possibly integrated processes",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "225--250",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01616-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016168",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bansal:1995:NES,
author = "Ravi Bansal and A. Ronald Gallant and Robert Hussey
and George Tauchen",
title = "Nonparametric estimation of structural models for
high-frequency currency market data",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "251--287",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01618-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401618A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dorfman:1995:NBT,
author = "Jeffrey H. Dorfman",
title = "A numerical {Bayesian} test for cointegration of {AR}
processes",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "289--324",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01619-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401619B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lancaster:1995:OSF,
author = "Tony Lancaster and Guido Imbens",
title = "Optimal stock/flow panels",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "325--348",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01620-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401620F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galbraith:1995:TEC,
author = "John W. Galbraith and Victoria Zinde-Walsh",
title = "Transforming the error-components model for estimation
with general {ARMA} disturbances",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "349--355",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01621-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016216",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:1995:SST,
author = "C. W. J. Granger and Pierre L. Siklos",
title = "Systematic sampling, temporal aggregation, seasonal
adjustment, and cointegration theory and evidence",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "357--369",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01622-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016227",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "371--371",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90005-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:PMA,
author = "Anonymous",
title = "Pages 1--371 ({March--April 1995})",
journal = j-J-ECONOMETRICS,
volume = "66",
number = "1--2",
pages = "??--??",
month = mar # "\slash " # apr,
year = "1995",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "ii--ii",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90033-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900330",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keuzenkamp:1995:EIS,
author = "Hugo A. Keuzenkamp and Jan R. Magnus",
title = "{Editors}' introduction: The significance of testing
in econometrics",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "1--3",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01623-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016238",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keuzenkamp:1995:TSE,
author = "Hugo A. Keuzenkamp and Jan R. Magnus",
title = "On tests and significance in econometrics",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "5--24",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01624-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016249",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mirowski:1995:TWT,
author = "Philip Mirowski",
title = "Three ways to think about testing in econometrics",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "25--46",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01625-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401625A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cartwright:1995:PE,
author = "Nancy Cartwright",
title = "Probabilities and experiments",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "47--59",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01626-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401626B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:1995:RTE,
author = "M. Hashem Pesaran and Ron Smith",
title = "The role of theory in econometrics",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "61--79",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01627-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401627C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:1995:EMP,
author = "Jinbang Kim and Neil {De Marchi} and Mary S. Morgan",
title = "Empirical model particularities and belief in the
natural rate hypothesis",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "81--102",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01628-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401628D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keuzenkamp:1995:RFH,
author = "Hugo A. Keuzenkamp and Anton P. Barten",
title = "Rejection without falsification on the history of
testing the homogeneity condition in the theory of
consumer demand",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "103--127",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01629-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401629E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boumans:1995:FTB,
author = "Marcel Boumans",
title = "{Frisch} on testing of business cycle theories",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "129--147",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01630-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401630I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McAleer:1995:STE,
author = "Michael McAleer",
title = "The significance of testing empirical non-nested
models",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "149--171",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01631-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016319",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:1995:CTE,
author = "Clive W. J. Granger and Maxwell L. King and Halbert
White",
title = "Comments on testing economic theories and the use of
model selection criteria",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "173--187",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01632-A",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401632A",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Spanos:1995:TTE,
author = "Aris Spanos",
title = "On theory testing in econometrics: Modeling with
nonexperimental data",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "189--226",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01633-B",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401633B",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hardle:1995:NDM,
author = "Wolfgang H{\"a}rdle and Alan Kirman",
title = "Nonclassical demand: A model-free examination of
price--quantity relations in the {Marseille} fish
market",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "227--257",
month = may,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01634-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401634C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:PM,
author = "Anonymous",
title = "Pages 1--257 ({May 1995})",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "1",
pages = "??--??",
month = may,
year = "1995",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diewert:1995:FFF,
author = "W. E. Diewert and T. J. Wales",
title = "Flexible functional forms and tests of homogeneous
separability",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "2",
pages = "259--302",
month = jun,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01617-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016179",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nelson:1995:FFM,
author = "Daniel B. Nelson and Dean P. Foster",
title = "Filtering and forecasting with misspecified {ARCH}
models {II}: Making the right forecast with the wrong
model",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "2",
pages = "303--335",
month = jun,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01635-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401635D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:1995:NTS,
author = "Hyungtaik Ahn",
title = "Nonparametric two-stage estimation of conditional
choice probabilities in a binary choice model under
uncertainty",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "2",
pages = "337--378",
month = jun,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01636-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401636E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:1995:CNH,
author = "Arthur Lewbel",
title = "Consistent nonparametric hypothesis tests with an
application to {Slutsky} symmetry",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "2",
pages = "379--401",
month = jun,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01637-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401637F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "2",
pages = "403--403",
month = jun,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90017-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900179",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:PJb,
author = "Anonymous",
title = "Pages 259--403 ({June 1995})",
journal = j-J-ECONOMETRICS,
volume = "67",
number = "2",
pages = "??--??",
month = jun,
year = "1995",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "ii--iii",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90007-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900071",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1995:EIP,
author = "Badi H. Baltagi",
title = "{Editor}'s introduction Panel data",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "1--4",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90009-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900098",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:1995:EEM,
author = "Seung C. Ahn and Peter Schmidt",
title = "Efficient estimation of models for dynamic panel
data",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "5--27",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01641-C",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401641C",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arellano:1995:ALI,
author = "Manuel Arellano and Olympia Bover",
title = "Another look at the instrumental variable estimation
of error-components models",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "29--51",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01642-D",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401642D",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kiviet:1995:BIE,
author = "Jan F. Kiviet",
title = "On bias, inconsistency, and efficiency of various
estimators in dynamic panel data models",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "53--78",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01643-E",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401643E",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:1995:ELR,
author = "M. Hashem Pesaran and Ron Smith",
title = "Estimating long-run relationships from dynamic
heterogeneous panels",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "79--113",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01644-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401644F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:1995:SCP,
author = "Jeffrey M. Wooldridge",
title = "Selection corrections for panel data models under
conditional mean independence assumptions",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "115--132",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01645-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401645G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1995:TAA,
author = "Badi H. Baltagi and Qi Li",
title = "Testing {AR(1)} against {MA(1)} disturbances in an
error component model",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "133--151",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01646-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401646H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Peracchi:1995:HRM,
author = "Franco Peracchi and Finis Welch",
title = "How representative are matched cross-sections?
{Evidence} from the {Current Population Survey}",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "153--179",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01647-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401647I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Moulton:1995:IIC,
author = "Brent R. Moulton",
title = "Interarea indexes of the cost of shelter using hedonic
quality adjustment techniques",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "181--204",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01648-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401648J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davies:1995:NFA,
author = "Anthony Davies and Kajal Lahiri",
title = "A new framework for analyzing survey forecasts using
three-dimensional panel data",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "205--227",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01649-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401649K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maddala:1995:UCP,
author = "G. S. Maddala and M. Nimalendran",
title = "An unobserved component panel data model to study the
effect of earnings surprises on stock prices, trading
volumes, and spreads",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "229--242",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01650-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401650O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berndt:1995:EEP,
author = "Ernst R. Berndt and Zvi Griliches and Neal J.
Rappaport",
title = "Econometric estimates of price indexes for personal
computers in the 1990's",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "243--268",
month = jul,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01651-F",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401651F",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:PJc,
author = "Anonymous",
title = "Pages 1--268 ({July 1995})",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "1",
pages = "??--??",
month = jul,
year = "1995",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Skeels:1995:SEP,
author = "Christopher L. Skeels and Larry W. Taylor",
title = "On a simultaneous equations pre-test estimator",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "2",
pages = "269--286",
month = aug,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01638-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401638G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vinod:1995:DBS,
author = "H. D. Vinod",
title = "Double bootstrap for shrinkage estimators",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "2",
pages = "287--302",
month = aug,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01639-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401639H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buchinsky:1995:EAC,
author = "Moshe Buchinsky",
title = "Estimating the asymptotic covariance matrix for
quantile regression models a {Monte Carlo} study",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "2",
pages = "303--338",
month = aug,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01652-G",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401652G",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:1995:HAM,
author = "Siddhartha Chib and Edward Greenberg",
title = "Hierarchical analysis of {SUR} models with extensions
to correlated serial errors and time-varying parameter
models",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "2",
pages = "339--360",
month = aug,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01653-H",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401653H",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Neudecker:1995:HLR,
author = "Heinz Neudecker and Wolfgang Polasek and Shuangzhe
Liu",
title = "The heteroskedastic linear regression model and the
{Hadamard} product a note",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "2",
pages = "361--366",
month = aug,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01655-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401655J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stutzer:1995:BAD,
author = "Michael Stutzer",
title = "A {Bayesian} approach to diagnosis of asset pricing
models",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "2",
pages = "367--397",
month = aug,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01656-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401656K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "2",
pages = "399--399",
month = aug,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90031-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900314",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:PA,
author = "Anonymous",
title = "Pages 269--399 ({August 1995})",
journal = j-J-ECONOMETRICS,
volume = "68",
number = "2",
pages = "??--??",
month = aug,
year = "1995",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:EBe,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "ii--ii",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90001-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900012",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:1995:EIB,
author = "Luc Bauwens and Michel Lubrano",
title = "{Editors}' introduction {Bayesian} and classical
econometric modeling of time series",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "1--4",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01659-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401659N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hylleberg:1995:TSU,
author = "Svend Hylleberg",
title = "Tests for seasonal unit roots general to specific or
specific to general?",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "5--25",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01660-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401660R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoek:1995:CBA,
author = "Henk Hoek and Andr{\'e} Lucas and Herman K. van Dijk",
title = "Classical and {Bayesian} aspects of robust unit root
inference",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "27--59",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01661-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401661I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1995:BLR,
author = "Gary Koop and Jacek Osiewalski and Mark F. J. Steel",
title = "{Bayesian} long-run prediction in time series models",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "61--80",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01662-J",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401662J",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lubrano:1995:TUR,
author = "Michel Lubrano",
title = "Testing for unit roots in a {Bayesian} framework",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "81--109",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01663-K",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401663K",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:1995:IRL,
author = "S{\o}ren Johansen",
title = "Identifying restrictions of linear equations with
applications to simultaneous equations and
cointegration",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "111--132",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01664-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401664L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:1995:EIC,
author = "H. Peter Boswijk",
title = "Efficient inference on cointegration parameters in
structural error correction models",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "133--158",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01665-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401665M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ericsson:1995:CSE,
author = "Neil R. Ericsson",
title = "Conditional and structural error correction models",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "159--171",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01666-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401666N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:1995:CSE,
author = "H. Peter Boswijk",
title = "Conditional and structural error correction models
reply",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "173--175",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01667-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401667O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Urbain:1995:PVF,
author = "Jean-Pierre Urbain",
title = "Partial versus full system modelling of cointegrated
systems an empirical illustration",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "177--210",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01668-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401668P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Juselius:1995:DPP,
author = "Katarina Juselius",
title = "Do purchasing power parity and uncovered interest rate
parity hold in the long run? {An} example of likelihood
inference in a multivariate time-series model",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "211--240",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01669-Q",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401669Q",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kiviet:1995:BOG,
author = "Jan F. Kiviet and Garry D. A. Phillips and Bernhard
Schipp",
title = "The bias of {OLS}, {GLS}, and {ZEF} estimators in
dynamic seemingly unrelated regression models",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "241--266",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01670-U",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401670U",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mizon:1995:SMA,
author = "Grayham E. Mizon",
title = "A simple message for autocorrelation correctors:
Don't",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "267--288",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01671-L",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401671L",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:1995:BMS,
author = "Peter C. B. Phillips",
title = "{Bayesian} model selection and prediction with
empirical applications",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "289--331",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01672-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401672M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Palm:1995:BMS,
author = "Franz C. Palm",
title = "{Bayesian} model selection and prediction with
empirical applications comments",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "333--335",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01673-N",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401673N",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Richard:1995:BMS,
author = "Jean-Fran{\c{c}}ois Richard",
title = "{Bayesian} model selection and prediction with
empirical applications discussion",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "337--349",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01674-O",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401674O",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:1995:BPR,
author = "Peter C. B. Phillips",
title = "{Bayesian} prediction a response",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "1",
pages = "351--365",
month = sep,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01675-P",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401675P",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{West:1995:PAS,
author = "Kenneth D. West and Dongchul Cho",
title = "The predictive ability of several models of exchange
rate volatility",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "2",
pages = "367--391",
month = oct,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01654-I",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401654I",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Frees:1995:ACS,
author = "Edward W. Frees",
title = "Assessing cross-sectional correlation in panel data",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "2",
pages = "393--414",
month = oct,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01658-M",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401658M",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fare:1995:NTR,
author = "Rolf F{\"a}re and Shawna Grosskopf",
title = "Nonparametric tests of regularity, {Farrell}
efficiency, and goodness-of-fit",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "2",
pages = "415--425",
month = oct,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01677-R",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401677R",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McDonald:1995:GBDb,
author = "James B. McDonald and Yexiao J. Xu",
title = "A generalization of the beta distribution with
applications",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "2",
pages = "427--428",
month = oct,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01680-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401680X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:Ie,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "2",
pages = "429--429",
month = oct,
year = "1995",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)90000-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695900004",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1995:PO,
author = "Anonymous",
title = "Pages 367--429 ({October 1995})",
journal = j-J-ECONOMETRICS,
volume = "69",
number = "2",
pages = "??--??",
month = oct,
year = "1995",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "ii--ii",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90001-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900019",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:1996:EIR,
author = "Jean-Marie Dufour and Eric Ghysels",
title = "{Editors}' introduction recent developments in the
econometrics of structural change",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "1--8",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01681-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401681X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:1996:OCT,
author = "Donald W. K. Andrews and Inpyo Lee and Werner
Ploberger",
title = "Optimal changepoint tests for normal linear
regression",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "9--38",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01682-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016828",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dufour:1996:ETS,
author = "Jean-Marie Dufour and Jan F. Kiviet",
title = "Exact tests for structural change in first-order
dynamic models",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "39--68",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01683-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016836",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:1996:ELF,
author = "Eric Ghysels and Pierre Perron",
title = "The effect of linear filters on dynamic time series
with structural change",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "69--97",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01684-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016844",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gregory:1996:RBT,
author = "Allan W. Gregory and Bruce E. Hansen",
title = "Residual-based tests for cointegration in models with
regime shifts",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "99--126",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(69)41685-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407669416857",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hamilton:1996:STM,
author = "James D. Hamilton",
title = "Specification testing in {Markov}-switching
time-series models",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "127--157",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(69)41686-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407669416869",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:1996:TSC,
author = "Javier Hidalgo and Peter M. Robinson",
title = "Testing for structural change in a long-memory
environment",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "159--174",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01687-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016879",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ploberger:1996:TRT,
author = "Werner Ploberger and Walter Kr{\"a}mer",
title = "A trend-resistant test for structural change based on
{OLS} residuals",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "175--185",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01688-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016887",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Campos:1996:CTP,
author = "Julia Campos and Neil R. Ericsson and David F.
Hendry",
title = "Cointegration tests in the presence of structural
breaks",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "187--220",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01689-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016895",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:1996:TSS,
author = "Francis X. Diebold and Celia Chen",
title = "Testing structural stability with endogenous
breakpoint A size comparison of analytic and bootstrap
procedures",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "221--241",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01690-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016909",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hackl:1996:DIT,
author = "Peter Hackl and Anders H. Westlund",
title = "Demand for international telecommunication
time-varying price elasticity",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "243--260",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01691-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:1996:SVC,
author = "Helmut L{\"u}tkepohl and Helmut Herwartz",
title = "Specification of varying coefficient time series
models via generalized flexible least squares",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "261--290",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01692-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016925",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oliner:1996:LCR,
author = "Stephen D. Oliner and Glenn D. Rudebusch and Daniel
Sichel",
title = "The {Lucas} critique revisited assessing the stability
of empirical {Euler} equations for investment",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "291--316",
month = jan,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01693-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016933",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PJa,
author = "Anonymous",
title = "Pages 1--316 ({January 1996})",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "1",
pages = "??--??",
month = jan,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perron:1996:AAA,
author = "Pierre Perron",
title = "The adequacy of asymptotic approximations in the
near-integrated autoregressive model with dependent
errors",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "2",
pages = "317--350",
month = feb,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01657-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wegge:1996:LIF,
author = "Leon L. Wegge",
title = "Local identifiability of the factor analysis and
measurement error model parameter",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "2",
pages = "351--382",
month = feb,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01676-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016763",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blomquist:1996:EMM,
author = "S{\"o}ren Blomquist",
title = "Estimation methods for male labor supply functions How
to take account of nonlinear taxes",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "2",
pages = "383--405",
month = feb,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01678-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401678X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "2",
pages = "407--407",
month = feb,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90073-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900731",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PF,
author = "Anonymous",
title = "Pages 317--407 ({February 1996})",
journal = j-J-ECONOMETRICS,
volume = "70",
number = "2",
pages = "??--??",
month = feb,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "ii--iii",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(19)90001-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619900017",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nelson:1996:AFT,
author = "Daniel B. Nelson",
title = "Asymptotic filtering theory for multivariate {ARCH}
models",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "1--47",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01679-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016798",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stern:1996:SES,
author = "Steven Stern",
title = "Semiparametric estimates of the supply and demand
effects of disability on labor force participation",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "49--70",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01694-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016941",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nijman:1996:MCA,
author = "Theo Nijman and Enrique Sentana",
title = "Marginalization and contemporaneous aggregation in
multivariate {GARCH} processes",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "71--87",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01695-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401695X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haug:1996:TCM,
author = "Alfred A. Haug",
title = "Tests for cointegration a {Monte Carlo} comparison",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "89--115",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01696-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016968",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:1996:CSC,
author = "M. Hashem Pesaran and Yongcheol Shin",
title = "Cointegration and speed of convergence to
equilibrium",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "117--143",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01697-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016976",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lancaster:1996:CCS,
author = "Tony Lancaster and Guido Imbens",
title = "Case-control studies with contaminated controls",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "145--160",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01698-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016984",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bernard:1996:ITC,
author = "Andrew B. Bernard and Steven N. Durlauf",
title = "Interpreting tests of the convergence hypothesis",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "161--173",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01699-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694016992",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ali:1996:RNR,
author = "Mukhtar M. Ali and Subhash C. Sharma",
title = "Robustness to nonnormality of regression {$F$}-tests",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "175--205",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01700-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401700X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sin:1996:ICS,
author = "Chor-Yiu Sin and Halbert White",
title = "Information criteria for selecting possibly
misspecified parametric models",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "207--225",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01701-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017018",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:1996:AMD,
author = "Jaeyoun Hwang and Peter Schmidt",
title = "Alternative methods of detrending and the power of
unit root tests",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "227--248",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01702-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017026",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tieslau:1996:MDE,
author = "Margie A. Tieslau and Peter Schmidt and Richard T.
Baillie",
title = "A minimum distance estimator for long-memory
processes",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "249--264",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01703-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017034",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koenker:1996:IPA,
author = "Roger Koenker and Beum J. Park",
title = "An interior point algorithm for nonlinear quantile
regression",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "265--283",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(96)84507-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407696845076",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hadri:1996:NSD,
author = "Kaddour Hadri",
title = "A note on Sargan densities",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "285--290",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01705-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017050",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Metcalf:1996:STP,
author = "Gilbert E. Metcalf",
title = "Specification testing in panel data with instrumental
variables",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "291--307",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01706-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017069",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:1996:RHT,
author = "Seung C. Ahn and Stuart Low",
title = "A reformulation of the {Hausman} test for regression
models with pooled cross-section-time-series data",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "309--319",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01707-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017077",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gregory:1996:TSB,
author = "Allan W. Gregory and James M. Nason and David G.
Watt",
title = "Testing for structural breaks in cointegrated
relationships",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "321--341",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(96)84508-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407696845088",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Prucha:1996:ECU,
author = "Ingmar R. Prucha and M. Ishaq Nadiri",
title = "Endogenous capital utilization and productivity
measurement in dynamic factor demand models Theory and
an application to the {U.S.} electrical machinery
industry",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "343--379",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01709-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017093",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wilfling:1996:LOG,
author = "Bernd Wilfling",
title = "{Lorenz} ordering of generalized beta-{II} income
distributions",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "381--388",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01710-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017107",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:1996:SEP,
author = "Qi Li and Thanasis Stengos",
title = "Semiparametric estimation of partially linear panel
data models",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "389--397",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01711-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:Aa,
author = "Anonymous",
title = "Acknowledgement",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "399--402",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(32)90001-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407632900013",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "403--403",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(56)90001-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440765690001X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PMA,
author = "Anonymous",
title = "Pages 1--403 ({March--April 1996})",
journal = j-J-ECONOMETRICS,
volume = "71",
number = "1--2",
pages = "??--??",
month = mar # "\slash " # apr,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "ii--iii",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90003-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900032",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deJong:1996:BTU,
author = "Robert M. de Jong",
title = "The Bierens test under data dependence",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "1--32",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01712-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017123",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheung:1996:CVT,
author = "Yin-Wong Cheung and Lilian K. Ng",
title = "A causality-in-variance test and its application to
financial market prices",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "33--48",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01714-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769401714X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stoker:1996:SBM,
author = "Thomas M. Stoker",
title = "Smoothing bias in the measurement of marginal
effects",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "49--84",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01715-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017158",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hajivassiliou:1996:SMN,
author = "Vassilis Hajivassiliou and Daniel McFadden and Paul
Ruud",
title = "Simulation of multivariate normal rectangle
probabilities and their derivatives theoretical and
computational results",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "85--134",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01716-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1996:PUI,
author = "Gary Koop",
title = "Parameter uncertainty and impulse response analysis",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "135--149",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01717-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017174",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Psaradakis:1996:PTS,
author = "Zacharias Psaradakis and Martin Sola",
title = "On the power of tests for superexogeneity and
structural invariance",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "151--175",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01718-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017182",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:1996:FLS,
author = "Subal C. Kumbhakar",
title = "A farm-level study of labor use and efficiency wages
in {Indian} agriculture",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "177--195",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01719-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017190",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leung:1996:CBS,
author = "Siu Fai Leung and Shihti Yu",
title = "On the choice between sample selection and two-part
models",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "197--229",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01720-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017204",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pope:1996:EIE,
author = "Rulon D. Pope and Richard E. Just",
title = "Empirical implementation of ex ante cost functions",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "231--249",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01721-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017212",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ryu:1996:TFF,
author = "Hang K. Ryu and Daniel J. Slottje",
title = "Two flexible functional form approaches for
approximating the {Lorenz} curve",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "251--274",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01722-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017220",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Godfrey:1996:SRG,
author = "Leslie G. Godfrey",
title = "Some results on the Glejser and Koenker tests for
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "275--299",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01723-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017239",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haldrup:1996:MID,
author = "Niels Haldrup",
title = "Mirror image distributions and the {Dickey--Fuller}
regression with a maintained trend",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "301--312",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01724-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017247",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paruolo:1996:DII,
author = "Paolo Paruolo",
title = "On the determination of integration indices in I(2)
systems",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "313--356",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01725-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017259",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Waterman:1996:EVI,
author = "David Waterman and Andrew A. Weiss",
title = "The effects of vertical integration between cable
television systems and pay cable networks",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "357--395",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(94)01726-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407694017263",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:Ab,
author = "Anonymous",
title = "Announcement",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "397--397",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90005-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900056",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "399--399",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90007-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769690007X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PMJ,
author = "Anonymous",
title = "Pages 1--399 ({May--June 1996})",
journal = j-J-ECONOMETRICS,
volume = "72",
number = "1--2",
pages = "??--??",
month = may # "\slash " # jun,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "iv--v",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90067-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900676",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baillie:1996:EIF,
author = "Richard T. Baillie and Maxwell L. King",
title = "{Editors}' introduction: Fractional differencing and
long memory processes",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "1--3",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01731-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017313",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baillie:1996:LMP,
author = "Richard T. Baillie",
title = "Long memory processes and fractional integration in
econometrics",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "5--59",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01732-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017321",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:1996:VLM,
author = "Clive W. J. Granger and Zhuanxin Ding",
title = "Varieties of long memory models",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "61--77",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01733-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769501733X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kokoszka:1996:IVS,
author = "Piotr S. Kokoszka and Murad S. Taqqu",
title = "Infinite variance stable moving averages with long
memory",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "79--99",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01734-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017348",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Comte:1996:LMC,
author = "F. Comte and E. Renault",
title = "Long memory continuous time models",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "101--149",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01735-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017356",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:1996:MPL,
author = "Tim Bollerslev and Hans Ole Mikkelsen",
title = "Modeling and pricing long memory in stock market
volatility",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "151--184",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01736-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017364",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ding:1996:MVP,
author = "Zhuanxin Ding and Clive W. J. Granger",
title = "Modeling volatility persistence of speculative
returns: A new approach",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "185--215",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01737-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017372",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hosoya:1996:QLA,
author = "Yuzo Hosoya",
title = "The quasi-likelihood approach to statistical inference
on multiple time-series with long-range dependence",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "217--236",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01738-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017380",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chung:1996:EGL,
author = "Ching-Fan Chung",
title = "Estimating a generalized long memory process",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "237--259",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01739-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017399",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hosking:1996:ADS,
author = "Jonathan R. M. Hosking",
title = "Asymptotic distributions of the sample mean,
autocovariances, and autocorrelations of long-memory
time series",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "261--284",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01740-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017402",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1996:PKT,
author = "Dongin Lee and Peter Schmidt",
title = "On the power of the {KPSS} test of stationarity
against fractionally-integrated alternatives",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "285--302",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01741-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017410",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lobato:1996:APE,
author = "I. Lobato and P. M. Robinson",
title = "Averaged periodogram estimation of long memory",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "303--324",
month = jul,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01742-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017429",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PJb,
author = "Anonymous",
title = "Pages 1--324 ({July 1996})",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "1",
pages = "??--??",
month = jul,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magdalinos:1996:RTO,
author = "Michael A. Magdalinos and Spyridon D. Symeonides",
title = "A reinterpretation of the tests of overidentifying
restrictions",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "2",
pages = "325--353",
month = aug,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01728-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017283",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Grillenzoni:1996:TCR,
author = "Carlo Grillenzoni",
title = "Testing for causality in real time",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "2",
pages = "355--376",
month = aug,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(95)01729-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017291",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fry:1996:SSD,
author = "Jane M. Fry and Tim R. L. Fry and Keith R. McLaren",
title = "The stochastic specification of demand share
equations: Restricting budget shares to the unit
simplex",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "2",
pages = "377--385",
month = aug,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(95)01727-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017275",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollinger:1996:BMR,
author = "Christopher R. Bollinger",
title = "Bounding mean regressions when a binary regressor is
mismeasured",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "2",
pages = "387--399",
month = aug,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(95)01730-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017305",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1996:CTC,
author = "Tae-Hwy Lee and Yiuman Tse",
title = "Cointegration tests with conditional
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "2",
pages = "401--410",
month = aug,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(95)01745-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017453",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "2",
pages = "411--411",
month = aug,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)80003-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698800031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PA,
author = "Anonymous",
title = "Pages 325--411 ({August 1996})",
journal = j-J-ECONOMETRICS,
volume = "73",
number = "2",
pages = "??--??",
month = aug,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:EBe,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "ii--ii",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90063-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900639",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Burgess:1996:EIA,
author = "Simon Burgess and Alvaro Escribano and Gerard Pfann",
title = "{Editor}'s introduction: Asymmetries and
nonlinearities in dynamic economic models",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "1--2",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01748-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017488",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baillie:1996:FIG,
author = "Richard T. Baillie and Tim Bollerslev and Hans Ole
Mikkelsen",
title = "Fractionally integrated generalized autoregressive
conditional heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "3--30",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(95)01749-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407695017496",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Drost:1996:CGG,
author = "Feike C. Drost and Bas J. M. Werker",
title = "Closing the {GARCH} gap: Continuous time {GARCH}
modeling",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "31--57",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01750-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769501750X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eitrheim:1996:TAS,
author = "{\O}yvind Eitrheim and Timo Ter{\"a}svirta",
title = "Testing the adequacy of smooth transition
autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "59--75",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01751-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017518",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fenton:1996:QAP,
author = "Victor M. Fenton and A. Ronald Gallant",
title = "Qualitative and asymptotic performance of {SNP}
density estimators",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "77--118",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01752-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017526",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1996:IRA,
author = "Gary Koop and M. Hashem Pesaran and Simon M. Potter",
title = "Impulse response analysis in nonlinear multivariate
models",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "119--147",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01753-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017534",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pfann:1996:NIR,
author = "Gerard A. Pfann and Peter C. Schotman and Rolf
Tschernig",
title = "Nonlinear interest rate dynamics and implications for
the term structure",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "149--176",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01754-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017542",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tauchen:1996:VVL,
author = "George Tauchen and Harold Zhang and Ming Liu",
title = "Volume, volatility, and leverage: A dynamic analysis",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "177--208",
month = sep,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01755-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017550",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PS,
author = "Anonymous",
title = "Pages 1--208 ({September 1996})",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "1",
pages = "??--??",
month = sep,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wong:1996:BAA,
author = "Chi-ming Wong and Robert Kohn",
title = "A {Bayesian} approach to additive semiparametric
regression",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "209--235",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01743-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017437",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:1996:BEA,
author = "Glen Barnett and Robert Kohn and Simon Sheather",
title = "{Bayesian} estimation of an autoregressive model using
{Markov} chain {Monte} {Carlo}",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "237--254",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01744-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017445",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wickens:1996:ICV,
author = "Michael R. Wickens",
title = "Interpreting cointegrating vectors and common
stochastic trends",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "255--271",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01746-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017461",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ohtani:1996:EGF,
author = "Kazuhiro Ohtani and Hideo Kozumi",
title = "The exact general formulae for the moments and the
{MSE} dominance of the {Stein}-rule and positive-part
{Stein}-rule estimators",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "273--287",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01747-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769501747X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Imbens:1996:EES,
author = "Guido W. Imbens and Tony Lancaster",
title = "Efficient estimation and stratified sampling",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "289--318",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01756-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017569",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Card:1996:WDR,
author = "David Card and Thomas Lemieux",
title = "Wage dispersion, returns to skill, and black-white
wage differentials",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "319--361",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01757-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ermini:1996:TJH,
author = "Luigi Ermini and Dongkoo Chang",
title = "Testing the joint hypothesis of rationality and
neutrality under seasonal cointegration: The case of
{Korea}",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "363--386",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01758-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017585",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:1996:ESE,
author = "Jeffrey M. Wooldridge",
title = "Estimating systems of equations with different
instruments for different equations",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "387--405",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01762-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017623",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:Ie,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "407--407",
month = oct,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90065-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900652",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PO,
author = "Anonymous",
title = "Pages 209--407 ({October 1996})",
journal = j-J-ECONOMETRICS,
volume = "74",
number = "2",
pages = "??--??",
month = oct,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:EBf,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "ii--ii",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90069-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769690069X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:1996:EI,
author = "Luc Bauwens and Wolfgang Polasek and Herman K. van
Dijk",
title = "{Editor}'s introduction",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "1--5",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01764-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769501764X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Stigler:1996:BB,
author = "Stephen M. Stigler",
title = "The {Bernoullis} of {Basel}",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "7--13",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01765-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017658",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shafer:1996:SJB,
author = "Glenn Shafer",
title = "The significance of {Jacob} {Bernoulli}'s Ars
Conjectandi for the philosophy of probability today",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "15--32",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01766-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017666",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pelloni:1996:FFM,
author = "Gianluigi Pelloni",
title = "{De} {Finetti}, {Friedman}, and the methodology of
positive economics",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "33--50",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01767-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017674",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:1996:MPI,
author = "Arnold Zellner",
title = "Models, prior information, and {Bayesian} analysis",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "51--68",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01768-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017682",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:1996:MNA,
author = "Chuanhai Liu and Donald B. Rubin",
title = "{Markov}-Normal analysis of iterative simulations
before their convergence",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "69--78",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01769-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017690",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:1996:CPD,
author = "Siddhartha Chib",
title = "Calculating posterior distributions and modal
estimates in {Markov} mixture models",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "79--97",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01770-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017704",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kadane:1996:PUR,
author = "Joseph B. Kadane and Ngai Hang Chan and Lara J.
Wolfson",
title = "Priors for unit root models",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "99--111",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01771-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017712",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Young:1996:PBF,
author = "Karen D. S. Young and Lawrence I. Pettit",
title = "On priors and {Bayes} factors",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "113--119",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01772-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017720",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:1996:BRR,
author = "John Geweke",
title = "{Bayesian} reduced rank regression in econometrics",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "121--146",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01773-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See corrigendum \cite{Karlsson:2017:CBR}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017739",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kato:1996:BMN,
author = "Hiroko Kato and Sadao Naniwa and Makio Ishiguro",
title = "A {Bayesian} multivariate nonstationary time series
model for estimating mutual relationships among
variables",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "147--161",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01774-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017747",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poirier:1996:BAN,
author = "Dale J. Poirier",
title = "A {Bayesian} analysis of nested logit models",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "163--181",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01775-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017755",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schotman:1996:BAE,
author = "Peter Schotman",
title = "A {Bayesian} approach to the empirical valuation of
bond options",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "183--215",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01776-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017763",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{West:1996:ISS,
author = "Mike West",
title = "Inference in successive sampling discovery models",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "217--238",
month = nov,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01777-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017771",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PN,
author = "Anonymous",
title = "Pages 1--238 ({November 1996})",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "1",
pages = "??--??",
month = nov,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iwata:1996:BPM,
author = "Shigeru Iwata",
title = "Bounding posterior means by model criticism",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "239--261",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01759-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017593",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zheng:1996:CTF,
author = "John Xu Zheng",
title = "A consistent test of functional form via nonparametric
estimation techniques",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "263--289",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01760-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017607",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Powell:1996:OBC,
author = "James L. Powell and Thomas M. Stoker",
title = "Optimal bandwidth choice for density-weighted
averages",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "291--316",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01761-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017615",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:1996:NRU,
author = "Michael Smith and Robert Kohn",
title = "Nonparametric regression using {Bayesian} variable
selection",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "317--343",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01763-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017631",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1996:NTP,
author = "Badi H. Baltagi and Javier Hidalgo and Qi Li",
title = "A nonparametric test for poolability using panel
data",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "345--367",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01779-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017798",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rilstone:1996:SOB,
author = "Paul Rilstone and V. K. Srivastava and Aman Ullah",
title = "The second-order bias and mean squared error of
nonlinear estimators",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "369--395",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(96)89457-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See corrigendum \cite{Rilstone:2005:CSO}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407696894577",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aigner:1996:ES,
author = "Dennis J. Aigner",
title = "Editorial statement",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "397--398",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90070-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900706",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:JEF,
author = "Anonymous",
title = "{{\booktitle{Journal of Econometrics}} Fellows ----
1996}",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "399--400",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90071-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696900718",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:If,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "401--401",
month = dec,
year = "1996",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)90072-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769690072X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1996:PD,
author = "Anonymous",
title = "Pages 239--401 ({December 1996})",
journal = j-J-ECONOMETRICS,
volume = "75",
number = "2",
pages = "??--??",
month = dec,
year = "1996",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "ii--ii",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)90015-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900154",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:1997:ESP,
author = "Chunrong Ai and Daniel McFadden",
title = "Estimation of some partially specified nonlinear
models",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "1--37",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01778-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769501778X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shively:1997:BAM,
author = "Thomas S. Shively and Robert Kohn",
title = "A {Bayesian} approach to model selection in stochastic
coefficient regression models and structural time
series models",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "39--52",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01781-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769501781X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:1997:ENP,
author = "Roger Klein and Robert Sherman",
title = "Estimating new product demand from biased survey
data",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "53--76",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01782-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017828",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1997:BEA,
author = "Gary Koop and Jacek Osiewalski and Mark F. J. Steel",
title = "{Bayesian} efficiency analysis through individual
effects: Hospital cost frontiers",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "77--105",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01783-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017836",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Honore:1997:ETT,
author = "Bo E. Honor{\'e} and Ekaterini Kyriazidou and
Christopher Udry",
title = "Estimation of {Type 3 Tobit} models using symmetric
trimming and pairwise comparisons",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "107--128",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01784-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017844",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:1997:GEV,
author = "Ki-Hong Choi and Choon-Geol Moon",
title = "Generalized extreme value model and additively
separable generator function",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "129--140",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01785-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017852",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kramer:1997:AHC,
author = "Walter Kr{\"a}mer and Sonja Michels",
title = "Autocorrelation- and heteroskedasticity-consistent
$t$-values with trending data",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "141--147",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01786-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017860",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1997:BAL,
author = "Gary Koop and Eduardo Ley and Jacek Osiewalski and
Mark F. J. Steel",
title = "{Bayesian} analysis of long memory and persistence
using {ARFIMA} models",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "149--169",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01787-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017879",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{West:1997:AHA,
author = "Kenneth D. West",
title = "Another heteroskedasticity- and
autocorrelation-consistent covariance matrix
estimator",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "171--191",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01788-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017887",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dagenais:1997:HME,
author = "Marcel G. Dagenais and Denyse L. Dagenais",
title = "Higher moment estimators for linear regression models
with errors in the variables",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "193--221",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01789-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017895",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cragg:1997:IRM,
author = "John G. Cragg and Stephen G. Donald",
title = "Inferring the rank of a matrix",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "223--250",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01790-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017909",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deLima:1997:RNT,
author = "Pedro J. F. de Lima",
title = "On the robustness of nonlinearity tests to moment
condition failure",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "251--280",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01791-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017917",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vijverberg:1997:MCE,
author = "Wim P. M. Vijverberg",
title = "{Monte Carlo} evaluation of multivariate normal
probabilities",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "281--307",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01792-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017925",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahn:1997:EED,
author = "Seung C. Ahn and Peter Schmidt",
title = "Efficient estimation of dynamic panel data models:
Alternative assumptions and simplified estimation",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "309--321",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01793-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017933",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:1997:SNE,
author = "Heng Z. Chen and Alan Randall",
title = "Semi-nonparametric estimation of binary response
models with an application to natural resource
valuation",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "323--340",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01794-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017941",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Levy:1997:CTI,
author = "Haim Levy and Gideon Schwarz",
title = "Correlation and the time interval over which the
variables are measured",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "341--350",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01795-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/030440769501795X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kumbhakar:1997:MAI,
author = "Subal C. Kumbhakar",
title = "Modeling allocative inefficiency in a translog cost
function and cost share equations: An exact
relationship",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "351--356",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01796-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017968",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:1997:WEA,
author = "Francis X. Diebold and Russell L. Lamb",
title = "Why are estimates of agricultural supply response so
variable?",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "357--373",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01797-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017976",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Philipson:1997:ENH,
author = "Tomas Philipson",
title = "The evaluation of new health care technology: The
labor economics of statistics",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "375--395",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01798-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017984",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:1997:GQA,
author = "Torben G. Andersen and Bent E. S{\o}rensen",
title = "{GMM} and {QML} asymptotic standard deviations in
stochastic volatility models: Comments on {Ruiz}
(1994)",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "397--403",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01799-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See \cite{Ruiz:1994:QML} and reply
\cite{Ruiz:1997:QGE}.",
URL = "http://www.sciencedirect.com/science/article/pii/0304407695017992",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ruiz:1997:QGE,
author = "Esther Ruiz",
title = "{QML} and {GMM} estimators of stochastic volatility
models: Response to {Andersen} and {S{\o}rensen}",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "405--405",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/0304-4076(95)01800-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See \cite{Ruiz:1994:QML,Andersen:1997:GQA}.",
URL = "http://www.sciencedirect.com/science/article/pii/030440769501800X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Aa,
author = "Anonymous",
title = "Acknowledgement",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "407--408",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)90017-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900178",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PJF,
author = "Anonymous",
title = "Pages 1--408 ({January--February 1997})",
journal = j-J-ECONOMETRICS,
volume = "76",
number = "1--2",
pages = "??--??",
month = jan # "\slash " # feb,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "ii--ii",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)90009-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900099",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhargava:1997:EIA,
author = "Alok Bhargava",
title = "{Editor}'s introduction: Analysis of data on health",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "1--4",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01803-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018039",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dasgupta:1997:NSC,
author = "Partha Dasgupta",
title = "Nutritional status, the capacity for work, and poverty
traps",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "5--37",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01804-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018040",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McClellan:1997:MCE,
author = "Mark McClellan and Joseph P. Newhouse",
title = "The marginal cost-effectiveness of medical technology:
A panel instrumental-variables approach",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "39--64",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01805-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018052",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:1997:ECB,
author = "C. Y. Wang and Suojin Wang and R. J. Carroll",
title = "Estimation in choice-based sampling with measurement
error and bootstrap analysis",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "65--86",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01806-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018064",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kakwani:1997:SIH,
author = "Nanak Kakwani and Adam Wagstaff and Eddy van
Doorslaer",
title = "Socioeconomic inequalities in health: Measurement,
computation, and statistical inference",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "87--103",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01807-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018076",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bloom:1997:DAE,
author = "David E. Bloom and Ajay S. Mahal",
title = "Does the {AIDS} epidemic threaten economic growth?",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "105--124",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01808-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018088",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bidani:1997:DSI,
author = "Benu Bidani and Martin Ravallion",
title = "Decomposing social indicators using distributional
data",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "125--139",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(95)01809-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407695018093",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schultz:1997:APB,
author = "T. Paul Schultz",
title = "Assessing the productive benefits of nutrition and
health: An integrated human capital approach",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "141--158",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01810-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018106",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Thomas:1997:HWE,
author = "Duncan Thomas and John Strauss",
title = "Health and wages: Evidence on men and women in urban
{Brazil}",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "159--185",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01811-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018118",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Behrman:1997:DAP,
author = "Jere R. Behrman and Andrew D. Foster and Mark R.
Rosenzweig",
title = "The dynamics of agricultural production and the
calorie-income relationship: Evidence from {Pakistan}",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "187--207",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01812-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769601812X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1997:EIN,
author = "Lung-fei Lee and Mark R. Rosenzweig and Mark M. Pitt",
title = "The effects of improved nutrition, sanitation, and
water quality on child health in high-mortality
populations",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "209--235",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01813-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018131",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gertler:1997:PHI,
author = "Paul Gertler and Roland Sturm",
title = "Private health insurance and public expenditures in
{Jamaica}",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "237--257",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01814-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018143",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Morduch:1997:UMM,
author = "Jonathan J. Morduch and Hal S. Stern",
title = "Using mixture models to detect sex bias in health
outcomes in {Bangladesh}",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "259--276",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01815-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018155",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhargava:1997:NSA,
author = "Alok Bhargava",
title = "Nutritional status and the allocation of time in
Rwandese households",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "277--295",
month = mar,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01816-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018167",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PM,
author = "Anonymous",
title = "Pages 1--295 ({March 1997})",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "1",
pages = "??--??",
month = mar,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:1997:FOE,
author = "William A. Barnett",
title = "{Fellow}'s opinion: Econometrics, data, and the world
wide web",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "2",
pages = "297--302",
month = apr,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01817-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018179",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:1997:PEV,
author = "Badi H. Baltagi and James M. Griffin",
title = "Pooled estimators vs. their heterogeneous counterparts
in the context of dynamic demand for gasoline",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "2",
pages = "303--327",
month = apr,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01802-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018027",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cameron:1997:SMG,
author = "A. Colin Cameron and Frank A. G. Windmeijer",
title = "An {$R$}-squared measure of goodness of fit for some
common nonlinear regression models",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "2",
pages = "329--342",
month = apr,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01818-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018180",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:1997:ECT,
author = "Torben G. Andersen and Jesper Lund",
title = "Estimating continuous-time stochastic volatility
models of the short-term interest rate",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "2",
pages = "343--377",
month = apr,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01819-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018192",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bierens:1997:NCA,
author = "Herman J. Bierens",
title = "Nonparametric cointegration analysis",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "2",
pages = "379--404",
month = apr,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01820-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018209",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "2",
pages = "405--406",
month = apr,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)87378-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697873782",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PAa,
author = "Anonymous",
title = "Pages 297--406 ({April 1997})",
journal = j-J-ECONOMETRICS,
volume = "77",
number = "2",
pages = "??--??",
month = apr,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson-Courtney:1997:JES,
author = "Linda Anderson-Courtney",
title = "{{\booktitle{Journal of Econometrics}}}: Subject and
author index: Volumes 61--75, 1994--1996",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "1--130",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80003-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:AFJ,
author = "Anonymous",
title = "Announcement: Fellows of the Journal of Econometrics",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "131--133",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80004-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:JEA,
author = "Anonymous",
title = "{{\booktitle{Journal of Econometrics Annals}}}
1979--1996",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "135--138",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80005-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769780005X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poirier:1997:CCBa,
author = "Dale J. Poirier",
title = "Comparing and choosing between two models with a third
model in the background",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "139--151",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80006-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800061",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Srivastava:1997:IESa,
author = "Anil K. Srivastava and Shalabh",
title = "Improved estimation of the slope parameter in a linear
ultrastructural model when measurement errors are not
necessarily normal",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "153--157",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80007-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Romeo:1997:MILa,
author = "Charles J. Romeo",
title = "Measuring information loss due to inconsistencies in
duration data from longitudinal surveys",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "159--177",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80008-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1997:SEDa,
author = "Lung-Fei Lee",
title = "Simulation estimation of dynamic switching regression
and dynamic disequilibrium models-some {Monte Carlo}
results",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "179--204",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80009-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Runde:1997:ANDa,
author = "Ralf Runde",
title = "The asymptotic null distribution of the {Box--Pierce}
{$Q$}-statistic for random variables with infinite
variance: An application to {German} stock returns",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "205--216",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80010-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1997:LAAa,
author = "Gary Koop and Dale J. Poirier",
title = "Learning about the across-regime correlation in
switching regression models",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "217--227",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80011-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Szpiro:1997:NUNa,
author = "George G. Szpiro",
title = "Noise in unspecified, non-linear time series",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "229--255",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80012-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1997:SLSa,
author = "Lung-Fei Lee",
title = "A smooth likelihood simulator for dynamic
disequilibrium models",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "257--294",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80013-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krishnakumar:1997:RESa,
author = "J. Krishnakumar and E. Ronchetti",
title = "Robust estimators for simultaneous equations models",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "295--314",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80014-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:1997:MWTa,
author = "Helmut L{\"u}tkepohl and Maike M. Burda",
title = "Modified {Wald} tests under nonregular conditions",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "315--332",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80015-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paarsch:1997:DEOa,
author = "Harry J. Paarsch",
title = "Deriving an estimate of the optimal reserve price: An
application to {British} {Columbian} timber sales",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "333--357",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80016-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franses:1997:BASa,
author = "Philip Hans Franses and Henk Hoek and Richard Paap",
title = "{Bayesian} analysis of seasonal unit roots and
seasonal mean shifts",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "359--380",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80017-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800176",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "381--381",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80018-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800188",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "i, iv",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80002-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Pb,
author = "Anonymous",
title = "Pages 1--381 ({1997})",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "1",
pages = "??--??",
month = "????",
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Poirier:1997:CCBb,
author = "Dale J. Poirier",
title = "Comparing and choosing between two models with a third
model in the background",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "139--151",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00002-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Srivastava:1997:IESb,
author = "Anil K. Srivastava and Shalabh",
title = "Improved estimation of the slope parameter in a linear
ultrastructural model when measurement errors are not
necessarily normal",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "153--157",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)01822-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696018222",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Romeo:1997:MILb,
author = "Charles J. Romeo",
title = "Measuring information loss due to inconsistencies in
duration data from longitudinal surveys",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "159--177",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00006-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000061",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1997:SEDb,
author = "Lung-Fei Lee",
title = "Simulation estimation of dynamic switching regression
and dynamic disequilibrium models --- some {Monte
Carlo} results",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "179--184, 186--204",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00007-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Runde:1997:ANDb,
author = "Ralf Runde",
title = "The asymptotic null distribution of the {Box--Pierce}
{$Q$}-statistic for random variables with infinite
variance an application to {German} stock returns",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "205--216",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00008-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1997:LAAb,
author = "Gary Koop and Dale J. Poirier",
title = "Learning about the across-regime correlation in
switching regression models",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "217--227",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00009-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Szpiro:1997:NUNb,
author = "George G. Szpiro",
title = "Noise in unspecified, non-linear time series",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "229--255",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00010-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1997:SLSb,
author = "Lung-Fei Lee",
title = "A smooth likelihood simulator for dynamic
disequilibrium models",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "257--294",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00013-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krishnakumar:1997:RESb,
author = "J. Krishnakumar and E. Ronchetti",
title = "Robust estimators for simultaneous equations models",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "295--314",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00014-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:1997:MWTb,
author = "Helmut L{\"u}tkepohl and Maike M. Burda",
title = "Modified {Wald} tests under nonregular conditions",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "315--332",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00015-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paarsch:1997:DEOb,
author = "Harry J. Paarsch",
title = "Deriving an estimate of the optimal reserve price: An
application to {British} {Columbian} timber sales",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "333--357",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00017-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000171",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franses:1997:BASb,
author = "Philip Hans Franses and Henk Hoek and Richard Paap",
title = "{Bayesian} analysis of seasonal unit roots and
seasonal mean shifts",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "359--380",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00018-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000183",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "381--381",
month = jun,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)88049-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697880499",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PJa,
author = "Anonymous",
title = "Pages 139--381 ({June 1997})",
journal = j-J-ECONOMETRICS,
volume = "78",
number = "2",
pages = "??--??",
month = jun,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "ii--iii",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)90019-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:1997:EEP,
author = "Jinyong Hahn",
title = "Efficient estimation of panel data models with
sequential moment restrictions",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "1--21",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00012-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000122",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Golan:1997:EIC,
author = "Amos Golan and George Judge and Jeffrey Perloff",
title = "Estimation and inference with censored and ordered
multinomial response data",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "23--51",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00006-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000067",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ng:1997:EIN,
author = "Serena Ng and Pierre Perron",
title = "Estimation and inference in nearly unbalanced nearly
cointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "53--81",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00007-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000079",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Doran:1997:ALT,
author = "Howard E. Doran and Alicia N. Rambaldi",
title = "Applying linear time-varying constraints to
econometric models: With an application to demand
systems",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "83--95",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00008-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000080",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duan:1997:AGP,
author = "Jin-Chuan Duan",
title = "Augmented {GARCH} ( p, q ) process and its diffusion
limit",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "97--127",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00009-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000092",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pai:1997:BAC,
author = "Jeffrey S. Pai",
title = "{Bayesian} analysis of compound loss distributions",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "129--146",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00010-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000109",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Newey:1997:CRA,
author = "Whitney K. Newey",
title = "Convergence rates and asymptotic normality for series
estimators",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "147--168",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00011-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000110",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez:1997:UPD,
author = "Carmen Fern{\'a}ndez and Jacek Osiewalski and Mark F.
J. Steel",
title = "On the use of panel data in stochastic frontier models
with improper priors",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "169--193",
month = jul,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)88050-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697880505",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PJb,
author = "Anonymous",
title = "Pages 1--193 ({July 1997})",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "1",
pages = "??--??",
month = jul,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:1997:DTC,
author = "Christian Gouri{\'e}roux and Thierry Magnac",
title = "Duration, transition and count data models
Introduction",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "195--199",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00019-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000195",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:1997:INL,
author = "Bent Jesper Christensen and Nicholas M. Kiefer",
title = "Inference in non-linear panel models with partially
missing observations The case of the equilibrium search
model",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "201--219",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00020-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000206",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vandenBerg:1997:AMD,
author = "Gerard J. van den Berg",
title = "Association measures for durations in bivariate hazard
rate models",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "221--245",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00021-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000213",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:1997:CDM,
author = "C. Gourieroux and M. Visser",
title = "A count data model with unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "247--268",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00022-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000225",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:1997:SBC,
author = "Eric Ghysels",
title = "On seasonality and business cycle durations: A
nonparametric investigation",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "269--290",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00023-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000237",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lancaster:1997:BWP,
author = "Tony Lancaster",
title = "{Bayes} {WESML} Posterior inference from choice-based
samples",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "291--303",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00024-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000243",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bloemen:1997:JST,
author = "Hans G. Bloemen",
title = "Job search theory, labour supply and unemployment
duration",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "305--325",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00025-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000250",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meghir:1997:LMT,
author = "Costas Meghir and Edward Whitehouse",
title = "Labour market transitions and retirement of men in the
{UK}",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "327--354",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00026-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000262",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Crepon:1997:RDC,
author = "Bruno Crepon and Emmanuel Duguet",
title = "Research and development, competition and innovation
pseudo-maximum likelihood and simulated maximum
likelihood methods applied to count data models with
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "355--378",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00027-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000274",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dionne:1997:DMH,
author = "Georges Dionne and Robert Gagn{\'e} and Fran{\c{c}}ois
Gagnon and Charles Vanasse",
title = "Debt, moral hazard and airline safety An empirical
evidence",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "379--402",
month = aug,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)82989-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697829892",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PAb,
author = "Anonymous",
title = "Pages 195--402 ({August 1997})",
journal = j-J-ECONOMETRICS,
volume = "79",
number = "2",
pages = "??--??",
month = aug,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:EBe,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "1",
pages = "ii--iii",
month = sep,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)90011-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900117",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:1997:SET,
author = "Songnian Chen",
title = "Semiparametric estimation of the {Type-3 Tobit}
model",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "1",
pages = "1--34",
month = sep,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00011-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:1997:ISU,
author = "Clive W. J. Granger and Norman R. Swanson",
title = "An introduction to stochastic unit-root processes",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "1",
pages = "35--62",
month = sep,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(96)00016-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407696000164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wei:1997:APC,
author = "Quanling Wei and Gang Yu",
title = "Analyzing properties of {$K$}-cones in the generalized
data envelopment analysis model",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "1",
pages = "63--84",
month = sep,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00003-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitamura:1997:FMI,
author = "Yuichi Kitamura and Peter C. B. Phillips",
title = "Fully modified {IV}, {GIVE} and {GMM} estimation with
possibly non-stationary regressors and instruments",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "1",
pages = "85--123",
month = sep,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00004-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000043",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Geweke:1997:SIM,
author = "John F. Geweke and Michael P. Keane and David E.
Runkle",
title = "Statistical inference in the multinomial multiperiod
probit model",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "1",
pages = "125--165",
month = sep,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00005-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:1997:MUR,
author = "H. Peter Boswijk and Philip Hans Franses and Niels
Haldrup",
title = "Multiple unit roots in periodic autoregression",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "1",
pages = "167--193",
month = sep,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)81127-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769781127X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PS,
author = "Anonymous",
title = "Pages 1--193 ({September 1997})",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "1",
pages = "??--??",
month = sep,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:EI,
author = "Anonymous",
title = "{Editors} introduction",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "195--197",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00030-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000304",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vahid:1997:CC,
author = "Farshid Vahid and Robert F. Engle",
title = "Codependent cycles",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "199--221",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00032-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000328",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:1997:ACV,
author = "Helmut L{\"u}tkepohl and Holger Claessen",
title = "Analysis of cointegrated {VARMA} processes",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "223--239",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00035-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000353",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gil-Alana:1997:TUR,
author = "L. A. Gil-Ala{\~n}a and P. M. Robinson",
title = "Testing of unit root and other nonstationary
hypotheses in macroeconomic time series",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "241--268",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00038-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000389",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rothenberg:1997:INI,
author = "Thomas J. Rothenberg and James H. Stock",
title = "Inference in a nearly integrated autoregressive model
with nonnormal innovations",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "269--286",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00040-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000407",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Entorf:1997:RWD,
author = "Horst Entorf",
title = "Random walks with drifts: Nonsense regression and
spurious fixed-effect estimation",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "287--296",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00041-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000419",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:1997:BCR,
author = "Hongyi Li and G. S. Maddala",
title = "Bootstrapping cointegrating regressions",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "297--318",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00043-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See discussion \cite{Cramer:1991:PSM}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000432",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hinkley:1997:DPH,
author = "D. V. Hinkley",
title = "Discussion of paper by {H. Li} and {G. S. Maddala}",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "319--323",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00045-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
note = "See \cite{Li:1997:BCR}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000456",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kiviet:1997:ETS,
author = "Jan F. Kiviet and Jean-Marie Dufour",
title = "Exact tests in single equation autoregressive
distributed lag models",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "325--353",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00048-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000481",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perron:1997:FEB,
author = "Pierre Perron",
title = "Further evidence on breaking trend functions in
macroeconomic variables",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "355--385",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00049-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Atkinson:1997:DSO,
author = "A. C. Atkinson and S. J. Koopman and N. Shephard",
title = "Detecting shocks: Outliers and breaks in time series",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "387--422",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00050-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700050X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "423--423",
month = oct,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)82588-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697825882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PO,
author = "Anonymous",
title = "Pages 195--423 ({October 1997})",
journal = j-J-ECONOMETRICS,
volume = "80",
number = "2",
pages = "??--??",
month = oct,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:EBf,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "ii--ii",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)90013-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697900130",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:1997:NDM,
author = "Helmut L{\"u}tkepohl",
title = "Nonparametric dynamic modelling",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "1--5",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00029-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000298",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:1997:RTU,
author = "J{\"o}rg Breitung and Christian Gouri{\'e}roux",
title = "Rank tests for unit roots",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "7--27",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00031-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000316",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bierens:1997:TUR,
author = "Herman J. Bierens",
title = "Testing the unit root with drift hypothesis against
nonlinear trend stationarity, with an application to
the {US} price level and interest rate",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "29--64",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00033-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700033X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Granger:1997:NST,
author = "Clive W. J. Granger and Tomoo Inoue and Norman Morin",
title = "Nonlinear stochastic trends",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "65--92",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00034-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000341",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Saikkonen:1997:TCI,
author = "Pentti Saikkonen and Ritva Luukkonen",
title = "Testing cointegration in infinite order vector
autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "93--126",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00036-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000365",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:1997:IRA,
author = "Helmut L{\"u}tkepohl and Pentti Saikkonen",
title = "Impulse response analysis in infinite order
cointegrated vector autoregressive processes",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "127--157",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00037-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000377",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:1997:ESV,
author = "A. Ronald Gallant and David Hsieh and George Tauchen",
title = "Estimation of stochastic volatility models with
diagnostics",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "159--192",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00039-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000390",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Drost:1997:EES,
author = "Feike C. Drost and Chris A. J. Klaassen",
title = "Efficient estimation in semiparametric {GARCH}
models",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "193--221",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00042-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000420",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hardle:1997:LPE,
author = "W. H{\"a}rdle and A. Tsybakov",
title = "Local polynomial estimators of the volatility function
in nonparametric autoregression",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "223--242",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00044-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000444",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bossaerts:1997:LPA,
author = "Peter Bossaerts and Pierre Hillion",
title = "Local parametric analysis of hedging in discrete
time",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "243--272",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00046-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000468",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franses:1997:RCS,
author = "Philip Hans Franses and Gerrit Draisma",
title = "Recognizing changing seasonal patterns using
artificial neural networks",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "273--280",
month = nov,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00047-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700047X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PN,
author = "Anonymous",
title = "Pages 1--280 ({November 1997})",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "1",
pages = "??--??",
month = nov,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Politis:1997:SHT,
author = "D. N. Politis and Joseph P. Romano and Michael Wolf",
title = "Subsampling for heteroskedastic time series",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "2",
pages = "281--317",
month = dec,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)86569-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697865694",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Erard:1997:SSM,
author = "Brian Erard",
title = "Self-selection with measurement errors A
microeconometric analysis of the decision to seek tax
assistance and its implications for tax compliance",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "2",
pages = "319--356",
month = dec,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)86570-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697865700",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gozalo:1997:NBA,
author = "Pedro L. Gozalo",
title = "Nonparametric bootstrap analysis with applications to
demographic effects in demand functions",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "2",
pages = "357--393",
month = dec,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)86571-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697865712",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Ie,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "2",
pages = "395--395",
month = dec,
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)86572-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697865724",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:PD,
author = "Anonymous",
title = "Pages 281--395 ({December 1997})",
journal = j-J-ECONOMETRICS,
volume = "81",
number = "2",
pages = "??--??",
month = dec,
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:EBg,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "iii--iii",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)90000-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698900008",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1997:SML,
author = "Lung-Fei Lee",
title = "Simulated maximum likelihood estimation of dynamic
discrete choice statistical models some {Monte Carlo}
results",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "1--35",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00014-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000146",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Collado:1997:EDM,
author = "M. Dolores Collado",
title = "Estimating dynamic models from time series of
independent cross-sections",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "37--62",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00015-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000158",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dastoor:1997:TCH,
author = "Naorayex K. Dastoor",
title = "Testing for conditional heteroskedasticity with
misspecified alternative hypotheses",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "63--80",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)88956-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697889567",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rahman:1997:MLS,
author = "Shahidur Rahman and Maxwell L. King",
title = "Marginal-likelihood score-based tests of regression
disturbances in the presence of nuisance parameters",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "81--106",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00052-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000523",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ogaki:1997:CAE,
author = "Masao Ogaki and Joon Y. Park",
title = "A cointegration approach to estimating preference
parameters",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "107--134",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00053-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000535",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Crepon:1997:PIN,
author = "Bruno Crepon and Francis Kramarz and Alain Trognon",
title = "Parameters of interest, nuisance parameters and
orthogonality conditions An application to
autoregressive error component models",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "135--156",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00054-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000547",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barnett:1997:SBC,
author = "William A. Barnett and A. Ronald Gallant and Melvin J.
Hinich and Jochen A. Jungeilges and Daniel T. Kaplan
and Mark J. Jensen",
title = "A single-blind controlled competition among tests for
nonlinearity and chaos",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "157--192",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00081-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700081X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Ab,
author = "Anonymous",
title = "Announcements",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "193--195",
month = "????",
year = "1997",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)80001-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698800018",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1997:Pc,
author = "Anonymous",
title = "Pages 1--195 ({1997})",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "1",
pages = "??--??",
month = "????",
year = "1997",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Godfrey:1998:HTA,
author = "Leslie G. Godfrey",
title = "{Hausman} tests for autocorrelation in the presence of
lagged dependent variables some further results",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "197--207",
month = feb,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00056-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000560",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:1998:PTS,
author = "Eric Ghysels and Alain Guay and Alastair Hall",
title = "Predictive tests for structural change with unknown
breakpoint",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "209--233",
month = feb,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00057-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000572",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fitzenberger:1998:MBB,
author = "Bernd Fitzenberger",
title = "The moving blocks bootstrap and robust inference for
linear least squares and quantile regressions",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "235--287",
month = feb,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00058-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000584",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Quintos:1998:STE,
author = "Carmela E. Quintos",
title = "Stability tests in error correction models",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "289--315",
month = feb,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00059-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000596",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blommestein:1998:ISS,
author = "Hans J. Blommestein and Nick A. M. Koper",
title = "The influence of sample size on the degree of
redundancy in spatial lag operators",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "317--333",
month = feb,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00060-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000602",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Deschamps:1998:FML,
author = "Philippe J. Deschamps",
title = "Full maximum likelihood estimation of dynamic demand
models",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "335--359",
month = feb,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)81574-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697815746",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Palm:1998:SAP,
author = "Franz C. Palm and Gerard A. Pfann",
title = "Sources of asymmetry in production factor dynamics",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "361--392",
month = feb,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00078-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700078X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "393--393",
month = feb,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)81575-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697815758",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PF,
author = "Anonymous",
title = "Pages 197--393 ({February 1998})",
journal = j-J-ECONOMETRICS,
volume = "82",
number = "2",
pages = "??--??",
month = feb,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "ii--ii",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80227-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697802278",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:1998:EIS,
author = "Lawrence R. Klein",
title = "{Editor}'s introduction studies in econometrics in
honor of {Carl F. Christ}",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "1--7",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00062-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000626",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sims:1998:EIG,
author = "Christopher A. Sims",
title = "Econometric implications of the government budget
constraint",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "9--19",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00063-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000638",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:1998:IRF,
author = "Peter C. B. Phillips",
title = "Impulse response and forecast error variance
asymptotics in nonstationary {VARs}",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "21--56",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00064-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700064X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cooley:1998:BCA,
author = "Thomas F. Cooley and Mark Dwyer",
title = "Business cycle analysis without much theory A look at
structural {VARs}",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "57--88",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00065-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000651",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asea:1998:LC,
author = "Patrick K. Asea and Brock Blomberg",
title = "Lending cycles",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "89--128",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00066-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nerlove:1998:QRE,
author = "Marc Nerlove and Ilaria Fornari",
title = "Quasi-rational expectations, an alternative to fully
rational expectations: An application to {US} beef
cattle supply",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "129--161",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00067-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000675",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dhrymes:1998:IKI,
author = "Phoebus J. Dhrymes",
title = "Identification and {Kullback} information in the
{GLSEM}",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "163--184",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00068-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000687",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:1998:FSP,
author = "Arnold Zellner",
title = "The finite sample properties of simultaneous
equations' estimates and estimators {Bayesian} and
non-{Bayesian} approaches",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "185--212",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00069-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000699",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nakamura:1998:MSE,
author = "Alice Nakamura and Masao Nakamura",
title = "Model specification and endogeneity",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "213--237",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00070-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000705",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McCarthy:1998:FSM,
author = "Michael D. McCarthy",
title = "Finite sample moments results for the quasi-{FIML}
estimator of the reduced form: The linear case",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "239--262",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00071-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000717",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tanizaki:1998:NNG,
author = "Hisashi Tanizaki and Roberto S. Mariano",
title = "Nonlinear and non-{Gaussian} state-space modeling with
{Monte Carlo} simulations",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "263--290",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80226-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697802266",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asea:1998:HIA,
author = "Patrick K. Asea and Mthuli Ncube",
title = "Heterogeneous information arrival and option pricing",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "291--323",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00073-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000730",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breidt:1998:DEL,
author = "F. Jay Breidt and Nuno Crato and Pedro de Lima",
title = "The detection and estimation of long memory in
stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "325--348",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00072-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000729",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Crockett:1998:REI,
author = "Jean A. Crockett",
title = "Rational expectations, inflation and the nominal
interest rate",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "349--363",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00075-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000754",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PMA,
author = "Anonymous",
title = "Pages 1--363 ({March--April 1998})",
journal = j-J-ECONOMETRICS,
volume = "83",
number = "1--2",
pages = "??--??",
month = mar # "\slash " # apr,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "ii--ii",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)90009-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698900094",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anderson:1998:TME,
author = "Heather M. Anderson and Farshid Vahid",
title = "Testing multiple equation systems for common nonlinear
components",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "1--36",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00076-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000766",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:1998:COR,
author = "Joel L. Horowitz and Charles F. Manski",
title = "Censoring of outcomes and regressors due to survey
nonresponse: Identification and estimation using
weights and imputations",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "37--58",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00077-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000778",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Godfrey:1998:TNN,
author = "L. G. Godfrey",
title = "Tests of non-nested regression models some results on
small sample behaviour and the bootstrap",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "59--74",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00079-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000791",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuan:1998:TCM,
author = "Chung-Ming Kuan",
title = "Tests for changes in models with a polynomial trend",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "75--91",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00080-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:1998:DEV,
author = "Yacine A{\"\i}t-Sahalia",
title = "Dynamic equilibrium and volatility in financial asset
markets",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "93--127",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)80001-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697800012",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Terza:1998:ECD,
author = "Joseph V. Terza",
title = "Estimating count data models with endogenous
switching: Sample selection and endogenous treatment
effects",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "129--154",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00082-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000821",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:1998:HTR,
author = "Donald W. K. Andrews",
title = "Hypothesis testing with a restricted parameter space",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "155--199",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00083-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000833",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:AFJ,
author = "Anonymous",
title = "Announcement: Fellows of the journal of econometrics",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "201--203",
month = may,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)90011-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698900112",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PM,
author = "Anonymous",
title = "Pages 1--203 ({May 1998})",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "1",
pages = "??--??",
month = may,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pinkse:1998:CNT,
author = "Joris Pinkse",
title = "A consistent nonparametric test for serial
independence",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "205--231",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00084-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000845",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marmol:1998:SRT,
author = "Francesc Marmol",
title = "Spurious regression theory with nonstationary
fractionally integrated processes",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "233--250",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00085-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000857",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Magee:1998:USW,
author = "L. Magee and A. L. Robb and J. B. Burbidge",
title = "On the use of sampling weights when estimating
regression models with survey data",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "251--271",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00086-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000869",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:1998:SPF,
author = "B. U. Park and R. C. Sickles and L. Simar",
title = "Stochastic panel frontiers: A semiparametric
approach",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "273--301",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00087-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000870",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Haldrup:1998:RCS,
author = "Niels Haldrup and Mark Salmon",
title = "Representations of {${\rm I}(2)$} cointegrated systems
using the {Smith--McMillan} form",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "303--325",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00088-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lanot:1998:UNU,
author = "Gauthier Lanot and Ian Walker",
title = "The union/non-union wage differential: An application
of semi-parametric methods",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "327--349",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00089-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000894",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavanagh:1998:REM,
author = "Christopher Cavanagh and Robert P. Sherman",
title = "Rank estimators for monotonic index models",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "351--381",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00090-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:1998:ECL,
author = "Liqun Wang",
title = "Estimation of censored linear errors-in-variables
models",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "383--400",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00093-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000936",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "401--401",
month = jun,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)80005-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698800055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PJa,
author = "Anonymous",
title = "Pages 205--401 ({June 1998})",
journal = j-J-ECONOMETRICS,
volume = "84",
number = "2",
pages = "??--??",
month = jun,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "ii--ii",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)90001-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769890001X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:1998:ESJ,
author = "Marcus J. Chambers",
title = "The estimation of systems of joint
differential-difference equations",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "1--31",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00091-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000912",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Atkinson:1998:PTS,
author = "Scott E. Atkinson and Robert Halvorsen",
title = "Parametric tests for static and dynamic equilibrium",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "33--50",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00092-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000924",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Turkington:1998:EEL,
author = "Darrell A. Turkington",
title = "Efficient estimation in the linear simultaneous
equations model with vector autoregressive
disturbances",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "51--74",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00094-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Broze:1998:PML,
author = "Laurence Broze and Christian Gouri{\'e}roux",
title = "Pseudo-maximum likelihood method, adjusted
pseudo-maximum likelihood method and covariance
estimators",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "75--98",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00095-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700095X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Filardo:1998:BCD,
author = "Andrew J. Filardo and Stephen F. Gordon",
title = "Business cycle durations",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "99--123",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00096-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000961",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pinkse:1998:CSA,
author = "Joris Pinkse and Margaret E. Slade",
title = "Contracting in space: An application of spatial
statistics to discrete-choice models",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "125--154",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00097-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000973",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Quintos:1998:ACV,
author = "Carmela E. Quintos",
title = "Analysis of cointegration vectors using the {GMM}
approach",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "155--188",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00098-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000985",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:1998:UDF,
author = "Robert G. Chambers and Rolf F{\"a}re and Edward
Jaenicke and Erik Lichtenberg",
title = "Using dominance in forming bounds on {DEA} models: The
case of experimental agricultural data",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "189--203",
month = jul,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00100-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001000",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PJb,
author = "Anonymous",
title = "Pages 1--203 ({July 1998})",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "1",
pages = "??--??",
month = jul,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:1998:ABC,
author = "James G. MacKinnon and Anthony A. Smith",
title = "Approximate bias correction in econometrics",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "205--230",
month = aug,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00099-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697000997",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hodgson:1998:AEC,
author = "Douglas J. Hodgson",
title = "Adaptive estimation of cointegrating regressions with
{ARMA} errors",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "231--267",
month = aug,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00101-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001012",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:1998:ACV,
author = "Richard J. Smith and A. M. Robert Taylor",
title = "Additional critical values and asymptotic
representations for seasonal unit root tests",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "269--288",
month = aug,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00102-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yikang:1998:LPF,
author = "Li Yikang",
title = "Low-pass filtered least squares estimators of
cointegrating vectors",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "289--316",
month = aug,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00103-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:1998:SEC,
author = "Minxian Yang",
title = "System estimators of cointegrating matrix in absence
of normalising information",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "317--337",
month = aug,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00104-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001048",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Seo:1998:SIC,
author = "Byeongseon Seo",
title = "Statistical inference on cointegration rank in error
correction models with stationary covariates",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "339--385",
month = aug,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00105-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700105X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kai:1998:BIS,
author = "Li Kai",
title = "{Bayesian} inference in a simultaneous equation model
with limited dependent variables",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "387--400",
month = aug,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00106-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001061",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "401--401",
month = aug,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00018-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000189",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PA,
author = "Anonymous",
title = "Pages 205--401 ({August 1998})",
journal = j-J-ECONOMETRICS,
volume = "85",
number = "2",
pages = "??--??",
month = aug,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:1998:SMI,
author = "Lars Peter Hansen and Jos{\'e} Alexandre Scheinkman
and Nizar Touzi",
title = "Spectral methods for identifying scalar diffusions",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "1",
pages = "1--32",
month = sep,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00107-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001073",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:1998:PSB,
author = "Siddhartha Chib and Edward Greenberg and Rainer
Winkelmann",
title = "Posterior simulation and {Bayes} factors in panel
count data models",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "1",
pages = "33--54",
month = sep,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00108-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001085",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yamada:1998:IPI,
author = "Hiroshi Yamada and Hiro Y. Toda",
title = "Inference in possibly integrated vector autoregressive
models: some finite sample evidence",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "1",
pages = "55--95",
month = sep,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00109-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001097",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Demos:1998:TGE,
author = "Antonis Demos and Enrique Sentana",
title = "Testing for {GARCH} effects: a one-sided approach",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "1",
pages = "97--127",
month = sep,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00110-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001103",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gonzalo:1998:PTL,
author = "Jes{\'u}s Gonzalo and Tae-Hwy Lee",
title = "Pitfalls in testing for long run relationships",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "1",
pages = "129--154",
month = sep,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00111-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001115",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:1998:TCI,
author = "Mehmet Caner",
title = "Tests for cointegration with infinite variance
errors",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "1",
pages = "155--175",
month = sep,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00112-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001127",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ananda:1998:BNB,
author = "Malwane M. A. Ananda",
title = "{Bayesian} and non-{Bayesian} solutions to analysis of
covariance models under heteroscedasticity",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "1",
pages = "177--192",
month = sep,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00113-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001139",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PS,
author = "Anonymous",
title = "Pages 1--192 ({September 1998})",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "1",
pages = "??--??",
month = sep,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kyriazidou:1998:TSC,
author = "Ekaterini Kyriazidou",
title = "Testing for serial correlation in multivariate
regression models",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "193--220",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00114-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001140",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chib:1998:ECM,
author = "Siddhartha Chib",
title = "Estimation and comparison of multiple change-point
models",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "221--241",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00115-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001152",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deJong:1998:ULL,
author = "Robert M. de Jong",
title = "Uniform laws of large numbers and stochastic
{Lipschitz}-continuity",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "243--268",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00116-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001164",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ichimura:1998:MLE,
author = "Hidehiko Ichimura and T. Scott Thompson",
title = "Maximum likelihood estimation of a binary choice model
with random coefficients of unknown distribution",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "269--295",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00117-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001176",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiao:1998:HOA,
author = "Zhijie Xiao and Peter C. B. Phillips",
title = "Higher-order approximations for frequency domain time
series regression",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "297--336",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00118-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407697001188",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuo:1998:TPP,
author = "Biing-Shen Kuo",
title = "Test for partial parameter instability in regressions
with I(1) processes",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "337--368",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00005-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000050",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Psaradakis:1998:FSP,
author = "Zacharias Psaradakis and Martin Sola",
title = "Finite-sample properties of the maximum likelihood
estimator in autoregressive models with {Markov}
switching",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "369--386",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00010-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000104",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vinod:1998:FCF,
author = "H. D. Vinod",
title = "{FELLOW'S} {CORNER} Foundations of statistical
inference based on numerical roots of robust pivot
functions",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "387--396",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(97)00119-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769700119X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "397--397",
month = oct,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00019-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000190",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PO,
author = "Anonymous",
title = "Pages 193--398 ({October 1998})",
journal = j-J-ECONOMETRICS,
volume = "86",
number = "2",
pages = "??--??",
month = oct,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mayer:1998:MSE,
author = "Walter J. Mayer and Robert E. Dorsey",
title = "Maximum score estimation of disequilibrium models and
the role of anticipatory price-setting",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "1--24",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00003-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000037",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breslaw:1998:SLV,
author = "Jon A. Breslaw and James McIntosh",
title = "Simulated latent variable estimation of models with
ordered categorical data",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "25--47",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00004-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000049",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chao:1998:PDL,
author = "J. C. Chao and P. C. B. Phillips",
title = "Posterior distributions in limited information
analysis of the simultaneous equations model using the
{Jeffreys} prior",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "49--86",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00006-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000062",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:1998:SRC,
author = "James Davidson",
title = "Structural relations, cointegration and
identification: some simple results and their
application",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "87--113",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00007-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000074",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blundell:1998:ICM,
author = "Richard Blundell and Stephen Bond",
title = "Initial conditions and moment restrictions in dynamic
panel data models",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "115--143",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00009-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000098",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:1998:SCB,
author = "Q. Li and Suojin Wang",
title = "A simple consistent bootstrap test for a parametric
regression function",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "145--165",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00011-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000116",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:1998:TSC,
author = "Andrew Harvey and Mariane Streibel",
title = "Testing for a slowly changing level with special
reference to stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "167--189",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00012-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000128",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leybourne:1998:SRD,
author = "Stephen J. Leybourne and Terence C. Mills and Paul
Newbold",
title = "Spurious rejections by {Dickey--Fuller} tests in the
presence of a break under the null",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "191--203",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00014-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000141",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PNa,
author = "Anonymous",
title = "Pages 1--206 ({November 1998})",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "1",
pages = "??--??",
month = nov,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:1998:TSC,
author = "Q. Li and C. Hsiao",
title = "Testing serial correlation in semiparametric panel
data models",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "2",
pages = "207--237",
month = dec,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00013-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800013X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hausman:1998:MDV,
author = "J. A. Hausman and Jason Abrevaya and F. M.
Scott-Morton",
title = "Misclassification of the dependent variable in a
discrete-response setting",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "2",
pages = "239--269",
month = dec,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00015-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000153",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sandmann:1998:ESV,
author = "Gleb Sandmann and Siem Jan Koopman",
title = "Estimation of stochastic volatility models via {Monte
Carlo} maximum likelihood",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "2",
pages = "271--301",
month = dec,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00016-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000165",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dionne:1998:ITP,
author = "Georges Dionne and Robert Gagn{\'e} and Charles
Vanasse",
title = "Inferring technological parameters from incomplete
panel data",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "2",
pages = "303--327",
month = dec,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00002-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000025",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bertschek:1998:CEP,
author = "Irene Bertschek and Michael Lechner",
title = "Convenient estimators for the panel probit model",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "2",
pages = "329--371",
month = dec,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00008-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000086",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:Ie,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "2",
pages = "373--373",
month = dec,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00072-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000724",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PD,
author = "Anonymous",
title = "Pages 207--374 ({December 1998})",
journal = j-J-ECONOMETRICS,
volume = "87",
number = "2",
pages = "??--??",
month = dec,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pendakur:1999:SET,
author = "Krishna Pendakur",
title = "Semiparametric estimates and tests of base-independent
equivalence scales",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "1",
pages = "1--40",
month = jan,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00020-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000207",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:1999:TNS,
author = "In Choi and Byung Chul Ahn",
title = "Testing the null of stationarity for multiple time
series",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "1",
pages = "41--77",
month = jan,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00021-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000219",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mandy:1999:REE,
author = "D. M. Mandy and Carlos Martins-Filho",
title = "Relative efficiency with equivalence classes of
asymptotic covariances",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "1",
pages = "79--98",
month = jan,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00022-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000220",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kwan:1999:ABA,
author = "Yum K. Kwan",
title = "Asymptotic {Bayesian} analysis based on a limited
information estimator",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "1",
pages = "99--121",
month = jan,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00024-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000244",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gurmu:1999:SEC,
author = "Shiferaw Gurmu and Paul Rilstone and Steven Stern",
title = "Semiparametric estimation of count regression models
1",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "1",
pages = "123--150",
month = jan,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00026-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000268",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Snell:1999:TVC,
author = "Andy Snell",
title = "Testing for $r$ versus $ r - 1$ cointegrating
vectors",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "1",
pages = "151--191",
month = jan,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00029-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000293",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ohtani:1999:ISR,
author = "Kazuhiro Ohtani",
title = "Inadmissibility of the {Stein}-rule estimator under
the balanced loss function",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "1",
pages = "193--201",
month = jan,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00030-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800030X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PJa,
author = "Anonymous",
title = "Pages 1--202 ({January 1999})",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "1",
pages = "??--??",
month = jan,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zellner:1999:FTP,
author = "Arnold Zellner and Chung-ki Min",
title = "Forecasting turning points in countries' output growth
rates: A response to {Milton Friedman}",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "203--206",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00017-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000177",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Comte:1999:DCT,
author = "F. Comte",
title = "Discrete and continuous time cointegration",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "207--226",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00025-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000256",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corts:1999:CPM,
author = "Kenneth S. Corts",
title = "Conduct parameters and the measurement of market
power",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "227--250",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00028-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000281",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koop:1999:BFN,
author = "Gary Koop and Simon M. Potter",
title = "{Bayes} factors and nonlinearity: Evidence from
economic time series 1 dagger",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "251--281",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00031-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000311",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vogelsang:1999:SNP,
author = "Timothy J. Vogelsang",
title = "Sources of nonmonotonic power when testing for a shift
in mean of a dynamic time series",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "283--299",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00034-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000347",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:1999:LAS,
author = "S{\o}ren Johansen and Ernst Schaumburg",
title = "Likelihood analysis of seasonal cointegration",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "301--339",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00035-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000359",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gomez:1999:MOA,
author = "V{\'\i}ctor G{\'o}mez and Agust{\'\i}n Maravall and
Daniel Pe{\~n}a",
title = "Missing observations in {ARIMA} models: Skipping
approach versus additive outlier approach",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "341--363",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00036-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000360",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsionas:1999:MCI,
author = "Efthymios G. Tsionas",
title = "{Monte Carlo} inference in econometric models with
symmetric stable disturbances",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "365--401",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00039-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000396",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:Ia,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "403--404",
month = feb,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00082-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000827",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PF,
author = "Anonymous",
title = "Pages 203--404 ({February 1999})",
journal = j-J-ECONOMETRICS,
volume = "88",
number = "2",
pages = "??--??",
month = feb,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wansbeek:1998:MEE,
author = "Tom Wansbeek and Michel Wedel",
title = "Marketing and econometrics: Editors' introduction",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "1--14",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00052-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000529",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsiao:1998:MSR,
author = "Cheng Hsiao and Bao-Hong Sun",
title = "Modeling survey response bias --- with an analysis of
the demand for an advanced electronic device",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "15--39",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00053-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000530",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gonul:1998:EPE,
author = "F{\"u}sun F. G{\"o}n{\"u}l",
title = "Estimating price expectations in the {OTC} medicine
market: An application of dynamic stochastic discrete
choice models to scanner panel data",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "41--56",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00054-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000542",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Allenby:1998:MMC,
author = "Greg M. Allenby and Peter E. Rossi",
title = "Marketing models of consumer heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "57--78",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00055-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000554",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeSarbo:1998:BMS,
author = "Wayne S. DeSarbo and Youngchan Kim and Duncan Fong",
title = "A {Bayesian} multidimensional scaling procedure for
the spatial analysis of revealed choice data",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "79--108",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00056-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000566",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brownstone:1998:FNP,
author = "David Brownstone and Kenneth Train",
title = "Forecasting new product penetration with flexible
substitution patterns",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "109--129",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00057-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000578",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harris:1998:MHP,
author = "Katherine M. Harris and Michael P. Keane",
title = "A model of health plan choice:: Inferring preferences
and perceptions from a combination of revealed
preference and attitudinal data",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "131--157",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00058-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800058X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Erdem:1998:EMC,
author = "T{\"u}lin Erdem and Russell S. Winer",
title = "Econometric modeling of competition: A multi-category
choice-based mapping approach",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "159--175",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00059-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000591",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Erdem:1998:MPC,
author = "T{\"u}lin Erdem and Michael P. Keane and Baohong Sun",
title = "Missing price and coupon availability data in scanner
panels: Correcting for the self-selection bias in
choice model parameters",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "177--196",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00060-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000608",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hensher:1998:CSP,
author = "David Hensher and Jordan Louviere and Joffre Swait",
title = "Combining sources of preference data",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "197--221",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00061-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800061X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiang:1998:MCM,
author = "Jeongwen Chiang and Siddhartha Chib and Chakravarthi
Narasimhan",
title = "{Markov} chain {Monte Carlo} and models of
consideration set and parameter heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "223--248",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00062-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000621",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Foekens:1998:VPM,
author = "Eijte W. Foekens and Peter S. H. Leeflang and Dick R.
Wittink",
title = "Varying parameter models to accommodate dynamic
promotion effects",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "249--268",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00063-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000633",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dekimpe:1998:LRE,
author = "Marnik G. Dekimpe and Dominique M. Hanssens and Jorge
M. Silva-Risso",
title = "Long-run effects of price promotions in scanner
markets",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "269--291",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00064-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000645",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Franses:1998:ORA,
author = "Philip Hans Franses and Teun Kloek and Andr{\'e}
Lucas",
title = "Outlier robust analysis of long-run marketing effects
for weekly scanning data",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "293--315",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00065-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000657",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bockenholt:1998:MIP,
author = "Ulf B{\"o}ckenholt",
title = "Mixed {INAR(1)} {Poisson} regression models: Analyzing
heterogeneity and serial dependencies in longitudinal
count data",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "317--338",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00069-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000694",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kadiyali:1998:PLE,
author = "Vrinda Kadiyali and Naufel Vilcassim and Pradeep
Chintagunta",
title = "Product line extensions and competitive market
interactions: An empirical analysis",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "339--363",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00066-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000669",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baier:1998:OPP,
author = "Daniel Baier and Wolfgang Gaul",
title = "Optimal product positioning based on paired comparison
data",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "365--392",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00067-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000670",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bagozzi:1998:RME,
author = "Richard P. Bagozzi and Youjae Yi and Kent D. Nassen",
title = "Representation of measurement error in marketing
variables: Review of approaches and extension to
three-facet designs",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "393--421",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00068-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000682",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeSarbo:1998:LSD,
author = "Wayne S. DeSarbo and Jungwhan Choi",
title = "A latent structure double hurdle regression model for
exploring heterogeneity in consumer search patterns",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "423--455",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00070-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000700",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:AIV,
author = "Anonymous",
title = "Author index to volume 89",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "457--458",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00083-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000839",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1998:PNb,
author = "Anonymous",
title = "Pages 1--458 ({26 November 1998})",
journal = j-J-ECONOMETRICS,
volume = "89",
number = "1--2",
pages = "??--??",
day = "26",
month = nov,
year = "1998",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kao:1999:SRR,
author = "Chihwa Kao",
title = "Spurious regression and residual-based tests for
cointegration in panel data",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "1",
pages = "1--44",
month = may,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00023-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000232",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Reinsdorf:1999:SVI,
author = "Marshall B. Reinsdorf and Alan H. Dorfman",
title = "The {Sato}-Vartia index and the monotonicity axiom",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "1",
pages = "45--61",
month = may,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00027-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800027X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Karanasos:1999:SMA,
author = "Menelaos Karanasos",
title = "The second moment and the autocovariance function of
the squared errors of the {GARCH} model",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "1",
pages = "63--76",
month = may,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00032-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000323",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:1999:DFE,
author = "Jeffrey M. Wooldridge",
title = "Distribution-free estimation of some nonlinear panel
data models",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "1",
pages = "77--97",
month = may,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00033-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000335",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kazimi:1999:BCB,
author = "Camilla Kazimi and David Brownstone",
title = "Bootstrap confidence bands for shrinkage estimators",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "1",
pages = "99--127",
month = may,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00037-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000372",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lobato:1999:STS,
author = "Ignacio N. Lobato",
title = "A semiparametric two-step estimator in a multivariate
long memory model",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "1",
pages = "129--153",
month = may,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00038-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000384",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PM,
author = "Anonymous",
title = "Pages 1--154 ({May 1999})",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "1",
pages = "??--??",
month = may,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gorgens:1999:SEC,
author = "Tue G{\o}rgens and Joel L. Horowitz",
title = "Semiparametric estimation of a censored regression
model with an unknown transformation of the dependent
variable",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "155--191",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00040-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000402",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:1999:TPC,
author = "Chien-Fu Jeff Lin and Timo Ter{\"a}svirta",
title = "Testing parameter constancy in linear models against
stochastic stationary parameters",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "193--213",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00041-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000414",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:1999:TCR,
author = "Atsushi Inoue",
title = "Tests of cointegrating rank with a trend-break",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "215--237",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00042-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000426",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vella:1999:TSE,
author = "Francis Vella and Marno Verbeek",
title = "Two-step estimation of panel data models with censored
endogenous variables and selection bias",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "239--263",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00043-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000438",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rahbek:1999:TSC,
author = "Anders Rahbek and Hans Christian Kongsted and Clara
J{\o}rgensen",
title = "Trend stationarity in the I (2) cointegration model",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "265--289",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00044-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800044X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zha:1999:BRS,
author = "Tao Zha",
title = "Block recursion and structural vector
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "291--316",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00045-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000451",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ebrahimi:1999:OUD,
author = "Nader Ebrahimi and Esfandiar Maasoumi and Ehsan S.
Soofi",
title = "Ordering univariate distributions by entropy and
variance",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "317--336",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00046-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000463",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:E,
author = "Anonymous",
title = "Erratum",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "337--343",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00073-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:Ib,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "345--345",
month = jun,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00002-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000020",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PJb,
author = "Anonymous",
title = "Pages 155--346 ({June 1999})",
journal = j-J-ECONOMETRICS,
volume = "90",
number = "2",
pages = "??--??",
month = jun,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Whang:1999:ADN,
author = "Yoon-Jae Whang and Oliver Linton",
title = "The asymptotic distribution of nonparametric estimates
of the {Lyapunov} exponent for stochastic time series",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "1",
pages = "1--42",
month = jul,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00047-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000475",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sarabia:1999:OFL,
author = "J.-M. Sarabia and Enrique Castillo and Daniel J.
Slottje",
title = "An ordered family of {Lorenz} curves",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "1",
pages = "43--60",
month = jul,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00048-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000487",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:1999:EMM,
author = "Torben G. Andersen and Hyung-Jin Chung and Bent E.
S{\o}rensen",
title = "Efficient method of moments estimation of a stochastic
volatility model: A {Monte Carlo} study",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "1",
pages = "61--87",
month = jul,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00049-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000499",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breusch:1999:RMC,
author = "Trevor Breusch and Hailong Qian and Peter Schmidt and
Donald Wyhowski",
title = "Redundancy of moment conditions",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "1",
pages = "89--111",
month = jul,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00050-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000505",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Seo:1999:DTU,
author = "Byeongseon Seo",
title = "Distribution theory for unit root tests with
conditional heteroskedasticity 1",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "1",
pages = "113--144",
month = jul,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00051-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000517",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qian:1999:IIV,
author = "Hailong Qian and Peter Schmidt",
title = "Improved instrumental variables and generalized method
of moments estimators",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "1",
pages = "145--169",
month = jul,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00074-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000748",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:1999:DFE,
author = "Songnian Chen",
title = "Distribution-free estimation of the random coefficient
dummy endogenous variable model",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "1",
pages = "171--199",
month = jul,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00075-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800075X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PJc,
author = "Anonymous",
title = "Pages 1--200 ({July 1999})",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "1",
pages = "??--??",
month = jul,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harris:1999:IUR,
author = "Richard D. F. Harris and Elias Tzavalis",
title = "Inference for unit roots in dynamic panels where the
time dimension is fixed",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "2",
pages = "201--226",
month = aug,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00076-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000761",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chao:1999:MSP,
author = "John C. Chao and Peter C. B. Phillips",
title = "Model selection in partially nonstationary vector
autoregressive processes with reduced rank structure",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "2",
pages = "227--271",
month = aug,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00077-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000773",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Philipson:1999:MEP,
author = "Tomas Philipson and Anup Malani",
title = "Measurement errors: A principal investigator-agent
approach",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "2",
pages = "273--298",
month = aug,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00078-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000785",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:1999:LRT,
author = "Jushan Bai",
title = "Likelihood ratio tests for multiple structural
changes",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "2",
pages = "299--323",
month = aug,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00079-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Velasco:1999:NSL,
author = "Carlos Velasco",
title = "Non-stationary log-periodogram regression",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "2",
pages = "325--371",
month = aug,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00080-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000803",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:1999:CHT,
author = "Xiaohong Chen and Yanqin Fan",
title = "Consistent hypothesis testing in semiparametric and
nonparametric models for econometric time series",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "2",
pages = "373--401",
month = aug,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00081-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000815",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:Ic,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "2",
pages = "403--403",
month = aug,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00024-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769900024X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PA,
author = "Anonymous",
title = "Pages 201--404 ({August 1999})",
journal = j-J-ECONOMETRICS,
volume = "91",
number = "2",
pages = "??--??",
month = aug,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Conley:1999:GEC,
author = "T. G. Conley",
title = "{GMM} estimation with cross sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "1",
pages = "1--45",
month = sep,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00084-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000840",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duggal:1999:IPN,
author = "Vijaya G. Duggal and Cynthia Saltzman and Lawrence R.
Klein",
title = "Infrastructure and productivity: a nonlinear
approach",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "1",
pages = "47--74",
month = sep,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00085-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000852",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:1999:LTE,
author = "Tim Bollerslev and Hans Ole Mikkelsen",
title = "Long-term equity anticipation securities and stock
market volatility dynamics",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "1",
pages = "75--99",
month = sep,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00086-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000864",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:1999:CMS,
author = "Qi Li",
title = "Consistent model specification tests for time series
econometric models",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "1",
pages = "101--147",
month = sep,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00087-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000876",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:1999:REM,
author = "A. Ronald Gallant and George Tauchen",
title = "The relative efficiency of method of moments
estimators 1",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "1",
pages = "149--172",
month = sep,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00088-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000888",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:1999:PMF,
author = "Changli He and Timo Ter{\"a}svirta",
title = "Properties of moments of a family of {GARCH}
processes",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "1",
pages = "173--192",
month = sep,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00089-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800089X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PS,
author = "Anonymous",
title = "Pages 1--192 ({September 1999})",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "1",
pages = "??--??",
month = sep,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ridder:1999:SPL,
author = "Geert Ridder and Insan Tunali",
title = "Stratified partial likelihood estimation",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "2",
pages = "193--232",
month = oct,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00090-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000906",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mroz:1999:DFA,
author = "Thomas A. Mroz",
title = "Discrete factor approximations in simultaneous
equation models: Estimating the impact of a dummy
endogenous variable on a continuous outcome",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "2",
pages = "233--274",
month = oct,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00091-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000918",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Skeels:1999:MCI,
author = "Christopher L. Skeels and Francis Vella",
title = "A {Monte Carlo} investigation of the sampling behavior
of conditional moment tests in {Tobit} and {Probit}
models",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "2",
pages = "275--294",
month = oct,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00092-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769800092X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Banerjee:1999:SOW,
author = "Anurag N. Banerjee and Jan R. Magnus",
title = "The sensitivity of {OLS} when the variance matrix is
(partially) unknown",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "2",
pages = "295--323",
month = oct,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00093-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000931",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maravall:1999:EES,
author = "Agust{\'\i}n Maravall and Christophe Planas",
title = "Estimation error and the specification of unobserved
component models",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "2",
pages = "325--353",
month = oct,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00094-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000943",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:1999:EDA,
author = "Lung-fei Lee",
title = "Estimation of dynamic and {ARCH} {Tobit} models",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "2",
pages = "355--390",
month = oct,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00095-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000955",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:Id,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "2",
pages = "391--391",
month = oct,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00054-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000548",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PO,
author = "Anonymous",
title = "Pages 193--392 ({October 1999})",
journal = j-J-ECONOMETRICS,
volume = "92",
number = "2",
pages = "??--??",
month = oct,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lau:1999:ICT,
author = "Sau-Him Paul Lau",
title = "I (0) In, integration and cointegration out:: Time
series properties of endogenous growth models",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "1--24",
month = nov,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00096-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000967",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galbraith:1999:DAD,
author = "John W. Galbraith and Victoria Zinde-Walsh",
title = "On the distributions of {Augmented Dickey--Fuller}
statistics in processes with moving average
components",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "25--47",
month = nov,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(98)00097-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407698000979",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Labeaga:1999:DHR,
author = "Jos{\'e} M. Labeaga",
title = "A double-hurdle rational addiction model with
heterogeneity: Estimating the demand for tobacco",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "49--72",
month = nov,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00003-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000032",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Johansen:1999:TER,
author = "S{\o}ren Johansen and Anders Rygh Swensen",
title = "Testing exact rational expectations in cointegrated
vector autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "73--91",
month = nov,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00004-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000044",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gonzalez-Rivera:1999:ECM,
author = "Gloria Gonz{\'a}lez-Rivera and Feike C. Drost",
title = "Efficiency comparisons of maximum-likelihood-based
estimators in {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "93--111",
month = nov,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00005-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000056",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smith:1999:FSP,
author = "David C. Smith",
title = "Finite sample properties of tests of the {Epstein}-Zin
asset pricing model",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "113--148",
month = nov,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00006-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000068",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martin:1999:IEA,
author = "Vance L. Martin and Nigel P. Wilkins",
title = "Indirect estimation of {ARFIMA} and {VARFIMA} models",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "149--175",
month = nov,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00007-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769900007X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Im:1999:EEP,
author = "Kyung So Im and Seung C. Ahn and Peter Schmidt and
Jeffrey M. Wooldridge",
title = "Efficient estimation of panel data models with
strictly exogenous explanatory variables",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "177--201",
month = nov,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00008-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000081",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PN,
author = "Anonymous",
title = "Pages 1--202 ({November 1999})",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "1",
pages = "??--??",
month = nov,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abrevaya:1999:LEF,
author = "Jason Abrevaya",
title = "Leapfrog estimation of a fixed-effects model with
unknown transformation of the dependent variable",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "203--228",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00009-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000093",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Billio:1999:BES,
author = "M. Billio and A. Monfort and C. P. Robert",
title = "{Bayesian} estimation of switching {ARMA} models",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "229--255",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00010-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769900010X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lumsdaine:1999:TAP,
author = "Robin L. Lumsdaine and Serena Ng",
title = "Testing for {ARCH} in the presence of a possibly
misspecified conditional mean",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "257--279",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00011-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000111",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Paruolo:1999:WEV,
author = "Paolo Paruolo and Anders Rahbek",
title = "Weak exogeneity in I(2) {VAR} systems",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "281--308",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00012-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000123",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:1999:HII,
author = "Jinyong Hahn",
title = "How informative is the initial condition in the
dynamic panel model with fixed effects?",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "309--326",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00013-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000135",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koenker:1999:GIW,
author = "Roger Koenker and Jos{\'e} A. F. Machado",
title = "{GMM} inference when the number of moment conditions
is large",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "327--344",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00014-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000147",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:1999:TEN,
author = "Bruce E. Hansen",
title = "Threshold effects in non-dynamic panels: Estimation,
testing, and inference",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "345--368",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00025-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000251",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Michelis:1999:DJC,
author = "Leo Michelis",
title = "The distributions of the J and {Cox} non-nested tests
in regression models with weakly correlated
regressors",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "369--401",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00026-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407699000263",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:Ie,
author = "Anonymous",
title = "Index",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "403--403",
month = dec,
year = "1999",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(99)00055-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440769900055X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:1999:PD,
author = "Anonymous",
title = "Pages 203--404 ({December 1999})",
journal = j-J-ECONOMETRICS,
volume = "93",
number = "2",
pages = "??--??",
month = dec,
year = "1999",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:48:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rilstone:2005:CSO,
author = "Paul Rilstone and Aman Ullah",
title = "Corrigendum to {``The second-order bias and mean
squared error of nonlinear estimators'': [Journal of
Econometrics {\bf 75}(2) (1996) 369--395]}",
journal = j-J-ECONOMETRICS,
volume = "124",
number = "1",
pages = "203--204",
month = jan,
year = "2005",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2004.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib",
note = "See \cite{Rilstone:1996:SOB}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407604000521",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2010:NPC,
author = "Jianjun Xu and Xianming Tan and Runchu Zhang",
title = "A note on {Phillips} (1991): {``A constrained maximum
likelihood approach to estimating switching
regressions''}",
journal = j-J-ECONOMETRICS,
volume = "154",
number = "1",
pages = "35--41",
month = jan,
year = "2010",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2009.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:49:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
note = "See \cite{Phillips:1991:CML}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407609001481",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Karlsson:2017:CBR,
author = "Sune Karlsson",
title = "Corrigendum to {``Bayesian reduced rank regression in
econometrics'' [J. Econometrics 75 (1996) 121--146]}",
journal = j-J-ECONOMETRICS,
volume = "201",
number = "1",
pages = "170--171",
month = nov,
year = "2017",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2012.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 6 14:50:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407615002754",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
