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It was produced automatically %% with the UNIX pipeline %% %% biblex xxx.bib | \ %% gawk -f keywords.awk | \ %% egrep 'entrytype$' | \ %% gawk -f fmtwords.awk >xxx.xwx %% %% by beebe@gamma.math.utah.edu on Wed Nov 8 14:06:42 MST 2023 %%====================================================================== \ifx \NAMECITE \undefined % User can override this definition \def \NAMECITE #1#2{{\bf #1} \cite{#2}} \fi \NAMECITE{$ {\rm AR}(1) $}{% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Park:2003:CSE,% Park:2003:SEE% }. \NAMECITE{$ {\rm ARCH}(\infty) $}{% Hidalgo:2007:GFTa,% Hidalgo:2007:GFTb% }. \NAMECITE{$F$}{% Banerjee:2000:SUT% }. \NAMECITE{$ {\rm GARCH}(1, 1) $}{% Corradi:2000:RCT% }. \NAMECITE{$ h v$}{% Racine:2000:CCV% }. \NAMECITE{$k$}{% Gao:2002:NDC% }. \NAMECITE{$m$}{% Deo:2000:ETG,% Granger:2006:IP% }. \NAMECITE{$N$}{% Gayle:2007:RCS,% Hualde:2007:RCE% }. \NAMECITE{$Q$}{% Horowitz:2006:BBP% }. \NAMECITE{$t$}{% Banerjee:2000:SUT,% Deschamps:2006:FPD,% Giacomini:2008:MDF% }. 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Racine:2000:CCV% }. \NAMECITE{blocks}{% Anderson:2006:RRR,% Hidalgo:2003:ABM% }. \NAMECITE{Board}{% Anonymous:2004:IIFf,% Anonymous:2002:EB,% Anonymous:2002:IIFa,% Anonymous:2002:IIFb,% Anonymous:2003:EBa,% Anonymous:2003:EBb,% Anonymous:2003:EBc,% Anonymous:2003:EBd,% Anonymous:2003:IIFa,% Anonymous:2003:IIFb,% Anonymous:2003:IIFc,% Anonymous:2003:IIFd,% Anonymous:2003:IIFe,% Anonymous:2003:IIFf,% Anonymous:2003:IIFg,% Anonymous:2004:IIFa,% Anonymous:2004:IIFb,% Anonymous:2004:IIFc,% Anonymous:2004:IIFd,% Anonymous:2004:IIFe,% Anonymous:2004:IIFg,% Anonymous:2004:IIFh,% Anonymous:2004:IIFi,% Anonymous:2004:IIFj,% Anonymous:2005:IIFa,% Anonymous:2005:IIFb,% Anonymous:2005:IIFc,% Anonymous:2005:IIFd,% Anonymous:2005:IIFe,% Anonymous:2005:IIFf,% Anonymous:2005:IIFg,% Anonymous:2005:IIFh,% Anonymous:2005:IIFi,% Anonymous:2005:IIFj,% Anonymous:2006:EBa,% Anonymous:2006:EBb,% Anonymous:2006:EBc,% Anonymous:2006:EBd,% Anonymous:2006:EBe,% Anonymous:2006:EBf,% Anonymous:2006:EBg,% 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Corradi:2008:BRQ,% Davidson:2002:BJT,% Herwartz:2005:BIS,% Hidalgo:2006:BST,% Horowitz:2002:BCV,% Moreira:2009:BVS,% Seo:2006:BTN,% Andrews:2001:ETS,% Andrews:2006:HOI,% Dalla:2005:PBT,% Davidson:2002:MFC,% Davidson:2006:ABP,% Davidson:2006:PBA,% Davidson:2007:ABI,% Davidson:2008:WBT,% Delgado:2002:EBT,% Goncalves:2004:MLB,% Gospodinov:2008:ABT,% Heckelei:2003:BBM,% Hidalgo:2003:ABM,% Hidalgo:2005:BCT,% Horowitz:2000:ERC,% Horowitz:2001:BHT,% Kasahara:2008:PLE,% Li:2006:CBT,% Park:2006:BTW,% Parker:2006:URT,% Whang:2000:CBT,% Yatchew:2006:NSP,% vanGiersbergen:2002:HIB% }. \NAMECITE{Bootstrapping}{% Burridge:2004:BHS,% Chang:2006:BCR,% Franke:2004:BNE,% Goncalves:2004:BAC,% Horowitz:2006:BBP,% Inoue:2006:BGE% }. \NAMECITE{both}{% Kim:2009:URT,% Racine:2004:NER,% Yu:2008:QML% }. \NAMECITE{bound}{% Jouneau-Sion:2006:MTL% }. \NAMECITE{Boundedly}{% Caner:2007:BPS% }. \NAMECITE{Bounding}{% Hu:2006:BPL% }. \NAMECITE{bounds}{% Dufour:2006:DFB,% Sancetta:2007:OFC,% Severini:2001:SAC% }. \NAMECITE{{Box}}{% Horowitz:2006:BBP% }. \NAMECITE{branch}{% Jouneau-Sion:2006:MTL% }. \NAMECITE{branch-and-bound}{% Jouneau-Sion:2006:MTL% }. \NAMECITE{brand}{% Chintagunta:2001:PDA% }. \NAMECITE{break}{% Elliott:2007:CSD,% Kim:2002:URT,% Kim:2009:ARP,% Kim:2009:URT,% Kurozumi:2002:TSB,% Montanes:2005:SBP% }. \NAMECITE{Breaking}{% Lavergne:2008:BCD,% vanderKlaauw:2008:BLB% }. \NAMECITE{Breaks}{% Beltratti:2006:BPM,% Altissimo:2003:SRD,% Anonymous:2005:MSB,% Banerjee:2005:MSB,% Busetti:2003:TAS,% Clark:2005:PTP,% Delgado:2000:NIS,% Gagliardini:2005:RGT,% Gao:2008:NST,% Marriott:2000:SEU,% Perron:2005:SBD,% Pesaran:2005:SSP,% Pesaran:2007:SEW% }. \NAMECITE{{Britain}}{% Greasley:2007:PIP% }. \NAMECITE{buffer}{% Huang:2002:SCC% }. \NAMECITE{{Burg}}{% Brockwell:2004:GLD% }. \NAMECITE{bus}{% Evans:2005:BPC% }. \NAMECITE{Business}{% Perez-Quiros:2001:BCA,% Giannone:2006:VCF% }. \NAMECITE{{C.}}{% Deistler:2001:CCC% }. \NAMECITE{{Cactus}}{% Basmann:2003:SOA% }. \NAMECITE{Calculating}{% Lewbel:2003:CCC,% Chib:2007:MCE% }. \NAMECITE{Calculation}{% Wu:2003:CME% }. \NAMECITE{calendar}{% Sullivan:2001:DDM% }. \NAMECITE{calibration}{% Dridi:2007:IIC% }. \NAMECITE{Can}{% Egorov:2006:VFJ,% Hong:2007:CRW,% Danilov:2004:HIP,% Moreira:2009:TCS% }. \NAMECITE{canonical}{% Darolles:2004:KBN% }. \NAMECITE{cap}{% Jagannathan:2003:EMF% }. \NAMECITE{capacity}{% Froeb:2003:BCC% }. \NAMECITE{cards}{% Chernew:2008:LVI% }. \NAMECITE{Care}{% Vinod:2001:CFR,% Evans:2005:BPC,% Silva:2001:TPM,% Kuan:2009:AVR% }. \NAMECITE{{Carlo}}{% Baker:2000:DDN,% Bauwens:2004:ARB,% Chib:2002:MCM,% Corradi:2006:EDT,% Detemple:2006:APM,% Dufour:2006:MCT,% Durham:2006:MCM,% Gaure:2007:TCM,% Kumbhakar:2006:PEC,% Lahiri:2002:BAN,% Michaelides:2000:ERE,% Vahid:2002:ICC,% Vilasuso:2001:CTC% }. \NAMECITE{case}{% Basmann:2003:SOA,% Chao:2002:JPA,% Cho:2008:EUP,% Coppejans:2003:ENE,% Driessen:2005:TAT,% Judge:2007:EIC,% Sancetta:2007:OFC,% Sullivan:2001:DDM% }. \NAMECITE{cases}{% Caner:2007:BPS,% Gastwirth:2003:IAU,% Johnson:2003:DCT,% Lewbel:2003:CCC% }. \NAMECITE{cash}{% Ham:2005:REL% }. \NAMECITE{categorical}{% Li:2009:NTE,% Racine:2004:NER% }. \NAMECITE{{Cauchy}}{% Shin:2000:GTS% }. \NAMECITE{causal}{% Adams:2003:HWW,% Granger:2003:SAC,% Hoover:2003:SCL,% Mealli:2003:AAE% }. \NAMECITE{Causality}{% Bauwens:2006:CEE,% Vilasuso:2001:CTC,% Adda:2003:SES,% Breitung:2006:TSL,% Dufour:2006:FSS,% Dufour:2006:SRL,% Eichler:2007:GCP,% Florens:2003:STI,% Gaure:2007:TCM,% Hausman:2003:TSM,% Heckman:2003:CCP,% Hidalgo:2005:BCT,% Hong:2009:GCR,% McCracken:2007:AST,% McCrorie:2006:GCS,% Mosconi:2006:NCB% }. \NAMECITE{cause}{% Danilov:2004:HIP% }. \NAMECITE{caused}{% Bhattacharya:2008:IPD% }. \NAMECITE{causes}{% Beltratti:2006:BPM,% Wagstaff:2003:DCH% }. \NAMECITE{{CCA}}{% Dahlen:2004:RCS% }. \NAMECITE{celebrate}{% Granger:2007:FLB% }. \NAMECITE{Censored}{% Blundell:2007:CRQ,% Bilias:2000:SRM,% Charlier:2000:ECR,% Chen:2000:ECR,% Devereux:2009:OCC,% Honore:2004:ECS,% Khan:2001:TSE,% Khan:2009:IEC,% Lee:2006:SPE% }. \NAMECITE{censoring}{% Cao:2008:GFT,% Honore:2002:QRU,% Khan:2007:PRE% }. \NAMECITE{Central}{% Jenish:2009:CLT,% Davidson:2002:CEC,% Davidson:2002:ECF,% Pinkse:2007:CLT% }. \NAMECITE{certain}{% Zaffaroni:2003:GIC% }. \NAMECITE{ceteris}{% Bierens:2000:ECC% }. \NAMECITE{Chain}{% Oulton:2008:CIC,% Chib:2002:MCM,% Lahiri:2002:BAN,% Nakatsuma:2000:BAA% }. \NAMECITE{chains}{% McCausland:2007:TRS% }. \NAMECITE{challenges}{% Bollerslev:2001:FEP,% Franses:2007:PCE,% Hendry:2001:ACE,% Hsiao:2001:OFC,% Lutkepohl:2001:CEC,% Phillips:2001:TTS% }. \NAMECITE{{Chamberlin}}{% Basmann:2008:CSM% }. \NAMECITE{Change}{% Carrasco:2002:MSC,% Baltagi:2005:SBT,% Basmann:2007:PAT,% Bernard:2007:FSM,% Busetti:2004:TSA,% Caner:2007:BPS,% Cavaliere:2008:TCP,% Chen:2005:NES,% Deng:2008:NLP,% Fiteni:2004:ERM,% Ghysels:2003:SCT,% Giordani:2007:UAN,% Hansen:2000:TSC,% Harvey:2006:MTC,% Harvey:2012:CMT,% Kim:2000:DCP,% Kim:2002:CDC,% Lazarova:2005:TSC,% Lee:2008:SEB,% Perron:2003:GDE,% Perron:2006:ERS,% Qu:2008:TSC% }. \NAMECITE{change-point}{% Lee:2008:SEB% }. \NAMECITE{changed}{% Kim:2008:MSB,% Long:2004:HCD% }. \NAMECITE{Changes}{% Chay:2000:CRW,% Hong:2008:RPE,% Browning:2008:LRC,% Carneiro:2009:EDP,% Chen:2008:DCR,% Hansen:2003:SCC,% Hillebrand:2005:NPC,% Kejriwal:2008:LDE% }. \NAMECITE{changing}{% Andrade:2005:TCR,% Juhl:2005:NTC,% Juhl:2009:TCM,% Zaffaroni:2007:AMM% }. \NAMECITE{chaos}{% Shintani:2004:NNN% }. \NAMECITE{characteristic}{% Singleton:2001:EAA,% Su:2007:CCF% }. \NAMECITE{Characteristics}{% Fare:2005:CPT,% Kim:2008:VTW% }. \NAMECITE{{Charles}}{% Cogley:2008:IJE% }. \NAMECITE{check}{% Wheelock:2008:NPU% }. \NAMECITE{chi}{% Boero:2004:DPC% }. \NAMECITE{chi-squared}{% Boero:2004:DPC% }. \NAMECITE{children}{% Fienberg:2003:EST,% Jalan:2003:DPW,% Liu:2009:MFT% }. \NAMECITE{{Chinese}}{% Yu:2007:CFL% }. \NAMECITE{choice}{% Arellano:2003:BCP,% Brock:2007:IBC,% Burda:2008:BML,% Carro:2007:EDP,% Chen:2000:EEB,% Chen:2000:REL,% Chiou:2007:MID,% Heckman:2007:DDC,% Hu:2004:NDC,% Huang:2000:NMC,% Jin:2009:DCM,% Koenker:2009:PLB,% Lee:2000:NSQ,% Long:2004:HCD,% Manski:2000:IPD,% Manski:2007:MRT,% Moon:2004:MSE,% Mora:2008:STO,% Okui:2009:OCM,% Phillips:2007:NDC,% Ramalho:2002:RMC,% Stoye:2009:MRT,% Stutzer:2003:PCE,% Taber:2000:SIH% }. \NAMECITE{choice-based}{% Ramalho:2002:RMC% }. \NAMECITE{choices}{% Chintagunta:2001:PDA% }. \NAMECITE{Choosing}{% Donald:2009:CIV,% Andrews:2001:ETS% }. \NAMECITE{{CIR}}{% Jagannathan:2003:EMF% }. \NAMECITE{citation}{% Silverberg:2007:SDI% }. \NAMECITE{claim}{% Jacquier:2000:BAC% }. \NAMECITE{class}{% Francq:2008:CSU,% Gao:2002:NDC,% Ploberger:2004:CCT% }. \NAMECITE{classical}{% Chernozhukov:2003:MAC,% Dastoor:2003:ECE,% Kleibergen:2003:BCA,% Koop:2004:BVS% }. \NAMECITE{classical-type}{% Dastoor:2003:ECE% }. \NAMECITE{{Clive}}{% Swanson:2006:PMA% }. \NAMECITE{Closed}{% Yu:2007:CFL% }. \NAMECITE{Closed-form}{% Yu:2007:CFL% }. \NAMECITE{clustered}{% Chib:2000:BAC% }. \NAMECITE{clustering}{% Granger:2006:SAO% }. \NAMECITE{co}{% Cubadda:2009:SCM% }. \NAMECITE{co-movements}{% Cubadda:2009:SCM% }. \NAMECITE{coal}{% Stoker:2005:PDA% }. \NAMECITE{coefficient}{% Belzil:2007:SAC,% Cai:2006:FCI,% Cai:2007:TTV,% Cai:2009:FCM,% Chen:2007:EGC,% Distaso:2008:TUR,% Jiang:2009:BAR,% Kazakevicius:2004:SRC,% Koop:2006:SBI,% Murtazashvili:2008:FEI,% Xiao:2009:FCC% }. \NAMECITE{coefficients}{% Chen:2003:RCE,% Dufour:2006:DFB,% Elliott:2001:CIA,% Li:2008:ETE% }. \NAMECITE{coincident}{% Issler:2006:MLU% }. \NAMECITE{cointegrated}{% Anderson:2002:RRR,% Bauer:2002:ECS,% Chambers:2007:FDE,% Corradi:2001:PAC,% Hansen:2003:SCC,% Kejriwal:2008:LDE% }. \NAMECITE{cointegrating}{% Andrade:2005:TCR,% Chang:2006:BCR,% Johansen:2002:SSC,% Johansen:2006:SAH,% Kurozumi:2009:APE,% Lutkepohl:2000:TCR,% Lutkepohl:2003:CTC,% Nielsen:2007:DCR,% Robinson:2002:DCR,% Seo:2007:ADC,% Shintani:2001:SCR,% Xiao:2009:QCR,% deJong:2001:NEU,% deJong:2002:NME% }. \NAMECITE{Cointegration}{% Robinson:2005:CFS,% 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Kristensen:2008:EPD% }. \NAMECITE{differentials}{% Chay:2000:CRW% }. \NAMECITE{diffusion}{% Bandi:2003:FEJ,% Bollerslev:2002:ESV,% Bollerslev:2004:CES,% Corradi:2005:BST,% Darolles:2001:TDE,% Detemple:2006:APM,% Dette:2008:TPF,% Fok:2007:MDS,% Gao:2008:STD,% Phillips:2009:TSR,% Posch:2009:SEJ,% Tang:2009:PEB% }. \NAMECITE{diffusions}{% Ait-Sahalia:2008:AHS,% Bandi:2007:SAP,% Egorov:2003:MLE,% Xu:2009:ELB,% Yu:2007:CFL% }. \NAMECITE{dimensional}{% Chib:2006:AHD,% Fan:2008:HDC,% Millimet:2008:EHD,% Panagiotelis:2008:BIS,% Richard:2007:EHD% }. \NAMECITE{dimensionality}{% Lavergne:2008:BCD% }. \NAMECITE{dimensions}{% Lawford:2009:FSE% }. \NAMECITE{Direct}{% Anonymous:2002:TAE,% Bams:2003:DER,% Adams:2003:HWW,% Marcellino:2006:CDI,% Mealli:2003:AAE,% Shintani:2004:NNN% }. \NAMECITE{direction}{% Bauwens:2004:ARB% }. \NAMECITE{directional}{% Linton:2007:QAE% }. \NAMECITE{directions}{% Andrade:2005:TCR% }. \NAMECITE{Disability}{% Lahiri:2008:MSS,% Chen:2008:WDE% }. \NAMECITE{disagreement}{% Lahiri:2008:EFD% }. \NAMECITE{discipline}{% Engle:2001:FEN% }. \NAMECITE{discontinuity}{% Battistin:2008:IEN,% Cook:2008:WLA,% Imbens:2008:RDD,% Imbens:2008:SIE,% Lalive:2008:HDE,% Lee:2008:RDI,% Lemieux:2008:IES,% McCrary:2008:MRV% }. \NAMECITE{discount}{% Gourieroux:2007:ESS% }. \NAMECITE{discourse}{% Sims:2000:ULP% }. \NAMECITE{Discrete}{% Frederiksen:2007:DTD,% Jin:2009:DCM,% Aakvik:2005:ETE,% Bollerslev:2009:DTM,% Carro:2007:EDP,% Chen:2003:RCE,% Chiou:2007:MID,% Corradi:2000:TSE,% Das:2005:IVE,% Heckman:2007:DDC,% Hsiao:2007:CMS,% Hu:2004:NDC,% Kasahara:2008:PLE,% Lee:2000:NSQ,% Mora:2008:STO,% Phillips:2007:NDC,% Phillips:2009:TSR,% Rabe-Hesketh:2005:MLE,% Taber:2000:SIH% }. \NAMECITE{discrete-time}{% Bollerslev:2009:DTM% }. \NAMECITE{discretely}{% Ait-Sahalia:2008:AHS,% Zhao:2009:NID% }. \NAMECITE{discreteness}{% Kim:2007:PAM% }. \NAMECITE{discretized}{% Coppejans:2003:ENE,% Gao:2008:STD% }. \NAMECITE{Disease}{% Johnson:2003:DCT% }. \NAMECITE{disincentive}{% Chen:2008:WDE% }. \NAMECITE{dispersion}{% Silver:2007:WEP% }. \NAMECITE{displaced}{% Jacobson:2005:ERC,% Jurajda:2002:EEU% }. \NAMECITE{disruptions}{% Andreou:2006:MDF% }. \NAMECITE{distance}{% Atkinson:2002:SEF,% Conley:2007:SCR,% Dias:2007:CEB,% Fare:2008:EDD,% ODonnell:2005:BAI,% Robinson:2005:DBR% }. \NAMECITE{Distribution}{% Delgado:2008:DFS,% Dufour:2006:DFB,% Andrews:2008:EDF,% Bertail:2004:SDD,% Chib:2007:ATR,% Corradi:2006:BCD,% Cowell:2007:IDI,% Deschamps:2006:FPD,% Haywood:2008:DFG,% Kejriwal:2008:LDE,% Kelejian:2001:ADM,% LaFrance:2002:ITM,% Maasoumi:2007:GCP,% Machado:2004:CEB,% Poskitt:2007:ADT,% Rothenberg:2002:SED,% Seo:2007:ADC,% Shaikh:2009:STP,% Silverberg:2007:SDI,% Wang:2009:DET,% Wu:2003:CME,% Wu:2007:GEM,% Zhu:2009:PEA% }. \NAMECITE{Distribution-free}{% Delgado:2008:DFS,% Dufour:2006:DFB,% Andrews:2008:EDF,% Haywood:2008:DFG% }. \NAMECITE{Distributional}{% Okhrin:2006:DPP,% Andersen:2007:NAS,% Corradi:2007:EDS% }. \NAMECITE{distributions}{% Bai:2008:TMD,% Carneiro:2009:EDP,% 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\NAMECITE{drift}{% Luger:2003:ENP% }. \NAMECITE{driven}{% Hsieh:2007:ADD% }. \NAMECITE{drug}{% Coscelli:2004:EML% }. \NAMECITE{{DSGE}}{% Consolo:2009:SID% }. \NAMECITE{dual}{% Fare:2008:EDD% }. \NAMECITE{due}{% Chen:2008:DSE,% Lee:2008:SEB% }. \NAMECITE{durability}{% Chen:2008:DSE% }. \NAMECITE{Duration}{% Baker:2000:DDN,% Chesher:2002:DRM,% Bauwens:2004:SCD,% Fernandes:2005:NST,% Fernandes:2006:FAC,% Frederiksen:2007:DTD,% Ghysels:2004:SVD,% Grammig:2002:MIV,% Hsieh:2007:ADD,% Khan:2007:PRE,% Lalive:2008:HDE,% Ryu:2000:EDU,% Zhang:2001:NAC,% vandenBerg:2001:CMM% }. \NAMECITE{duration-driven}{% Hsieh:2007:ADD% }. \NAMECITE{durations}{% Bauwens:2004:SCD% }. \NAMECITE{{Durbin}}{% Brockwell:2004:GLD% }. \NAMECITE{Dynamic}{% Croux:2004:DFM,% Gourieroux:2008:DQM,% Heckman:2007:DDC,% Andrews:2001:CMM,% Asai:2009:SDC,% Bierens:2007:EAL,% Bun:2006:EDF,% Card:2009:DEE,% Carrasco:2007:EEG,% Carro:2007:EDP,% Chen:2006:EMSb,% Conley:2007:EDL,% Connor:2006:CSC,% Corradi:2006:BCD,% 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\NAMECITE{{EC2}}{% Anonymous:2002:EM% }. \NAMECITE{Econom}{% Bollerslev:2004:CES,% Breitung:2003:CNT,% Chambers:2008:CTU,% Giraitis:2005:CRV,% Harvey:2012:CMT,% Kim:2002:CDC,% Kruiniger:2014:CML,% Park:2003:CSE% }. \NAMECITE{Econometric}{% Bierens:2007:EAL,% Casas:2008:EEL,% Clement:2000:ESR,% Ehrenberg:2004:ESH,% Gao:2008:EMF,% Geweke:2003:EIU,% Gourieroux:2007:ESS,% Hong:2003:EMA,% Slottje:2007:EAC,% Barndorff-Nielsen:2006:IJR,% Bierens:2000:ECC,% Donald:2002:SEI,% Guidolin:2006:TSR,% Hardle:2000:IBE,% Hendry:2001:ACE,% Hordahl:2006:JEM,% Korinek:2007:EMC,% Lee:2007:IEE,% Li:2003:EMB,% Li:2009:SBS,% Lutkepohl:2007:GSS,% McAleer:2007:EAA,% Millimet:2003:EWE,% Sims:2000:ULP,% Skouras:2007:DDB,% Ullah:2002:UED% }. \NAMECITE{Econometrics}{% Chamberlain:2000:EDT,% Chen:2007:CPT,% Davidson:2002:CEC,% Diebold:2001:ERP,% Dirkmaat:2001:SPF,% Golan:2002:IEE,% Hall:2007:CLS,% Harvey:2008:ESR,% Heckman:2001:EEE,% Li:2005:EFP,% Rilstone:2005:CSO,% Zellner:2007:EGS,% Aliprantis:2007:SIE,% 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Swanson:2006:PMA% }. \NAMECITE{economies}{% Zaffaroni:2004:CAL% }. \NAMECITE{{Edgeworth}}{% Koenker:2000:GEF,% Linton:2002:EAS,% Schluter:2009:EEN% }. \NAMECITE{editor}{% Aliprantis:2007:SIE,% Imbens:2008:SIE,% Kuan:2009:GEI,% Marsh:2004:EHE,% Sickles:2008:SIE,% Delgado:2009:EIa,% Delgado:2009:EIb,% Golan:2002:IEE% }. \NAMECITE{Editorial}{% Anonymous:2000:Ea,% Anonymous:2000:Eb,% Anonymous:2004:IIFf,% Anonymous:2002:EB,% Anonymous:2002:IIFa,% Anonymous:2002:IIFb,% Anonymous:2003:EBa,% Anonymous:2003:EBb,% Anonymous:2003:EBc,% Anonymous:2003:EBd,% Anonymous:2003:IIFa,% Anonymous:2003:IIFb,% Anonymous:2003:IIFc,% Anonymous:2003:IIFd,% Anonymous:2003:IIFe,% Anonymous:2003:IIFf,% Anonymous:2003:IIFg,% Anonymous:2004:IIFa,% Anonymous:2004:IIFb,% Anonymous:2004:IIFc,% Anonymous:2004:IIFd,% Anonymous:2004:IIFe,% Anonymous:2004:IIFg,% Anonymous:2004:IIFh,% Anonymous:2004:IIFi,% Anonymous:2004:IIFj,% Anonymous:2005:IIFa,% Anonymous:2005:IIFb,% Anonymous:2005:IIFc,% Anonymous:2005:IIFd,% Anonymous:2005:IIFe,% Anonymous:2005:IIFf,% Anonymous:2005:IIFg,% Anonymous:2005:IIFh,% Anonymous:2005:IIFi,% Anonymous:2005:IIFj,% Anonymous:2006:EBa,% Anonymous:2006:EBb,% Anonymous:2006:EBc,% Anonymous:2006:EBd,% Anonymous:2006:EBe,% Anonymous:2006:EBf,% Anonymous:2006:EBg,% Anonymous:2006:EBh,% Anonymous:2006:EBi,% Anonymous:2006:IIF,% Anonymous:2007:EBa,% Anonymous:2007:EBb,% Anonymous:2007:EBc,% Anonymous:2007:EBd,% Anonymous:2007:EBe,% Anonymous:2007:EBf,% Anonymous:2007:EBg,% Anonymous:2007:EBh,% Anonymous:2007:EBi,% Anonymous:2007:EBj,% Anonymous:2007:EBk,% Anonymous:2007:EBl,% Anonymous:2008:EBa,% Anonymous:2008:EBb,% Anonymous:2008:EBc,% Anonymous:2008:EBd,% Anonymous:2008:EBe,% Anonymous:2008:EBf,% Anonymous:2008:EBg,% Anonymous:2008:EBh,% Anonymous:2008:EBi,% Anonymous:2008:EBj,% Anonymous:2008:EBk,% Anonymous:2009:EBa,% Anonymous:2009:EBb,% Anonymous:2009:EBc,% Anonymous:2009:EBd,% Anonymous:2009:EBe,% Anonymous:2009:EBf,% Anonymous:2009:EBg,% Anonymous:2009:EBh,% Anonymous:2009:EBi,% Anonymous:2009:EBj,% Anonymous:2009:EBk,% Anonymous:2009:EBl% }. \NAMECITE{educated}{% Bound:2004:TUT,% Groen:2004:ECL% }. \NAMECITE{education}{% Ehrenberg:2004:ESH,% Marsh:2004:EHE,% Moretti:2004:ESR% }. \NAMECITE{{EF}}{% Bera:2002:MMM% }. \NAMECITE{effect}{% Chernozhukov:2006:IQR,% Chib:2007:MCE,% Corradi:2006:EDT,% Gan:2006:TME,% Groen:2004:ECL,% Hamermesh:2008:ECC,% Hansen:2004:ESA,% Hayakawa:2009:EMN,% Jurajda:2002:EEU,% Long:2004:CAE,% Schmid:2009:EMI,% Yao:2000:IOW% }. \NAMECITE{Effective}{% Coppejans:2003:ENE% }. \NAMECITE{effectiveness}{% Hsiao:2008:EEW% }. \NAMECITE{effects}{% Aakvik:2005:ETE,% Abrevaya:2000:REG,% Ahn:2001:GEL,% Andersen:2007:NAS,% Antweiler:2001:NRE,% Baltagi:2007:EMC,% Baltagi:2007:TSC,% Baltagi:2008:ERT,% Black:2004:HRE,% Blundell:2002:IED,% Bollerslev:2009:DTM,% Bramoulle:2009:IPE,% Bun:2006:EDF,% Capps:2003:SIC,% Card:2005:HIE,% Card:2009:DEE,% Carro:2007:EDP,% Chen:2008:WDE,% Dufour:2004:SBF,% Fernandez-Val:2009:FEE,% Fienberg:2003:EST,% Fok:2007:SNL,% Frolich:2007:NIE,% Hahn:2007:LDI,% Han:2005:EPD,% Hansen:2007:GLS,% Heckman:2007:DDC,% Henderson:2008:NET,% Horowitz:2004:SEP,% Hsiao:2002:MLE,% Jun:2009:LSQ,% Krauth:2006:SBE,% Lawford:2009:FSE,% Lee:2007:IEE,% Lemieux:2008:IES,% Mealli:2003:AAE,% Murtazashvili:2008:FEI,% Phillips:2007:BDP,% Rabe-Hesketh:2005:MLE,% Sullivan:2001:DDM,% White:2006:TSE,% Yu:2008:QML% }. \NAMECITE{efficacy}{% Hotz:2005:PEF% }. \NAMECITE{Efficiency}{% Butler:2000:ERM,% Millimet:2008:EPS,% Atkinson:2005:BMP,% Bansal:2002:MEA,% Daouia:2007:NEA,% Dorfman:2005:CDP,% Fernandez:2005:AEM,% Klaassen:2009:ETA,% Kumbhakar:2006:ESF,% Kuosmanen:2007:NPT,% Severini:2001:SAC,% Sickles:2005:PEI,% Wang:2009:DET,% Wheelock:2008:NPU% }. \NAMECITE{Efficient}{% Andrews:2008:ETS,% Carrasco:2007:EEG,% Chen:2000:EEB,% Chen:2009:EES,% Faust:2008:EFT,% Gregoir:2006:ETP,% Inoue:2008:EEI,% Richard:2007:EHD,% Rodrigues:2007:ETS,% Smith:2007:EIT,% Antoine:2007:EUI,% Coppejans:2007:EEO,% Gagliardini:2007:ENE,% Hidalgo:2002:COS,% Im:2008:MEE,% Kurozumi:2009:APE,% Omori:2007:SVL,% Ortelli:2005:REM,% Park:2003:CSE,% Park:2003:SEE,% Park:2007:SEE,% Perron:2003:GDE,% Sun:2006:SEA,% Windmeijer:2005:FSC% }. \NAMECITE{efficiently}{% Charlier:2000:ECR% }. \NAMECITE{{EGARCH}}{% Zaffaroni:2009:WEE% }. \NAMECITE{elasticity}{% Hirschberg:2008:IME% }. \NAMECITE{elections}{% Lee:2008:REN% }. \NAMECITE{electric}{% Atkinson:2005:BMP% }. \NAMECITE{electricity}{% Haldrup:2006:RSL% }. \NAMECITE{electronic}{% Hong:2008:RPE% }. \NAMECITE{element}{% Das:2002:SEJ% }. \NAMECITE{elementary}{% Rothenberg:2002:SED,% Silver:2007:WEP% }. \NAMECITE{eligibility}{% Chib:2008:ATR% }. \NAMECITE{eligible}{% Battistin:2008:IEN% }. \NAMECITE{elimination}{% Lee:2007:MES% }. \NAMECITE{Empirical}{% Bates:2003:EOP,% Chernov:2003:ERE,% Donald:2003:ELE,% Eckstein:2007:ELS,% Garcia:2003:EAI,% Manski:2000:IPD,% Xu:2009:ELB,% Anderson:2004:TEA,% Antoine:2007:EUI,% Bhardwaj:2006:EIU,% Caner:2008:NSD,% Chen:2007:AEL,% Chen:2007:SOP,% Coscelli:2004:EML,% Dahlhaus:2009:LIL,% Diebold:2001:FEM,% Eklof:2003:OOA,% Geweke:2000:EAE,% Giannone:2006:VCF,% Granger:2005:PFE,% Guggenberger:2008:GEL,% Heckman:2001:EEE,% Otsu:2008:CEL,% Oulton:2008:CIC,% Ramalho:2002:GEL,% Singleton:2001:EAA% }. \NAMECITE{Empirically}{% Horowitz:2000:ERC% }. \NAMECITE{empirics}{% Brock:2007:MUP% }. \NAMECITE{employers}{% Cappelli:2004:WDE% }. \NAMECITE{employment}{% Bijwaard:2005:CSC,% Hsiao:2008:EEW,% Liu:2009:MFT% }. \NAMECITE{Encompassing}{% West:2001:ETW,% Chen:2002:PTS,% Chen:2007:CPT,% Clark:2001:TEF% }. \NAMECITE{Endogeneity}{% Chesher:2007:EII,% Lee:2007:EQR,% Chesher:2009:EHE,% Ham:2005:REL,% Honore:2004:ECS,% Lee:2006:SPE% }. \NAMECITE{Endogenous}{% Lewbel:2007:EST,% Blundell:2007:CRQ,% Chao:2002:JPA,% Das:2005:IVE,% Frazis:2003:ELR,% Horowitz:2009:TPQ,% Kalnina:2008:EQV,% Kim:2004:MSM,% Kim:2008:EMR,% Kim:2009:MSM,% Munkin:2008:BAO,% Oberhelman:2000:APC,% Pinkse:2007:CLT,% Rothe:2009:SEB,% Stutzer:2003:PCE% }. \NAMECITE{endogenously}{% Khan:2009:IEC% }. \NAMECITE{energy}{% Bernard:2007:FSM% }. \NAMECITE{{Engel}}{% Crawford:2003:EHD,% Lewbel:2008:ECH% }. \NAMECITE{engineering}{% Chernov:2003:ERE,% Ghysels:2003:FFE% }. \NAMECITE{{Engle}}{% Zellner:2001:CPE% }. \NAMECITE{{Engler}}{% Basmann:2003:SOA% }. \NAMECITE{{English}}{% Brendstrup:2006:IES,% Brendstrup:2007:NPE,% Brendstrup:2007:SIE% }. \NAMECITE{enrollment}{% Carneiro:2009:EDP,% Malani:2008:PEM% }. \NAMECITE{entropic}{% Kitamura:2002:CBE% }. \NAMECITE{Entropy}{% Golan:2002:IEE,% Maasoumi:2002:EPS,% Rockinger:2002:EDA,% Golan:2002:CME,% Golan:2007:IEE,% Hall:2007:IGM,% Matilla-Garcia:2008:NPI,% Park:2009:MEA,% Racine:2007:VRM,% Shen:2001:MEB,% Ullah:2002:UED,% Wu:2003:CME,% Wu:2007:GEM% }. \NAMECITE{entropy-based}{% Hall:2007:IGM% }. \NAMECITE{entry}{% Card:2005:HIE,% Coscelli:2004:EML,% Li:2005:EFP% }. \NAMECITE{environment}{% Moench:2008:FYC% }. \NAMECITE{epidemiological}{% Fienberg:2003:EST% }. \NAMECITE{equal}{% Clark:2001:TEF,% Clark:2007:ANT% }. \NAMECITE{equality}{% Dastoor:2003:ECE,% Lavergne:2001:ETA,% Li:2009:NTE% }. \NAMECITE{equation}{% Herwartz:2005:BIS,% Huang:2002:SCC,% Li:2008:ETE,% Ma:2006:QRM,% Phillips:2000:AAO,% Radchenko:2006:LIB,% Sims:2008:MIL,% Waggoner:2003:LPN,% deLuna:2006:ESE% }. \NAMECITE{equations}{% Anderson:2006:RRR,% Antoine:2007:EUI,% Chao:2002:JPA,% Darolles:2001:TDE,% Gao:2002:NDC,% Judge:2007:EIC,% Kelejian:2004:ESS,% Kristensen:2008:EPD,% Oberhelman:2000:APC,% Su:2008:LPE,% Turkington:2000:GVO% }. \NAMECITE{equilibrium}{% Bierens:2007:EAL,% Corradi:2007:EDS,% Dridi:2007:IIC,% Fernandez-Villaverde:2004:CDE,% Giannone:2006:VCF,% Hendry:2006:RFE,% Koop:2001:BIM% }. \NAMECITE{equilibrium-correction}{% Hendry:2006:RFE% }. \NAMECITE{equity}{% Bansal:2002:MEA,% Duan:2009:ESC% }. \NAMECITE{Erasmus}{% Granger:2007:FLB% }. \NAMECITE{ergodicity}{% Corradi:2000:TSE,% Domowitz:2001:CNT% }. \NAMECITE{erratic}{% Spanos:2002:PNM% }. \NAMECITE{Erratum}{% Anonymous:2005:E,% Harvey:2008:ESR,% Zellner:2007:EGS% }. \NAMECITE{Error}{% Anonymous:2007:ECL,% Baltagi:2001:UNE,% Baltagi:2003:TPD,% Baltagi:2006:JLT,% Bao:2007:SOB,% Bera:2001:TEC,% Bruggemann:2006:RAT,% Chesher:2002:DRM,% Choi:2002:IVE,% Davis:2002:EMW,% Eklund:2007:TCE,% Elliott:2004:OFC,% Hansen:2002:TTR,% Herwartz:2005:BIS,% Hong:2003:SEN,% Hu:2008:IEN,% Jacquier:2000:BAC,% Kalnina:2008:EQV,% Kapoor:2007:PDM,% Lee:2008:RDI,% Pesaran:2000:SAV,% Radchenko:2006:LIB,% Rilstone:1996:SOB,% Rilstone:2005:CSO,% Saikkonen:2005:SRN,% Seo:2006:BTN,% Seo:2007:ADC,% Strachan:2004:BAE,% Wan:2003:OCV,% Wansbeek:2001:GEP% }. \NAMECITE{error-correction}{% Hansen:2002:TTR% }. \NAMECITE{errors}{% Cai:2007:TTV,% Clark:2006:USM,% Conley:2007:SCR,% Deschamps:2006:FPD,% Haldrup:2005:MEO,% Hasan:2001:RTU,% Jacquier:2004:BAS,% Kuosmanen:2007:NPT,% Kurozumi:2009:APE,% Lee:2009:CBM,% Li:2002:RCE,% Li:2004:REG,% McAleer:2008:NND% }. \NAMECITE{errors-in-variables}{% Kuosmanen:2007:NPT,% Li:2002:RCE% }. \NAMECITE{Esfandiar}{% Horowitz:2001:RCE% }. \NAMECITE{essays}{% Krishnakumar:2001:SCJ,% Lutkepohl:2001:CEC% }. \NAMECITE{Establishing}{% Davidson:2002:CEC,% Davidson:2002:ECF% }. \NAMECITE{establishment}{% Hsiao:2009:AEA% }. \NAMECITE{estimated}{% Gozalo:2001:TAG,% Wang:2009:DET,% Xie:2004:VES,% deJong:2001:NEU% }. \NAMECITE{estimates}{% Chiuso:2004:AVS,% Coppejans:2002:CVS,% Hirschberg:2008:IME,% Kejriwal:2008:LDE,% Pere:2000:AEW% }. \NAMECITE{Estimating}{% Aakvik:2005:ETE,% Bai:2004:ECS,% Baltagi:2007:EMC,% Baltagi:2008:ERT,% Bauer:2002:ECS,% Bollerslev:2002:ESV,% Bollerslev:2004:CES,% Carneiro:2009:EDP,% Carro:2007:EDP,% Chen:2000:ECR,% Chen:2003:EFC,% Chen:2007:EGC,% Chong:2000:EDP,% Conley:2007:EDL,% Davis:2002:EMW,% Duan:2009:ESC,% Fare:2008:EDD,% Frazis:2003:ELR,% Griffiths:2005:EVR,% Guell:2006:EPL,% Herriges:2008:EDS,% Jacobson:2005:ERC,% Jurajda:2002:EEU,% Kalnina:2008:EQV,% Michaelides:2000:ERE,% Millimet:2003:EWE,% Millimet:2008:EHD,% Moretti:2004:ESR,% Perron:2006:ERS,% Perron:2009:EDT,% Ryu:2000:EDU,% Slottje:2008:EDS,% Verbeek:2005:EDM,% Antoine:2007:EUI,% Banerjee:2007:MEA,% Chen:2003:RCE,% Durham:2006:MCM,% Judge:2007:EIC,% Medeiros:2008:AAE,% Sandor:2004:ASM,% Wan:2003:OCV% }. \NAMECITE{Estimation}{% Ai:2007:EPM,% Anonymous:2001:ET,% Bondarenko:2003:ERN,% Charlier:2000:ECR,% Chen:2006:ECB,% Chen:2006:EMSa,% Chen:2006:EMSb,% Coppejans:2001:EBR,% Crawford:2003:EHD,% Davis:2006:EQG,% Dhrymes:2006:EMG,% Dominitz:2001:EIE,% Dueker:2007:CTA,% Gonzalo:2002:EMS,% Han:2005:EPD,% Hasegawa:2003:ELC,% Hausman:2007:EPL,% Honore:2004:ECS,% Hsiao:2001:SET,% Judge:2007:EIC,% Kelejian:2004:ESS,% Kim:2008:EMR,% Kristensen:2008:EPD,% Kumbhakar:2006:ESF,% Kumbhakar:2006:ETA,% Lewbel:2008:ECH,% Li:2008:ETE,% Moon:2009:EOI,% Pan:2008:ETP,% Simar:2007:EIT,% Singleton:2001:EAA,% Todorov:2009:ECT,% Abadie:2003:SIV,% Abadir:2007:NEL,% Abrevaya:2000:REG,% Ahn:2001:GEL,% Andrews:2001:CMM,% Antweiler:2001:NRE,% Arteche:2004:GSE,% Atkinson:2002:SEF,% Bams:2003:DER,% Bandi:2003:FEJ,% Bandi:2007:SAP,% Bera:2002:MMM,% Berkowitz:2001:GSE,% Bollerslev:2000:SEL,% Brendstrup:2006:IES,% Brendstrup:2007:NPE,% Brendstrup:2007:SIE,% Butler:2000:ERM,% Cai:2008:NEC,% Carrasco:2007:EEG,% Casas:2008:EEL,% Cazals:2002:NFE,% Chacko:2003:SGE,% Chambers:2007:FDE,% Chan:2007:IEV,% Chen:2000:EEB,% Chen:2000:REL,% Chen:2005:NES,% Chen:2008:DSE,% Chen:2009:EES,% Chernozhukov:2003:MAC,% Chernozhukov:2007:IVE,% Choi:2002:IVE,% Choi:2008:RES,% Christensen:2007:RRB,% Coppejans:2003:ENE,% Coppejans:2007:EEO,% Darolles:2001:TDE,% Das:2003:ISE,% Deo:2000:ETG,% Deo:2006:FRV,% Diewert:2008:ERS,% Donald:2002:SEI,% Donald:2003:ELE,% Egorov:2003:MLE,% Fan:2008:HDC,% Fernandez-Val:2009:FEE,% Frolich:2007:NIE,% Golan:2001:SEV,% Gregory:2002:ITE,% Hahn:2007:LDI,% Hall:2007:IGM,% Harris:2002:SCE,% Hausman:2003:TSM,% Henderson:2008:NET,% Hidalgo:2002:COS,% Horowitz:2004:SEP,% Horowitz:2006:IES,% Hsiao:2002:MLE,% Hsiao:2006:MTS,% Hu:2008:IEN,% Hualde:2007:RCE,% Im:2008:MEE,% Inoue:2008:EEI,% Kasahara:2008:PLE,% Kelejian:2007:HES,% Khan:2001:TSE% }. \NAMECITE{estimation}{% Khan:2001:TSR,% Khan:2007:PRE,% Kitamura:2002:CBE,% Komunjer:2005:QML,% Krauth:2006:SBE,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Kuersteiner:2001:OIV,% Kumbhakar:2006:PEC,% Lee:2007:GEM,% Lee:2007:IEE,% Lee:2007:MES,% Lee:2008:SEB,% Lewbel:2000:SQR,% Lewbel:2007:EST,% Li:2002:RCE,% Li:2003:CST,% Li:2004:REG,% Linton:2001:YCE,% Linton:2009:CEG,% Martins-Filho:2007:NFE,% Mealli:2003:AAE,% Mittelhammer:2005:CEI,% Moon:2004:MSE,% Moschini:2001:PRE,% Muller:2007:TRL,% Mullin:2006:IEC,% Munkin:2003:BAS,% Murtazashvili:2008:FEI,% Orbe:2005:NET,% Otsu:2008:CEL,% Panagiotelis:2008:BIS,% Park:2003:CSE,% Park:2003:SEE,% Park:2003:SIV,% Park:2007:SEE,% Park:2008:LLE,% Pesaran:2007:SEW,% Phillips:2004:NIV,% Phillips:2007:BDP,% Phillips:2009:TSR,% Pollock:2000:TET,% Posch:2009:SEJ,% Prokhorov:2009:LBE,% Rabe-Hesketh:2005:MLE,% Racine:2004:NER,% Robinson:2003:HOK,% Rothe:2009:SEB,% Sakata:2001:ENR,% Sakata:2007:IVE,% Schmid:2009:EMI,% Sentana:2001:IET,% Sentana:2008:IEL,% Shimotsu:2006:LWE,% Shimotsu:2007:GSE,% Shin:2000:GTS,% Shin:2004:FMS,% Shintani:2004:NNN,% Su:2008:LPE,% Sun:2006:SEA,% Tang:2009:PEB,% Villani:2006:BPE,% Villani:2009:RDE,% Wagenvoort:2002:BRI,% Wansbeek:2001:GEP,% Wheelock:2008:NPU,% White:2006:TSE,% Wooldridge:2007:IPW,% Wu:2007:GEM,% Xu:2008:AEA,% Yatchew:2006:NSP,% Yu:2007:CFL,% Zaffaroni:2009:WEE,% Zhang:2009:BAB,% Zhu:2009:PEA,% deJong:2001:NEU,% vanAkkeren:2002:GMB% }. \NAMECITE{estimator}{% Bao:2007:FSP,% Bun:2006:EDF,% Chao:2007:AAB,% Coppejans:2001:EBR,% Dias:2007:CEB,% Gagliardini:2007:ENE,% Gao:2000:FCV,% Gao:2002:NDC,% Hall:2003:LSB,% Hall:2007:CLS,% Hansen:2007:APR,% Hong:2003:SEN,% Horowitz:2002:BCV,% Lee:2006:SPE,% Leeb:2008:SEO,% Lewbel:2007:SOD,% Machado:2004:CEB,% Martins-Filho:2008:SNC,% Poskitt:2007:ADT,% Seo:2007:ADC,% Seo:2007:SLS% }. \NAMECITE{Estimators}{% Fay:2009:ELM,% Abadir:2009:TEL,% Ait-Sahalia:2008:AHS,% Aliprantis:2007:RE,% Anderson:2005:OLI,% Andrews:2009:IAS,% Bao:2007:SOB,% Caner:2008:NSD,% Corradi:2008:BRQ,% Corradi:2009:PDE,% Das:2004:SEN,% Das:2005:IVE,% Detemple:2006:APM,% Doran:2006:GEI,% Fiteni:2004:ERM,% Florios:2008:ECM,% Franke:2004:BNE,% Gayle:2007:RCS,% Golan:2002:CME,% Greene:2005:RHP,% Hagmann:2007:LMB,% Hsiao:2006:MTS,% Inkmann:2000:MHP,% Inoue:2006:BGE,% Jondeau:2008:EBE,% Karantininis:2002:IBE,% Kurozumi:2009:APE,% Lawford:2009:FSE,% Leeb:2008:SEO,% Ling:2007:SWL,% Linton:2002:EAS,% Michaelides:2000:ERE,% Mittelhammer:2005:CEI,% Mukherjee:2007:GRE,% Ni:2003:NPF,% Oberhelman:2000:APC,% Reif:2002:OPT,% Reif:2007:ABR,% Rilstone:1996:SOB,% Rilstone:2005:CSO,% Rodrigues:2004:AEU,% Ronchetti:2001:RIG,% Sickles:2005:PEI,% Smith:2005:DMO,% Windmeijer:2005:FSC,% Yu:2008:QML,% deJong:2002:NCR,% deJong:2002:NME% }. \NAMECITE{{Euclidean}}{% Antoine:2007:EUI% }. \NAMECITE{{Euler}}{% Li:2008:ETE% }. \NAMECITE{{European}}{% Lubrano:2004:DIR% }. \NAMECITE{Evaluating}{% Bai:2006:ELO,% Hsiao:2008:EEW,% Lundbergh:2002:EGM,% Linton:2007:QAE,% Ullah:2002:UED% }. \NAMECITE{Evaluation}{% Andrews:2001:ETS,% Corradi:2007:EDS,% Brock:2007:MUP,% Dehejia:2005:PED,% Doiron:2008:SDY,% Ham:2005:SIE,% Jagannathan:2003:EMF,% Mouchart:2004:BEN,% Palandri:2009:SCC,% Pesavento:2004:AEP,% vanderKlaauw:2008:BLB% }. \NAMECITE{events}{% Bowsher:2007:MSM,% Gaure:2007:TCM% }. \NAMECITE{Evidence}{% Bollen:2000:RSF,% Card:2009:DEE,% Chernew:2008:LVI,% Feng:2008:PTU,% Perez-Quiros:2001:BCA,% Silver:2007:WEP,% Bhargava:2003:FPG,% Black:2004:HRE,% Card:2005:HIE,% Costa:2003:UML,% Evans:2005:BPC,% Fienberg:2003:EST,% Gastwirth:2003:IAU,% Gregory:2002:ITE,% Jones:2003:DSV,% Kapetanios:2007:MMC,% Marriott:2000:SEU,% Moretti:2004:ESR,% Vilasuso:2001:CTC,% Yao:2000:IOW,% Ashenfelter:2005:DUI,% Black:2004:HRE,% Hong:2007:CRW% }. \NAMECITE{Evolution}{% Lahiri:2008:EFD% }. \NAMECITE{evolving}{% Koop:2000:TIU% }. \NAMECITE{ex}{% Moschini:2001:PRE% }. \NAMECITE{ex-ante}{% Moschini:2001:PRE% }. \NAMECITE{{EX1}}{% Anonymous:2001:PEE,% Anonymous:2002:PEEa,% Anonymous:2002:PEEb,% Anonymous:2002:PEEc,% Anonymous:2002:PEEd,% Anonymous:2003:PEEa,% Anonymous:2003:PEEb,% Anonymous:2003:PEEc,% Anonymous:2003:PEEd,% Anonymous:2004:PEE,% Anonymous:2004:PEEa,% Anonymous:2004:PEEb,% Anonymous:2004:PEEc,% Anonymous:2005:PEE% }. \NAMECITE{{EX2}}{% Anonymous:2001:PEE,% Anonymous:2002:PEEa,% Anonymous:2002:PEEb,% Anonymous:2002:PEEc,% Anonymous:2002:PEEd,% Anonymous:2003:PEEa,% Anonymous:2003:PEEb,% Anonymous:2003:PEEc,% Anonymous:2004:PEE,% Anonymous:2004:PEEa,% Anonymous:2004:PEEb,% Anonymous:2004:PEEc,% Anonymous:2005:PEE% }. \NAMECITE{{EX6}}{% Anonymous:2003:PEEd% }. \NAMECITE{Exact}{% Bekker:2002:EIL,% Deschamps:2000:ESS,% Dufour:2002:ETC,% Dufour:2009:EAT,% Florios:2008:ECM,% Luger:2003:ENP,% Luger:2006:EPT,% Nielsen:2007:DCR% }. \NAMECITE{Exactly}{% Andrews:2008:EDF% }. \NAMECITE{Examining}{% Jondeau:2008:EBE% }. \NAMECITE{examples}{% Sims:2000:ULP% }. \NAMECITE{Excess}{% Chesher:2009:EHE% }. \NAMECITE{exchange}{% Bollen:2000:RSF,% Hong:2001:TVS,% Hong:2007:CRW,% Jin:2009:DCM,% Lundbergh:2006:TSM,% Osiewalski:2004:BCB,% Wright:2008:BMA,% Yang:2006:SGM% }. \NAMECITE{exclusion}{% Das:2003:ISE% }. \NAMECITE{executive}{% Eklof:2003:OOA% }. \NAMECITE{existence}{% Ling:2002:SEM% }. \NAMECITE{Exogeneity}{% deLuna:2006:ESE,% Bauwens:2006:CEE% }. \NAMECITE{exogenous}{% Pesaran:2000:SAV% }. \NAMECITE{expansions}{% Schluter:2009:EEN% }. \NAMECITE{expectancy}{% Millimet:2003:EWE% }. \NAMECITE{Expectations}{% Carriero:2006:FFM,% Dominitz:2001:EIE,% Jondeau:2008:EBE,% Lehmann:2009:RBI,% Lewbel:2007:SOD,% Michaelides:2000:ERE% }. \NAMECITE{expected}{% Cai:2008:NEC% }. \NAMECITE{Expectile}{% Kuan:2009:AVR% }. \NAMECITE{expectiles}{% DeRossi:2009:QES% }. \NAMECITE{expenditure}{% Charlier:2001:AHE,% Johnson:2003:DCT% }. \NAMECITE{experiences}{% Doiron:2008:SDY,% Hotz:2005:PEF% }. \NAMECITE{experiment}{% Bijwaard:2005:CSC,% Card:2009:DEE,% Frechette:2009:LMB,% Malani:2008:PEM% }. \NAMECITE{Experimental}{% Abdellaoui:2007:RIU,% Ham:2005:SIE,% Card:2005:HIE% }. \NAMECITE{experiments}{% Ham:2005:REL,% Lee:2008:REN,% White:2006:TSE% }. \NAMECITE{Expert}{% Fienberg:2003:EST% }. \NAMECITE{Explaining}{% vanDijk:2008:EIR% }. \NAMECITE{explanatory}{% Frazis:2003:ELR,% Horowitz:2009:TPQ,% Kim:2004:MSM,% Kim:2009:MSM% }. \NAMECITE{exponential}{% Kawakatsu:2006:MEG,% LeSage:2007:MES,% Zaffaroni:2009:WEE,% Zhu:2009:PEA% }. \NAMECITE{exponentiality}{% Haywood:2008:DFG% }. \NAMECITE{exponents}{% Shintani:2004:NNN% }. \NAMECITE{exposure}{% Fienberg:2003:EST% }. \NAMECITE{expressions}{% Xie:2004:VES% }. \NAMECITE{extended}{% Abadir:2007:NEL,% Dastoor:2003:ECE,% Lalive:2008:HDE% }. \NAMECITE{extension}{% Duggal:2007:IPE% }. \NAMECITE{External}{% Delgado:2002:EBT% }. \NAMECITE{Extracting}{% Chang:2009:ECS% }. \NAMECITE{extreme}{% Cowell:2007:IDI,% Donald:2002:SEI,% Hong:2009:GCR,% Silverberg:2007:SDI% }. \NAMECITE{F}{% Basmann:2003:SOA% }. \NAMECITE{Factor}{% Sentana:2004:FRP,% Bams:2003:DER,% Boivin:2006:MDA,% Croux:2004:DFM,% Diebold:2006:MYC,% Durham:2006:MCM,% Fan:2008:HDC,% Forni:2004:GDF,% Gourieroux:2007:ESS,% Jagannathan:2003:EMF,% Kleibergen:2009:TRP,% Koopman:2008:MSL,% Lee:2000:NSQ,% Moench:2008:FYC,% Pena:2004:FND,% Sentana:2001:IET,% Sentana:2008:IEL,% Thomsen:2000:SCD% }. \NAMECITE{factor-augmented}{% Moench:2008:FYC% }. \NAMECITE{factors}{% Bai:2006:ELO,% Carriero:2006:FFM,% Giannone:2006:VCF,% Granger:2006:CFC,% Kleibergen:2002:PPB,% Lee:2007:IEE,% Moon:2004:TUR,% Omtzigt:2005:IF% }. \NAMECITE{facts}{% Dirkmaat:2001:SPF% }. \NAMECITE{failure}{% Guggenberger:2008:GEL% }. \NAMECITE{families}{% Dastoor:2003:ECE% }. \NAMECITE{Family}{% Bhargava:2003:FPG,% Dadpay:2007:IMG,% Fernandes:2006:FAC,% Ling:2002:SEM% }. \NAMECITE{Fast}{% Omori:2007:SVL,% Hong:2006:FSM% }. \NAMECITE{fat}{% Jacquier:2004:BAS% }. \NAMECITE{fat-tails}{% Jacquier:2004:BAS% }. \NAMECITE{{FDI}}{% Baltagi:2007:EMC,% Baltagi:2008:ERT% }. \NAMECITE{fears}{% Bates:2000:PCF% }. \NAMECITE{features}{% Anderson:2006:CF,% Hecq:2006:CCF,% Vahid:2002:ICC,% Engle:2006:LRP% }. \NAMECITE{{February}}{% Anonymous:2001:PF,% Anonymous:2002:PEEa,% Anonymous:2003:PF,% Anonymous:2005:PEE,% Anonymous:2006:PF,% Anonymous:2009:PF% }. \NAMECITE{fecundity}{% Bhalotra:2008:BSF% }. \NAMECITE{{Federal}}{% Wheelock:2008:NPU% }. \NAMECITE{feedbacks}{% Bun:2006:EDF% }. \NAMECITE{Feeders}{% Basmann:2003:SOA% }. \NAMECITE{feeding}{% Vinod:2001:CFR% }. \NAMECITE{Fellows}{% Anonymous:2008:FL,% Anonymous:2008:NF,% Anonymous:2005:FJE% }. \NAMECITE{female}{% Hsiao:2008:EEW% }. \NAMECITE{fertility}{% Bhalotra:2008:BSF% }. \NAMECITE{{Festschrift}}{% Potscher:2004:CET% }. \NAMECITE{field}{% Ahlin:2007:SAC,% Lubrano:2004:DIR% }. \NAMECITE{fields}{% Dahl:2003:TNN,% Jenish:2009:CLT% }. \NAMECITE{figures}{% Dirkmaat:2001:SPF% }. \NAMECITE{filtering}{% Durham:2006:MCM,% Pizzinga:2008:RKF,% Willems:2004:DLS% }. \NAMECITE{filters}{% Pollock:2000:TET% }. \NAMECITE{finance}{% Bai:2006:ELO,% Bertail:2004:SDD,% Diebold:2001:FEM,% Diebold:2006:EMF,% Gao:2008:EMF,% Giacomini:2008:MDF,% Granger:2005:PFE,% Granger:2006:OCP,% Kristensen:2008:EPD,% Swanson:2006:PMA% }. \NAMECITE{Financial}{% Bollerslev:2001:FEP,% Carriero:2006:FFM,% Engle:2001:FEN,% Andreou:2006:MDF,% Baillie:2008:NMS,% Bauwens:2004:SCD,% Bhardwaj:2006:EIU,% Card:2005:HIE,% Ghysels:2003:FFE,% Hong:2009:GCR,% Stummer:2007:OSD,% Tauchen:2001:NFE,% Zhang:2001:NAC% }. \NAMECITE{findings}{% Wan:2003:OCV% }. \NAMECITE{Finite}{% Allen:2008:FSP,% Bao:2007:FSP,% Bernard:2007:FSM,% Chernozhukov:2009:FSI,% Dufour:2006:FSS,% Smith:2002:FSA,% Doran:2006:GEI,% Dufour:2000:MPT,% Dufour:2002:SBF,% Dufour:2004:SBF,% Dufour:2006:MCT,% Lawford:2009:FSE,% Levin:2002:URT,% McCausland:2007:TRS,% Oberhelman:2000:APC,% Rosen:2008:CSP,% Stoye:2009:MRT,% Windmeijer:2005:FSC% }. \NAMECITE{Finite-sample}{% Dufour:2006:FSS,% Dufour:2000:MPT,% Dufour:2004:SBF,% Dufour:2006:MCT,% Lawford:2009:FSE,% Levin:2002:URT% }. \NAMECITE{finite-state}{% McCausland:2007:TRS% }. \NAMECITE{firm}{% Atkinson:2002:SEF,% Kim:2008:VTW,% Sickles:2005:PEI% }. \NAMECITE{firm-specific}{% Sickles:2005:PEI% }. \NAMECITE{firms}{% Davis:2006:EQG% }. \NAMECITE{first}{% Li:2005:EFP,% Maasoumi:2001:RFO% }. \NAMECITE{first-order}{% Maasoumi:2001:RFO% }. \NAMECITE{first-price}{% Li:2005:EFP% }. \NAMECITE{Fiscal}{% Jansen:2008:FPA% }. \NAMECITE{Fisherian}{% Koenker:2009:PLB% }. \NAMECITE{Fisherian-{Bayesian}}{% Koenker:2009:PLB% }. \NAMECITE{fit}{% Ait-Sahalia:2001:GFT,% Cao:2008:GFT,% Deo:2000:ETG,% Haywood:2008:DFG,% Hidalgo:2007:GFTa,% Hidalgo:2007:GFTb,% Hidalgo:2009:GFL% }. \NAMECITE{fitted}{% Rothenberg:2002:SED% }. \NAMECITE{five}{% Amemiya:2009:TFY% }. \NAMECITE{Fixed}{% Fernandez-Val:2009:FEE,% Murtazashvili:2008:FEI,% Abrevaya:2000:REG,% Carro:2007:EDP,% Hahn:2007:LDI,% Hansen:2007:GLS,% Henderson:2008:NET,% Horowitz:2004:SEP,% Hsiao:2002:MLE,% Lee:2007:IEE,% Phillips:2007:BDP,% Yu:2008:QML% }. \NAMECITE{fixed-effects}{% Abrevaya:2000:REG% }. \NAMECITE{flexible}{% Bauwens:2004:ARB,% Deschamps:2006:FPD,% Guidolin:2009:FUS,% Hausman:2007:EPL,% Hoogerheide:2007:SPD,% vanSoest:2002:SLS% }. \NAMECITE{flow}{% Chambers:2004:TUR,% Chambers:2008:CTU% }. \NAMECITE{fluctuations}{% Gan:2006:TME% }. \NAMECITE{food}{% LaFrance:2002:ITM,% LaFrance:2008:SUF% }. \NAMECITE{forecast}{% Clark:2001:TEF,% Elliott:2004:OFC,% Faust:2008:EFT,% Guidolin:2009:FUS,% Hansen:2008:LSF,% Issler:2009:PDA,% Lahiri:2008:EFD,% Sancetta:2007:OFC% }. \NAMECITE{Forecasting}{% Bai:2008:FET,% Blair:2001:FSV,% Calvet:2001:FMV,% Canova:2004:FTP,% DeMol:2008:FUL,% Deo:2006:FRV,% Diebold:2001:FEM,% Diebold:2006:FTS,% Granger:2007:FLB,% Moench:2008:FYC,% Pena:2004:FND,% Aiolfi:2006:PFP,% Bandi:2008:RVF,% Christensen:2006:ANN,% Dueker:2007:CTA,% Geweke:2001:BEF,% Giacomini:2008:MDF,% Inoue:2006:SFM,% Issler:2009:PDA,% Marcellino:2006:CDI,% Schorfheide:2005:VFU% }. \NAMECITE{Forecasting-looking}{% Granger:2007:FLB% }. \NAMECITE{Forecasts}{% Guidolin:2009:FUS,% Ait-Sahalia:2008:SFQ,% Egorov:2006:VFJ,% Faust:2008:EFT,% Gospodinov:2002:MUF,% Hansen:2006:IFP,% Hendry:2006:RFE,% Hong:2007:CRW,% Marmer:2008:NNS,% Patton:2007:POF,% Pesaran:2005:SSP,% Wright:2008:BMA% }. \NAMECITE{foreign}{% Bollen:2000:RSF,% Hong:2007:CRW,% Yang:2006:SGM% }. \NAMECITE{form}{% Blake:2007:TAP,% Dette:2008:TPF,% Goncalves:2004:BAC,% Li:2008:ETE,% Yu:2007:CFL% }. \NAMECITE{forms}{% Khan:2007:PRE% }. \NAMECITE{formulas}{% Silver:2007:WEP% }. \NAMECITE{Forum}{% Anonymous:2001:OF,% Hsiao:2001:OFC,% Krishnakumar:2001:SCJ% }. \NAMECITE{forward}{% Granger:2007:FLB,% Huang:2002:SCC% }. \NAMECITE{forward-looking}{% Huang:2002:SCC% }. \NAMECITE{four}{% Ashenfelter:2005:DUI% }. \NAMECITE{{Fourier}}{% Fay:2009:ELM% }. \NAMECITE{fractional}{% Avarucci:2009:WTC,% Chen:2003:EFC,% Christensen:2006:ANN,% Davidson:2002:MFC,% Hualde:2007:RCE,% Marinucci:2001:SFC,% Nielsen:2007:DCR,% Papke:2008:PDM,% Robinson:2002:DCR,% Robinson:2005:CFS,% Robinson:2005:DBR,% Shimotsu:2006:LWE,% Sun:2003:NLP% }. \NAMECITE{fractionally}{% Breitung:2002:ICR,% Davidson:2006:ABP,% Dittmann:2002:PNT,% Shimotsu:2007:GSE,% Tsay:2000:SRF% }. \NAMECITE{frailty}{% Bhalotra:2008:BSF% }. \NAMECITE{framework}{% Bollerslev:2006:VPS,% Ellison:2000:SFN,% Huang:2000:NMC,% Kapetanios:2003:TUR,% Kelejian:2007:HES,% Kim:2009:ARP% }. \NAMECITE{free}{% Andrews:2008:EDF,% Delgado:2008:DFS,% Dufour:2006:DFB,% Ferreira:2007:MCC,% Haywood:2008:DFG% }. \NAMECITE{frequencies}{% Ghysels:2006:PVG% }. \NAMECITE{Frequency}{% Chambers:2007:FDE,% Basmann:2008:CSM,% Blair:2001:FSV,% Bollerslev:2000:SEL,% Breitung:2006:TSL,% Chambers:2004:TUR,% Chambers:2008:CTU,% Medeiros:2008:AAE,% Todorov:2009:ECT,% deMatos:2007:TMP% }. \NAMECITE{frequency-domain}{% Breitung:2006:TSL% }. \NAMECITE{frequentist}{% Ni:2003:NPF% }. \NAMECITE{Frisch}{% Koenker:2000:GEF% }. \NAMECITE{Front}{% Anonymous:2002:IIFa,% Anonymous:2002:IIFb,% Anonymous:2003:IIFa,% Anonymous:2003:IIFb,% Anonymous:2003:IIFc,% Anonymous:2003:IIFd,% Anonymous:2003:IIFe,% Anonymous:2003:IIFf,% Anonymous:2003:IIFg,% Anonymous:2004:IIFa,% Anonymous:2004:IIFb,% Anonymous:2004:IIFc,% Anonymous:2004:IIFd,% Anonymous:2004:IIFe,% Anonymous:2004:IIFf,% Anonymous:2004:IIFg,% Anonymous:2004:IIFh,% Anonymous:2004:IIFi,% Anonymous:2004:IIFj,% Anonymous:2005:IIFa,% Anonymous:2005:IIFb,% Anonymous:2005:IIFc,% Anonymous:2005:IIFd,% Anonymous:2005:IIFe,% Anonymous:2005:IIFf,% Anonymous:2005:IIFg,% Anonymous:2005:IIFh,% Anonymous:2005:IIFi,% Anonymous:2005:IIFj,% Anonymous:2006:IIF% }. \NAMECITE{frontier}{% Cazals:2002:NFE,% Greene:2005:RHP,% Griffin:2004:SBI,% Kumbhakar:2006:ESF,% Martins-Filho:2007:NFE,% Martins-Filho:2008:SNC,% Wang:2009:DET% }. \NAMECITE{Frontiers}{% Ghysels:2003:FFE,% Fernandez:2000:BAM,% Ferreira:2007:MCC,% Florens:2005:PAN,% Griffiths:2005:EVR,% Kumbhakar:2007:NSF% }. \NAMECITE{full}{% Liu:2009:MFT% }. \NAMECITE{full-time}{% Liu:2009:MFT% }. \NAMECITE{Fully}{% Shin:2004:FMS,% Deschamps:2000:ESS,% McCulloch:2000:BAM% }. \NAMECITE{function}{% Chong:2000:EDP,% Franke:2004:BNE,% Kim:2009:URT,% Kumbhakar:2006:PEC,% Lee:2007:EQR,% Lieberman:2008:CAS,% Linton:2009:CEG,% Singleton:2001:EAA,% Su:2007:CCF% }. \NAMECITE{function-based}{% Su:2007:CCF% }. \NAMECITE{Functional}{% Cai:2006:FCI,% Cai:2009:FCM,% Ramsay:2002:FDA,% Xiao:2009:FCC,% Bandi:2003:FEJ,% Davidson:2002:CEC,% Davidson:2002:ECF,% Hall:2005:UAT% }. \NAMECITE{Functional-coefficient}{% Cai:2009:FCM,% Xiao:2009:FCC% }. \NAMECITE{functionals}{% Horowitz:2006:IES% }. \NAMECITE{functions}{% Abadir:2005:AFS,% Atkinson:2002:SEF,% Coppejans:2004:KRF,% Elliott:2004:OFC,% Fare:2008:EDD,% Feng:2008:PTU,% Kumbhakar:2006:ESF,% Li:2006:CBT,% McCausland:2008:BAC,% Moschini:2001:PRE,% ODonnell:2005:BAI,% Panagiotelis:2008:BIS,% Polonik:2008:TMV,% Racine:2004:NER,% Whang:2000:CBT% }. \NAMECITE{Further}{% Dufour:2007:FRP,% Gao:2000:FCV% }. \NAMECITE{future}{% Bollerslev:2001:FEP,% Granger:2001:MPF,% Granger:2005:PFE,% Hotz:2005:PEF,% Hsiao:2001:OFC,% Lutkepohl:2001:CEC,% Phillips:2001:TTS% }. \NAMECITE{futures}{% Bates:2000:PCF% }. \NAMECITE{{Galton}}{% Koenker:2000:GEF% }. \NAMECITE{game}{% dePaula:2009:ISG% }. \NAMECITE{games}{% Davis:2006:EQG% }. \NAMECITE{gamma}{% Dadpay:2007:IMG% }. \NAMECITE{{GARCH}}{% Bai:2003:KGS,% Bai:2008:TMD,% Chan:2007:IEV,% Corradi:2008:BRQ,% ElBabsiri:2001:CAG,% Gospodinov:2008:ABT,% Hafner:2008:TAM,% Hillebrand:2005:NPC,% Kawakatsu:2006:MEG,% Lee:2009:CBM,% Ling:2002:SEM,% Lundbergh:2002:EGM,% Mittnik:2002:SSP,% Nakatsuma:2000:BAA,% Pan:2008:ETP,% Sun:2006:SEA,% Tse:2000:TCC,% Yang:2006:SGM% }. \NAMECITE{{GARCH/IGARCH}}{% Ling:2007:SWL% }. \NAMECITE{gasoline}{% Radchenko:2006:LIB% }. \NAMECITE{gauging}{% Bollerslev:2006:VPS% }. \NAMECITE{{Gaussian}}{% Abadir:2004:CMM,% Andrews:2006:HOI,% Arteche:2004:GSE,% Bams:2003:DER,% Chambers:2007:FDE,% Cheng:2008:GAS,% Griffin:2006:ING,% Shimotsu:2007:GSE,% Shin:2000:GTS,% Villani:2009:RDE,% Zaffaroni:2003:GIC% }. \NAMECITE{{GDP}}{% Ang:2006:WDY% }. \NAMECITE{gender}{% Bhargava:2003:FPG% }. \NAMECITE{General}{% Lutkepohl:2007:GSS,% Robins:2003:GMC,% Baltagi:2005:SBT,% Bierens:2007:EAL,% Carrasco:2007:EEG,% Corradi:2007:EDS,% Dridi:2007:IIC,% Dufour:2006:MCT,% Elliott:2004:OFC,% Hu:2008:IEN,% Khan:2007:PRE,% Linton:2009:CEG,% Prokhorov:2009:GRR,% Schonfeld:2004:LSG,% Wan:2003:OCV,% Wooldridge:2007:IPW% }. \NAMECITE{General-to-specific}{% Lutkepohl:2007:GSS% }. \NAMECITE{Generalised}{% Turkington:2000:GVO% }. \NAMECITE{Generalized}{% Berkowitz:2001:GSE,% Brockwell:2004:GLD,% Escanciano:2006:GST,% Guggenberger:2008:GEL,% Hansen:2007:GLS,% Kleibergen:2006:GRR,% Mukherjee:2007:GRE,% Ramalho:2002:GEL,% vanAkkeren:2002:GMB,% Abrevaya:2000:REG,% Caner:2008:NSD,% Chen:2007:EGC,% Dadpay:2007:IMG,% Forni:2004:GDF,% Gozalo:2001:TAG,% Hall:2003:LSB,% Hall:2007:CLS,% Hall:2007:IGM,% Hausman:2008:DDM,% Imbens:2002:CIG,% Li:2004:REG,% Liesenfeld:2001:GBM% }. \NAMECITE{Generalizing}{% Kleibergen:2007:GWI,% Zellner:2007:EGS,% Zellner:2007:GSP% }. \NAMECITE{Generating}{% Davidson:2005:GSL% }. \NAMECITE{getting}{% Ghysels:2006:PVG% }. \NAMECITE{{Geweke}}{% Lenk:2001:BER,% Zellner:2001:CPE% }. \NAMECITE{{Gini}}{% Davidson:2009:RIG% }. \NAMECITE{Glejser}{% Im:2000:RGT,% Machado:2000:GTR% }. \NAMECITE{Global}{% Diebold:2008:GYC,% Bai:2009:PCG,% Bansal:2002:MEA% }. \NAMECITE{{GLS}}{% Perron:2003:GDE,% Shin:2004:FMS% }. \NAMECITE{{GMM}}{% Ahn:2001:GEL,% Andrews:2001:CMM,% Bera:2002:MMM,% Bontemps:2005:TNG,% Butler:2000:ERM,% Caner:2007:BPS,% Caner:2008:NSD,% Chacko:2003:SGE,% Doran:2006:GEI,% Gagliardini:2005:RGT,% Inkmann:2000:MHP,% Inoue:2006:BGE,% Lee:2007:GEM,% Lee:2007:MES,% Nevo:2002:SSI,% Prokhorov:2009:GRR,% Ronchetti:2001:RIG,% Wansbeek:2001:GEP,% Windmeijer:2005:FSC,% Wu:2007:GEM% }. \NAMECITE{Goodness}{% Ait-Sahalia:2001:GFT,% Cao:2008:GFT,% Hidalgo:2009:GFL,% Deo:2000:ETG,% Haywood:2008:DFG,% Hidalgo:2007:GFTa,% Hidalgo:2007:GFTb% }. \NAMECITE{Goodness-of-fit}{% Ait-Sahalia:2001:GFT,% Cao:2008:GFT,% Haywood:2008:DFG,% Hidalgo:2007:GFTa,% Hidalgo:2007:GFTb% }. \NAMECITE{goods}{% Ramsay:2002:FDA% }. \NAMECITE{government}{% Diebold:2006:FTS% }. \NAMECITE{graduate}{% Marsh:2004:BSG% }. \NAMECITE{{Granger}}{% Deistler:2001:CCC,% Dufour:2006:FSS,% Eichler:2007:GCP,% Hong:2009:GCR,% McCracken:2007:AST,% McCrorie:2006:GCS,% Swanson:2006:PMA,% Zellner:2001:CPE% }. \NAMECITE{grids}{% Heiss:2008:LAN% }. \NAMECITE{group}{% Battistin:2008:IEN,% Frederiksen:2007:DTD,% Lee:2007:IEE% }. \NAMECITE{group-level}{% Frederiksen:2007:DTD% }. \NAMECITE{grouped}{% Dhrymes:2006:EMG% }. \NAMECITE{groupwise}{% Bekker:2002:EIL% }. \NAMECITE{Growth}{% Maasoumi:2007:GCP,% Ang:2006:WDY,% Atkinson:2002:SEF,% Durlauf:2001:MGE,% Pesaran:2007:PWA% }. \NAMECITE{Guest}{% Kuan:2009:GEI% }. \NAMECITE{guide}{% Imbens:2008:RDD% }. \NAMECITE{{HAC}}{% Kelejian:2007:HES% }. \NAMECITE{{Hansen}}{% Ait-Sahalia:2008:AHS% }. \NAMECITE{{Hansen}-Scheinkman}{% Ait-Sahalia:2008:AHS% }. \NAMECITE{harm}{% Danilov:2004:HIP% }. \NAMECITE{Hausman}{% Choi:2008:RES,% Dastoor:2003:ECE,% Wansbeek:2001:CMJ% }. \NAMECITE{Hausman-type}{% Choi:2008:RES,% Dastoor:2003:ECE% }. \NAMECITE{hazards}{% Horowitz:2004:SEP% }. \NAMECITE{health}{% Adams:2003:HWW,% Adda:2003:SES,% Bhargava:2003:ADH,% Chernew:2008:LVI,% Dey:2008:HSH,% Poterba:2003:SOH,% Silva:2001:TPM,% Wagstaff:2003:DCH% }. \NAMECITE{healthcare}{% Munkin:2003:BAS% }. \NAMECITE{Healthy}{% Adams:2003:HWW% }. \NAMECITE{heavy}{% Chan:2007:IEV% }. \NAMECITE{heavy-tailed}{% Chan:2007:IEV% }. \NAMECITE{{Heckman}}{% Deistler:2001:CCC% }. \NAMECITE{hedging}{% Bakshi:2000:PHL,% Garcia:2000:PHD% }. \NAMECITE{{HEGY}}{% Burridge:2004:BHS% }. \NAMECITE{heterogeneity}{% Baker:2000:DDN,% Chesher:2009:EHE,% Frederiksen:2007:DTD,% Greene:2005:RHP,% Taber:2000:SIH% }. \NAMECITE{Heterogeneous}{% Djebbari:2008:HIP,% McAleer:2008:MRS,% Barnett:2007:MAT,% Choi:2002:IVE,% Davis:2006:EQG,% Im:2003:TUR,% McKenzie:2004:ATH,% Sakata:2001:ENR,% Wachter:2003:PBH% }. \NAMECITE{heteroscedastic}{% Bekker:2002:EIL,% Chen:2008:DCR% }. \NAMECITE{heteroscedasticity}{% Burridge:2001:RBT,% Deo:2000:STM,% Lewbel:2000:SQR,% Luger:2003:ENP,% Mukherjee:2007:GRE% }. \NAMECITE{heteroskedastic}{% Chen:2003:RCE,% Dufour:2006:DFB,% McAleer:2008:NND,% Sentana:2001:IET,% Sentana:2008:IEL% }. \NAMECITE{heteroskedasticity}{% Chen:2000:ECR,% Chung:2007:NNH,% Dufour:2004:SBF,% Goncalves:2004:BAC,% Im:2000:RGT,% Inkmann:2000:MHP,% Park:2002:NNH,% Park:2009:MEA,% Seo:2007:ADC,% Vilasuso:2001:CTC% }. \NAMECITE{hidden}{% Chopin:2004:BIS% }. \NAMECITE{High}{% Fan:2008:HDC,% Blair:2001:FSV,% Bollerslev:2000:SEL,% Chib:2006:AHD,% Medeiros:2008:AAE,% Millimet:2008:EHD,% Panagiotelis:2008:BIS,% Richard:2007:EHD,% Todorov:2009:ECT,% deMatos:2007:TMP% }. \NAMECITE{high-dimensional}{% Millimet:2008:EHD,% Panagiotelis:2008:BIS,% Richard:2007:EHD% }. \NAMECITE{high-frequency}{% Blair:2001:FSV,% Bollerslev:2000:SEL,% Todorov:2009:ECT% }. \NAMECITE{Higher}{% Andrews:2006:HOI,% Hausman:2008:DDM,% Robinson:2003:HOK,% Xiao:2002:HOA,% Ehrenberg:2004:ESH,% Golan:2002:CME,% Im:2008:MEE,% Marsh:2004:EHE,% Moretti:2004:ESR,% Perez-Quiros:2001:BCA% }. \NAMECITE{Higher-order}{% Andrews:2006:HOI,% Robinson:2003:HOK,% Golan:2002:CME% }. \NAMECITE{Highly}{% Fraser:2005:HAL,% Gospodinov:2002:MUF,% Muller:2005:SPT% }. \NAMECITE{hint}{% Garcia:2000:PHD% }. \NAMECITE{historical}{% Corradi:2007:EDS% }. \NAMECITE{histories}{% Jurajda:2002:EEU% }. \NAMECITE{history}{% Cook:2008:WLA,% Zellner:2007:SAH% }. \NAMECITE{{Hodges}}{% Leeb:2008:SEO% }. \NAMECITE{homogeneity}{% Garcia:2000:PHD,% Pesaran:2008:TSH% }. \NAMECITE{homoskedasticity}{% Baltagi:2006:JLT% }. \NAMECITE{Honor}{% Anonymous:2007:VHA,% Potscher:2004:CET,% Swanson:2006:PMA% }. \NAMECITE{honoring}{% Cogley:2008:IJE% }. \NAMECITE{{House}}{% Lee:2008:REN% }. \NAMECITE{Household}{% Dey:2008:HSH,% Bhattacharya:2007:IIH,% Chintagunta:2001:PDA,% Crawford:2003:EHD,% Hong:2008:RPE,% Lewbel:2008:ECH,% Perraudin:2000:DRA% }. \NAMECITE{household-level}{% Hong:2008:RPE% }. \NAMECITE{households}{% vanderKlaauw:2008:SSR% }. \NAMECITE{housing}{% Charlier:2001:AHE% }. \NAMECITE{hybrid}{% Ahn:2003:PHR% }. \NAMECITE{hypotheses}{% Abadir:2007:TJH,% Basmann:2008:CSM,% Chen:2002:PTS,% Chen:2007:CPT,% Dufour:2009:EAT,% Hall:2005:UAT,% Hausman:2008:DDM,% Johansen:2002:SSC,% Johansen:2006:SAH,% Kim:2009:URT,% Racine:2007:VRM% }. \NAMECITE{hypothesis}{% Clark:2006:USM,% Deo:2000:STM,% Escanciano:2006:GST,% Harvey:2007:SRP,% Harvey:2008:ESR,% Hasan:2001:RTU,% Horowitz:2000:ERC,% Horowitz:2001:BHT,% Jansson:2005:POT,% Rodrigues:2007:ETS,% Smith:2001:RRR,% Sriananthakumar:2006:NAP,% Taylor:2005:VRT% }. \NAMECITE{i.i.d}{% Andersen:2007:NAS% }. \NAMECITE{Identification}{% Bramoulle:2009:IPE,% Brendstrup:2006:IES,% Brock:2007:IBC,% Das:2003:ISE,% Horowitz:2006:IES,% Hu:2008:IEN,% Lee:2007:IEE,% Magnac:2007:IIM,% Manski:2000:IPD,% Mullin:2006:IEC,% Sentana:2001:IET,% Brendstrup:2007:SIE,% Caner:2007:BPS,% Chao:2007:AAB,% Chesher:2007:EII,% Chiou:2007:MID,% Consolo:2009:SID,% Guggenberger:2008:GEL,% Jun:2008:WIR,% Jun:2009:STC,% Kleibergen:2007:GWI,% McAdams:2008:PIT,% Molinari:2008:PIP,% Panagiotelis:2008:BIS,% Potscher:2004:CET,% Sickles:2005:PEI,% Taber:2000:SIH,% vanSchuppen:2004:STS% }. \NAMECITE{identified}{% Galichon:2009:TNI,% McCulloch:2000:BAM,% Nelson:2007:ZIL,% Rosen:2008:CSP% }. \NAMECITE{identifier}{% Hamermesh:2008:ECC% }. \NAMECITE{identifying}{% Galichon:2009:TNI% }. \NAMECITE{{IFC}}{% Anonymous:2002:IIFa,% Anonymous:2002:IIFb,% Anonymous:2003:IIFa,% Anonymous:2003:IIFb,% Anonymous:2003:IIFc,% Anonymous:2003:IIFd,% Anonymous:2003:IIFe,% Anonymous:2003:IIFf,% Anonymous:2003:IIFg,% Anonymous:2004:IIFa,% Anonymous:2004:IIFb,% Anonymous:2004:IIFc,% Anonymous:2004:IIFd,% Anonymous:2004:IIFe,% Anonymous:2004:IIFf,% Anonymous:2004:IIFg,% Anonymous:2004:IIFh,% Anonymous:2004:IIFi,% Anonymous:2004:IIFj,% Anonymous:2005:IIFa,% Anonymous:2005:IIFb,% Anonymous:2005:IIFc,% Anonymous:2005:IIFd,% Anonymous:2005:IIFe,% Anonymous:2005:IIFf,% Anonymous:2005:IIFg,% Anonymous:2005:IIFh,% Anonymous:2005:IIFi,% Anonymous:2005:IIFj,% Anonymous:2006:IIF% }. \NAMECITE{{IGARCH}}{% Ling:2007:SWL% }. \NAMECITE{ignorable}{% Hamermesh:2008:ECC% }. \NAMECITE{ignores}{% Kumbhakar:2006:PEC% }. \NAMECITE{ignoring}{% Danilov:2004:HIP% }. \NAMECITE{{II}}{% Kim:2009:MSM% }. \NAMECITE{Impact}{% Barndorff-Nielsen:2006:IJR,% Omtzigt:2005:IF,% Elliott:2006:MII,% Reback:2004:ICC% }. \NAMECITE{impacts}{% Djebbari:2008:HIP,% Wachter:2003:PBH% }. \NAMECITE{implement}{% vanGiersbergen:2002:HIB% }. \NAMECITE{Implementation}{% Jouneau-Sion:2006:MTL% }. \NAMECITE{implications}{% Andersen:2007:NAS% }. \NAMECITE{Implied}{% Antoine:2007:EUI,% Ait-Sahalia:2000:NRM,% Ait-Sahalia:2001:GFT,% Blair:2001:FSV% }. \NAMECITE{importance}{% Koopman:2009:TAB,% Richard:2007:EHD,% Vahid:2002:ICC% }. \NAMECITE{important}{% Card:2005:HIE% }. \NAMECITE{imposing}{% Haag:2009:TIS,% ODonnell:2005:BAI% }. \NAMECITE{improve}{% Mittelhammer:2005:CEI% }. \NAMECITE{improved}{% Doran:2006:GEI% }. \NAMECITE{improvements}{% Andrews:2006:HOI% }. \NAMECITE{{Inc.}}{% Basmann:2003:SOA% }. \NAMECITE{Incentive}{% Lemieux:2008:IES,% Card:2005:HIE% }. \NAMECITE{Incidental}{% Moon:2007:ITP,% Lancaster:2000:IPP,% Machado:2004:CEB,% Phillips:2007:BDP% }. \NAMECITE{Income}{% Cowell:2007:IDI,% Dominitz:2001:EIE,% LaFrance:2002:ITM,% Wu:2003:CME,% vanderKlaauw:2008:SSR% }. \NAMECITE{incomplete}{% Horowitz:2006:IES% }. \NAMECITE{Incorrect}{% Andrews:2009:IAS% }. \NAMECITE{Increasing}{% Hoderlein:2008:IPV% }. \NAMECITE{incremental}{% Blair:2001:FSV% }. \NAMECITE{independence}{% Matilla-Garcia:2008:NPI,% Su:2007:CCF% }. \NAMECITE{independent}{% Bonhomme:2009:CNI,% Girma:2000:QDA,% Horrace:2005:RSI,% Li:2000:CIP% }. \NAMECITE{Index}{% Anonymous:2000:Ia,% Anonymous:2000:Ib,% Anonymous:2000:Ic,% Anonymous:2000:Id,% Anonymous:2000:Ie,% Anonymous:2001:Ia,% Anonymous:2001:Ib,% Anonymous:2001:Ic,% Chang:2003:IMI,% Anonymous:2001:AIV,% Anonymous:2001:AIa,% Anonymous:2001:AIb,% Anonymous:2001:AIc,% Anonymous:2001:AId,% Anonymous:2002:AIVa,% Anonymous:2002:AIVb,% Anonymous:2002:AIVc,% Anonymous:2002:AIVd,% Anonymous:2002:AIVe,% Anonymous:2002:AIVf,% Anonymous:2002:AIVg,% Anonymous:2003:AIVa,% Anonymous:2003:AIVb,% Anonymous:2003:AIVc,% Anonymous:2003:AIVd,% Anonymous:2003:AIVe,% Anonymous:2003:AIVf,% Anonymous:2004:AIVa,% Anonymous:2004:AIVb,% Anonymous:2004:AIVc,% Anonymous:2004:AIVd,% Anonymous:2004:AIVe,% Anonymous:2004:AIVf,% Anonymous:2005:AIVa,% Anonymous:2005:AIVb,% Anonymous:2005:AIVc,% Anonymous:2005:AIVd,% Anonymous:2005:AIVe,% Anonymous:2005:AIVf,% Anonymous:2006:AIVa,% Anonymous:2006:AIVb,% Anonymous:2006:AIVc,% Anonymous:2006:AIVd,% Anonymous:2006:AIVe,% Baltagi:2005:SBT,% Blair:2001:FSV,% Chesher:2009:EHE,% Davidson:2009:RIG,% Hill:2006:SIN,% Khan:2001:TSR,% Ramsay:2002:FDA,% Silver:2007:WEP% }. \NAMECITE{{India}}{% Bhalotra:2008:BSF,% Bhargava:2003:FPG,% Jalan:2003:DPW% }. \NAMECITE{{Indian}}{% Banerjee:2009:SBR% }. \NAMECITE{indicator}{% Issler:2006:MLU% }. \NAMECITE{indicators}{% Engle:2006:MIM,% deJong:2007:RVK% }. \NAMECITE{indices}{% Issler:2006:MLU,% Oulton:2008:CIC,% Soofi:2002:IIU,% Zheng:2001:SIT% }. \NAMECITE{Indirect}{% Dridi:2007:IIC,% Sentana:2008:IEL% }. \NAMECITE{Individual}{% Blundell:2002:IED,% Ahn:2001:GEL,% Han:2005:EPD,% Schmid:2009:EMI,% vanDijk:2008:EIR% }. \NAMECITE{indivisibilities}{% Davis:2006:EQG% }. \NAMECITE{{Industrial}}{% Greasley:2007:PIP% }. \NAMECITE{industry}{% Karantininis:2002:IBE% }. \NAMECITE{inefficiency}{% Atkinson:2002:SEF,% Kim:2008:VTW,% Kumbhakar:2005:MTA,% Kumbhakar:2006:ETA,% Kumbhakar:2006:PEC% }. \NAMECITE{Ineligibles}{% Battistin:2008:IEN% }. \NAMECITE{inequalities}{% Khan:2009:IEC,% Rosen:2008:CSP,% Wagstaff:2003:DCH% }. \NAMECITE{inequality}{% Bhattacharya:2007:IIH,% Biewen:2002:BII,% Carneiro:2009:EDP,% Cowell:2007:IDI,% Davidson:2007:ABI,% Moon:2009:EOI,% Schluter:2009:EEN,% Zheng:2001:SIT% }. \NAMECITE{infant}{% Bhargava:2003:FPG% }. \NAMECITE{Inference}{% Bhattacharya:2007:IIH,% Bhattacharya:2008:IPD,% Breitung:2002:ICR,% Griffin:2006:ING,% Hosoya:2009:ITS,% Khan:2009:IEC,% Palandri:2009:SCC,% Yao:2000:IOW,% dePaula:2009:ISG,% Andrews:2008:EDF,% Bekker:2002:EIL,% Bekker:2008:SBI,% Bhattacharya:2005:AIM,% Biewen:2002:BII,% Chernozhukov:2006:IQR,% Chernozhukov:2008:IVQ,% Chernozhukov:2009:FSI,% Chopin:2004:BIS,% Conley:2007:SCR,% Dahlhaus:2009:LIL,% Davidson:2007:ABI,% Davidson:2009:RIG,% Delgado:2000:NIS,% Deschamps:2000:ESS,% Donald:2002:SEI,% Dridi:2007:IIC,% Dufour:2000:MPT,% Dufour:2006:FSS,% Dufour:2006:MCT,% Dufour:2006:SRL,% Dufour:2007:FRP,% Formby:2004:MMT,% Gonzalo:2002:EMS,% Gonzalo:2005:SIT,% Griffin:2004:SBI,% Hansen:2007:GLS,% Harris:2002:SCE,% Hassler:2006:RLP,% Herwartz:2005:BIS,% Inoue:2008:EEI,% Judge:2007:EIC,% Kasahara:2008:PLE,% Kleibergen:2004:IBI,% Koop:2001:BIM,% Koop:2006:SBI,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Lee:2008:RDI,% Lehmann:2009:RBI,% Lubrano:2004:DIR,% McCracken:2000:RSI,% Mittelhammer:2005:CEI,% Mullin:2006:IEC,% Nelson:2007:ZIL,% Omori:2007:SVL,% Otsu:2008:CEL,% Ronchetti:2001:RIG,% Sareen:2003:RBI,% Simar:2007:EIT,% Sims:2008:MIL,% Smith:2007:EIT,% Ullah:2002:UED,% Xu:2009:ELB,% Zaffaroni:2003:GIC,% Zhao:2009:NID,% Zheng:2001:SIP,% Zheng:2001:SIT,% vanAkkeren:2002:GMB% }. \NAMECITE{Inferential}{% Hirschberg:2008:IME% }. \NAMECITE{infinite}{% Hasan:2001:RTU% }. \NAMECITE{inflated}{% Harris:2007:ZIO% }. \NAMECITE{inflation}{% Chopin:2004:BIS% }. \NAMECITE{Information}{% Clarke:2007:IOB,% Dadpay:2007:IMG,% Golan:2002:IEE,% Golan:2007:IEE,% Gregory:2002:ITE,% Hall:2007:IGM,% Karantininis:2002:IBE,% LaFrance:2002:ITM,% Soofi:2002:IIU,% Zellner:2002:IPB,% Anderson:2005:OLI,% Blair:2001:FSV,% Carriero:2006:FFM,% Chernew:2008:LVI,% Chopin:2004:BIS,% Gozalo:2000:LNL,% Hu:2006:BPL,% Kim:2002:LIL,% Li:2000:CIP,% Magnac:2007:IIM,% Miller:2002:RJD,% Nelson:2007:ZIL,% Nevo:2002:SSI,% Radchenko:2006:LIB,% Smith:2007:EIT,% Zellner:2007:SAH% }. \NAMECITE{Information-based}{% Karantininis:2002:IBE% }. \NAMECITE{Information-theoretic}{% Gregory:2002:ITE,% Nevo:2002:SSI% }. \NAMECITE{informational}{% Antoine:2007:EUI% }. \NAMECITE{informing}{% Sickles:2008:SIE% }. \NAMECITE{Infrastructure}{% Duggal:2007:IPE% }. \NAMECITE{inhomogeneous}{% Egorov:2003:MLE% }. \NAMECITE{initial}{% Elliott:2006:MII% }. \NAMECITE{innovation}{% Kim:2002:URT% }. \NAMECITE{innovations}{% Bai:2003:KGS,% Chan:2007:IEV,% Silverberg:2007:SDI% }. \NAMECITE{input}{% Kumbhakar:2006:ESF% }. \NAMECITE{input-oriented}{% Kumbhakar:2006:ESF% }. \NAMECITE{inputs}{% Li:2003:EMB% }. \NAMECITE{Institute}{% Granger:2007:FLB% }. \NAMECITE{instrument}{% Kleibergen:2007:GWI% }. \NAMECITE{Instrumental}{% Chernozhukov:2006:IQR,% Chernozhukov:2007:IVE,% Chernozhukov:2008:IVQ,% Chesher:2007:IV,% Choi:2002:IVE,% Das:2005:IVE,% Sakata:2007:IVE,% Abadie:2003:SIV,% Andrews:2008:EDF,% Bekker:2008:SBI,% Cai:2006:FCI,% Carneiro:2009:EDP,% Conley:2008:SPB,% Donald:2009:CIV,% Hahn:2007:LDI,% Hoogerheide:2007:NCP,% Hoogerheide:2007:SPD,% Hu:2008:IEN,% Jun:2008:WIR,% Kleibergen:2003:BCA,% Kuersteiner:2001:OIV,% Lewbel:2000:SQR,% Linton:2002:EAS,% Murtazashvili:2008:FEI,% Park:2003:SIV,% Phillips:2004:NIV,% Shin:2003:IVA,% Shin:2006:IVA,% Wagenvoort:2002:BRI% }. \NAMECITE{instruments}{% Andrews:2007:PCW,% Andrews:2007:TMW,% Andrews:2008:EDF,% Andrews:2008:ETS,% Chesher:2007:EII,% Dufour:2007:FRP,% Moreira:2009:BVS,% Moreira:2009:TCS% }. \NAMECITE{insufficient}{% Das:2003:ISE% }. \NAMECITE{Insurance}{% Lahiri:2008:MSS,% Ashenfelter:2005:DUI,% Chen:2008:WDE,% Dey:2008:HSH,% Jurajda:2002:EEU% }. \NAMECITE{intangible}{% Dubin:2007:VIA% }. \NAMECITE{integer}{% Cherchye:2008:NTC% }. \NAMECITE{integrated}{% Abadir:2004:CMM,% Bollerslev:2002:ESV,% Bollerslev:2004:CES,% Breitung:2002:ICR,% Chang:2003:IMI,% Christensen:2007:RRB,% Davidson:2006:ABP,% Dittmann:2002:PNT,% Hsiao:2006:MTS,% Park:2006:BTW,% Perron:2009:EDT,% Shimotsu:2007:GSE,% Tsay:2000:SRF,% Xiao:2002:HOA% }. \NAMECITE{integration}{% Bauwens:2004:ARB,% Heiss:2008:LAN,% Koop:2000:TIU,% Shimotsu:2006:LWE% }. \NAMECITE{intellectual}{% Greasley:2007:PIP,% McAleer:2007:EIP% }. \NAMECITE{Intensity}{% Bowsher:2007:MSM,% Koopman:2008:MSL% }. \NAMECITE{inter}{% Grammig:2002:MIV% }. \NAMECITE{inter-transaction}{% Grammig:2002:MIV% }. \NAMECITE{interaction}{% Keller:2007:OSI% }. \NAMECITE{interactions}{% Brock:2007:IBC,% Conley:2007:EDL,% Diebold:2008:GYC,% Lee:2007:IEE,% Pinkse:2007:CLT,% dePaula:2009:ISG% }. \NAMECITE{interdependence}{% Grammig:2002:MIV% }. \NAMECITE{interdependent}{% Baltagi:2008:ERT% }. \NAMECITE{interest}{% Carriero:2006:FFM,% Das:2002:SEJ,% Guidolin:2009:FUS% }. \NAMECITE{interface}{% Aliprantis:2007:SIE,% Diebold:2006:EMF% }. \NAMECITE{international}{% Hirschberg:2003:AII% }. \NAMECITE{{Internet}}{% Hardle:2000:IBE% }. \NAMECITE{{Internet}-based}{% Hardle:2000:IBE% }. \NAMECITE{interrelated}{% Kelejian:2004:ESS% }. \NAMECITE{intertemporal}{% Garcia:2003:EAI% }. \NAMECITE{Interval}{% Chan:2007:IEV,% Hansen:2006:IFP,% Corradi:2006:PDC,% Wu:2007:GEM% }. \NAMECITE{intervals}{% Capps:2003:SIC,% Elliott:2001:CIA,% Imbens:2002:CIG% }. \NAMECITE{interventions}{% Doiron:2008:SDY% }. \NAMECITE{intra}{% Engle:2006:MIM% }. \NAMECITE{intra-daily}{% Engle:2006:MIM% }. \NAMECITE{intraday}{% Hong:2007:CRW% }. \NAMECITE{Introduction}{% Basmann:2003:ISE,% Cogley:2008:IJE,% Granger:2006:IP,% Aliprantis:2007:SIE,% Delgado:2009:EIa,% Delgado:2009:EIb,% Imbens:2008:SIE,% Kuan:2009:GEI,% Sickles:2008:SIE% }. \NAMECITE{introspective}{% Abdellaoui:2007:RIU% }. \NAMECITE{Invariance}{% Kemp:2001:IWT% }. \NAMECITE{Invariant}{% Kleibergen:2004:IBI,% Andrews:2008:ETS,% So:2001:IST% }. \NAMECITE{Inverse}{% Wooldridge:2007:IPW,% Lewbel:2007:SOD,% Polonik:2008:TMV% }. \NAMECITE{investigation}{% Bhardwaj:2006:EIU,% Broadie:2000:AOS% }. \NAMECITE{investor}{% Wachter:2009:PRA% }. \NAMECITE{issue}{% Aliprantis:2007:SIE,% Anonymous:2007:ECL,% Cogley:2008:IJE,% Ham:2005:SIE,% Imbens:2008:SIE,% Sickles:2008:SIE% }. \NAMECITE{Issues}{% Gastwirth:2003:IAU,% Capps:2003:SIC,% Florens:2003:STI,% Geweke:2003:EIU,% Hirschberg:2003:AII% }. \NAMECITE{iterated}{% Gao:2000:FCV,% Marcellino:2006:CDI% }. \NAMECITE{{IV}}{% Andrews:2007:PCW,% Andrews:2008:ETS,% Chang:2002:NIU,% Chao:2007:AAB,% Dufour:2007:FRP,% Frolich:2007:NIE,% Kleibergen:2007:GWI% }. \NAMECITE{J}{% Anonymous:2005:DJA,% Bollerslev:2004:CES,% Breitung:2003:CNT,% Chambers:2008:CTU,% Davidson:2002:BJT,% Deistler:2001:CCC,% Giraitis:2005:CRV,% Harvey:2012:CMT,% Kim:2002:CDC,% Kruiniger:2014:CML,% Park:2003:CSE,% Swanson:2006:PMA,% Zellner:2007:EGS% }. \NAMECITE{{J.}}{% Deistler:2001:CCC,% Wansbeek:2001:CMJ% }. \NAMECITE{{Jacobi}}{% Gourieroux:2006:MJP% }. \NAMECITE{January}{% Granger:2006:OCP,% Anonymous:2000:PJa,% Anonymous:2002:PJa,% Anonymous:2005:PJa,% Anonymous:2006:PJa,% Anonymous:2007:PJ,% Anonymous:2008:PJa,% Anonymous:2009:PJa% }. \NAMECITE{{Japanese}}{% Yao:2000:IOW% }. \NAMECITE{{JE}}{% Krishnakumar:2001:SCJ% }. \NAMECITE{{Jeffreys}}{% Chao:2002:JPA,% Kleibergen:2004:IBI% }. \NAMECITE{job}{% Browning:2008:LRC,% Hsiao:2008:EEW% }. \NAMECITE{Joint}{% Baltagi:2006:JLT,% Escanciano:2008:JMS,% Abadir:2007:TJH,% Chib:2007:ATR,% Egorov:2006:VFJ,% Hordahl:2006:JEM,% Miller:2002:RJD,% Yamagata:2008:JSC% }. \NAMECITE{{Jones}}{% Engle:2006:LRP% }. \NAMECITE{Journal}{% Chen:2007:CPT,% Davidson:2002:CEC,% Dirkmaat:2001:SPF,% Hall:2007:CLS,% Harvey:2008:ESR,% Rilstone:2005:CSO,% Amemiya:2009:TFY,% Anonymous:2005:FJE,% Cogley:2008:IJE% }. \NAMECITE{{July}}{% Anonymous:2000:PJc,% Anonymous:2002:PEEb,% Anonymous:2003:PEEc,% Anonymous:2005:PJb,% Anonymous:2006:PJc,% Anonymous:2009:PJb% }. \NAMECITE{jump}{% Bandi:2003:FEJ,% Posch:2009:SEJ,% Yu:2007:CFL% }. \NAMECITE{jump-diffusion}{% Bandi:2003:FEJ,% Posch:2009:SEJ% }. \NAMECITE{jump-diffusions}{% Yu:2007:CFL% }. \NAMECITE{Jumps}{% Bollerslev:2009:DTM,% Andersen:2007:NAS,% Barndorff-Nielsen:2006:IJR,% Bollerslev:2008:RJD,% Das:2002:SEJ,% Jiang:2008:TJW,% Todorov:2009:ECT% }. \NAMECITE{{June}}{% Anonymous:2000:PJb,% Anonymous:2001:PJ,% Anonymous:2002:PJb,% Anonymous:2003:PEEb,% Anonymous:2004:PEEc,% Anonymous:2006:PJb,% Anonymous:2008:PJb% }. \NAMECITE{{Kalman}}{% Pizzinga:2008:RKF% }. \NAMECITE{Kernel}{% Darolles:2004:KBN,% Ait-Sahalia:2001:GFT,% Chernov:2003:ERE,% Hagmann:2007:LMB,% Linton:2001:YCE,% Robinson:2003:HOK,% Zhang:2009:BAB% }. \NAMECITE{Kernel-based}{% Darolles:2004:KBN% }. \NAMECITE{{Kolmogorov}}{% Coppejans:2004:KRF% }. \NAMECITE{{KPSS}}{% deJong:2007:RVK% }. \NAMECITE{{Krueger}}{% Hoogerheide:2007:NCP% }. \NAMECITE{{Kullback}}{% Dias:2007:CEB,% Smith:2006:MSM% }. \NAMECITE{Kurtosis}{% Bai:2003:KGS,% Rockinger:2002:EDA% }. \NAMECITE{labor}{% Bound:2004:TUT,% Doiron:2008:SDY,% Eckstein:2007:ELS,% Groen:2004:ECL,% Houser:2003:BAD,% Jorgenson:2008:CLS,% Jurajda:2002:EEU% }. \NAMECITE{laboratory}{% Ham:2005:REL% }. \NAMECITE{labour}{% vanSoest:2002:SLS% }. \NAMECITE{{LaLonde}}{% Smith:2005:DMO% }. \NAMECITE{Large}{% Gonzalo:2006:LSV,% Cubadda:2009:SCM,% DeMol:2008:FUL,% Dufour:2002:SBF,% Hall:2003:LSB,% Hall:2007:CLS,% Hansen:2007:APR,% Jenish:2009:CLT,% Pesaran:2008:TSH,% Sentana:2004:FRP,% Sentana:2008:IEL,% Sims:2008:MIL,% Stutzer:2003:PCE,% Yu:2008:QML,% Zaffaroni:2004:CAL% }. \NAMECITE{last}{% Davidson:2008:WBT% }. \NAMECITE{latent}{% Bai:2006:ELO,% Bauwens:2004:SCD,% Diebold:2006:MYC,% Garcia:2003:EAI,% Jacquier:2007:MML,% Koopman:2008:MSL% }. \NAMECITE{lattice}{% Hidalgo:2009:GFL,% Sain:2007:SMM% }. \NAMECITE{laws}{% Jenish:2009:CLT,% Leipus:2005:RRS% }. \NAMECITE{lead}{% Fienberg:2003:EST% }. \NAMECITE{leading}{% Issler:2006:MLU% }. \NAMECITE{Learning}{% Chernew:2008:LVI,% Frechette:2009:LMB,% Coscelli:2004:EML,% Lahiri:2008:EFD% }. \NAMECITE{Least}{% Hansen:2008:LSF,% Schonfeld:2004:LSG,% Anderson:2005:OLI,% Christensen:2006:ANN,% Gozalo:2000:LNL,% Hansen:2007:GLS,% Hausman:2008:DDM,% Hsiao:2006:MTS,% Im:2008:MEE,% Poskitt:2007:ADT,% Seo:2007:SLS,% Willems:2004:DLS,% Yatchew:2006:NSP% }. \NAMECITE{Least-squares}{% Hansen:2008:LSF,% Hsiao:2006:MTS% }. \NAMECITE{leaving}{% Guell:2006:EPL% }. \NAMECITE{lecture}{% Hsiao:2009:AEA% }. \NAMECITE{{Leibler}}{% Dias:2007:CEB,% Smith:2006:MSM% }. \NAMECITE{lessons}{% Hoover:2003:SCL% }. \NAMECITE{level}{% Frederiksen:2007:DTD,% Hong:2008:RPE% }. \NAMECITE{levels}{% Giraitis:2003:RVR,% Giraitis:2005:CRV,% Sickles:2005:PEI% }. \NAMECITE{leverage}{% Andersen:2007:NAS,% Bollerslev:2009:DTM,% Omori:2007:SVL,% Yu:2005:LSV% }. \NAMECITE{{Levinson}}{% Brockwell:2004:GLD% }. \NAMECITE{{L{\'e}vy}}{% Barndorff-Nielsen:2006:IJR,% Zhao:2009:NID% }. \NAMECITE{{LIBOR}}{% Jagannathan:2003:EMF% }. \NAMECITE{licensing}{% Hausman:2007:EPL% }. \NAMECITE{Life}{% Cook:2008:WLA,% Costa:2003:UML% }. \NAMECITE{Likelihood}{% Heiss:2008:LAN,% Prokhorov:2009:LBE,% Waggoner:2003:LPN,% Anderson:2005:OLI,% Antoine:2007:EUI,% Bao:2007:FSP,% Biorn:2004:RSU,% Caner:2008:NSD,% Chen:2007:AEL,% Chen:2007:NLR,% Chen:2007:SOP,% Donald:2003:ELE,% Egorov:2003:MLE,% Findley:2004:MTS,% Francke:2007:MLU,% Fraser:2005:HAL,% Goncalves:2004:MLB,% Guggenberger:2008:GEL,% Hsiao:2002:MLE,% Jacquier:2007:MML,% Kasahara:2008:PLE,% Kim:2002:LIL,% Komunjer:2005:QML,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Kumbhakar:2007:NSF,% Ling:2007:SWL,% Omori:2007:SVL,% Otsu:2008:CEL,% Park:2008:LLE,% Ploberger:2004:CCT,% Rabe-Hesketh:2005:MLE,% Ramalho:2002:GEL,% Sims:2000:ULP,% Xu:2009:ELB,% Yu:2007:CFL,% Yu:2008:QML% }. \NAMECITE{Likelihood-based}{% Prokhorov:2009:LBE,% Xu:2009:ELB% }. \NAMECITE{Limit}{% Phillips:2007:LTM,% Corradi:2000:RCT,% Davidson:2002:CEC,% Davidson:2002:ECF,% Jenish:2009:CLT,% Kejriwal:2008:LDE,% Leipus:2005:RRS,% Nelson:2007:ZIL,% Pinkse:2007:CLT% }. \NAMECITE{Limited}{% Kim:2002:LIL,% Radchenko:2006:LIB,% Anderson:2005:OLI,% Jouneau-Sion:2006:MTL,% Miller:2002:RJD,% Rabe-Hesketh:2005:MLE% }. \NAMECITE{{LIML}}{% Gao:2000:FCV,% Oberhelman:2000:APC% }. \NAMECITE{{Lindley}}{% Kleibergen:2004:IBI% }. \NAMECITE{linear}{% Ahn:2001:GEL,% Bekker:2002:EIL,% Choi:2005:SVA,% Davidson:2002:BJT,% Elliott:2007:CSD,% Fok:2007:SNL,% Forchini:2005:OWA,% Frazis:2003:ELR,% Hidalgo:2006:BST,% Hu:2006:BPL,% Inoue:2008:EEI,% Jondeau:2008:EBE,% Juhl:2005:TCU,% Kim:2000:DCP,% Kim:2002:CDC,% Kitamura:2002:CBE,% Kleibergen:2009:TRP,% Li:2004:REG,% Luger:2006:EPT,% Martins-Filho:2007:NFE,% Sarafidis:2009:TCS,% Wagenvoort:2002:BRI,% Windmeijer:2005:FSC,% Yamagata:2008:JSC,% Zaffaroni:2004:CAL,% vanGarderen:2000:CSA% }. \NAMECITE{linearity}{% Davidson:2005:GSL,% Gospodinov:2008:ABT% }. \NAMECITE{linearized}{% Bierens:2007:EAL% }. \NAMECITE{lines}{% Zheng:2001:SIP% }. \NAMECITE{link}{% Issler:2006:MLU,% vanderKlaauw:2008:BLB% }. \NAMECITE{links}{% Koenker:2009:PLB% }. \NAMECITE{list}{% Anonymous:2008:FL% }. \NAMECITE{listing}{% Anonymous:2007:ECL% }. \NAMECITE{litigation}{% Basmann:2003:ISE,% Basmann:2003:SOA% }. \NAMECITE{living}{% Oulton:2008:CIC% }. \NAMECITE{{LM}}{% Baltagi:2006:JLT% }. \NAMECITE{Local}{% Dahlhaus:2009:LIL,% Fortuna:2008:LRT,% Gozalo:2000:LNL,% Hagmann:2007:LMB,% Jun:2009:LSQ,% Park:2008:LLE,% Shimotsu:2006:LWE,% Su:2008:LPE,% Abadir:2007:NEL,% Bera:2001:TEC,% Carneiro:2009:EDP,% Conley:2007:EDL,% Deng:2008:NLP,% Frolich:2007:NIE,% Gan:2006:TME,% Kumbhakar:2007:NSF,% Ling:2007:SWL,% Martins-Filho:2007:NFE,% Nielsen:2007:DCR% }. \NAMECITE{locally}{% Dahlhaus:2009:LIL,% Ploberger:2004:CCT% }. \NAMECITE{location}{% Chen:2000:REL,% Conley:2007:SCR,% Fiteni:2004:ERM,% Groen:2004:ECL,% Mencia:2009:MLS% }. \NAMECITE{location-scale}{% Mencia:2009:MLS% }. \NAMECITE{locations}{% Hotz:2005:PEF,% Pinkse:2007:CLT% }. \NAMECITE{Log}{% Allen:2008:FSP,% Hassler:2006:RLP,% Phillips:2007:URL,% Sun:2003:NLP% }. \NAMECITE{Log-{ACD}}{% Allen:2008:FSP% }. \NAMECITE{log-periodogram}{% Hassler:2006:RLP,% Sun:2003:NLP% }. \NAMECITE{logistic}{% Long:2004:HCD% }. \NAMECITE{logit}{% Burda:2008:BML,% Dubin:2007:VIA,% Jiang:2009:BAR,% Lahiri:2002:BAN% }. \NAMECITE{logit-probit}{% Burda:2008:BML% }. \NAMECITE{loglinear}{% vanGarderen:2001:OPL% }. \NAMECITE{Long}{% Bandi:2008:LRR,% Davidson:2002:LMN,% Diebold:2001:LMR,% Hahn:2007:LDI,% Phillips:2009:LML,% Abadir:2009:TEL,% Andrews:2006:HOI,% Arteche:2004:GSE,% Bakshi:2000:PHL,% Banerjee:2005:MSB,% Bollerslev:2000:SEL,% Breitung:2006:TSL,% Browning:2008:LRC,% Card:2009:DEE,% Casas:2008:EEL,% Chen:2006:EMSa,% Davidson:2005:GSL,% Delgado:2005:STL,% Deo:2006:FRV,% Dufour:2006:SRL,% Engle:2006:LRP,% Fay:2009:ELM,% Giraitis:2003:RVR,% Giraitis:2005:CRV,% Haldrup:2006:RSL,% Hassler:2006:RLP,% Hsieh:2007:ADD,% Lazarova:2005:TSC,% Lieberman:2008:CAS,% Liu:2000:MLM,% Marmol:2002:TSV,% McAleer:2008:MRS,% Muller:2007:TRL,% Robinson:2003:HOK,% Zaffaroni:2003:GIC,% vanDijk:2002:NLM% }. \NAMECITE{long-memory}{% Andrews:2006:HOI,% Bollerslev:2000:SEL,% Delgado:2005:STL,% Deo:2006:FRV,% Fay:2009:ELM% }. \NAMECITE{long-range}{% Casas:2008:EEL,% Marmol:2002:TSV,% Zaffaroni:2003:GIC% }. \NAMECITE{Long-run}{% Bandi:2008:LRR,% Abadir:2009:TEL,% Breitung:2006:TSL,% Browning:2008:LRC,% Engle:2006:LRP,% Hassler:2006:RLP,% Muller:2007:TRL% }. \NAMECITE{long-term}{% Bakshi:2000:PHL,% Card:2009:DEE% }. \NAMECITE{longitudinal}{% Chib:2002:SBA,% Moretti:2004:ESR% }. \NAMECITE{looking}{% Granger:2007:FLB,% Huang:2002:SCC% }. \NAMECITE{{Lorenz}}{% Hasegawa:2003:ELC,% Schluter:2002:TLC% }. \NAMECITE{loss}{% Browning:2008:LRC,% Elliott:2004:OFC,% Mittelhammer:2005:CEI,% Patton:2007:POF,% Wan:2003:OCV% }. \NAMECITE{lots}{% Froeb:2003:BCC% }. \NAMECITE{low}{% vanderKlaauw:2008:BLB,% vanderKlaauw:2008:SSR% }. \NAMECITE{low-income}{% vanderKlaauw:2008:SSR% }. \NAMECITE{{LS}}{% Bun:2006:EDF% }. \NAMECITE{{Lyapunov}}{% Shintani:2004:NNN% }. \NAMECITE{M}{% Robinson:2003:HOK% }. \NAMECITE{M-estimation}{% Robinson:2003:HOK% }. \NAMECITE{Maasoumi}{% Horowitz:2001:RCE% }. \NAMECITE{Macro}{% Stock:2001:ME,% vandenBerg:2001:CMM% }. \NAMECITE{Macro-econometrics}{% Stock:2001:ME% }. \NAMECITE{Macroeconometrics}{% Granger:2001:MPF% }. \NAMECITE{macroeconomic}{% Beltratti:2006:BPM,% Bhardwaj:2006:EIU,% Carriero:2006:FFM,% Gregory:2002:ITE,% Hordahl:2006:JEM,% Kapetanios:2007:MMC,% Marcellino:2006:CDI,% Phillips:2001:TTS,% Yao:2000:IOW% }. \NAMECITE{macroeconomics}{% Bai:2006:ELO,% DeJong:2000:BAD,% Diebold:2001:FEM,% Diebold:2006:EMF,% Hoover:2003:SCL,% Posch:2009:SEJ% }. \NAMECITE{macroeconomists}{% Croushore:2001:RTD% }. \NAMECITE{macroeconomy}{% Diebold:2006:MYC% }. \NAMECITE{main}{% Osiewalski:2004:BCB% }. \NAMECITE{major}{% Arcidiacono:2004:ASR% }. \NAMECITE{makers}{% Sickles:2008:SIE% }. \NAMECITE{Making}{% Kapetanios:2007:MMC,% Cho:2008:EUP% }. \NAMECITE{malnutrition}{% Wagstaff:2003:DCH% }. \NAMECITE{management}{% Ait-Sahalia:2000:NRM,% Gao:2008:EMF% }. \NAMECITE{Mandatory}{% Matsudaira:2008:MSS% }. \NAMECITE{Manfred}{% Potscher:2004:CET% }. \NAMECITE{Manifesto}{% Durlauf:2001:MGE% }. \NAMECITE{Manipulation}{% McCrary:2008:MRV% }. \NAMECITE{manufacturing}{% Baltagi:2005:SBT,% Feng:2008:PTU% }. \NAMECITE{many}{% Andrews:2007:TMW,% Millimet:2008:EHD% }. \NAMECITE{{March}}{% Anonymous:2000:PMa,% Anonymous:2001:PMa,% Anonymous:2004:PEEa,% Anonymous:2006:PMA,% Anonymous:2007:PM% }. \NAMECITE{Marginal}{% Francke:2007:MLU,% Escanciano:2008:JMS,% Fernandez-Val:2009:FEE,% Imai:2005:BAM% }. \NAMECITE{Market}{% Bansal:2002:MEA,% Banerjee:2005:MSB,% Basmann:2008:CSM,% Bates:2000:PCF,% Beltratti:2006:BPM,% Bowsher:2007:MSM,% Doiron:2008:SDY,% Dubin:2007:VIA,% Fok:2007:SNL,% Gan:2006:TME,% Hirschberg:2003:AII,% Jurajda:2002:EEU,% Liu:2000:MLM,% Maasoumi:2002:EPS,% Radchenko:2006:LIB,% Wachter:2009:PRA% }. \NAMECITE{market-response}{% Fok:2007:SNL% }. \NAMECITE{markets}{% Ait-Sahalia:2001:DOM,% Andreou:2006:MDF,% Bansal:2002:MEA,% Hong:2009:GCR,% Jansen:2008:FPA,% Jones:2003:DSV,% Sentana:2004:FRP% }. \NAMECITE{{Markov}}{% Ait-Sahalia:2006:SAC,% Carrasco:2002:MSC,% Chib:2002:MCM,% Chopin:2004:BIS,% Corradi:2000:TSE,% Deschamps:2006:FPD,% Francq:2001:SMM,% Kasahara:2008:PLE,% Kim:2004:MSM,% Kim:2008:EMR,% Kim:2008:MSB,% Kim:2009:MSM,% Lahiri:2002:BAN,% McCausland:2007:TRS,% Nakatsuma:2000:BAA,% Sims:2008:MIL,% Smith:2006:MSM,% Timmermann:2000:MMS,% deMatos:2007:TMP% }. \NAMECITE{{Markov}-switching}{% Carrasco:2002:MSC,% Francq:2001:SMM,% Kim:2004:MSM,% Kim:2008:MSB,% Kim:2009:MSM,% Sims:2008:MIL,% Smith:2006:MSM% }. \NAMECITE{{Markovian}}{% Dufour:2000:MPT% }. \NAMECITE{markups}{% Diewert:2008:ERS% }. \NAMECITE{martingale}{% Andersen:2007:NAS,% Clark:2006:USM,% Deo:2000:STM,% Escanciano:2006:GST% }. \NAMECITE{Masking}{% Chiou:2007:MID% }. \NAMECITE{match}{% Kapetanios:2007:MMC% }. \NAMECITE{matched}{% Lahiri:2008:MSS% }. \NAMECITE{matching}{% Black:2004:HRE,% Dehejia:2005:PPS,% Smith:2005:DMO% }. \NAMECITE{Maternal}{% Liu:2009:MFT% }. \NAMECITE{matrices}{% Formby:2004:MMT,% Kleibergen:2007:GWI% }. \NAMECITE{Matrix}{% Kawakatsu:2006:MEG,% Doran:2006:GEI,% Eklund:2007:TCE,% Fan:2008:HDC,% Hansen:2007:APR,% Karantininis:2002:IBE,% LeSage:2007:MES% }. \NAMECITE{matter}{% Gonzalo:2006:LSV,% Millimet:2008:EPS% }. \NAMECITE{max}{% Florios:2008:ECM% }. \NAMECITE{Maximum}{% Egorov:2003:MLE,% Goncalves:2004:MLB,% Hsiao:2002:MLE,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Moon:2004:MSE,% Park:2009:MEA,% Rabe-Hesketh:2005:MLE,% Shen:2001:MEB,% Abadir:2004:CMM,% Anderson:2005:OLI,% Bao:2007:FSP,% Biorn:2004:RSU,% Golan:2002:CME,% Horowitz:2002:BCV,% Jacquier:2007:MML,% Komunjer:2005:QML,% Kumbhakar:2007:NSF,% Ling:2007:SWL,% Wu:2003:CME,% Wu:2007:GEM,% Yu:2008:QML% }. \NAMECITE{may}{% Moreira:2009:BVS,% Anonymous:2000:PMb,% Anonymous:2001:PMb,% Anonymous:2002:PM,% Anonymous:2003:PM,% Anonymous:2004:PEEb,% Anonymous:2005:PM,% Anonymous:2008:PM,% Anonymous:2009:PM,% Gonzalo:2006:LSV% }. \NAMECITE{{McFadden}}{% Horvath:2006:TSD% }. \NAMECITE{{McFadden}-type}{% Horvath:2006:TSD% }. \NAMECITE{{MCMC}}{% Chernozhukov:2003:MAC,% Jacquier:2007:MML% }. \NAMECITE{{ME}}{% Bera:2002:MMM% }. \NAMECITE{mean}{% Bao:2007:SOB,% Blake:2007:TAP,% Clark:2006:USM,% Escanciano:2008:JMS,% Hayakawa:2009:EMN,% Juhl:2009:TCM,% Mencia:2009:MLS,% Rilstone:1996:SOB,% Rilstone:2005:CSO,% Shin:2000:GTS% }. \NAMECITE{mean-nonstationarity}{% Hayakawa:2009:EMN% }. \NAMECITE{mean-variance-skewness}{% Mencia:2009:MLS% }. \NAMECITE{means}{% Dhrymes:2006:EMG% }. \NAMECITE{measure}{% Dahlhaus:2009:LIL% }. \NAMECITE{measured}{% Browning:2008:LRC% }. \NAMECITE{Measurement}{% Haldrup:2005:MEO,% Atkinson:2005:BMP,% Biewen:2002:BII,% Chesher:2002:DRM,% Cowell:2007:IDI,% Dorfman:2005:CDP,% Formby:2004:MMT,% Kalnina:2008:EQV,% Li:2004:REG,% Wansbeek:2001:GEP% }. \NAMECITE{measures}{% Corradi:2009:PDE,% Dadpay:2007:IMG,% Davidson:2007:ABI,% Fernandez:2005:AEM,% LaFrance:2002:ITM,% Schluter:2009:EEN,% Silverberg:2007:SDI,% Ullah:2002:UED,% Zheng:2001:SIP% }. \NAMECITE{Measuring}{% Kumbhakar:2005:MTA,% Martens:2007:MVR,% Slottje:2008:EDS% }. \NAMECITE{Median}{% Gospodinov:2002:MUF,% Sakata:2007:IVE,% So:2001:IST% }. \NAMECITE{medical}{% Johnson:2003:DCT,% Malani:2008:PEM% }. \NAMECITE{meeting}{% Anonymous:2002:EM% }. \NAMECITE{meets}{% Hausman:2008:DDM% }. \NAMECITE{memory}{% Abadir:2009:TEL,% Andrews:2006:HOI,% Arteche:2004:GSE,% Banerjee:2005:MSB,% Bollerslev:2000:SEL,% Chen:2006:EMSa,% Davidson:2002:LMN,% Davidson:2005:GSL,% Delgado:2005:STL,% Deo:2006:FRV,% Diebold:2001:LMR,% Fay:2009:ELM,% Giraitis:2003:RVR,% Giraitis:2005:CRV,% Haldrup:2006:RSL,% Lazarova:2005:TSC,% Lieberman:2008:CAS,% Liu:2000:MLM,% McAleer:2008:MRS,% Phillips:2009:LML,% Robinson:2001:MSV,% Robinson:2003:HOK,% Zaffaroni:2007:AMM,% vanDijk:2002:NLM% }. \NAMECITE{men}{% Geweke:2000:EAE% }. \NAMECITE{mergers}{% Froeb:2003:BCC% }. \NAMECITE{method}{% Andrews:2001:ETS,% Banerjee:2007:MEA,% Dahlen:2004:RCS,% Ghysels:2003:SCT,% Hall:2003:LSB,% Hall:2007:CLS,% Hall:2007:IGM,% Hong:2006:FSM,% Huang:2000:NMC,% Imbens:2002:CIG,% Korinek:2007:EMC,% Lee:2007:MES,% Ortelli:2005:REM% }. \NAMECITE{methodological}{% Robins:2003:GMC% }. \NAMECITE{methodology}{% Granger:2006:OCP,% Hendry:2001:ACE,% Swanson:2006:PMA% }. \NAMECITE{Methods}{% Sims:2008:MIL,% Bauwens:2004:ARB,% Bilias:2000:SRM,% Chib:2002:MCM,% Chiou:2007:MID,% Diebold:2001:FEM,% Dufour:2006:RME,% Durham:2006:MCM,% Engle:2001:FEN,% Fernandes:2007:SME,% Findley:2004:MTS,% Hirschberg:2008:IME,% Hoogerheide:2007:SPD,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Li:2003:CST,% Lima:2009:NRM,% Linton:2001:YCE,% Ma:2006:QRM,% Marcellino:2006:CDI,% Papke:2008:PDM,% Sandor:2004:ASM,% Smith:2002:FSA% }. \NAMECITE{metric}{% Racine:2007:VRM% }. \NAMECITE{micro}{% vandenBerg:2001:CMM% }. \NAMECITE{microaggregation}{% Schmid:2009:EMI% }. \NAMECITE{Microeconometrics}{% Hausman:2001:M,% Wansbeek:2001:CMJ% }. \NAMECITE{mid}{% Costa:2003:UML% }. \NAMECITE{mid-life}{% Costa:2003:UML% }. \NAMECITE{migration}{% Groen:2004:ECL% }. \NAMECITE{minimal}{% Reif:2007:ABR% }. \NAMECITE{Minimax}{% Manski:2007:MRT,% Stoye:2009:MRT% }. \NAMECITE{Minimax-regret}{% Manski:2007:MRT% }. \NAMECITE{minimization}{% deJong:2002:NME% }. \NAMECITE{Minimizing}{% Elliott:2006:MII% }. \NAMECITE{minimum}{% Abadir:2004:CMM,% Lawford:2009:FSE,% Polonik:2008:TMV% }. \NAMECITE{mining}{% Sullivan:2001:DDM% }. \NAMECITE{mis}{% Chen:2006:EMSa% }. \NAMECITE{mis-specified}{% Chen:2006:EMSa% }. \NAMECITE{misclassification}{% Hu:2008:IEN,% Ramalho:2002:RMC% }. \NAMECITE{misclassified}{% Molinari:2008:PIP% }. \NAMECITE{mismeasured}{% Frazis:2003:ELR,% Hu:2006:BPL% }. \NAMECITE{missing}{% Dufour:2007:FRP,% Issler:2006:MLU,% Manski:2007:MRT,% Prokhorov:2009:GRR,% Wooldridge:2007:IPW% }. \NAMECITE{misspecification}{% Banerjee:2000:SUT,% Bera:2001:TEC,% Chen:2006:EMSb,% Corradi:2006:BCD,% Jondeau:2008:EBE,% Schorfheide:2005:VFU% }. \NAMECITE{Misspecified}{% Carrasco:2002:MSC,% Inkmann:2000:MHP,% Ai:2007:EPM,% Hall:2003:LSB,% Hall:2007:CLS% }. \NAMECITE{mixed}{% Burda:2008:BML,% Hsiao:2007:CMS,% Lee:2007:GEM,% Lee:2007:MES,% Li:2009:NTE% }. \NAMECITE{Mixing}{% Francq:2008:CSU,% Geweke:2007:SMR% }. \NAMECITE{mixture}{% Coppejans:2001:EBR,% Liesenfeld:2001:GBM% }. \NAMECITE{Mixtures}{% Giacomini:2008:MDF,% Mencia:2009:MLS,% Villani:2009:RDE% }. \NAMECITE{{ML}}{% Bera:2002:MMM% }. \NAMECITE{{MLE}}{% Butler:2000:ERM,% Kim:2009:MSM% }. \NAMECITE{{MM}}{% Bera:2002:MMM,% Bun:2006:EDF% }. \NAMECITE{{MMC}}{% Jouneau-Sion:2006:MTL% }. \NAMECITE{Mobility}{% Formby:2004:MMT,% Biewen:2002:BII,% Maasoumi:2007:GCP% }. \NAMECITE{MOD}{% Coppejans:2001:EBR% }. \NAMECITE{Model}{% Brock:2007:MUP,% Ferreira:2007:MCC,% Wright:2008:BMA,% Abadir:2004:CMM,% Abrevaya:2000:REG,% Allen:2008:FSP,% Anderson:2004:OTT,% Andrews:2001:CMM,% Andrews:2009:IAS,% Baltagi:2001:UNE,% Baltagi:2006:JLT,% Bauwens:2004:SCD,% Bec:2008:ACU,% Bekker:2002:EIL,% Belzil:2007:SAC,% Bera:2001:TEC,% Berkowitz:2001:GSE,% Bollerslev:2009:DTM,% Burda:2008:BML,% Canova:2004:FTP,% Chao:2002:JPA,% Charlier:2000:ECR,% Chen:2000:REL,% Chen:2001:NSS,% Chen:2006:EMSb,% Chen:2007:EGC,% Chen:2007:NLR,% Choi:2002:IVE,% Christensen:2006:ANN,% Clement:2000:ESR,% Coppejans:2001:EBR,% Coppejans:2007:EEO,% Coscelli:2004:EML,% Dahlen:2004:RCS,% Davidson:2002:MFC,% Deo:2006:FRV,% Doran:2006:GEI,% Duan:2009:ESC,% Dubin:2007:VIA,% Engle:2006:LRP,% Engle:2006:MIM,% Fan:2008:HDC,% Fernandez:2001:BPB,% Forchini:2005:OWA,% Forni:2004:GDF,% Garcia:2003:EAI,% Gayle:2007:RCS,% George:2008:BSS,% Gonzalo:2002:EMS,% Gospodinov:2008:ABT,% Greene:2005:RHP,% Haldrup:2006:RSL,% Han:2005:EPD,% Hansen:2003:SCC,% Harris:2007:ZIO,% Hausman:2003:TSM,% Hong:2007:CRW,% Hoogerheide:2007:NCP,% Hordahl:2006:JEM,% Horowitz:2004:SEP,% Horowitz:2009:TPQ,% Houser:2003:BAD,% Hsiao:2007:CMS,% Hu:2006:BPL,% Huang:2002:SCC,% Imai:2005:BAM,% Inkmann:2000:MHP,% Jacquier:2000:BAC,% Johansen:2006:SAH,% Jun:2008:WIR,% Jun:2009:LSQ,% Koopman:2008:MSL,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Lahiri:2002:BAN,% Lahiri:2008:EFD,% Lahiri:2008:MSS,% Lee:2000:NSQ,% Lee:2008:SEB,% Lee:2009:CBM,% Lewbel:2000:SQR,% Lewbel:2007:EST,% Li:2003:EMB,% Liesenfeld:2001:GBM,% Long:2004:HCD,% Lundbergh:2006:TSM,% McAleer:2008:MRS,% McCulloch:2000:BAM,% Michaelides:2000:ERE,% Mittelhammer:2005:CEI,% Moon:2004:MSE,% Munkin:2003:BAS,% Munkin:2008:BAO,% Park:2009:MEA,% Pere:2000:AEW,% Racine:2000:CCV,% Sain:2007:SMM,% Sarafidis:2009:TCS,% Seo:2006:BTN,% Shin:2007:ANS% }. \NAMECITE{model}{% Smith:2006:MSM,% Strachan:2004:BAE,% Tse:2000:TCC,% Turkington:2000:GVO,% Wagenvoort:2002:BRI,% West:2001:ETW,% Yang:2006:SGM,% Yu:2005:LSV,% Yu:2007:BAT,% Zhang:2001:NAC,% vanDijk:2002:NLM,% vanSoest:2002:SLS% }. \NAMECITE{model-selection}{% Racine:2000:CCV% }. \NAMECITE{Modeling}{% Chib:2007:MCE,% Findley:2004:MTS,% Fok:2007:MDS,% Grammig:2002:MIV,% Liu:2000:MLM,% Jin:2009:DCM,% Kapetanios:2007:MMC% }. \NAMECITE{Modelling}{% Anonymous:2005:MSB,% Banerjee:2005:MSB,% Bowsher:2007:MSM,% Clarke:2007:IOB,% Cubadda:2009:SCM,% Gao:2008:EMF,% Girma:2000:QDA,% Harris:2007:ZIO,% Lutkepohl:2007:GSS,% Skouras:2007:DDB,% Thomsen:2000:SCD% }. \NAMECITE{models}{% Abadie:2003:SIV,% Ahn:2001:GEL,% Ai:2007:EPM,% Andersen:2007:NAS,% Anderson:2002:RRR,% Andreou:2008:QCS,% Andrews:2001:CMM,% Arellano:2003:BCP,% Arteche:2004:GSE,% Asai:2009:SDC,% Aue:2009:DTS,% Bai:2001:CTC,% Bai:2003:KGS,% Bai:2008:TMD,% Baillie:2008:NMS,% Baltagi:2003:TPD,% Baltagi:2007:EMC,% Bams:2003:DER,% Bandi:2003:FEJ,% Banerjee:2009:SBR,% Bao:2007:FSP,% Bao:2007:SOB,% Bernard:2007:FSM,% Bhardwaj:2006:EIU,% Bhattacharya:2008:IPD,% Bierens:2007:EAL,% Blundell:2002:IED,% Bowsher:2007:MSM,% Brock:2007:IBC,% Bruggemann:2006:RAT,% Bun:2006:EDF,% Cai:2006:FCI,% Cai:2007:TTV,% Cai:2009:FCM,% Cao:2008:GFT,% Carrasco:2002:MSC,% Carrasco:2007:EEG,% Carro:2007:EDP,% Casas:2008:EEL,% Cavaliere:2007:TUR,% Chan:2007:IEV,% Chang:2003:IMI,% Charlier:2001:AHE,% Chen:2000:ECR,% Chen:2000:EEB,% Chen:2003:RCE,% Chen:2005:NES,% Chen:2006:ECB,% Chen:2006:EMSa,% Chen:2006:EMSb,% Chen:2007:AEL,% Chen:2007:NLR,% Chen:2009:EES,% Cheng:2008:GAS,% Chernov:2003:AMS,% Chernozhukov:2006:IQR,% Chernozhukov:2007:IVE,% Chernozhukov:2009:FSI,% Chib:2000:BAC,% Chib:2002:MCM,% Chib:2002:SBA,% Chib:2006:AHD,% Chiou:2007:MID,% Chopin:2004:BIS,% Clark:2001:TEF,% Clark:2007:ANT,% Conley:2007:EDL,% Consolo:2009:SID,% Corradi:2007:EDS,% Croux:2004:DFM,% Dahl:2003:TNN,% Das:2003:ISE,% Das:2004:SEN,% Das:2005:IVE,% Davidson:2002:BJT,% Davis:2002:EMW,% Delgado:2007:NTC,% Delgado:2008:DFS,% Deschamps:2000:ESS,% Dette:2008:TPF,% Dhrymes:2006:EMG,% Distaso:2008:TUR,% Dominitz:2001:EIE,% Donald:2002:SEI,% Donald:2009:CIV,% Dridi:2007:IIC,% Driessen:2005:TAT,% Dueker:2007:CTA,% Dufour:2006:FSS,% Dufour:2009:EAT,% Durham:2006:MCM,% Egorov:2006:VFJ,% Eklund:2007:TCE,% Escanciano:2008:JMS,% Fernandes:2005:NST,% Fernandes:2006:FAC,% Fernandez-Val:2009:FEE,% Fernandez-Villaverde:2004:CDE,% Fiteni:2004:ERM,% Fok:2007:SNL% }. \NAMECITE{models}{% Francq:2001:SMM,% Frederiksen:2007:DTD,% Gagliardini:2007:ENE,% Gao:2008:STD,% Ghysels:2004:SVD,% Giannone:2006:VCF,% Goncalves:2004:MLB,% Gonzalo:2002:EMS,% Gonzalo:2005:SIT,% Gourieroux:2007:ESS,% Gourieroux:2008:DQM,% Gozalo:2001:TAG,% Griffin:2004:SBI,% Guggenberger:2008:GEL,% Hahn:2007:LDI,% Hall:2003:LSB,% Hall:2007:CLS,% Ham:2005:SIE,% Hansen:2000:TSC,% Hansen:2002:TTR,% Hansen:2006:CRV,% Hansen:2007:GLS,% Hayakawa:2009:EMN,% Hecq:2006:CCF,% Henderson:2008:NET,% Herwartz:2005:BIS,% Hidalgo:2003:ABM,% Hidalgo:2007:GFTa,% Hidalgo:2007:GFTb,% Hidalgo:2008:STR,% Hillebrand:2005:NPC,% Hong:2003:EMA,% Hong:2003:SEN,% Hong:2006:FSM,% Honore:2004:ECS,% Hoogerheide:2007:SPD,% Hsiao:2002:MLE,% Hu:2008:IEN,% Imbens:2002:CIG,% Inoue:2006:SFM,% Inoue:2008:EEI,% Jacquier:2004:BAS,% Jacquier:2007:MML,% Jagannathan:2003:EMF,% Jiang:2009:BAR,% Jondeau:2008:EBE,% Jouneau-Sion:2006:MTL,% Juhl:2005:TCU,% Kapoor:2007:PDM,% Kasahara:2008:PLE,% Kazakevicius:2004:SRC,% Kejriwal:2008:LDE,% Khan:2001:TSE,% Khan:2001:TSR,% Khan:2007:PRE,% Khan:2009:IEC,% Kim:2004:MSM,% Kim:2007:PAM,% Kim:2008:EMR,% Kim:2009:MSM,% Kleibergen:2004:IBI,% Kleibergen:2009:TRP,% Koenker:2009:PLB,% Koop:2000:TIU,% Koop:2001:BIM,% Koop:2006:SBI,% Kuan:2009:AVR,% Kuersteiner:2001:OIV,% Kurozumi:2009:APE,% Lee:2006:SPE,% Lee:2007:EQR,% Lee:2007:GEM,% Lee:2007:IEE,% Lee:2007:MES,% Lehmann:2009:RBI,% Lewbel:2008:ECH,% Li:2002:RCE,% Li:2003:CST,% Li:2004:REG,% Li:2008:ETE,% Li:2009:SBS,% Ling:2007:SWL,% Luger:2006:EPT,% Lundbergh:2002:EGM,% Ma:2006:QRM,% Magnac:2007:IIM,% Meddahi:2004:TAV,% Mora:2008:STO,% Murtazashvili:2008:FEI,% Nakatsuma:2000:BAA,% Nelson:2007:ZIL,% Ni:2003:NPF,% Nicoletti:2006:NDP,% Nobile:2000:CBM,% Okui:2009:OCM,% Osiewalski:2004:BCB,% Otsu:2008:CEL,% Pan:2008:ETP,% Panagiotelis:2008:BIS,% Park:2003:CSE% }. \NAMECITE{models}{% Park:2003:SEE,% Park:2007:SEE,% Pena:2004:FND,% Perron:2006:ERS,% Pesaran:2000:SAV,% Pesaran:2005:SSP,% Phillips:2000:AAO,% Rabe-Hesketh:2005:MLE,% Ramalho:2002:RMC,% Robinson:2001:MSV,% Rothe:2009:SEB,% Saikkonen:2005:SRN,% Sakata:2001:ENR,% Sareen:2003:RBI,% Sentana:2001:IET,% Sentana:2008:IEL,% Seo:2007:ADC,% Seo:2007:SLS,% Severini:2001:SAC,% Shin:2003:IVA,% Silva:2001:TPM,% Simar:2007:EIT,% Sims:2008:MIL,% Singleton:2001:EAA,% Stummer:2007:OSD,% Su:2008:LPE,% Sun:2006:SEA,% Taber:2000:SIH,% Timmermann:2000:MMS,% Todorov:2009:ECT,% Verbeek:2005:EDM,% Waggoner:2003:LPN,% Wang:2009:DET,% Wansbeek:2001:GEP,% Xiao:2009:FCC,% Xu:2008:AEA,% Yamagata:2008:JSC,% Zaffaroni:2003:GIC,% Zaffaroni:2004:CAL,% Zaffaroni:2007:AMM,% Zaffaroni:2009:WEE,% deLuna:2006:ESE,% vanGarderen:2000:CSA,% vanGarderen:2001:OPL,% vanGiersbergen:2002:HIB% }. \NAMECITE{moderate}{% Phillips:2007:LTM% }. \NAMECITE{Modified}{% Harvey:2006:MTC,% Harvey:2012:CMT,% Hsiao:2006:MTS,% Oberhelman:2000:APC,% Shin:2004:FMS% }. \NAMECITE{moment}{% Ai:2007:EPM,% Ait-Sahalia:2008:AHS,% Andrews:2001:CMM,% Carrasco:2007:EEG,% Charlier:2000:ECR,% Chen:2000:TTR,% Chen:2007:NLR,% Chen:2007:SOP,% Chen:2009:EES,% Donald:2003:ELE,% Donald:2009:CIV,% Hall:2007:IGM,% Jun:2009:STC,% Khan:2009:IEC,% Moon:2009:EOI,% Phillips:2000:AAO,% Rosen:2008:CSP,% Smith:2007:EIT,% vanAkkeren:2002:GMB% }. \NAMECITE{Moments}{% Timmermann:2000:MMS,% Bollerslev:2002:ESV,% Bollerslev:2004:CES,% Ghysels:2003:SCT,% Hall:2003:LSB,% Hall:2007:CLS,% Hall:2007:IGM,% Im:2008:MEE,% Imbens:2002:CIG,% Ling:2002:SEM,% Okui:2009:OCM,% Ortelli:2005:REM,% Perez-Quiros:2001:BCA,% Schmid:2009:EMI% }. \NAMECITE{monetary}{% Barnett:2007:MAT% }. \NAMECITE{money}{% Huang:2002:SCC% }. \NAMECITE{Monitoring}{% Andreou:2006:MDF% }. \NAMECITE{monopolistic}{% Diewert:2008:ERS,% vandenBerg:2007:UOP% }. \NAMECITE{monotone}{% Magnac:2007:IIM% }. \NAMECITE{monotonic}{% Juhl:2009:TCM% }. \NAMECITE{monotonicity}{% McCausland:2008:BAC% }. \NAMECITE{{Monte}}{% Baker:2000:DDN,% Bauwens:2004:ARB,% Chib:2002:MCM,% Corradi:2006:EDT,% Detemple:2006:APM,% Dufour:2006:MCT,% Durham:2006:MCM,% Gaure:2007:TCM,% Kumbhakar:2006:PEC,% Lahiri:2002:BAN,% Michaelides:2000:ERE,% Vahid:2002:ICC,% Vilasuso:2001:CTC% }. \NAMECITE{{Monte-Carlo}}{% Vahid:2002:ICC% }. \NAMECITE{monthly}{% Ramsay:2002:FDA% }. 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\NAMECITE{{Nelson}}{% Cogley:2008:IJE,% Diebold:2008:GYC,% Kim:2008:MSB,% Nelson:2008:BND,% Oh:2008:RBB% }. \NAMECITE{neonatal}{% Bhalotra:2008:BSF% }. \NAMECITE{Nested}{% Antweiler:2001:NRE,% Baltagi:2001:UNE,% Chen:2002:PTS,% Chen:2007:CPT,% Clark:2001:TEF,% Clark:2007:ANT,% Dubin:2007:VIA,% Lahiri:2002:BAN,% Luger:2006:EPT,% Rabe-Hesketh:2005:MLE,% Ramalho:2002:GEL% }. \NAMECITE{network}{% McAleer:2008:NND,% Medeiros:2008:AAE,% Shintani:2004:NNN% }. \NAMECITE{networks}{% Bramoulle:2009:IPE,% Garcia:2000:PHD,% Hoogerheide:2007:SPD% }. \NAMECITE{Neural}{% Medeiros:2008:AAE,% Garcia:2000:PHD,% Hoogerheide:2007:SPD,% McAleer:2008:NND,% Shintani:2004:NNN% }. \NAMECITE{neutral}{% Bams:2003:DER,% Bondarenko:2003:ERN,% Clement:2000:ESR% }. \NAMECITE{No}{% Andersen:2007:NAS,% Moench:2008:FYC,% Seo:2006:BTN,% West:2001:ETW% }. \NAMECITE{No-arbitrage}{% Andersen:2007:NAS,% Moench:2008:FYC% }. \NAMECITE{Nobile}{% McCulloch:2000:RN% }. \NAMECITE{noise}{% Andersen:2007:NAS,% Arteche:2004:GSE,% Jiang:2008:TJW,% Linton:2008:NTW,% Perron:2009:EDT% }. \NAMECITE{noises}{% Duan:2009:ESC% }. \NAMECITE{noisy}{% Bonhomme:2009:CNI% }. \NAMECITE{nominal}{% Kongsted:2005:TNR% }. \NAMECITE{nominal-to-real}{% Kongsted:2005:TNR% }. \NAMECITE{Non}{% Brendstrup:2007:NPE,% Kuosmanen:2007:NPT,% Mosconi:2006:NCB,% Wheelock:2008:NPU,% Abadir:2004:CMM,% Ayat:2000:URT,% Bai:2003:KGS,% Battistin:2008:IEN,% Cavaliere:2007:TUR,% Cavaliere:2008:TCP,% Chen:2002:PTS,% Chen:2007:CPT,% Deng:2008:NLP,% Dufour:2009:EAT,% Fok:2007:SNL,% Galichon:2009:TNI,% Griffin:2006:ING,% Ham:2005:SIE,% Hamermesh:2008:ECC,% Im:2008:MEE,% Karantininis:2002:IBE,% Lee:2008:REN,% Liu:2009:MFT,% Luger:2003:ENP,% Luger:2006:EPT,% Matilla-Garcia:2008:NPI,% Millimet:2008:EHD,% Mouchart:2004:BEN,% Ramalho:2002:GEL,% vanGarderen:2000:CSA% }. \NAMECITE{non-admissible}{% Mouchart:2004:BEN% }. \NAMECITE{Non-causality}{% Mosconi:2006:NCB% }. \NAMECITE{non-experimental}{% Ham:2005:SIE% }. \NAMECITE{non-{Gaussian}}{% Abadir:2004:CMM,% 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\NAMECITE{nonexperimental}{% Smith:2005:DMO% }. \NAMECITE{Noninformative}{% Ni:2003:NPF% }. \NAMECITE{Nonlinear}{% Baillie:2008:NMS,% Chang:2002:NIU,% Phillips:2004:NIV,% Sun:2003:NLP,% deJong:2001:NEU,% deJong:2002:NME,% Chung:2007:NNH,% Corradi:2000:TSE,% Corradi:2002:CTN,% Darolles:2004:KBN,% Davidson:2002:CEC,% Davidson:2002:ECF,% Davidson:2002:LMN,% Dittmann:2002:PNT,% Gagliardini:2007:ENE,% Goncalves:2004:MLB,% Gozalo:2000:LNL,% Hong:2003:SEN,% Hong:2006:FSM,% Hu:2008:IEN,% Kapetanios:2003:TUR,% Li:2002:RCE,% Park:2002:NNH,% Rilstone:1996:SOB,% Rilstone:2005:CSO,% Saikkonen:2005:SRN,% Sakata:2001:ENR,% Zhang:2001:NAC,% vanDijk:2002:NLM% }. \NAMECITE{Nonlinearity}{% Marmer:2008:NNS,% Blake:2007:TAP,% Dahl:2003:TNN,% Giordani:2007:UAN,% Patton:2007:POF% }. \NAMECITE{nonnested}{% Davidson:2002:BJT% }. \NAMECITE{Nonparametric}{% Ait-Sahalia:2000:NRM,% Ait-Sahalia:2003:NOP,% Breitung:2002:NTU,% Breitung:2003:CNT,% Cai:2008:NEC,% Cazals:2002:NFE,% Chen:2005:NES,% Chen:2007:NLR,% 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\NAMECITE{predictions}{% Canova:2004:FTP,% Rothstein:2004:CPP% }. \NAMECITE{Predictive}{% Corradi:2001:PAC,% Corradi:2006:PDC,% Corradi:2009:PDE,% Granger:2006:OCP,% Swanson:2006:PMA,% Clark:2005:PTP,% Clark:2007:ANT,% Corradi:2002:CTN% }. \NAMECITE{predictors}{% Bai:2008:FET,% DeMol:2008:FUL,% Lee:2006:BBQ% }. \NAMECITE{preference}{% Abdellaoui:2007:RIU,% Gregory:2002:ITE% }. \NAMECITE{preferences}{% Barnett:2008:CPD,% Fleissig:2008:NTW,% Slottje:2008:EDS,% vanSoest:2002:SLS% }. \NAMECITE{premia}{% Kleibergen:2009:TRP% }. \NAMECITE{premium}{% Bansal:2002:MEA% }. \NAMECITE{prenatal}{% Evans:2005:BPC% }. \NAMECITE{presence}{% Atkinson:2005:BMP,% Ayat:2000:URT,% Bera:2001:TEC,% Blake:2007:TAP,% Burridge:2001:RBT,% Busetti:2003:TAS,% Cavaliere:2008:TCP,% Chen:2000:ECR,% Chen:2003:EFC,% Clark:2005:PTP,% Corradi:2006:BCD,% Davis:2006:EQG,% Gregoir:2006:ETP,% Kalnina:2008:EQV,% Machado:2004:CEB,% Millimet:2008:EHD,% Pesaran:2007:SEW,% Phillips:2002:NUR,% deJong:2002:NME% }. \NAMECITE{present}{% Phillips:2001:TTS% }. \NAMECITE{Presentation}{% Granger:2006:OCP% }. \NAMECITE{preserving}{% Waggoner:2003:LPN% }. \NAMECITE{pretesting}{% Danilov:2004:HIP% }. \NAMECITE{price}{% Ait-Sahalia:2001:DOM,% Capps:2003:SIC,% Chernov:2003:AMS,% Fok:2007:SNL,% Hardle:2009:DSP,% Hoderlein:2008:IPV,% Li:2005:EFP,% Liesenfeld:2001:GBM,% Silver:2007:WEP,% Yatchew:2006:NSP,% Zhang:2009:BAB% }. \NAMECITE{prices}{% Bollen:2000:RSF,% Cheng:2008:GAS,% Duan:2009:ESC,% Eklof:2003:OOA,% Haldrup:2006:RSL,% Hong:2008:RPE,% Jagannathan:2003:EMF,% Jiang:2008:TJW,% Li:2005:EFP,% vandenBerg:2007:UOP% }. \NAMECITE{Pricing}{% Bakshi:2000:PHL,% Garcia:2000:PHD,% Ait-Sahalia:2003:NOP,% Bandi:2008:RVF,% Bates:2003:EOP,% Berkowitz:2001:GSE,% Chernov:2003:ERE,% Garcia:2003:EAI,% Kitamura:2002:CBE,% Singleton:2001:EAA% }. \NAMECITE{primal}{% Fare:2008:EDD,% Kumbhakar:2006:ETA% }. \NAMECITE{prime}{% Hsiao:2008:EEW% }. \NAMECITE{prime-age}{% Hsiao:2008:EEW% }. \NAMECITE{principal}{% DeMol:2008:FUL,% Doran:2006:GEI% }. \NAMECITE{prior}{% Chao:2002:JPA,% Cubadda:2009:SCM,% Deschamps:2006:FPD% }. \NAMECITE{Priors}{% Kleibergen:2002:PPB,% Fernandez:2001:BPB,% Hoogerheide:2007:NCP,% Ni:2003:NPF% }. \NAMECITE{private}{% Cho:2008:EUP,% Duggal:2007:IPE,% Ham:2005:REL,% Li:2000:CIP% }. \NAMECITE{probabilities}{% Ait-Sahalia:2001:DOM,% Antoine:2007:EUI,% Sandor:2004:ASM% }. \NAMECITE{probability}{% Egorov:2006:VFJ,% Guell:2006:EPL,% Karantininis:2002:IBE,% Molinari:2008:PIP,% Oberhelman:2000:APC,% Wooldridge:2007:IPW,% Zellner:2007:EGS,% Zellner:2007:GSP% }. \NAMECITE{probit}{% Burda:2008:BML,% Chen:2007:EGC,% Fernandez-Val:2009:FEE,% Harris:2007:ZIO,% Imai:2005:BAM,% Inkmann:2000:MHP,% McCulloch:2000:BAM,% Munkin:2008:BAO,% Nobile:2000:CBM% }. \NAMECITE{problem}{% Conley:2008:SPB,% Cowell:2007:IDI,% Dehejia:2005:PED,% Fraser:2005:HAL,% Lancaster:2000:IPP,% Oulton:2008:CIC,% Shen:2001:MEB,% Spanos:2002:PNM% }. \NAMECITE{problems}{% Manski:2000:IPD,% Marsh:2004:BSG,% Prokhorov:2009:GRR,% Wooldridge:2007:IPW% }. \NAMECITE{procedure}{% Biorn:2004:RSU,% Cherchye:2008:NTC,% Kim:2009:MSM,% Lee:2000:NSQ% }. \NAMECITE{procedures}{% Andrews:2001:CMM,% Andrews:2009:IAS,% Aue:2009:DTS,% Davidson:2006:ABP% }. \NAMECITE{process}{% Bowsher:2007:MSM,% Corradi:2000:RCT,% Dette:2008:TPF,% Gourieroux:2006:MJP,% Gourieroux:2009:WAP,% Hsiao:2006:MTS,% Lieberman:2008:CAS,% Lutkepohl:2000:TCR,% Lutkepohl:2003:CTC% }. \NAMECITE{processes}{% Ait-Sahalia:2006:SAC,% Andrews:2006:HOI,% Baillie:2008:NMS,% Barndorff-Nielsen:2006:IJR,% Breitung:2002:ICR,% Chacko:2003:SGE,% Corradi:2000:TSE,% Corradi:2005:BST,% Davidson:2002:CEC,% Davidson:2002:ECF,% Davidson:2005:GSL,% Davidson:2006:ABP,% Detemple:2006:APM,% Distaso:2008:TUR,% Dittmann:2002:PNT,% Dufour:2000:MPT,% ElBabsiri:2001:CAG,% Francq:2008:CSU,% Giacomini:2004:AST,% Gospodinov:2002:MUF,% Grammig:2002:MIV,% Granger:2006:IP,% Griffin:2006:ING,% Hafner:2008:TAM,% Han:2008:TSP,% Hidalgo:2005:BCT,% Hidalgo:2006:BST,% Hidalgo:2009:GFL,% 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\NAMECITE{programming}{% Cherchye:2008:NTC,% Taber:2000:SIH% }. \NAMECITE{programs}{% Aakvik:2005:ETE,% Card:2005:HIE,% Hotz:2005:PEF% }. \NAMECITE{{PROGRESA}}{% Djebbari:2008:HIP% }. \NAMECITE{Progress}{% Franses:2007:PCE,% Diewert:2008:ERS% }. \NAMECITE{project}{% Card:2009:DEE,% Card:2005:HIE% }. \NAMECITE{projection}{% Dufour:2007:FRP% }. \NAMECITE{projection-based}{% Dufour:2007:FRP% }. \NAMECITE{projections}{% Kitamura:2002:CBE% }. \NAMECITE{propensity}{% Dehejia:2005:PPS,% Shaikh:2009:STP% }. \NAMECITE{Properties}{% Dittmann:2002:PNT,% Patton:2007:POF,% Zhu:2009:PEA,% Allen:2008:FSP,% Bao:2007:FSP,% Chen:2007:SOP,% Deng:2008:NLP,% Detemple:2006:APM,% Doran:2006:GEI,% Francq:2008:CSU,% Han:2008:TSP,% Hansen:2007:APR,% Hausman:2008:DDM,% Kurozumi:2009:APE,% Levin:2002:URT,% Oberhelman:2000:APC,% Okhrin:2006:DPP,% Pesaran:2005:SSP% }. \NAMECITE{property}{% Greasley:2007:PIP,% Leeb:2008:SEO,% McAleer:2007:EIP,% deMatos:2007:TMP% }. \NAMECITE{proportional}{% Horowitz:2004:SEP% }. \NAMECITE{prospect}{% Abdellaoui:2007:RIU,% Diebold:2001:ERP,% Nelson:2008:BND% }. \NAMECITE{prospects}{% Koenker:2000:GEF% }. \NAMECITE{proxy}{% Dias:2007:CEB% }. \NAMECITE{Pseudo}{% Kasahara:2008:PLE,% Chen:2002:PTS,% Chen:2007:CPT,% Inoue:2008:EEI,% McKenzie:2004:ATH% }. \NAMECITE{Pseudo-likelihood}{% Kasahara:2008:PLE% }. \NAMECITE{pseudo-panel}{% Inoue:2008:EEI% }. \NAMECITE{pseudo-panels}{% McKenzie:2004:ATH% }. \NAMECITE{pseudo-true}{% Chen:2002:PTS,% Chen:2007:CPT% }. \NAMECITE{{PSID}}{% Geweke:2000:EAE% }. \NAMECITE{Psychology}{% Cook:2008:WLA% }. \NAMECITE{public}{% Millimet:2008:EPS,% Reback:2004:ICC,% Sickles:2008:SIE% }. \NAMECITE{publications}{% Fok:2007:MDS% }. \NAMECITE{publishing}{% Dirkmaat:2001:SPF% }. \NAMECITE{{Pure}}{% Engle:2006:LRP% }. \NAMECITE{Purebred}{% Ahn:2003:PHR% }. \NAMECITE{puzzles}{% Bollerslev:2006:VPS% }. \NAMECITE{{QML}}{% Corradi:2008:BRQ% }. \NAMECITE{{QMLE}}{% Allen:2008:FSP% }. \NAMECITE{quadratic}{% Ait-Sahalia:2008:SFQ,% Kalnina:2008:EQV,% Mittelhammer:2005:CEI,% Ploberger:2004:CCT% }. \NAMECITE{quadrature}{% Lee:2000:NSQ% }. \NAMECITE{qualitative}{% Lewbel:2000:SQR% }. \NAMECITE{Quality}{% Andreou:2008:QCS,% Black:2004:HRE% }. \NAMECITE{Quantile}{% Honore:2002:QRU,% Ma:2006:QRM,% Xiao:2009:QCR,% Chernozhukov:2006:IQR,% Chernozhukov:2008:IVQ,% Chernozhukov:2009:FSI,% Daouia:2007:NEA,% Galvao:2009:URQ,% Gourieroux:2008:DQM,% Horowitz:2009:TPQ,% Jun:2008:WIR,% Jun:2009:LSQ,% Khan:2001:TSR,% Koenker:2000:GEF,% Lee:2006:BBQ,% Lee:2007:EQR,% Martins-Filho:2008:SNC,% Otsu:2008:CEL,% Wheelock:2008:NPU,% Yu:2007:BAT% }. \NAMECITE{quantile-regression}{% Horowitz:2009:TPQ% }. \NAMECITE{Quantiles}{% DeRossi:2009:QES,% Bilias:2000:SRM,% Blundell:2007:CRQ,% Komunjer:2005:QML,% Qu:2008:TSC% }. \NAMECITE{quantilogram}{% Linton:2007:QAE% }. \NAMECITE{quantity}{% Davis:2006:EQG% }. \NAMECITE{Quasi}{% Komunjer:2005:QML,% Yu:2008:QML,% Girma:2000:QDA,% Ling:2007:SWL% }. \NAMECITE{quasi-differencing}{% Girma:2000:QDA% }. \NAMECITE{Quasi-maximum}{% Komunjer:2005:QML,% Yu:2008:QML,% Ling:2007:SWL% }. \NAMECITE{R}{% Cogley:2008:IJE,% Mukherjee:2007:GRE% }. \NAMECITE{R-estimators}{% Mukherjee:2007:GRE% }. \NAMECITE{radial}{% Bauwens:2004:ARB% }. \NAMECITE{radial-based}{% Bauwens:2004:ARB% }. \NAMECITE{random}{% Antweiler:2001:NRE,% Baltagi:2007:TSC,% Belzil:2007:SAC,% Dahl:2003:TNN,% Distaso:2008:TUR,% Egorov:2006:VFJ,% Hong:2007:CRW,% Honore:2002:QRU,% Huang:2000:NMC,% Jenish:2009:CLT,% Jiang:2009:BAR,% Kazakevicius:2004:SRC,% Lee:2000:NSQ,% Lee:2008:REN,% Luger:2003:ENP,% Murtazashvili:2008:FEI,% Rabe-Hesketh:2005:MLE,% Rothenberg:2002:SED,% So:2001:IST% }. \NAMECITE{random-component}{% Lee:2000:NSQ% }. \NAMECITE{Randomization}{% Ham:2005:REL% }. \NAMECITE{Randomized}{% Lee:2008:REN,% Ashenfelter:2005:DUI,% Malani:2008:PEM% }. \NAMECITE{randomly}{% Ait-Sahalia:2008:AHS% }. \NAMECITE{range}{% Casas:2008:EEL,% Christensen:2007:RRB,% Hsieh:2007:ADD,% Marmol:2002:TSV,% Martens:2007:MVR,% Zaffaroni:2003:GIC% 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Cherchye:2008:NTC,% Jondeau:2008:EBE,% Lehmann:2009:RBI,% Michaelides:2000:ERE,% Pollock:2000:TET% }. \NAMECITE{re}{% Bijwaard:2005:CSC% }. \NAMECITE{re-employment}{% Bijwaard:2005:CSC% }. \NAMECITE{reaction}{% Lenk:2001:BER% }. \NAMECITE{real}{% Croushore:2001:RTD,% Gregoir:2006:ETP,% Kongsted:2005:TNR% }. \NAMECITE{real-time}{% Croushore:2001:RTD% }. \NAMECITE{realignment}{% Yu:2007:CFL% }. \NAMECITE{realised}{% Barndorff-Nielsen:2006:IJR% }. \NAMECITE{realization}{% Dominitz:2001:EIE% }. \NAMECITE{Realized}{% Bandi:2008:RVF,% Christensen:2007:RRB,% Bollerslev:2009:DTM,% Corradi:2009:PDE,% Deo:2006:FRV,% Martens:2007:MVR,% Phillips:2009:TSR% }. \NAMECITE{recession}{% Issler:2006:MLU% }. \NAMECITE{recipients}{% Ashenfelter:2005:DUI,% Card:2005:HIE,% Card:2009:DEE,% Hsiao:2008:EEW% }. \NAMECITE{Reconciling}{% Abdellaoui:2007:RIU% }. \NAMECITE{Reconsidering}{% Corradi:2000:RCT,% Greene:2005:RHP% }. \NAMECITE{recovery}{% Miller:2002:RJD% }. \NAMECITE{recurrent}{% Xu:2009:ELB% }. 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Galichon:2009:TNI% }. \NAMECITE{Regression}{% Biorn:2004:RSU,% Imbens:2008:RDD,% Lee:2008:RDI,% Ramalho:2002:RMC,% Villani:2009:RDE,% Abrevaya:2000:REG,% Ait-Sahalia:2001:GFT,% Anderson:2002:RRR,% Anderson:2006:RRR,% Andrews:2007:PCW,% Andrews:2008:EDF,% Andrews:2008:ETS,% Aue:2009:DTS,% Baltagi:2001:UNE,% Baltagi:2003:TPD,% Banerjee:2009:SBR,% Battistin:2008:IEN,% Belzil:2007:SAC,% Bilias:2000:SRM,% Blundell:2007:CRQ,% Burridge:2001:RBT,% Charlier:2000:ECR,% Chen:2000:ECR,% Chen:2003:RCE,% Chen:2007:AEL,% Chernozhukov:2006:IQR,% Chernozhukov:2008:IVQ,% Chernozhukov:2009:FSI,% Chung:2007:NNH,% Cook:2008:WLA,% Dahl:2003:TNN,% Davidson:2002:BJT,% Einmahl:2008:STN,% Fiteni:2004:ERM,% Forchini:2005:OWA,% Fraser:2005:HAL,% Gozalo:2000:LNL,% Gozalo:2001:TAG,% Heckelei:2003:BBM,% Hidalgo:2003:ABM,% Hidalgo:2008:STR,% Honore:2002:QRU,% Honore:2004:ECS,% Hoogerheide:2007:NCP,% Hoogerheide:2007:SPD,% Horowitz:2009:TPQ,% Hu:2006:BPL,% Imbens:2008:SIE,% Kejriwal:2008:LDE,% Khan:2001:TSE,% Khan:2009:IEC,% Kim:2008:EMR,% Kleibergen:2003:BCA,% Kleibergen:2004:IBI,% Koenker:2000:GEF,% Koop:2004:BVS,% Kurozumi:2009:APE,% Lalive:2008:HDE,% Lazarova:2005:TSC,% Lee:2007:EQR,% Lemieux:2008:IES,% Linton:2009:CEG,% Luger:2006:EPT,% Ma:2006:QRM,% Martins-Filho:2007:NFE,% McCrary:2008:MRV,% Medeiros:2008:AAE,% Otsu:2008:CEL,% Park:2008:LLE,% Phillips:2007:URL,% Polonik:2008:TMV,% Qu:2008:TSC,% Racine:2004:NER,% Reif:2002:OPT,% Reif:2007:ABR,% Sakata:2001:ENR,% Seo:2007:SLS,% Smith:2000:NSU,% Smith:2001:RRR,% Sun:2003:NLP,% Tsay:2000:SRF,% Turkington:2000:GVO,% Wan:2003:OCV,% Whang:2000:CBT,% Xiao:2002:CTC,% Xiao:2009:QCR,% Yu:2007:BAT,% Zhang:2009:BAB,% vanGiersbergen:2002:HIB% }. \NAMECITE{regression-based}{% Burridge:2001:RBT,% Smith:2001:RRR% }. \NAMECITE{regression-discontinuity}{% Battistin:2008:IEN,% Cook:2008:WLA% }. \NAMECITE{regressions}{% Bollerslev:2006:VPS,% Chang:2006:BCR,% Choi:2008:RES,% Dufour:2002:ETC,% Dufour:2002:SBF,% Dufour:2007:FRP,% Elliott:2007:CSD,% Frazis:2003:ELR,% Geweke:2007:SMR,% Lavergne:2001:ETA,% Shin:2004:FMS,% Xiao:2002:HOA,% Xie:2004:VES% }. \NAMECITE{regressive}{% Lee:2007:GEM,% Lee:2007:MES% }. \NAMECITE{regressor}{% Hu:2006:BPL% }. \NAMECITE{regressors}{% Blundell:2007:CRQ,% Das:2005:IVE,% Im:2008:MEE,% Rothe:2009:SEB,% Sarafidis:2009:TCS,% Shin:2004:FMS% }. \NAMECITE{regret}{% Manski:2007:MRT,% Stoye:2009:MRT% }. \NAMECITE{regular}{% Deschamps:2000:ESS,% Dufour:2009:EAT,% McCausland:2007:TRS% }. \NAMECITE{regularity}{% Barnett:2002:TTC% }. \NAMECITE{rehabilitation}{% Aakvik:2005:ETE% }. \NAMECITE{Rejoinder}{% Hausman:2001:R,% Smith:2005:R% }. \NAMECITE{related}{% Giraitis:2003:RVR,% Giraitis:2005:CRV,% Marsh:2004:BSG% }. \NAMECITE{relation}{% Dahlen:2004:RCS% }. \NAMECITE{relations}{% Johansen:2006:SAH,% deJong:2001:NEU,% deJong:2002:NME% }. \NAMECITE{relationship}{% Fortuna:2008:LRT,% Oh:2008:RBB% }. \NAMECITE{relationships}{% Granger:2003:SAC,% Hassler:2006:RLP% }. \NAMECITE{Relative}{% Hong:2008:RPE,% 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\NAMECITE{reservation}{% Li:2005:EFP% }. \NAMECITE{Reserve}{% Wheelock:2008:NPU,% Eklof:2003:OOA% }. \NAMECITE{Residual}{% Bruggemann:2006:RAT,% Hassler:2006:RLP,% Im:2008:MEE% }. \NAMECITE{residuals}{% Chen:2009:EES,% Xiao:2002:CTC% }. \NAMECITE{Response}{% Adams:2003:R,% Horowitz:2001:RCE,% Abadie:2003:SIV,% Chen:2003:RCE,% Chesher:2002:DRM,% Chib:2007:ATR,% Chib:2008:ATR,% Coppejans:2001:EBR,% Coppejans:2007:EEO,% Fok:2007:SNL,% Hamermesh:2008:ECC,% Lee:2008:SEB,% Lewbel:2000:SQR,% Manski:2000:IPD,% Papke:2008:PDM,% Ramalho:2002:RMC,% Rothe:2009:SEB,% vanDijk:2008:EIR% }. \NAMECITE{responses}{% Aakvik:2005:ETE% }. \NAMECITE{Restricted}{% Pizzinga:2008:RKF,% Perron:2006:ERS% }. \NAMECITE{restriction}{% Ai:2007:EPM,% Donald:2009:CIV,% Sakata:2007:IVE% }. \NAMECITE{restrictions}{% Ait-Sahalia:2003:NOP,% Andersen:2007:NAS,% Charlier:2000:ECR,% Chen:2000:TTR,% Chen:2007:SOP,% Chesher:2009:EHE,% Das:2003:ISE,% Donald:2003:ELE,% Galichon:2009:TNI,% George:2008:BSS,% Huang:2002:SCC,% Jun:2009:STC,% McAdams:2008:PIT,% McCausland:2008:BAC,% Orbe:2005:NET,% Smith:2007:EIT% }. \NAMECITE{results}{% Butler:2000:ERM,% Corradi:2006:EDT,% Dufour:2007:FRP,% Prokhorov:2009:GRR,% Saikkonen:2005:SRN% }. \NAMECITE{retirement}{% vanderKlaauw:2008:SSR% }. \NAMECITE{Retrospect}{% Diebold:2001:ERP,% Nelson:2008:BND% }. \NAMECITE{retrospection}{% Bates:2003:EOP% }. \NAMECITE{return}{% Bandi:2008:LRR,% Bollerslev:2006:VPS,% Chen:2008:DCR,% Ghysels:2006:PVG,% Leeb:2008:SEO,% Moretti:2004:ESR% }. \NAMECITE{return-volatility}{% Bollerslev:2006:VPS% }. \NAMECITE{Returns}{% Chay:2000:CRW,% Arcidiacono:2004:ASR,% Bansal:2002:MEA,% Barndorff-Nielsen:2006:IJR,% Blair:2001:FSV,% Bollerslev:2009:DTM,% Diewert:2008:ERS,% Griffiths:2005:EVR,% Jacobson:2005:ERC,% Maasoumi:2002:EPS,% Perez-Quiros:2001:BCA,% Sullivan:2001:DDM,% Wachter:2009:PRA% }. \NAMECITE{revealed}{% Abdellaoui:2007:RIU% }. \NAMECITE{reverse}{% Chernov:2003:ERE% }. \NAMECITE{reversibility}{% Chen:2000:TTR,% Darolles:2004:KBN,% McCausland:2007:TRS,% Racine:2007:VRM% }. \NAMECITE{revisited}{% Machado:2000:GTR,% Pizzinga:2008:RKF,% Schonfeld:2004:LSG,% Silverberg:2007:SDI,% Spanos:2002:PNM% }. \NAMECITE{Revolution}{% Greasley:2007:PIP% }. \NAMECITE{rich}{% Moench:2008:FYC% }. \NAMECITE{{Riesz}}{% Aliprantis:2007:RE% }. \NAMECITE{rights}{% Greasley:2007:PIP% }. \NAMECITE{Risk}{% Bollerslev:2008:RJD,% Ait-Sahalia:2000:NRM,% Andreou:2008:QCS,% Bams:2003:DER,% Bandi:2008:LRR,% Bansal:2002:MEA,% Bondarenko:2003:ERN,% Chan:2007:IEV,% Clement:2000:ESR,% Duan:2009:ESC,% Gao:2008:EMF,% Guidolin:2006:TSR,% Hong:2009:GCR,% Kleibergen:2009:TRP,% Kuan:2009:AVR,% Moschini:2001:PRE,% Reif:2007:ABR,% Yu:2007:CFL% }. \NAMECITE{risk-neutral}{% Bondarenko:2003:ERN% }. \NAMECITE{risk-return}{% Bandi:2008:LRR% }. \NAMECITE{risks}{% Ni:2003:NPF% }. \NAMECITE{risky}{% Perraudin:2000:DRA% }. \NAMECITE{rival}{% Robinson:2005:DBR% }. \NAMECITE{Robust}{% Choi:2008:RES,% Gagliardini:2005:RGT,% Li:2002:RCE,% Li:2004:REG,% McCracken:2000:RSI,% Ortelli:2005:REM,% Ronchetti:2001:RIG,% Bauwens:2004:ARB,% Black:2004:HRE,% Cazals:2002:NFE,% Chernozhukov:2008:IVQ,% Conley:2007:SCR,% Hansen:2007:APR,% Harvey:2007:SRP,% Harvey:2008:ESR,% Horowitz:2006:BBP,% Jun:2008:WIR,% Kleibergen:2004:IBI,% Kleibergen:2007:GWI,% Lima:2009:NRM,% Muller:2007:TRL,% Racine:2007:VRM,% Wagenvoort:2002:BRI,% deJong:2007:RVK% }. \NAMECITE{Robustifying}{% Hendry:2006:RFE,% Im:2000:RGT% }. \NAMECITE{Robustness}{% Prokhorov:2009:LBE% }. \NAMECITE{role}{% Bollerslev:2000:SEL,% Ham:2005:REL,% Lehmann:2009:RBI% }. \NAMECITE{rolling}{% Smith:2001:RRR% }. \NAMECITE{Root}{% Gayle:2007:RCS,% Hualde:2007:RCE,% Ayat:2000:URT,% Bec:2008:ACU,% Burridge:2004:BHS,% Chang:2002:NIU,% Chang:2004:BUR,% Corradi:2006:EDT,% Distaso:2008:TUR,% Francq:2008:CSU,% Galvao:2009:URQ,% Gospodinov:2008:ABT,% Haldrup:2005:MEO,% Hasan:2001:RTU,% Kapetanios:2003:TUR,% Kim:2002:URT,% Kim:2009:URT,% Kruiniger:2008:MLE,% Kruiniger:2014:CML,% Levin:2002:URT,% Moon:2004:TUR,% Moon:2007:ITP,% Parker:2006:URT,% Perron:2003:GDE,% Phillips:2002:NUR,% Phillips:2007:LTM,% Phillips:2007:URL,% Rodrigues:2004:AEU,% Rodrigues:2007:ETS,% Shin:2006:IVA,% Smith:2001:RRR,% Taylor:2005:VRT% }. \NAMECITE{Root-}{% Hualde:2007:RCE,% Gayle:2007:RCS% }. \NAMECITE{roots}{% Breitung:2002:NTU,% Breitung:2003:CNT,% Burridge:2001:RBT,% Busetti:2003:TAS,% Cavaliere:2007:TUR,% Chambers:2004:TUR,% Chambers:2008:CTU,% Elliott:2003:TUR,% Elliott:2006:MII,% Francke:2007:MLU,% Gregoir:2006:ETP,% Im:2003:TUR,% Marriott:2000:SEU,% Shin:2000:GTS,% Shin:2003:IVA% }. \NAMECITE{{Rotterdam}}{% Granger:2007:FLB% }. \NAMECITE{rule}{% Golan:2001:SEV,% Zellner:2007:EGS,% Zellner:2007:GSP% }. \NAMECITE{rules}{% Altissimo:2003:SRD% }. \NAMECITE{run}{% Abadir:2009:TEL,% Bandi:2008:LRR,% Breitung:2006:TSL,% Browning:2008:LRC,% Dufour:2006:SRL,% Engle:2006:LRP,% Hassler:2006:RLP,% Muller:2007:TRL,% Phillips:2009:LML% }. \NAMECITE{running}{% McCrary:2008:MRV% }. \NAMECITE{rural}{% Jalan:2003:DPW% }. \NAMECITE{S}{% Bollerslev:2009:DTM,% Sakata:2001:ENR% }. \NAMECITE{{S\&P}}{% Bates:2000:PCF,% Blair:2001:FSV% }. \NAMECITE{S-estimation}{% Sakata:2001:ENR% }. \NAMECITE{Saddlepoint}{% Ait-Sahalia:2006:SAC% }. \NAMECITE{Sample}{% Nevo:2002:SSI,% Perraudin:2000:DRA,% Ait-Sahalia:2008:SFQ,% Allen:2008:FSP,% Bao:2007:FSP,% Bernard:2007:FSM,% Chernozhukov:2009:FSI,% Clark:2006:USM,% Corradi:2002:CTN,% Das:2004:SEN,% Deschamps:2000:ESS,% Doran:2006:GEI,% Dufour:2000:MPT,% Dufour:2002:SBF,% Dufour:2004:SBF,% Dufour:2006:FSS,% Dufour:2006:MCT,% Gayle:2007:RCS,% Hall:2003:LSB,% Hall:2007:CLS,% Hong:2007:CRW,% Inkmann:2000:MHP,% Johansen:2002:SSC,% Lawford:2009:FSE,% Levin:2002:URT,% McCracken:2000:RSI,% McCracken:2007:AST,% Oberhelman:2000:APC,% Pesaran:2005:SSP,% Smith:2002:FSA,% Windmeijer:2005:FSC% }. \NAMECITE{sampled}{% Ait-Sahalia:2008:AHS,% Ghysels:2006:PVG,% Zhao:2009:NID% }. \NAMECITE{samples}{% Bhattacharya:2005:AIM,% Gastwirth:2003:IAU,% Ramalho:2002:RMC,% Ryu:2000:EDU,% Stoye:2009:MRT,% Zheng:2001:SIT% }. \NAMECITE{sampling}{% Bauwens:2004:ARB,% Butler:2000:ERM,% Chambers:2004:TUR,% Chambers:2008:CTU,% Hoogerheide:2007:SPD,% Koopman:2009:TAB,% McCrorie:2006:GCS,% Nakatsuma:2000:BAA,% Richard:2007:EHD,% Sandor:2004:ASM% }. \NAMECITE{{San}}{% Granger:2006:OCP% }. \NAMECITE{{SAT}}{% Rothstein:2004:CPP% }. \NAMECITE{satisfy}{% Rosen:2008:CSP% }. \NAMECITE{saving}{% Houser:2003:BAD% }. \NAMECITE{savings}{% vanderKlaauw:2008:SSR% }. \NAMECITE{scale}{% Diewert:2008:ERS,% Griffiths:2005:EVR,% Mencia:2009:MLS% }. \NAMECITE{scanner}{% Fok:2007:SNL% }. \NAMECITE{scanner-data-based}{% Fok:2007:SNL% }. \NAMECITE{Scheinkman}{% Ait-Sahalia:2008:AHS% }. \NAMECITE{scheme}{% Cheng:2008:GAS% }. \NAMECITE{schemes}{% Davidson:2005:GSL,% Kazakevicius:2004:SRC% }. \NAMECITE{school}{% Matsudaira:2008:MSS,% Reback:2004:ICC% }. \NAMECITE{schooling}{% Banerjee:2009:SBR,% Hansen:2004:ESA,% Jacobson:2005:ERC% }. \NAMECITE{schools}{% Millimet:2008:EPS% }. 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\NAMECITE{subspace}{% Bauer:2002:ECS,% Chiuso:2004:AVS,% Dahlen:2004:RCS% }. \NAMECITE{substitution}{% Hong:2008:RPE,% Lee:2007:MES% }. \NAMECITE{sufficiency}{% Card:2009:DEE,% Card:2005:HIE% }. \NAMECITE{sufficient}{% Barnett:2002:TTC% }. \NAMECITE{summer}{% Matsudaira:2008:MSS% }. \NAMECITE{super}{% Hill:2006:SIN% }. \NAMECITE{Superconsistent}{% Donald:2002:SEI% }. \NAMECITE{Superlative}{% Hill:2006:SIN% }. \NAMECITE{supply}{% Chen:2008:DSE,% Houser:2003:BAD,% Jorgenson:2008:CLS,% Reback:2004:ICC,% vanSoest:2002:SLS% }. \NAMECITE{support}{% Basmann:2003:ISE,% Basmann:2003:SOA% }. \NAMECITE{surprise}{% Das:2002:SEJ% }. \NAMECITE{survey}{% Bhattacharya:2007:IIH,% Eckstein:2007:ELS,% Johnson:2003:DCT% }. \NAMECITE{surveys}{% Korinek:2007:EMC% }. \NAMECITE{swap}{% Jagannathan:2003:EMF,% Jiang:2008:TJW% }. \NAMECITE{swaption}{% Jagannathan:2003:EMF% }. \NAMECITE{{Sweden}}{% Eklof:2003:OOA% }. \NAMECITE{switching}{% Bollen:2000:RSF,% Carrasco:2002:MSC,% Deschamps:2006:FPD,% Diebold:2001:LMR,% Francq:2001:SMM,% Haldrup:2006:RSL,% Kim:2004:MSM,% Kim:2008:EMR,% Kim:2008:MSB,% Kim:2009:MSM,% Leipus:2005:RRS,% Morley:2008:TCD,% Pelletier:2006:RSD,% Sims:2008:MIL,% Smith:2006:MSM,% Timmermann:2000:MMS% }. \NAMECITE{symmetric}{% Dufour:2006:DFB% }. \NAMECITE{Symmetry}{% Bekker:2008:SBI,% Bai:2001:CTC,% Chen:2000:EEB,% Delgado:2007:NTC,% Haag:2009:TIS% }. \NAMECITE{Symmetry-based}{% Bekker:2008:SBI% }. \NAMECITE{Synchronization}{% Harding:2006:SC,% dePaula:2009:ISG% }. \NAMECITE{synthesis}{% Bera:2002:MMM,% Golan:2007:IEE% }. \NAMECITE{System}{% vanSchuppen:2004:STS,% Kumbhakar:2005:MTA,% Kumbhakar:2006:ETA,% McAleer:2008:NND% }. \NAMECITE{systematic}{% Spanos:2002:PNM% }. \NAMECITE{systems}{% Avarucci:2009:WTC,% Barnett:2008:CPD,% Bauer:2002:ECS,% Biorn:2004:RSU,% Chambers:2007:FDE,% Crawford:2003:EHD,% Haag:2009:TIS,% Hendry:2006:RFE,% Herriges:2008:EDS,% Herwartz:2005:BIS,% Kelejian:2004:ESS,% Lubrano:2004:DIR,% Millimet:2008:EHD,% Nielsen:2007:DCR,% 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\NAMECITE{tell}{% Ang:2006:WDY% }. \NAMECITE{Temporal}{% Hafner:2008:TAM,% Meddahi:2004:TAV,% Han:2005:EPD% }. \NAMECITE{temporally}{% Chambers:2007:FDE% }. \NAMECITE{tenant}{% Eklof:2003:OOA% }. \NAMECITE{tennis}{% Klaassen:2009:ETA% }. \NAMECITE{Term}{% Guidolin:2006:TSR,% Ahn:2003:PHR,% Bakshi:2000:PHL,% Bams:2003:DER,% Card:2009:DEE,% Carriero:2006:FFM,% Diebold:2006:FTS,% Driessen:2005:TAT,% Guidolin:2009:FUS,% Hordahl:2006:JEM,% Radchenko:2006:LIB% }. \NAMECITE{term-structure}{% Hordahl:2006:JEM% }. \NAMECITE{terminology}{% Lutkepohl:2007:GSS% }. \NAMECITE{test}{% Anderson:2004:OTT,% Avarucci:2009:WTC,% Bai:2001:CTC,% Baltagi:2006:JLT,% Boero:2004:DPC,% Chen:2002:PTS,% Chen:2007:AEL,% Chen:2007:CPT,% Choi:2008:RES,% Clark:2006:USM,% Corradi:2002:CTN,% Corradi:2006:EDT,% Dalla:2005:PBT,% Domowitz:2001:CNT,% Escanciano:2009:APT,% Fleissig:2008:NTW,% Francq:2008:CSU,% Galichon:2009:TNI,% Hansen:2004:ESA,% Harvey:2007:SRP,% Harvey:2008:ESR,% Hidalgo:2005:BCT,% Hidalgo:2007:GFTa,% Hidalgo:2007:GFTb,% Hong:2001:TVS,% Horowitz:2006:BBP,% Hsiao:2007:CMS,% Im:2000:RGT,% Juhl:2005:NTC,% Kelejian:2001:ADM,% Kemp:2001:IWT,% Lavergne:2001:ETA,% Li:2006:CBT,% Li:2009:NTE,% Linton:2002:EAS,% Machado:2000:GTR,% Matilla-Garcia:2008:NPI,% McCrary:2008:MRV,% Moreira:2009:BVS,% Papke:2008:PDM,% Racine:2007:VRM,% Reif:2002:OPT,% Reif:2007:ABR,% Sarafidis:2009:TCS,% Shaikh:2009:STP,% Shintani:2001:SCR,% Shintani:2004:NNN,% So:2001:IST,% Sriananthakumar:2006:NAP,% Su:2007:CCF,% Tse:2000:TCC,% Xiao:2002:CTC,% Yamagata:2008:JSC,% deJong:2007:RVK,% vanGiersbergen:2002:HIB% }. \NAMECITE{testable}{% Andersen:2007:NAS,% McAdams:2008:PIT% }. \NAMECITE{testimony}{% Fienberg:2003:EST% }. \NAMECITE{Testing}{% Abadir:2007:TJH,% Andrade:2005:TCR,% Andrews:2007:TMW,% Bai:2008:TMD,% Baltagi:2003:TPD,% Baltagi:2007:TSC,% Blake:2007:TAP,% Bontemps:2005:TNG,% Breitung:2006:TSL,% Busetti:2003:TAS,% Cavaliere:2007:TUR,% Cavaliere:2008:TCP,% Chambers:2004:TUR,% Chambers:2008:CTU,% Chen:2000:TTR,% Corradi:2000:TSE,% Dahl:2003:TNN,% Dette:2008:TPF,% Distaso:2008:TUR,% Driessen:2005:TAT,% Eklund:2007:TCE,% Elliott:2003:TUR,% Gozalo:2001:TAG,% Haag:2009:TIS,% Hansen:2000:TSC,% Hansen:2002:TTR,% Horowitz:2009:TPQ,% Horvath:2006:TSD,% Hsiao:2001:SET,% Im:2003:TUR,% Jiang:2008:TJW,% Juhl:2005:TCU,% Kapetanios:2003:TUR,% Kongsted:2005:TNR,% Koop:2000:TIU,% Koopman:2009:TAB,% Kurozumi:2002:TSB,% Lazarova:2005:TSC,% Lutkepohl:2000:TCR,% Moon:2004:TUR,% Pesaran:2008:TSH,% Polonik:2008:TMV,% Qu:2008:TSC,% Vogelsang:2005:TCD,% deMatos:2007:TMP,% Anonymous:2001:ET,% Boswijk:2002:SNC,% Bruggemann:2006:RAT,% Davidson:2006:ABP,% Delgado:2008:ST,% Deo:2000:ETG,% Dueker:2007:CTA,% Dufour:2006:FSS,% Elliott:2006:MII,% Ellison:2000:SFN,% Galvao:2009:URQ,% Gao:2008:NST,% Gao:2008:STD,% Haldrup:2005:MEO,% Hall:2005:UAT,% Haywood:2008:DFG,% Henderson:2008:NET,% Hidalgo:2008:STR,% Lavergne:2008:BCD,% Li:2008:ETE,% Mora:2008:STO,% Parker:2006:URT,% Pesaran:2007:PWA,% Robinson:2008:CTT,% Robinson:2008:DTC,% Sentana:2001:IET,% Seo:2006:BTN,% Zheng:2001:SIT% }. \NAMECITE{Tests}{% Bera:2001:TEC,% Busetti:2004:TSA,% Clark:2001:TEF,% Juhl:2009:TCM,% Kleibergen:2009:TRP,% Moreira:2009:TCS,% Ait-Sahalia:2001:GFT,% Andrews:2007:PCW,% Andrews:2008:ETS,% Ayat:2000:URT,% Banerjee:2000:SUT,% Bec:2008:ACU,% Bernard:2007:FSM,% Breitung:2002:NTU,% Breitung:2003:CNT,% Burridge:2001:RBT,% Burridge:2004:BHS,% Caner:2007:BPS,% Cao:2008:GFT,% Chang:2002:NIU,% Chang:2004:BUR,% Chen:2007:NLR,% Cherchye:2008:NTC,% Choi:2005:SVA,% Clark:2005:PTP,% Clark:2007:ANT,% Corradi:2005:BST,% Corradi:2006:BCD,% Corradi:2006:EDT,% Corradi:2006:PDC,% Davidson:2002:BJT,% Davidson:2002:MFC,% Davidson:2006:PBA,% Delgado:2002:EBT,% Delgado:2005:STL,% Delgado:2007:NTC,% Delgado:2008:DFS,% Deng:2008:NLP,% Deo:2000:STM,% Donald:2003:ELE,% Dufour:2002:ETC,% Dufour:2002:SBF,% Dufour:2004:SBF,% Dufour:2006:MCT,% Dufour:2009:EAT,% Einmahl:2008:STN,% Escanciano:2006:GST,% Escanciano:2008:JMS,% Faust:2008:EFT,% Fernandes:2005:NST,% Forchini:2005:OWA,% Fortuna:2008:LRT,% Gagliardini:2005:RGT,% Ghysels:2003:SCT,% Giraitis:2003:RVR,% Giraitis:2005:CRV,% Gospodinov:2008:ABT,% Gregoir:2006:ETP,% Guggenberger:2008:GEL,% Harvey:2006:MTC,% Harvey:2012:CMT,% Hasan:2001:RTU,% Hausman:2008:DDM,% Hidalgo:2006:BST,% Horowitz:2000:ERC,% Horowitz:2001:BHT,% Horowitz:2002:BCV,% Jansson:2005:POT,% Johansen:2002:SSC,% Jun:2008:WIR,% Jun:2009:STC,% Kim:2002:URT,% Kim:2008:VTW,% Kim:2009:ARP,% Kim:2009:URT,% Kleibergen:2006:GRR,% Kuosmanen:2007:NPT,% Levin:2002:URT,% Li:2003:CST,% Luger:2003:ENP,% Luger:2006:EPT,% Lutkepohl:2003:CTC,% McCracken:2007:AST,% Montanes:2005:SBP,% Moon:2007:ITP,% Muller:2005:SPT,% Pan:2008:ETP,% Perron:2003:GDE,% Pesavento:2004:AEP,% Ploberger:2004:CCT,% Ramalho:2002:GEL,% Rodrigues:2004:AEU,% Rodrigues:2007:ETS,% Shin:2000:GTS,% Shin:2003:IVA,% Shin:2006:IVA,% Smith:2001:RRR,% Taylor:2005:VRT% }. \NAMECITE{tests}{% Vilasuso:2001:CTC,% Wan:2003:OCV,% West:2001:ETW,% Whang:2000:CBT,% Adams:2003:HWW% }. \NAMECITE{{Thailand}}{% Wachter:2003:PBH% }. \NAMECITE{their}{% Abadir:2005:AFS,% Johnson:2003:DCT% }. \NAMECITE{them}{% Hill:2006:SIN% }. \NAMECITE{Theorem}{% Zellner:2007:EGS,% Zellner:2007:GSP,% Davidson:2002:CEC,% Davidson:2002:ECF,% Pinkse:2007:CLT% }. \NAMECITE{theorems}{% Jenish:2009:CLT% }. \NAMECITE{theoretic}{% Barnett:2007:MAT,% Gregory:2002:ITE,% LaFrance:2002:ITM,% Nevo:2002:SSI,% Smith:2007:EIT% }. \NAMECITE{theoretically}{% Crawford:2003:EHD% }. \NAMECITE{Theory}{% Ahlin:2007:SAC,% Andersen:2007:NAS,% Carriero:2006:FFM,% Casas:2008:EEL,% Chang:2009:ECS,% Gao:2008:STD,% Imbens:2008:SIE,% McAleer:2007:EAA,% Park:2008:LLE,% Abdellaoui:2007:RIU,% Aliprantis:2007:SIE,% Basmann:2008:CSM,% Bierens:2000:ECC,% Brock:2007:MUP,% Chamberlain:2000:EDT,% Dahl:2003:TNN,% Fare:2005:CPT,% Kapetanios:2007:MMC,% Koop:2001:BIM,% Maasoumi:2001:RFO,% McKenzie:2004:ATH,% Muller:2007:TRL,% Park:2006:BTW,% Phillips:2007:LTM,% Rothenberg:2002:SED,% Zellner:2007:EGS,% Zellner:2007:GSP,% vanSchuppen:2004:STS% }. \NAMECITE{there}{% Baltagi:2007:EMC% }. \NAMECITE{thick}{% Gan:2006:TME% }. \NAMECITE{third}{% Baltagi:2007:EMC% }. \NAMECITE{third-country}{% Baltagi:2007:EMC% }. \NAMECITE{Thirty}{% Amemiya:2009:TFY% }. \NAMECITE{Thirty-five}{% Amemiya:2009:TFY% }. \NAMECITE{Three}{% Sims:2000:ULP,% Andrews:2001:ETS,% Michaelides:2000:ERE% }. \NAMECITE{three-step}{% Andrews:2001:ETS% }. \NAMECITE{Threshold}{% Carrasco:2002:MSC,% Bec:2008:ACU,% Dueker:2007:CTA,% Gonzalo:2002:EMS,% Gonzalo:2005:SIT,% Hansen:2002:TTR,% Lee:2008:SEB,% Pan:2008:ETP,% Seo:2006:BTN,% Seo:2007:SLS% }. \NAMECITE{Time}{% Gaure:2007:TCM,% Han:2008:TSP,% McCausland:2007:TRS,% Stinebrickner:2004:TUC,% White:2006:TSE,% Ahn:2001:GEL,% Ait-Sahalia:2006:SAC,% Altissimo:2003:SRD,% Andersen:2007:NAS,% Anderson:2004:OTT,% Aue:2009:DTS,% Bai:2001:CTC,% Bai:2008:FET,% Bao:2007:SOB,% Barndorff-Nielsen:2006:IJR,% Bhardwaj:2006:EIU,% Bollerslev:2009:DTM,% Bowsher:2007:MSM,% Cai:2007:TTV,% Cai:2009:FCM,% Cavaliere:2007:TUR,% Chacko:2003:SGE,% Chang:2003:IMI,% Chen:2000:TTR,% Chen:2001:NSS,% Chen:2005:NES,% Chen:2006:ECB,% Chen:2007:AEL,% Corradi:2000:RCT,% Corradi:2000:TSE,% Croushore:2001:RTD,% Dahlhaus:2009:LIL,% Darolles:2004:KBN,% Davidson:2002:CEC,% Davidson:2002:ECF,% Davidson:2002:LMN,% Delgado:2005:STL,% Dette:2008:TPF,% Domowitz:2001:CNT,% Dufour:2006:DFB,% Dufour:2006:SRL,% Egorov:2003:MLE,% Eichler:2007:GCP,% Elliott:2007:CSD,% Findley:2004:MTS,% Frederiksen:2007:DTD,% Giacomini:2004:AST,% Girma:2000:QDA,% Granger:2006:CFC,% Gregoir:2006:ETP,% Guggenberger:2008:GEL,% Harvey:2007:TCE,% Hidalgo:2003:ABM,% Hosoya:2009:ITS,% Hsiao:2002:MLE,% Inoue:2006:BGE,% Kim:2000:DCP,% Kim:2002:CDC,% Kim:2009:URT,% Lee:2006:BBQ,% Li:2006:CBT,% Li:2008:ETE,% Linton:2009:CEG,% Liu:2009:MFT,% Long:2004:HCD,% Lundbergh:2006:TSM,% Lutkepohl:2000:TCR,% Marcellino:2006:CDI,% Marmol:2002:TSV,% Mosconi:2006:NCB,% Muller:2005:SPT,% Orbe:2005:NET,% Phillips:2001:TTS,% Potscher:2004:CET,% Racine:2007:VRM,% Robinson:2008:CTT,% Shin:2003:IVA,% Shin:2007:ANS,% Todorov:2009:ECT,% Wachter:2009:PRA,% Xiao:2002:HOA,% Xu:2008:AEA% }. \NAMECITE{time-deformed}{% Barndorff-Nielsen:2006:IJR% }. \NAMECITE{time-inhomogeneous}{% Egorov:2003:MLE% }. \NAMECITE{time-reversibility}{% Racine:2007:VRM% }. \NAMECITE{Time-series}{% White:2006:TSE,% Bao:2007:SOB,% Li:2006:CBT,% Potscher:2004:CET% }. \NAMECITE{Time-use}{% Stinebrickner:2004:TUC% }. \NAMECITE{time-varying}{% Ahn:2001:GEL,% Cai:2007:TTV,% Li:2008:ETE,% Xu:2008:AEA% }. \NAMECITE{times}{% Aue:2009:DTS% }. \NAMECITE{timing}{% Gaure:2007:TCM% }. \NAMECITE{timing-of-events}{% Gaure:2007:TCM% }. \NAMECITE{{Title}}{% vanderKlaauw:2008:BLB% }. \NAMECITE{tobacco}{% Harris:2007:ZIO% }. \NAMECITE{{Tobit}}{% Yu:2007:BAT% }. \NAMECITE{{Todd}}{% Dehejia:2005:PPS% }. \NAMECITE{top}{% Klaassen:2009:ETA% }. \NAMECITE{toxic}{% Fienberg:2003:EST% }. \NAMECITE{tracking}{% Lamont:2001:ETP% }. \NAMECITE{Trade}{% Bound:2004:TUT,% Baltagi:2008:ERT,% Bandi:2008:LRR% }. \NAMECITE{trade-offs}{% Bandi:2008:LRR% }. \NAMECITE{trademark}{% Gastwirth:2003:IAU% }. \NAMECITE{trading}{% Duan:2009:ESC,% Liesenfeld:2001:GBM% }. \NAMECITE{training}{% Bound:2004:TUT,% Hotz:2005:PEF% }. \NAMECITE{transaction}{% Driessen:2005:TAT,% Grammig:2002:MIV,% Zhang:2001:NAC% }. \NAMECITE{transformation}{% Corradi:2006:EDT,% Kongsted:2005:TNR,% Linton:2008:NTW% }. \NAMECITE{transformations}{% Dittmann:2002:PNT% }. \NAMECITE{transformed}{% Hosoya:2009:ITS,% Pan:2008:ETP% }. \NAMECITE{transforms}{% Abadir:2005:AFS,% Schluter:2009:EEN% }. \NAMECITE{transition}{% Formby:2004:MMT,% Karantininis:2002:IBE,% McAleer:2008:MRS% }. \NAMECITE{transitions}{% Gourieroux:2006:MJP,% Koopman:2008:MSL% }. \NAMECITE{transitory}{% Oh:2008:RBB% }. \NAMECITE{translog}{% Kumbhakar:2005:MTA% }. \NAMECITE{treatment}{% Aakvik:2005:ETE,% Abadie:2003:SIV,% Chernozhukov:2006:IQR,% Chib:2000:BAC,% Chib:2002:SBA,% Chib:2007:ATR,% Chib:2007:MCE,% Chib:2008:ATR,% Frolich:2007:NIE,% Heckman:2007:DDC,% Lewbel:2007:EST,% Manski:2000:IPD,% Manski:2007:MRT,% Stoye:2009:MRT% }. \NAMECITE{Trend}{% Marmol:2002:TSV,% Morley:2008:TCD,% Pollock:2000:TET,% Ayat:2000:URT,% Busetti:2003:TAS,% Chang:2009:ECS,% Harvey:2007:SRP,% Harvey:2008:ESR,% Kim:2009:URT,% Koop:2000:TIU,% Lutkepohl:2000:TCR,% Vogelsang:2005:TCD% }. \NAMECITE{Trend/cycle}{% Morley:2008:TCD% }. \NAMECITE{Trending}{% Cai:2007:TTV,% Phillips:2001:TTS,% Pollock:2000:TET% }. \NAMECITE{Trends}{% Harvey:2007:TCE,% Bai:2004:ECS,% Bai:2009:PCG,% Chen:2003:EFC,% Feng:2008:PTU,% Juhl:2005:NTC,% Moon:2007:ITP,% Paruolo:2006:CTC,% Perron:2005:SBD,% Perron:2009:EDT,% Phillips:2002:NUR,% Phillips:2007:BDP,% Robinson:2005:CFS% }. \NAMECITE{trials}{% Ashenfelter:2005:DUI,% Malani:2008:PEM% }. \NAMECITE{Triangular}{% Hausman:2003:TSM% }. \NAMECITE{true}{% Chen:2002:PTS,% Chen:2007:CPT% }. \NAMECITE{Truncated}{% Darolles:2001:TDE,% Horrace:2005:RSI,% Park:2008:LLE% }. \NAMECITE{truncation}{% Cao:2008:GFT% }. \NAMECITE{Turning}{% Sickles:2008:TCD,% Canova:2004:FTP% }. \NAMECITE{Two}{% Abadir:2009:TEL,% Anonymous:2002:TAE,% Khan:2001:TSE,% Khan:2001:TSR,% Silva:2001:TPM,% Anderson:2005:OLI,% Andrews:2008:ETS,% Dufour:2000:MPT,% Durham:2006:MCM,% Hansen:2002:TTR,% Hsiao:2006:MTS,% Kim:2009:MSM,% Oberhelman:2000:APC,% Phillips:2009:TSR,% Poskitt:2007:ADT,% Simar:2007:EIT,% Windmeijer:2005:FSC% }. \NAMECITE{two-factor}{% Durham:2006:MCM% }. \NAMECITE{Two-part}{% Silva:2001:TPM% }. \NAMECITE{two-regime}{% Hansen:2002:TTR% }. \NAMECITE{two-sided}{% Andrews:2008:ETS,% Dufour:2000:MPT% }. \NAMECITE{Two-stage}{% Khan:2001:TSR,% Anderson:2005:OLI,% Hsiao:2006:MTS,% Phillips:2009:TSR,% Poskitt:2007:ADT,% Simar:2007:EIT% }. \NAMECITE{Two-step}{% Khan:2001:TSE,% Kim:2009:MSM,% Windmeijer:2005:FSC% }. \NAMECITE{type}{% Choi:2008:RES,% Dastoor:2003:ECE,% Horvath:2006:TSD,% Montanes:2005:SBP,% Osiewalski:2004:BCB,% Phillips:2000:AAO% }. \NAMECITE{{U.S.}}{% Ashenfelter:2005:DUI,% Feng:2008:PTU,% Lee:2008:REN,% Paul:2005:PDP,% Radchenko:2006:LIB,% Stoker:2005:PDA% }. \NAMECITE{{Uhlenbeck}}{% Griffin:2006:ING% }. \NAMECITE{unattended}{% Busetti:2003:TAS% }. \NAMECITE{unbalanced}{% Antweiler:2001:NRE,% Baltagi:2001:UNE,% Biorn:2004:RSU,% Davis:2002:EMW% }. \NAMECITE{unbiased}{% Gospodinov:2002:MUF% }. \NAMECITE{uncensored}{% Devereux:2009:OCC% }. \NAMECITE{uncertainty}{% Ayat:2000:URT,% Brock:2007:MUP,% Hansen:2006:IFP% }. \NAMECITE{uncompleted}{% Guell:2006:EPL% }. \NAMECITE{unconditional}{% Wheelock:2008:NPU% }. \NAMECITE{uncorrelated}{% Lee:2009:CBM% }. \NAMECITE{uncorrelatedness}{% Horowitz:2006:BBP% }. \NAMECITE{underlying}{% Ait-Sahalia:2001:DOM,% Jones:2003:DSV% }. \NAMECITE{Understanding}{% Costa:2003:UML% }. \NAMECITE{undesirable}{% Atkinson:2005:BMP% }. \NAMECITE{unemployment}{% Ashenfelter:2005:DUI,% Gan:2006:TME,% Guell:2006:EPL,% Jurajda:2002:EEU,% Lalive:2008:HDE,% Ryu:2000:EDU,% vanDijk:2002:NLM,% vandenBerg:2001:CMM% }. \NAMECITE{ungrouped}{% Dhrymes:2006:EMG% }. 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Ullah:2002:UED% }. \NAMECITE{Using}{% Clark:2006:USM,% Gozalo:2000:LNL,% Sims:2000:ULP,% Atkinson:2002:SEF,% Bai:2008:FET,% Baltagi:2007:TSC,% Bauer:2002:ECS,% Bollerslev:2002:ESV,% Bollerslev:2004:CES,% Bondarenko:2003:ERN,% Carneiro:2009:EDP,% Charlier:2000:ECR,% Charlier:2001:AHE,% Coppejans:2001:EBR,% Davidson:2002:MFC,% DeMol:2008:FUL,% Deo:2006:FRV,% Dominitz:2001:EIE,% Donald:2002:SEI,% Doran:2006:GEI,% Engle:2006:MIM,% Fan:2008:HDC,% Galvao:2009:URQ,% Gastwirth:2003:IAU,% Geweke:2003:EIU,% Guell:2006:EPL,% Hausman:2007:EPL,% Hoogerheide:2007:SPD,% Horowitz:2006:IES,% Horvath:2006:TSD,% Hotz:2005:PEF,% Hu:2006:BPL,% Hu:2008:IEN,% Im:2008:MEE,% Imai:2005:BAM,% Issler:2006:MLU,% Jagannathan:2003:EMF,% Jiang:2009:BAR,% Juhl:2005:TCU,% Khan:2009:IEC,% Kim:2009:ARP,% Kleibergen:2006:GRR,% Koop:2000:TIU,% Lahiri:2008:MSS,% Matilla-Garcia:2008:NPI,% Munkin:2003:BAS,% Polonik:2008:TMV,% Shaikh:2009:STP,% Singleton:2001:EAA,% Smith:2006:MSM,% Todorov:2009:ECT,% Villani:2009:RDE,% 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Coppejans:2004:KRF,% Corradi:2001:PAC,% Das:2005:IVE,% Donald:2009:CIV,% Frazis:2003:ELR,% Garcia:2003:EAI,% Hahn:2007:LDI,% Hoogerheide:2007:NCP,% Hu:2008:IEN,% Jouneau-Sion:2006:MTL,% Kim:2004:MSM,% Kim:2009:MSM,% Kuersteiner:2001:OIV,% Kuosmanen:2007:NPT,% Lewbel:2000:SQR,% Li:2002:RCE,% Murtazashvili:2008:FEI,% Oberhelman:2000:APC,% Papke:2008:PDM,% Park:2003:SIV,% Pesaran:2000:SAV% }. \NAMECITE{Variance}{% Engle:2006:LRP,% Taylor:2005:VRT,% Xie:2004:VES,% Abadir:2009:TEL,% Chiuso:2004:AVS,% Christensen:2007:RRB,% Escanciano:2008:JMS,% Giraitis:2003:RVR,% Giraitis:2005:CRV,% Hansen:2007:APR,% Hasan:2001:RTU,% Jiang:2008:TJW,% Kim:2002:URT,% Lawford:2009:FSE,% Mencia:2009:MLS,% Muller:2007:TRL,% Wan:2003:OCV,% Windmeijer:2005:FSC% }. \NAMECITE{variances}{% Barndorff-Nielsen:2006:IJR,% Xu:2008:AEA% }. \NAMECITE{variants}{% Koop:2004:BVS,% Shimotsu:2006:LWE% }. \NAMECITE{variation}{% Ait-Sahalia:2008:SFQ,% Bound:2004:TUT,% Han:2005:EPD,% Hoderlein:2008:IPV,% Kalnina:2008:EQV,% Phillips:2009:LML% }. \NAMECITE{variations}{% Bollerslev:2009:DTM% }. \NAMECITE{{VARs}}{% Giannone:2006:VCF% }. \NAMECITE{vary}{% Aakvik:2005:ETE% }. \NAMECITE{varying}{% Ahn:2001:GEL,% Cai:2007:TTV,% Chambers:2004:TUR,% Chambers:2008:CTU,% Li:2008:ETE,% Orbe:2005:NET,% Xu:2008:AEA% }. \NAMECITE{vec}{% Turkington:2000:GVO% }. \NAMECITE{vector}{% Bruggemann:2006:RAT,% Choi:2005:SVA,% Eklund:2007:TCE,% Hansen:2002:TTR,% Hansen:2003:SCC,% Hsiao:2006:MTS,% Ni:2003:NPF,% Pesaran:2000:SAV,% Schonfeld:2004:LSG,% Seo:2006:BTN,% Seo:2007:ADC,% Shintani:2001:SCR,% Turkington:2000:GVO% }. \NAMECITE{vector-autoregressive}{% Ni:2003:NPF% }. \NAMECITE{vectors}{% Johansen:2002:SSC% }. \NAMECITE{versatile}{% Racine:2007:VRM% }. \NAMECITE{version}{% deJong:2007:RVK% }. \NAMECITE{versus}{% Fay:2009:ELM,% Marmol:2002:TSV,% vanGiersbergen:2002:HIB% }. \NAMECITE{veterans}{% Costa:2003:UML% }. \NAMECITE{via}{% Chong:2000:EDP,% Martins-Filho:2007:NFE,% Parker:2006:URT,% Pollock:2000:TET% }. \NAMECITE{{Vietnam}}{% Wagstaff:2003:DCH% }. \NAMECITE{View}{% Golan:2002:IEE,% Marsh:2004:EHE% }. \NAMECITE{viewing}{% Gao:2000:FCV% }. \NAMECITE{vocational}{% Aakvik:2005:ETE% }. \NAMECITE{volatilities}{% Ait-Sahalia:2001:GFT,% Blair:2001:FSV,% Engle:2006:LRP% }. \NAMECITE{Volatility}{% Bollerslev:2006:VPS,% Calvet:2006:VCM,% Ahn:2003:PHR,% Andersen:2007:NAS,% Arteche:2004:GSE,% Asai:2009:SDC,% Bai:2003:KGS,% Bandi:2008:RVF,% Banerjee:2005:MSB,% Beltratti:2006:BPM,% Blair:2001:FSV,% Bollerslev:2000:SEL,% Bollerslev:2002:ESV,% Bollerslev:2004:CES,% Broadie:2000:AOS,% Calvet:2001:FMV,% Casas:2008:EEL,% Cavaliere:2007:TUR,% Cavaliere:2008:TCP,% Chen:2005:NES,% Chen:2008:DCR,% Cheng:2008:GAS,% Chib:2002:MCM,% Chib:2006:AHD,% Christensen:2006:ANN,% Connor:2006:CSC,% Corradi:2009:PDE,% Deo:2006:FRV,% Dette:2008:TPF,% Dufour:2009:EAT,% Durham:2006:MCM,% Engle:2006:MIM,% Franke:2004:BNE,% Ghysels:2004:SVD,% Ghysels:2006:PVG,% Giraitis:2003:RVR,% Giraitis:2005:CRV,% Gourieroux:2009:WAP,% 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Anonymous:2007:VHA% }. \NAMECITE{zero}{% Harris:2007:ZIO,% Nelson:2007:ZIL% }. \NAMECITE{zero-inflated}{% Harris:2007:ZIO% }. \NAMECITE{zero-information-limit}{% Nelson:2007:ZIL% }. \NAMECITE{zone}{% Lundbergh:2006:TSM% }.