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%%% -*-BibTeX-*-
%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.05",
%%%     date            = "08 November 2023",
%%%     time            = "14:05:58 MST",
%%%     filename        = "jeconometrics2010.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "https://www.math.utah.edu/~beebe",
%%%     checksum        = "16229 37269 133099 1506599",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; Journal of
%%%                        Econometrics",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of the
%%%                        Journal of Econometrics (CODEN JECMB6,
%%%                        ISSN 0304-4076 (print), 1872-6895
%%%                        (electronic)), published by Elsevier, for
%%%                        the decade 2010--2019.
%%%
%%%                        Publication began with volume 1, number 1,
%%%                        in March 1973, with two issues per volume
%%%                        through volume 4 in 1976.  There were three
%%%                        issues per volume through volume 59 in 1993.
%%%                        Since then, there are only two issues per volume,
%%%                        and there are generally multiple volumes per
%%%                        year.
%%%
%%%                        The journal has a Web site at
%%%
%%%                            http://www.sciencedirect.com/science/journal/03044076
%%%
%%%                        At version 1.05, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             1988 (   1)    2000 (   0)    2012 ( 197)
%%%                             1989 (   1)    2001 (   0)    2013 ( 123)
%%%                             1990 (   0)    2002 (   0)    2014 ( 179)
%%%                             1991 (   1)    2003 (   0)    2015 ( 219)
%%%                             1992 (   0)    2004 (   0)    2016 ( 173)
%%%                             1993 (   0)    2005 (   0)    2017 ( 151)
%%%                             1994 (   0)    2006 (   1)    2018 ( 150)
%%%                             1995 (   0)    2007 (   0)    2019 ( 169)
%%%                             1996 (   1)    2008 (   1)    2020 (   0)
%%%                             1998 (   0)    2010 ( 166)    2022 (   3)
%%%                             1999 (   0)    2011 ( 166)
%%%
%%%                             Article:       1702
%%%
%%%                             Total entries: 1702
%%%
%%%                        The checksum field above contains a CRC-16
%%%                        checksum as the first value, followed by the
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@String{ack-nhfb = "Nelson H. F. Beebe,
                    University of Utah,
                    Department of Mathematics, 110 LCB,
                    155 S 1400 E RM 233,
                    Salt Lake City, UT 84112-0090, USA,
                    Tel: +1 801 581 5254,
                    FAX: +1 801 581 4148,
                    e-mail: \path|beebe@math.utah.edu|,
                            \path|beebe@acm.org|,
                            \path|beebe@computer.org| (Internet),
                    URL: \path|https://www.math.utah.edu/~beebe/|"}

%%% ====================================================================
%%% Journal abbreviations:
@String{j-J-ECONOMETRICS        = "Journal of Econometrics"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order with ``bibsort
%%% --byvolume'':
@Article{Xie:1988:SWC,
  author =       "Wen Zhi Xie",
  title =        "A simple way of computing the inverse moments of a
                 non-central chi-square random variable",
  journal =      j-J-ECONOMETRICS,
  volume =       "37",
  number =       "3",
  pages =        "389--393",
  month =        mar,
  year =         "1988",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(88)90013-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:47:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Xie:2011:CSW}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/0304407688900139",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Villasenor:1989:ELC,
  author =       "Jos{\'e} A. Villase{\~n}or and Barry C. Arnold",
  title =        "Elliptical {Lorenz} curves",
  journal =      j-J-ECONOMETRICS,
  volume =       "40",
  number =       "2",
  pages =        "327--338",
  month =        feb,
  year =         "1989",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(89)90089-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:47:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics1980.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Krause:2013:CEL}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/0304407689900894",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:1991:CML,
  author =       "Robert F. Phillips",
  title =        "A constrained maximum-likelihood approach to
                 estimating switching regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "48",
  number =       "1--2",
  pages =        "241--262",
  month =        apr # "\slash " # may,
  year =         "1991",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(91)90040-K",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:47:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See note \cite{Xu:2010:NPC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/030440769190040K",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:1996:BRR,
  author =       "John Geweke",
  title =        "{Bayesian} reduced rank regression in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "75",
  number =       "1",
  pages =        "121--146",
  month =        nov,
  year =         "1996",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/0304-4076(95)01773-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:48:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Karlsson:2017:CBR}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/0304407695017739",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2006:MTC,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Modified tests for a change in persistence",
  journal =      j-J-ECONOMETRICS,
  volume =       "134",
  number =       "2",
  pages =        "441--469",
  month =        oct,
  year =         "2006",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2005.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Harvey:2012:CMT}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407605001521",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kruiniger:2008:MLE,
  author =       "Hugo Kruiniger",
  title =        "Maximum likelihood estimation and inference methods
                 for the covariance stationary panel {$ {\rm AR}(1)
                 $}\slash unit root model",
  journal =      j-J-ECONOMETRICS,
  volume =       "144",
  number =       "2",
  pages =        "447--464",
  month =        jun,
  year =         "2008",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2008.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Kruiniger:2014:CML}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407608000390",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DHaultfoeuille:2010:NIM,
  author =       "Xavier D'Haultf{\oe}uille",
  title =        "A new instrumental method for dealing with endogenous
                 selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "1--15",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001468",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amengual:2010:CMV,
  author =       "Dante Amengual and Enrique Sentana",
  title =        "A comparison of mean-variance efficiency tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "16--34",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900147X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2010:NPC,
  author =       "Jianjun Xu and Xianming Tan and Runchu Zhang",
  title =        "A note on {Phillips} (1991): {``A constrained maximum
                 likelihood approach to estimating switching
                 regressions''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "35--41",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Phillips:1991:CML}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001481",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2010:SLR,
  author =       "Jean-Marie Dufour and Abderrahim Taamouti",
  title =        "Short and long run causality measures: Theory and
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "42--58",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001493",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Comte:2010:AED,
  author =       "F. Comte and C. Lacour and Y. Rozenholc",
  title =        "Adaptive estimation of the dynamics of a discrete time
                 stochastic volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "59--73",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900150X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2010:TSC,
  author =       "Kyungchul Song",
  title =        "Testing semiparametric conditional moment restrictions
                 using conditional martingale transforms",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "74--84",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001511",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fruhwirth-Schnatter:2010:SMS,
  author =       "Sylvia Fr{\"u}hwirth-Schnatter and Helga Wagner",
  title =        "Stochastic model specification search for {Gaussian}
                 and partial non-{Gaussian} state space models",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "85--100",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001614",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(09)00240-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002401",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PJa,
  author =       "Anonymous",
  title =        "Pages 1--100 ({January 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kan:2010:DSA,
  author =       "Raymond Kan and Xiaolu Wang",
  title =        "On the distribution of the sample autocorrelation
                 coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "101--121",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001638",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2010:THS,
  author =       "Badi H. Baltagi and Byoung Cheol Jung and Seuck Heun
                 Song",
  title =        "Testing for heteroskedasticity and serial correlation
                 in a random effects panel data model",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "122--124",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900164X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2010:ASF,
  author =       "Viktor Todorov and George Tauchen",
  title =        "Activity signature functions for high-frequency data
                 analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "125--138",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001651",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Magnus:2010:CTM,
  author =       "Jan R. Magnus and Owen Powell and Patricia
                 Pr{\"u}fer",
  title =        "A comparison of two model averaging techniques with an
                 application to growth empirics",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "139--153",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001663",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Klein:2010:ECT,
  author =       "Roger Klein and Francis Vella",
  title =        "Estimating a class of triangular simultaneous
                 equations models without exclusion restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "154--164",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001675",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2010:ESA,
  author =       "Lung-fei Lee and Jihai Yu",
  title =        "Estimation of spatial autoregressive panel data models
                 with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "165--185",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900178X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2010:IBT,
  author =       "Oliver Linton and Kyungchul Song and Yoon-Jae Whang",
  title =        "An improved bootstrap test of stochastic dominance",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "186--202",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001882",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(09)00249-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002498",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PF,
  author =       "Anonymous",
  title =        "Pages 101--202 ({February 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "154",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Trapani:2010:MVM,
  author =       "Lorenzo Trapani and Giovanni Urga",
  title =        "Micro versus macro cointegration in heterogeneous
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "1--18",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001626",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chib:2010:TRB,
  author =       "Siddhartha Chib and Srikanth Ramamurthy",
  title =        "Tailored randomized block {MCMC} methods with
                 application to {DSGE} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "19--38",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001900",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:ETM,
  author =       "Jiawei Chen and Matthew Shum",
  title =        "Estimating a tournament model of intra-firm wage
                 differentials",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "39--55",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001912",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rothe:2010:NED,
  author =       "Christoph Rothe",
  title =        "Nonparametric estimation of distributional policy
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "56--70",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001924",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhao:2010:DEN,
  author =       "Zhibiao Zhao",
  title =        "Density estimation for nonlinear parametric models
                 with conditional heteroscedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "71--82",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002127",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miller:2010:NNT,
  author =       "J. Isaac Miller and Joon Y. Park",
  title =        "Nonlinearity, nonstationarity, and thick tails: How
                 they interact to generate persistence in memory",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "83--89",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002139",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:IMS,
  author =       "Songnian Chen",
  title =        "An integrated maximum score estimator for a
                 generalized censored quantile regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "90--98",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002322",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00017-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000175",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PM,
  author =       "Anonymous",
  title =        "Pages 1--98 ({March 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Klein:2010:HTE,
  author =       "Tobias J. Klein",
  title =        "Heterogeneous treatment effects: Instrumental
                 variables without monotonicity?",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "99--116",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900219X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liesenfeld:2010:DIM,
  author =       "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard",
  title =        "The dynamic invariant multinomial probit model:
                 Identification, pretesting and estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "117--127",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002346",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2010:DFT,
  author =       "Miguel A. Delgado and Carlos Velasco",
  title =        "Distribution-free tests for time series models
                 specification",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "128--137",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002358",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cattaneo:2010:ESE,
  author =       "Matias D. Cattaneo",
  title =        "Efficient semiparametric estimation of multi-valued
                 treatment effects under ignorability",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "138--154",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900236X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:NTD,
  author =       "Xiaohong Chen and Lars Peter Hansen and Marine
                 Carrasco",
  title =        "Nonlinearity and temporal dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "155--169",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002371",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nielsen:2010:NCA,
  author =       "Morten {\O}rregaard Nielsen",
  title =        "Nonparametric cointegration analysis of fractional
                 systems with unknown integration orders",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "170--187",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002383",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Weissbach:2010:LRT,
  author =       "Rafael Wei{\ss}bach and Ronja Walter",
  title =        "A likelihood ratio test for stationarity of rating
                 transitions",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "188--194",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002693",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00032-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000321",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PAa,
  author =       "Anonymous",
  title =        "Pages 99--194 ({April 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "155",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gilleskie:2010:SMO,
  author =       "Donna B. Gilleskie and Ahmed Khwaja",
  title =        "Structural models of optimization behavior in labor,
                 aging and health",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "1--2",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001936",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Keane:2010:SVA,
  author =       "Michael P. Keane",
  title =        "Structural vs. atheoretic approaches to econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "3--20",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See comments \cite{Rust:2010:CSV,Blundell:2010:CMP}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001948",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rust:2010:CSV,
  author =       "John Rust",
  title =        "Comments on: {``Structural vs. atheoretic approaches
                 to econometrics'' by Michael Keane}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "21--24",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Keane:2010:SVA}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900195X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blundell:2010:CMP,
  author =       "Richard Blundell",
  title =        "Comments on: {Michael P. Keane `Structural vs.
                 atheoretic approaches to econometrics'}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "25--26",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Keane:2010:SVA}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001961",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2010:CIS,
  author =       "James J. Heckman and Sergio Urz{\'u}a",
  title =        "Comparing {IV} with structural models: What simple
                 {IV} can and cannot identify",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "27--37",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001973",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aguirregabiria:2010:DDC,
  author =       "Victor Aguirregabiria and Pedro Mira",
  title =        "Dynamic discrete choice structural models: a survey",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "38--67",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609001985",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2010:AWE,
  author =       "Donghoon Lee and Kenneth I. Wolpin",
  title =        "Accounting for wage and employment changes in the {US}
                 from 1968--2000: a dynamic model of labor market
                 equilibrium",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "68--85",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002073",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cohen-Goldner:2010:ERT,
  author =       "Sarit Cohen-Goldner and Zvi Eckstein",
  title =        "Estimating the return to training and occupational
                 experience: The case of female immigrants",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "86--105",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002085",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bound:2010:HER,
  author =       "John Bound and Todd Stinebrickner and Timothy
                 Waidmann",
  title =        "Health, economic resources and the work decisions of
                 older men",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "106--129",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002097",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khwaja:2010:EWP,
  author =       "Ahmed Khwaja",
  title =        "Estimating willingness to pay for {Medicare} using a
                 dynamic life-cycle model of demand for health
                 insurance",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "130--147",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002103",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gilleskie:2010:WAD,
  author =       "Donna Gilleskie",
  title =        "Work absences and doctor visits during an illness
                 episode: The differential role of preferences,
                 production, and policies among men and women",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "148--163",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002115",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bernal:2010:QSE,
  author =       "Raquel Bernal and Michael P. Keane",
  title =        "Quasi-structural estimation of a model of childcare
                 choices and child cognitive ability production",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "164--189",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002140",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Flabbi:2010:PGD,
  author =       "Luca Flabbi",
  title =        "Prejudice and gender differentials in the {US} labor
                 market in the last twenty years",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "190--200",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002152",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ahn:2010:ECR,
  author =       "Tom Ahn and Peter Arcidiacono and Alvin Murphy and
                 Omari Swinton",
  title =        "Explaining cross-racial differences in teenage labor
                 force participation: Results from a two-sided matching
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "201--211",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002164",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2010:MEM,
  author =       "Haiyong Liu and Thomas A. Mroz and Wilbert van der
                 Klaauw",
  title =        "Maternal employment, migration, and child
                 development",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "212--228",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002176",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kennan:2010:WWB,
  author =       "John Kennan and James R. Walker",
  title =        "Wages, welfare benefits and migration",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "229--238",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.09.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002188",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00087-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000874",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2010:PML,
  author =       "Dennis Kristensen",
  title =        "Pseudo-maximum likelihood estimation in two classes of
                 semiparametric diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "239--259",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900270X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zamarro:2010:AHR,
  author =       "Gema Zamarro",
  title =        "Accounting for heterogeneous returns in sequential
                 schooling decisions",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "260--276",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002711",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wan:2010:LSM,
  author =       "Alan T. K. Wan and Xinyu Zhang and Guohua Zou",
  title =        "Least squares model averaging by {Mallows} criterion",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "277--283",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002838",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canay:2010:SSW,
  author =       "Ivan A. Canay",
  title =        "Simultaneous selection and weighting of moments in
                 {GMM} using a trapezoidal kernel",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "284--303",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002899",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Leeper:2010:DFF,
  author =       "Eric M. Leeper and Michael Plante and Nora Traum",
  title =        "Dynamics of fiscal financing in the {United States}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "304--321",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002905",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chib:2010:ACS,
  author =       "Siddhartha Chib and Edward Greenberg",
  title =        "Additive cubic spline regression with {Dirichlet}
                 process mixture errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "322--336",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002917",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guggenberger:2010:IHP,
  author =       "Patrik Guggenberger",
  title =        "The impact of a {Hausman} pretest on the size of a
                 hypothesis test: The panel data case",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "337--343",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002929",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fattore:2010:APG,
  author =       "Marco Fattore",
  title =        "Axiomatic properties of geo-logarithmic price
                 indices",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "344--353",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002930",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wu:2010:ESE,
  author =       "Ximing Wu",
  title =        "Exponential Series Estimator of multivariate
                 densities",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "354--366",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002942",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liesenfeld:2010:EEP,
  author =       "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard",
  title =        "Efficient estimation of probit models with correlated
                 errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "367--376",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002954",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2010:TSI,
  author =       "Juan Carlos Escanciano and Kyungchul Song",
  title =        "Testing single-index restrictions with a focus on
                 average derivatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "377--391",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002966",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacho-Chavez:2010:INE,
  author =       "David Jacho-Ch{\'a}vez and Arthur Lewbel and Oliver
                 Linton",
  title =        "Identification and nonparametric estimation of a
                 transformed additively separable model",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "392--407",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002978",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canay:2010:IPI,
  author =       "Ivan A. Canay",
  title =        "{EL} inference for partially identified models: Large
                 deviations optimality and bootstrap validity",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "408--425",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900298X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00100-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001004",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PJb,
  author =       "Anonymous",
  title =        "Pages 239--426 ({June 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "156",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:AJE,
  author =       "Songnian Chen and Qi Li",
  title =        "Annals Journal of Econometrics: Nonlinear and
                 Nonparametric Methods in Econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "3--5",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002760",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2010:EES,
  author =       "P. M. Robinson",
  title =        "Efficient estimation of the semiparametric spatial
                 autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "6--17",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900284X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2010:PQM,
  author =       "Liangjun Su and Sainan Jin",
  title =        "Profile quasi-maximum likelihood estimation of
                 partially linear spatial autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "18--33",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002863",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2010:GES,
  author =       "Xu Lin and Lung-fei Lee",
  title =        "{GMM} estimation of spatial autoregressive models with
                 unknown heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "34--52",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002887",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kelejian:2010:SES,
  author =       "Harry H. Kelejian and Ingmar R. Prucha",
  title =        "Specification and estimation of spatial autoregressive
                 models with autoregressive and heteroskedastic
                 disturbances",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "53--67",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002784",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2010:IID,
  author =       "Christian Gouri{\'e}roux and Peter C. B. Phillips and
                 Jun Yu",
  title =        "Indirect inference for dynamic panel models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "68--77",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002772",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2010:CBM,
  author =       "Jushan Bai",
  title =        "Common breaks in means and variances for panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "78--92",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002735",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ai:2010:ARC,
  author =       "Chunrong Ai and Li Gan",
  title =        "An alternative root-$n$ consistent estimator for panel
                 data binary choice models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "93--100",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002723",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2010:GNI,
  author =       "Shaoping Wang and Peng Wang and Jisheng Yang and Zinai
                 Li",
  title =        "A generalized nonlinear {IV} unit root test for panel
                 data with cross-sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "101--109",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002875",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lieli:2010:CEC,
  author =       "Robert P. Lieli and Halbert White",
  title =        "The construction of empirical credit scoring rules
                 based on maximization principles",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "110--119",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002814",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2010:IIS,
  author =       "Tong Li",
  title =        "Indirect inference in structural econometric models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "120--128",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002802",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:EMS,
  author =       "Xiaohong Chen and Yanqin Fan and Demian Pouzo and
                 Zhiliang Ying",
  title =        "Estimation and model selection of semiparametric
                 multivariate survival functions under general
                 censorship",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "129--142",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002747",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:SNE,
  author =       "Songnian Chen and Yahong Zhou",
  title =        "Semiparametric and nonparametric estimation of sample
                 selection models under symmetry",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "143--150",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002759",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2010:NTF,
  author =       "Jun M. Liu and Rong Chen and Qiwei Yao",
  title =        "Nonparametric transfer function models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "151--164",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002826",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2010:SCR,
  author =       "Joon Y. Park and Kwanho Shin and Yoon-Jae Whang",
  title =        "A semiparametric cointegrating regression:
                 Investigating the effects of age distributions on
                 consumption and saving",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "165--178",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002851",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2010:NSE,
  author =       "Dong Li and Qi Li",
  title =        "Nonparametric/semiparametric estimation and testing of
                 econometric models with data dependent smoothing
                 parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "179--190",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002796",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00116-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001168",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2010:AOL,
  author =       "T. W. Anderson and Naoto Kunitomo and Yukitoshi
                 Matsushita",
  title =        "On the asymptotic optimality of the {LIML} estimator
                 with possibly many instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "191--204",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002991",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2010:EMT,
  author =       "Hui Jin and Dale W. Jorgenson",
  title =        "Econometric modeling of technical change",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "205--219",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609003005",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2010:JBN,
  author =       "Viktor Todorov and Tim Bollerslev",
  title =        "Jumps and betas: a new framework for disentangling and
                 estimating systematic risks",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "220--235",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609003017",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mikusheva:2010:RCS,
  author =       "Anna Mikusheva",
  title =        "Robust confidence sets in the presence of weak
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "236--247",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609003029",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Otsu:2010:BEE,
  author =       "Taisuke Otsu",
  title =        "On {Bahadur} efficiency of empirical likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "248--256",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609003030",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:NEC,
  author =       "Song X. Chen and Aurore Delaigle and Peter Hall",
  title =        "Nonparametric estimation for a class of {L{\'e}vy}
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "257--271",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000023",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Komunjer:2010:EED,
  author =       "Ivana Komunjer and Quang Vuong",
  title =        "Efficient estimation in dynamic conditional quantile
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "272--285",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000035",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2010:EFE,
  author =       "Hung-Jen Wang and Chia-Wen Ho",
  title =        "Estimating fixed-effect panel stochastic frontier
                 models by model transformation",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "286--296",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000047",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2010:GAS,
  author =       "Dongming Zhu and John W. Galbraith",
  title =        "A generalized asymmetric {Student}-$t$ distribution
                 with application to financial econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "297--305",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000266",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jensen:2010:BSS,
  author =       "Mark J. Jensen and John M. Maheu",
  title =        "{Bayesian} semiparametric stochastic volatility
                 modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "306--316",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000278",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bolduc:2010:IRC,
  author =       "Denis Bolduc and Lynda Khalaf and Cl{\'e}ment
                 Y{\'e}lou",
  title =        "Identification robust confidence set methods for
                 inference on parameter ratios with application to
                 discrete choice models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "317--327",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000028X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{An:2010:EFP,
  author =       "Yonghong An and Yingyao Hu and Matthew Shum",
  title =        "Estimating first-price auctions with an unknown number
                 of bidders: a misclassification approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "328--341",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000308",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2010:RMD,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Robust methods for detecting multiple level breaks in
                 autocorrelated time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "342--358",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000424",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2010:LEF,
  author =       "T. W. Anderson",
  title =        "The {LIML} estimator has finite moments!",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "359--361",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000801",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2010:NLS,
  author =       "Peter Hall and Adonis Yatchew",
  title =        "Nonparametric least squares estimation in derivative
                 families",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "362--374",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.038",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000813",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Semykina:2010:EPD,
  author =       "Anastasia Semykina and Jeffrey M. Wooldridge",
  title =        "Estimating panel data models in the presence of
                 endogeneity and selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "375--380",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000825",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Macaro:2010:BNP,
  author =       "Christian Macaro",
  title =        "{Bayesian} non-parametric signal extraction for
                 {Gaussian} time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "381--395",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.041",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000849",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lamarche:2010:RPQ,
  author =       "Carlos Lamarche",
  title =        "Robust penalized quantile regression estimation for
                 panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "396--408",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.042",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000850",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aradillas-Lopez:2010:SES,
  author =       "Andres Aradillas-Lopez",
  title =        "Semiparametric estimation of a simultaneous game with
                 incomplete information",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "409--431",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.043",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000953",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2010:SME,
  author =       "Stefan Hoderlein and Joachim Winter",
  title =        "Structural measurement errors in nonseparable models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "432--440",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.044",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000965",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Conrad:2010:NNC,
  author =       "Christian Conrad",
  title =        "Non-negativity conditions for the hyperbolic {GARCH}
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "441--457",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.045",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000977",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cho:2010:TUH,
  author =       "Jin Seo Cho and Halbert White",
  title =        "Testing for unobserved heterogeneity in exponential
                 and {Weibull} duration models",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "458--480",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.046",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000989",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lengwiler:2010:IFY,
  author =       "Yvan Lengwiler and Carlos Lenz",
  title =        "Intelligible factors for the yield curve",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "481--491",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001077",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hualde:2010:SIM,
  author =       "J. Hualde and P. M. Robinson",
  title =        "Semiparametric inference in multivariate fractionally
                 cointegrated systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "492--511",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001089",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00132-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001326",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PAb,
  author =       "Anonymous",
  title =        "Pages 191--512 ({August 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "157",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2010:TYC,
  author =       "H. Peter Boswijk and Philip Hans Franses and Dick van
                 Dijk",
  title =        "Twenty years of cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "1--2",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000436",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2010:STD,
  author =       "Clive W. J. Granger",
  title =        "Some thoughts on the development of cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "3--6",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000448",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2010:TCI,
  author =       "Giuseppe Cavaliere and Anders Rahbek and A. M. Robert
                 Taylor",
  title =        "Testing for co-integration in vector autoregressions
                 with non-stationary volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "7--24",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000045X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2010:FEC,
  author =       "Jennifer L. Castle and Nicholas W. P. Fawcett and
                 David F. Hendry",
  title =        "Forecasting with equilibrium-correction models during
                 structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "25--36",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000461",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Georgiev:2010:MBA,
  author =       "Iliyan Georgiev",
  title =        "Model-based asymptotic inference on the effect of
                 infrequent large shocks on cointegrated variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "37--50",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000473",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2010:LIN,
  author =       "S{\o}ren Johansen and Morten {\O}rregaard Nielsen",
  title =        "Likelihood inference for a nonstationary fractional
                 autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "51--66",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000485",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lasak:2010:LBT,
  author =       "Katarzyna Lasak",
  title =        "Likelihood based testing for no fractional
                 cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "67--77",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000503",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2010:LBI,
  author =       "Dennis Kristensen and Anders Rahbek",
  title =        "Likelihood-based inference for cointegration with
                 nonlinear error-correction",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "78--94",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000527",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Figuerola-Ferretti:2010:MMP,
  author =       "Isabel Figuerola-Ferretti and Jes{\'u}s Gonzalo",
  title =        "Modelling and measuring price discovery in commodity
                 markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "95--107",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000552",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacobs:2010:CLR,
  author =       "Jan P. A. M. Jacobs and Kenneth F. Wallis",
  title =        "Cointegration, long-run structural modelling and weak
                 exogeneity: Two models of the {UK} economy",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "108--116",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000059X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2010:THM,
  author =       "S{\o}ren Johansen and Katarina Juselius and Roman
                 Frydman and Michael Goldberg",
  title =        "Testing hypotheses in an {$ {\rm I}(2) $} model with
                 piecewise linear trends. {An} analysis of the
                 persistent long swings in the {Dmk}\slash \$ rate",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "117--129",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000606",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fanelli:2010:SAC,
  author =       "Luca Fanelli and Paolo Paruolo",
  title =        "Speed of adjustment in cointegrated systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "130--141",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000062X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2010:AEA,
  author =       "Bruce E. Hansen",
  title =        "Averaging estimators for autoregressions with a near
                 unit root",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "142--155",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000643",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2010:CHP,
  author =       "H. Peter Boswijk and Philip Hans Franses and Dick van
                 Dijk",
  title =        "Cointegration in a historical perspective",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "156--159",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000679",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Holly:2010:STM,
  author =       "Sean Holly and M. Hashem Pesaran and Takashi
                 Yamagata",
  title =        "A spatio-temporal model of house prices in the {USA}",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "160--173",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.040",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000837",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00149-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001491",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Durlauf:2010:EI,
  author =       "Steven Durlauf and Aris Spanos",
  title =        "Editorial introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "175--176",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000151",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2010:TCR,
  author =       "James J. Heckman and Daniel Schmierer and Sergio
                 Urzua",
  title =        "Testing the correlated random coefficient model",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "177--203",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000084",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Spanos:2010:ATC,
  author =       "Aris Spanos",
  title =        "{Akaike}-type criteria and the reliability of
                 inference: Model selection versus statistical model
                 specification",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "204--220",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000014X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kasparis:2010:BTC,
  author =       "Ioannis Kasparis",
  title =        "The Bierens test for certain nonstationary models",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "221--230",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000114",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2010:LDP,
  author =       "Jennifer L. Castle and David F. Hendry",
  title =        "A low-dimension portmanteau test for non-linearity",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "231--245",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000096",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andreou:2010:RMM,
  author =       "Elena Andreou and Eric Ghysels and Andros Kourtellos",
  title =        "Regression models with mixed sampling frequencies",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "246--261",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000072",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2010:SIP,
  author =       "S{\o}ren Johansen",
  title =        "Some identification problems in the cointegrated
                 vector autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "262--273",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000102",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2010:SLM,
  author =       "Peter C. B. Phillips and Tassos Magdalinos and Liudas
                 Giraitis",
  title =        "Smoothing local-to-moderate unit root theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "274--279",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000126",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2010:BD,
  author =       "Peter C. B. Phillips",
  title =        "Bootstrapping {$ I(1) $} data",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "280--284",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000138",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2010:ASH,
  author =       "Donald W. K. Andrews and Patrik Guggenberger",
  title =        "Applications of subsampling, hybrid, and
                 size-correction methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "285--305",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000059",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Durlauf:2010:UAC,
  author =       "Steven N. Durlauf and Salvador Navarro and David A.
                 Rivers",
  title =        "Understanding aggregate crime regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "306--317",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000060",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "158",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00162-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001624",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nicoletti:2010:MSD,
  author =       "Cheti Nicoletti and Concetta Rondinelli",
  title =        "The (mis)specification of discrete duration models
                 with unobserved heterogeneity: a {Monte Carlo} study",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "1--13",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001090",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blazsek:2010:KSU,
  author =       "Szabolcs Blazsek and Alvaro Escribano",
  title =        "Knowledge spillovers in {US} patents: a dynamic patent
                 intensity model with secret common innovation factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "14--32",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001107",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zellner:2010:DMC,
  author =       "Arnold Zellner and Tomohiro Ando",
  title =        "A direct {Monte Carlo} approach for {Bayesian}
                 analysis of the seemingly unrelated regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "33--45",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001119",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jun:2010:CNT,
  author =       "Sung Jae Jun and Joris Pinkse and Yuanyuan Wan",
  title =        "A consistent nonparametric test of affiliation in
                 auction models",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "46--54",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001120",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hafner:2010:EEM,
  author =       "Christian M. Hafner and Oliver Linton",
  title =        "Efficient estimation of a multivariate multiplicative
                 volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "55--73",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001132",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2010:RQB,
  author =       "Kim Christensen and Roel Oomen and Mark Podolskij",
  title =        "Realised quantile-based estimation of the integrated
                 variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "74--98",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001144",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2010:GES,
  author =       "Xiaodong Liu and Lung-fei Lee",
  title =        "{GMM} estimation of social interaction models with
                 centrality",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "99--115",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001259",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2010:PAE,
  author =       "Kim Christensen and Silja Kinnebrock and Mark
                 Podolskij",
  title =        "Pre-averaging estimators of the ex-post covariance
                 matrix in noisy diffusion models with non-synchronous
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "116--133",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001260",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2010:FAP,
  author =       "Gary Koop and Simon Potter",
  title =        "A flexible approach to parametric inference in
                 nonlinear and time varying time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "134--150",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001272",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2010:IMI,
  author =       "Christian Francq and Jean-Michel Zako{\"\i}an",
  title =        "Inconsistency of the {MLE} and inference based on
                 weighted {LS} for {LARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "151--165",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001284",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bikbov:2010:NAM,
  author =       "Ruslan Bikbov and Mikhail Chernov",
  title =        "No-arbitrage macroeconomic determinants of the yield
                 curve",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "166--182",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001296",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhou:2010:WAC,
  author =       "Yong Zhou and Alan T. K. Wan and Shangyu Xie and
                 Xiaojing Wang",
  title =        "Wavelet analysis of change-points in a non-parametric
                 regression with heteroscedastic variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "183--201",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001405",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hayakawa:2010:EDF,
  author =       "Kazuhiko Hayakawa",
  title =        "The effects of dynamic feedbacks on {LS} and {MM}
                 estimator accuracy in panel data models: Some
                 additional results",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "202--208",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001417",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2010:STP,
  author =       "Juan Carlos Escanciano and Carlos Velasco",
  title =        "Specification tests of parametric dynamic conditional
                 quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "209--221",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001429",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2010:RCE,
  author =       "Songnian Chen",
  title =        "Root-{$N$}-consistent estimation of fixed-effect panel
                 data transformation models with censoring",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "222--234",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001430",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiu:2010:QML,
  author =       "Dacheng Xiu",
  title =        "Quasi-maximum likelihood estimation of volatility with
                 high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "235--250",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001454",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00174-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001740",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PNa,
  author =       "Anonymous",
  title =        "Pages 1--250 ({November 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:41 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PNb,
  author =       "Anonymous",
  title =        "{Publisher}'s note",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "251--251",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001442",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ichimura:2010:CAD,
  author =       "Hidehiko Ichimura and Sokbae Lee",
  title =        "Characterization of the asymptotic distribution of
                 semiparametric {$M$}-estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "252--266",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Ichimura:2018:CCA}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001302",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiburis:2010:SBT,
  author =       "Richard C. Chiburis",
  title =        "Semiparametric bounds on treatment effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "267--275",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001582",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corsi:2010:TBV,
  author =       "Fulvio Corsi and Davide Pirino and Roberto Ren{\`o}",
  title =        "Threshold bipower variation and the impact of jumps on
                 volatility forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "276--288",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001600",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frahm:2010:DEM,
  author =       "Gabriel Frahm and Christoph Memmel",
  title =        "Dominating estimators for minimum-variance
                 portfolios",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "289--302",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001594",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2010:EGE,
  author =       "Xiaodong Liu and Lung-fei Lee and Christopher R.
                 Bollinger",
  title =        "An efficient {GMM} estimator of spatial autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "303--319",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001715",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2010:PDT,
  author =       "Guohua Feng and Apostolos Serletis",
  title =        "A primal Divisia technical change index based on the
                 output distance function",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "320--330",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001867",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00195-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001958",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2010:PD,
  author =       "Anonymous",
  title =        "Pages 251--330 ({December 2010})",
  journal =      j-J-ECONOMETRICS,
  volume =       "159",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2010",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Meddahi:2011:RV,
  author =       "Nour Meddahi and Per Mykland and Neil Shephard",
  title =        "Realized Volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "1--1",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001570",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Large:2011:EQV,
  author =       "Jeremy Large",
  title =        "Estimating quadratic variation when quoted prices
                 change by a constant increment",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "2--11",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000497",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2011:EAJ,
  author =       "Viktor Todorov",
  title =        "Econometric analysis of jump-driven stochastic
                 volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "12--21",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000515",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Garcia:2011:EOR,
  author =       "Ren{\'e} Garcia and Marc-Andr{\'e} Lewis and Sergio
                 Pastorello and {\'E}ric Renault",
  title =        "Estimation of objective and risk-neutral distributions
                 based on moments of integrated volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "22--32",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000539",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2011:ECE,
  author =       "Lan Zhang",
  title =        "Estimating covariation: Epps effect, microstructure
                 noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "33--47",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000540",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Busch:2011:RIV,
  author =       "Thomas Busch and Bent Jesper Christensen and Morten
                 {\O}rregaard Nielsen",
  title =        "The role of implied volatility in forecasting future
                 realized volatility and jumps in foreign exchange,
                 stock, and bond markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "48--57",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000564",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Griffin:2011:CMP,
  author =       "Jim E. Griffin and Roel C. A. Oomen",
  title =        "Covariance measurement in the presence of
                 non-synchronous trading and market microstructure
                 noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "58--68",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000576",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maheu:2011:DHF,
  author =       "John M. Maheu and Thomas H. McCurdy",
  title =        "Do high-frequency measures of volatility improve
                 forecasts of return distributions?",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "69--76",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000588",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mancini:2011:TEM,
  author =       "Cecilia Mancini and Roberto Ren{\`o}",
  title =        "Threshold estimation of {Markov} models with jumps and
                 interest rate modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "77--92",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000618",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauer:2011:FMR,
  author =       "Gregory H. Bauer and Keith Vorkink",
  title =        "Forecasting multivariate realized stock market
                 volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "93--101",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000631",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tauchen:2011:RJF,
  author =       "George Tauchen and Hao Zhou",
  title =        "Realized jumps on financial markets and predicting
                 credit spreads",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "102--118",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000655",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fleming:2011:HFR,
  author =       "Jeff Fleming and Bradley S. Paye",
  title =        "High-frequency returns, jumps and the mixture of
                 normals hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "119--128",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000667",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2011:BCT,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Nour Meddahi",
  title =        "{Box--Cox} transforms for realized volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "129--144",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000680",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2011:MMN,
  author =       "Federico M. Bandi and Jeffrey R. Russell",
  title =        "Market microstructure noise, integrated variance
                 estimators, and the accuracy of asymptotic
                 approximations",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "145--159",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000692",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2011:UHF,
  author =       "Yacine A{\"\i}t-Sahalia and Per A. Mykland and Lan
                 Zhang",
  title =        "Ultra high frequency volatility estimation with
                 dependent microstructure noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "160--175",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000709",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2011:RFF,
  author =       "Torben G. Andersen and Tim Bollerslev and Xin Huang",
  title =        "A reduced form framework for modeling volatility of
                 speculative prices based on realized variation
                 measures",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "176--189",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000710",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2011:EER,
  author =       "Lan Zhang and Per A. Mykland and Yacine
                 A{\"\i}t-Sahalia",
  title =        "{Edgeworth} expansions for realized volatility and
                 related estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "190--203",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000722",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barndorff-Nielsen:2011:SRK,
  author =       "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and
                 Asger Lunde and Neil Shephard",
  title =        "Subsampling realised kernels",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "204--219",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000734",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2011:RVF,
  author =       "Torben G. Andersen and Tim Bollerslev and Nour
                 Meddahi",
  title =        "Realized volatility forecasting and market
                 microstructure noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "220--234",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000746",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2011:DEV,
  author =       "Tim Bollerslev and Michael Gibson and Hao Zhou",
  title =        "Dynamic estimation of volatility risk premia and
                 investor risk aversion from option-implied and realized
                 volatilities",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "235--245",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000758",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Patton:2011:VFC,
  author =       "Andrew J. Patton",
  title =        "Volatility forecast comparison using imperfect
                 volatility proxies",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "246--256",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000076X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2011:VFM,
  author =       "Eric Ghysels and Arthur Sinko",
  title =        "Volatility forecasting and microstructure noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "257--271",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000771",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Renault:2011:CER,
  author =       "Eric Renault and Bas J. M. Werker",
  title =        "Causality effects in return volatility measures with
                 random times",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "272--279",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000783",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wu:2011:VDJ,
  author =       "Liuren Wu",
  title =        "Variance dynamics: Joint evidence from options and
                 high-frequency returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "280--287",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.03.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610000795",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00217-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:42 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002174",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:M,
  author =       "Anonymous",
  title =        "In Memorium",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "iv--v",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00242-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002423",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hahn:2011:HTW,
  author =       "Jinyong Hahn and John C. Ham and Hyungsik Roger Moon",
  title =        "The {Hausman} test and weak instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "289--299",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001892",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Montes-Rojas:2011:RTH,
  author =       "Gabriel Montes-Rojas and Walter Sosa-Escudero",
  title =        "Robust tests for heteroskedasticity in the one-way
                 error components model",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "300--310",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001909",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dueker:2011:MCT,
  author =       "Michael J. Dueker and Zacharias Psaradakis and Martin
                 Sola and Fabio Spagnolo",
  title =        "Multivariate contemporaneous-threshold autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "311--325",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001910",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kapetanios:2011:PNS,
  author =       "G. Kapetanios and M. Hashem Pesaran and T. Yamagata",
  title =        "Panels with non-stationary multifactor error
                 structures",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "326--348",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002022",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2011:SHA,
  author =       "Min Seong Kim and Yixiao Sun",
  title =        "Spatial heteroskedasticity and autocorrelation
                 consistent estimation of covariance matrix",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "349--371",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002034",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(10)00236-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002368",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PF,
  author =       "Anonymous",
  title =        "Pages 289--372 ({February 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "160",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barnett:2011:IMT,
  author =       "William A. Barnett and W. Erwin Diewert and Arnold
                 Zellner",
  title =        "Introduction to measurement with theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "1--5",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001818",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barnett:2011:HBM,
  author =       "William A. Barnett and Marcelle Chauvet",
  title =        "How better monetary statistics could have signaled the
                 financial crisis",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "6--23",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000182X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ivancic:2011:SDT,
  author =       "Lorraine Ivancic and W. Erwin Diewert and Kevin J.
                 Fox",
  title =        "Scanner data, time aggregation and the construction of
                 price indexes",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "24--35",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001831",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{deHaan:2011:ECD,
  author =       "Jan de Haan and Heymerik A. van der Grient",
  title =        "Eliminating chain drift in price indexes based on
                 scanner data",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "36--46",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001843",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nakamura:2011:PDR,
  author =       "Alice O. Nakamura and Emi Nakamura and Leonard I.
                 Nakamura",
  title =        "Price dynamics, retail chains and inflation
                 measurement",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "47--55",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001855",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pawasutipaisit:2011:WAF,
  author =       "Anan Pawasutipaisit and Robert M. Townsend",
  title =        "Wealth accumulation and factors accounting for
                 success",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "56--81",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001879",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abowd:2011:NEG,
  author =       "John M. Abowd and Lars Vilhuber",
  title =        "National estimates of gross employment and job flows
                 from the {Quarterly Workforce Indicators} with
                 demographic and industry detail",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "82--99",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001880",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00013-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:43 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000133",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacobs:2011:MDR,
  author =       "Jan P. A. M. Jacobs and Simon van Norden",
  title =        "Modeling data revisions: Measurement error and
                 dynamics of ``true'' values",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "101--109",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002526",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Allen:2011:ELB,
  author =       "Jason Allen and Allan W. Gregory and Katsumi
                 Shimotsu",
  title =        "Empirical likelihood block bootstrapping",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "110--121",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002046",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jun:2011:TBT,
  author =       "Sung Jae Jun and Joris Pinkse and Haiqing Xu",
  title =        "Tighter bounds in triangular systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "122--128",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002265",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Santos:2011:IVM,
  author =       "Andres Santos",
  title =        "Instrumental variable methods for recovering
                 continuous linear functionals",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "129--146",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002253",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Daouia:2011:RIN,
  author =       "Abdelaati Daouia and Ir{\`e}ne Gijbels",
  title =        "Robustness and inference in nonparametric partial
                 frontier modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "147--165",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002447",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shively:2011:NFE,
  author =       "Thomas S. Shively and Stephen G. Walker and Paul
                 Damien",
  title =        "Nonparametric function estimation subject to
                 monotonicity, convexity and other shape constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "166--181",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002435",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2011:LPC,
  author =       "M. Hashem Pesaran and Elisa Tosetti",
  title =        "Large panels with common factors and spatial
                 correlation",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "182--202",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002459",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Papay:2011:ERD,
  author =       "John P. Papay and John B. Willett and Richard J.
                 Murnane",
  title =        "Extending the regression-discontinuity approach to
                 multiple assignment variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "203--207",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002538",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ham:2011:MSP,
  author =       "John C. Ham and Xianghong Li and Patricia B. Reagan",
  title =        "Matching and semi-parametric {IV} estimation, a
                 distance-based measure of migration, and the wages of
                 young men",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "208--227",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002460",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2011:BEM,
  author =       "Xiaohu Wang and Peter C. B. Phillips and Jun Yu",
  title =        "Bias in estimating multivariate and univariate
                 diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "228--245",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002484",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2011:TWI,
  author =       "Atsushi Inoue and Barbara Rossi",
  title =        "Testing for weak identification in possibly nonlinear
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "246--261",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002575",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kalnina:2011:SHF,
  author =       "Ilze Kalnina",
  title =        "Subsampling high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "262--283",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002563",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Patton:2011:DBR,
  author =       "Andrew J. Patton",
  title =        "Data-based ranking of realised volatility estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "284--303",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002551",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2011:PDC,
  author =       "Valentina Corradi and Norman R. Swanson",
  title =        "Predictive density construction and accuracy testing
                 with multiple possibly misspecified diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "304--324",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000254X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Garcia:2011:ESD,
  author =       "Ren{\'e} Garcia and Eric Renault and David Veredas",
  title =        "Estimation of stable distributions by indirect
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "325--337",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002514",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xie:2011:CSW,
  author =       "Wen Zhi Xie",
  title =        "Corrigendum to {``A simple way of computing the
                 inverse moments of a non-central chi-square random
                 variable'' [J. Econom. {\bf 37} (1988) 389--393]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "338--338",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Xie:1988:SWC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002241",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "ifc--ifc",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00016-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000169",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PAa,
  author =       "Anonymous",
  title =        "Pages 101--338 ({1 April 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "161",
  number =       "2",
  pages =        "??--??",
  day =          "1",
  month =        apr,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zellner:2011:EER,
  author =       "Arnold Zellner and David Zilberman",
  title =        "The economics and econometrics of risk: an
                 introduction to the special issue",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "1--5",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002474",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Just:2011:GIR,
  author =       "Richard E. Just and David R. Just",
  title =        "Global identification of risk preferences with
                 revealed preference data",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "6--17",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002577",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Serra:2011:RBP,
  author =       "Teresa Serra and Barry K. Goodwin and Allen M.
                 Featherstone",
  title =        "Risk behavior in the presence of government programs",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "18--24",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002589",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Just:2011:CWE,
  author =       "David R. Just",
  title =        "Calibrating the wealth effects of decoupled payments:
                 Does decreasing absolute risk aversion matter?",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "25--34",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002590",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pope:2011:AAR,
  author =       "Rulon D. Pope and Jeffrey T. LaFrance and Richard E.
                 Just",
  title =        "Agricultural arbitrage and risk preferences",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "35--43",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002607",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cafiero:2011:ERC,
  author =       "Carlo Cafiero and Eugenio S. A. Bobenrieth H. and Juan
                 R. A. Bobenrieth H. and Brian D. Wright",
  title =        "The empirical relevance of the competitive storage
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "44--54",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002619",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Egorov:2011:TTY,
  author =       "Alexei V. Egorov and Haitao Li and David Ng",
  title =        "A tale of two yield curves: Modeling the joint term
                 structure of dollar and euro interest rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "55--70",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002632",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schumann:2011:SNT,
  author =       "Keith D. Schumann",
  title =        "Semi-nonparametric test of second degree stochastic
                 dominance with respect to a function",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "71--78",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002620",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Conte:2011:MMC,
  author =       "Anna Conte and John D. Hey and Peter G. Moffatt",
  title =        "Mixture models of choice under risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "79--88",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002644",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wilcox:2011:SMR,
  author =       "Nathaniel T. Wilcox",
  title =        "`Stochastically more risk averse:' A contextual theory
                 of stochastic discrete choice under risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "89--104",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002656",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Buschena:2011:ESM,
  author =       "David E. Buschena and Joseph A. Atwood",
  title =        "Evaluation of similarity models for expected utility
                 violations",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "105--113",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002668",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{List:2011:CEU,
  author =       "John A. List and Charles F. Mason",
  title =        "Are {CEOs} expected utility maximizers?",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "114--123",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440760900267X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gilboa:2011:SBA,
  author =       "Itzhak Gilboa and Offer Lieberman and David
                 Schmeidler",
  title =        "A similarity-based approach to prediction",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "124--131",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2009.10.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407609002681",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Russo:2011:DIS,
  author =       "J. E. Russo and Kevyn Yong",
  title =        "The distortion of information to support an emerging
                 evaluation of risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "132--139",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001478",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heiman:2011:EIA,
  author =       "Amir Heiman and Oded Lowengart",
  title =        "The effects of information about health hazards in
                 food on consumers' choice process",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "140--147",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610001466",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00052-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000522",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barndorff-Nielsen:2011:MRK,
  author =       "Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and
                 Asger Lunde and Neil Shephard",
  title =        "Multivariate realised kernels: Consistent positive
                 semi-definite estimators of the covariation of equity
                 prices with noise and non-synchronous trading",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "149--169",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.07.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000029",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2011:EFD,
  author =       "Arthur Lewbel and Daniel McFadden and Oliver Linton",
  title =        "Estimating features of a distribution from binomial
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "170--188",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002101",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2011:MAT,
  author =       "Zhaogang Song",
  title =        "A martingale approach for testing diffusion models
                 based on infinitesimal operator",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "189--212",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002472",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shao:2011:BAS,
  author =       "Xiaofeng Shao",
  title =        "A bootstrap-assisted spectral test of white noise
                 under unknown dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "213--224",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000030",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhao:2011:NMV,
  author =       "Zhibiao Zhao",
  title =        "Nonparametric model validations for hidden {Markov}
                 models with applications in financial econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "225--239",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000042",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hassler:2011:EFI,
  author =       "Uwe Hassler",
  title =        "Estimation of fractional integration under temporal
                 aggregation",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "240--247",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000145",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Oka:2011:ESC,
  author =       "Tatsushi Oka and Zhongjun Qu",
  title =        "Estimating structural changes in regression
                 quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "248--267",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000261",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2011:NCA,
  author =       "Yanqin Fan and Matthew Gentry and Tong Li",
  title =        "A new class of asymptotically efficient estimators for
                 moment condition models",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "268--277",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000273",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Holly:2011:FOP,
  author =       "Alberto Holly and Alain Monfort and Michael
                 Rockinger",
  title =        "Fourth order pseudo maximum likelihood methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "278--293",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100025X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sizova:2011:IVF,
  author =       "Natalia Sizova",
  title =        "Integrated variance forecasting: Model based vs.
                 reduced form",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "294--311",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000315",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koopman:2011:MFC,
  author =       "Siem Jan Koopman and Andr{\'e} Lucas and Bernd
                 Schwaab",
  title =        "Modeling frailty-correlated defaults using many
                 macroeconomic covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "312--325",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000303",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cho:2011:GRT,
  author =       "Jin Seo Cho and Halbert White",
  title =        "Generalized runs tests for the {IID} hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "326--344",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000285",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2011:BIC,
  author =       "Mingliang Li and Justin L. Tobias",
  title =        "{Bayesian} inference in a correlated random
                 coefficients model: Modeling causal effect
                 heterogeneity with an application to heterogeneous
                 returns to schooling",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "345--361",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000339",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dardanoni:2011:RIC,
  author =       "Valentino Dardanoni and Salvatore Modica and Franco
                 Peracchi",
  title =        "Regression with imputed covariates: a generalized
                 missing-indicator approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "362--368",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000327",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Deschamps:2011:BEE,
  author =       "Philippe J. Deschamps",
  title =        "{Bayesian} estimation of an extended local scale
                 stochastic volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "369--382",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000509",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Griffin:2011:SBA,
  author =       "J. E. Griffin and M. F. J. Steel",
  title =        "Stick-breaking autoregressive processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "383--396",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000613",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00071-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000716",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PJ,
  author =       "Anonymous",
  title =        "Pages 149--396 ({June 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "162",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Palm:2011:FSP,
  author =       "Franz C. Palm and Jean-Pierre Urbain",
  title =        "Factor structures for panel and multivariate time
                 series data",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "1--3",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002058",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chudik:2011:IDV,
  author =       "Alexander Chudik and M. Hashem Pesaran",
  title =        "Infinite-dimensional {VARs} and factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "4--22",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761000206X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forni:2011:GDF,
  author =       "Mario Forni and Marco Lippi",
  title =        "The general dynamic factor model: One-sided
                 representation results",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "23--28",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002071",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2011:DFP,
  author =       "Marc Hallin and Roman Liska",
  title =        "Dynamic factors in the presence of blocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "29--41",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002083",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2011:MLD,
  author =       "Marc Hallin and Charles Mathias and Hugues Pirotte and
                 David Veredas",
  title =        "Market liquidity as dynamic factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "42--50",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002095",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Eichler:2011:FDF,
  author =       "Michael Eichler and Giovanni Motta and Rainer von
                 Sachs",
  title =        "Fitting dynamic factor models to non-stationary time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "51--70",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002113",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2011:TSB,
  author =       "J{\"o}rg Breitung and Sandra Eickmeier",
  title =        "Testing for structural breaks in dynamic factor
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "71--84",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002125",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Palm:2011:CSD,
  author =       "Franz C. Palm and Stephan Smeekes and Jean-Pierre
                 Urbain",
  title =        "Cross-sectional dependence robust block bootstrap
                 panel unit root tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "85--104",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002149",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Franchi:2011:CVA,
  author =       "Massimo Franchi and Paolo Paruolo",
  title =        "A characterization of vector autoregressive processes
                 with common cyclical features",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "105--117",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002137",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2011:MME,
  author =       "H. Peter Boswijk and Roy van der Weide",
  title =        "Method of moments estimation of {GO-GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "118--126",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.11.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407610002150",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00084-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000844",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cao:2011:ADI,
  author =       "Bolong Cao and Yixiao Sun",
  title =        "Asymptotic distributions of impulse response functions
                 in short panel vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "127--143",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000662",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez-Val:2011:BCT,
  author =       "Iv{\'a}n Fern{\'a}ndez-Val and Francis Vella",
  title =        "Bias corrections for two-step fixed effects panel data
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "144--162",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000649",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dong:2011:NIB,
  author =       "Yingying Dong and Arthur Lewbel",
  title =        "Nonparametric identification of a binary random factor
                 in cross section data",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "163--171",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000650",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2011:IPM,
  author =       "John Geweke and Yu Jiang",
  title =        "Inference and prediction in a
                 multiple-structural-break model",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "172--185",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000674",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadir:2011:DMT,
  author =       "Karim M. Abadir and Walter Distaso and Liudas
                 Giraitis",
  title =        "An I( d ) model with trend and cycles",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "186--199",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000686",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2011:CSD,
  author =       "Marc Hallin and Ramon van den Akker and Bas J. M.
                 Werker",
  title =        "A class of simple distribution-free rank-based unit
                 root tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "200--214",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000698",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diks:2011:LBS,
  author =       "Cees Diks and Valentyn Panchenko and Dick van Dijk",
  title =        "Likelihood-based scoring rules for comparing density
                 forecasts in tails",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "215--230",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000807",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00106-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001060",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PAb,
  author =       "Anonymous",
  title =        "Pages 127--230 ({August 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "163",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Issler:2011:AIF,
  author =       "Jo{\~a}o Victor Issler and Oliver Linton and Allan
                 Timmermann",
  title =        "Annals issue on forecasting --- {Guest Editors}'
                 introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "1--3",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100042X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2011:AAF,
  author =       "Jens H. E. Christensen and Francis X. Diebold and
                 Glenn D. Rudebusch",
  title =        "The affine arbitrage-free class of {Nelson--Siegel}
                 term structure models",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "4--20",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000388",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carriero:2011:HUN,
  author =       "Andrea Carriero and Raffaella Giacomini",
  title =        "How useful are no-arbitrage restrictions for
                 forecasting the term structure of interest rates?",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "21--34",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000376",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Almeida:2011:DIR,
  author =       "Caio Almeida and Jeremy J. Graveline and Scott
                 Joslin",
  title =        "Do interest rate options contain information about
                 excess returns?",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "35--44",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000340",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Colacito:2011:CMD,
  author =       "Riccardo Colacito and Robert F. Engle and Eric
                 Ghysels",
  title =        "A component model for dynamic correlations",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "45--59",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000406",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pettenuzzo:2011:PSR,
  author =       "Davide Pettenuzzo and Allan Timmermann",
  note =         "See corrigendum \cite{Pettenuzzo:2022:CPS}.",
  title =        "Predictability of stock returns and asset allocation
                 under structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "60--78",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000479",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2011:CFA,
  author =       "Graham Elliott",
  title =        "A control function approach for testing the usefulness
                 of trending variables in forecast models and linear
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "79--91",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000418",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Atak:2011:SPM,
  author =       "Alev Atak and Oliver Linton and Zhijie Xiao",
  title =        "A semiparametric panel model for unbalanced data with
                 application to climate change in the {United Kingdom}",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "92--115",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000352",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Athanasopoulos:2011:MSE,
  author =       "George Athanasopoulos and Osmani Teixeira de Carvalho
                 Guill{\'e}n and Jo{\~a}o Victor Issler and Farshid
                 Vahid",
  title =        "Model selection, estimation and forecasting in {VAR}
                 models with short-run and long-run restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "116--129",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000364",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2011:OPP,
  author =       "John Geweke and Gianni Amisano",
  title =        "Optimal prediction pools",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "130--141",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000455",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Galvao:2011:QRD,
  author =       "Antonio F. Galvao",
  title =        "Quantile regression for dynamic panel data with fixed
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "142--157",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000443",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rossi:2011:UMF,
  author =       "Barbara Rossi and Tatevik Sekhposyan",
  title =        "Understanding models' forecasting performance",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "158--172",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000480",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2011:VSE,
  author =       "M. Hashem Pesaran and Andreas Pick and Allan
                 Timmermann",
  title =        "Variable selection, estimation and inference for
                 multi-period forecasting problems",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "173--187",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000467",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Doz:2011:TSE,
  author =       "Catherine Doz and Domenico Giannone and Lucrezia
                 Reichlin",
  title =        "A two-step estimator for large approximate dynamic
                 factor models based on {Kalman} filtering",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "188--205",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.02.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100039X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00133-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:47 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001333",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mittelhammer:2011:FEL,
  author =       "Ron C. Mittelhammer and George Judge",
  title =        "A family of empirical likelihood functions and
                 estimators for the binary response model",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "207--217",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000819",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kurozumi:2011:MSC,
  author =       "Eiji Kurozumi and Purevdorj Tuvaandorj",
  title =        "Model selection criteria in multivariate models with
                 multiple structural changes",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "218--238",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000820",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chaudhuri:2011:NMP,
  author =       "Saraswata Chaudhuri and Eric Zivot",
  title =        "A new method of projection-based inference in {GMM}
                 with weakly identified nuisance parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "239--251",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001047",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2011:MCI,
  author =       "Yiguo Sun and Cheng Hsiao and Qi Li",
  title =        "Measuring correlations of integrated but not
                 cointegrated variables: a semiparametric approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "252--267",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001138",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2011:GST,
  author =       "Bin Chen and Yongmiao Hong",
  title =        "Generalized spectral testing for multivariate
                 continuous-time models",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "268--293",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100114X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2011:HMC,
  author =       "Stefan Hoderlein",
  title =        "How many consumers are rational?",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "294--309",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100128X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2011:ECD,
  author =       "Dukpa Kim",
  title =        "Estimating a common deterministic time trend break in
                 large panels with cross sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "310--330",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100131X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2011:TDJ,
  author =       "Yingying Fan and Jianqing Fan",
  title =        "Testing and detecting jumps based on a discretely
                 observed process",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "331--344",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001278",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2011:RTI,
  author =       "Yixiao Sun",
  title =        "Robust trend inference with series variance estimator
                 and testing-optimal smoothing parameter",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "345--366",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001308",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2011:RLT,
  author =       "Viktor Todorov and George Tauchen and Iaryna Grynkiv",
  title =        "Realized {Laplace} transforms for estimation of jump
                 diffusive volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "367--381",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001291",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2011:SNE,
  author =       "Dennis Kristensen",
  title =        "Semi-nonparametric estimation and misspecification
                 testing of diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "382--403",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001412",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "ifc--ifc",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00149-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001497",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PO,
  author =       "Anonymous",
  title =        "Pages 207--404 ({1 October 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "164",
  number =       "2",
  pages =        "??--??",
  day =          "1",
  month =        oct,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kunitomo:2011:MRB,
  author =       "Naoto Kunitomo and Michael McAleer and Yoshihiko
                 Nishiyama",
  title =        "Moment Restriction-Based Econometric Methods: an
                 overview",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "1--4",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000935",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2011:ATN,
  author =       "P. M. Robinson",
  title =        "Asymptotic theory for nonparametric regression with
                 spatial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "5--19",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000947",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amano:2011:CVM,
  author =       "Tomoyuki Amano and Masanobu Taniguchi",
  title =        "Control variate method for stationary processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "20--29",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000959",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2011:MME,
  author =       "Liqun Wang and Cheng Hsiao",
  title =        "Method of moments estimation and identifiability of
                 semiparametric nonlinear errors-in-variables models",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "30--44",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000960",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hausman:2011:PCE,
  author =       "Jerry Hausman and Randall Lewis and Konrad Menzel and
                 Whitney Newey",
  title =        "Properties of the {CUE} estimator and a modification
                 with moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "45--57",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000972",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2011:FSP,
  author =       "T. W. Anderson and Naoto Kunitomo and Yukitoshi
                 Matsushita",
  title =        "On finite sample properties of alternative estimators
                 of coefficients in a structural equation with many
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "58--69",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000984",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Okui:2011:IVE,
  author =       "Ryo Okui",
  title =        "Instrumental variable estimation in the presence of
                 many moment conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "70--86",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000996",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsu:2011:ECM,
  author =       "Shih-Hsun Hsu and Chung-Ming Kuan",
  title =        "Estimation of conditional moment restrictions without
                 assuming parameter identifiability in the implied
                 unconditional moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "87--99",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100100X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Areosa:2011:MBE,
  author =       "Waldyr Dutra Areosa and Michael McAleer and Marcelo C.
                 Medeiros",
  title =        "Moment-based estimation of smooth transition
                 regression models with endogenous variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "100--111",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001011",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nishiyama:2011:CNT,
  author =       "Yoshihiko Nishiyama and Kohtaro Hitomi and Yoshinori
                 Kawasaki and Kiho Jeong",
  title =        "A consistent nonparametric test for nonlinear
                 causality --- Specification in time series regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "112--127",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001023",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Preve:2011:LPB,
  author =       "Daniel Preve and Marcelo C. Medeiros",
  title =        "Linear programming-based estimators in simple linear
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "128--136",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001035",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00188-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:48 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001886",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bester:2011:IDD,
  author =       "C. Alan Bester and Timothy G. Conley and Christian B.
                 Hansen",
  title =        "Inference with dependent data using cluster covariance
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "137--151",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611000431",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Swensen:2011:BAT,
  author =       "Anders Rygh Swensen",
  title =        "A bootstrap algorithm for testing cointegration rank
                 in {VAR} models in the presence of stationary
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "152--162",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001436",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Calhoun:2011:HTL,
  author =       "Gray Calhoun",
  title =        "Hypothesis testing in linear regression when k/n is
                 large",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "163--174",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001448",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiang:2011:VCR,
  author =       "Min-Hsien Chiang and Li-Min Wang",
  title =        "Volatility contagion: a range-based volatility
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "175--189",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100145X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Malik:2011:PFC,
  author =       "Sheheryar Malik and Michael K. Pitt",
  title =        "Particle filters for continuous likelihood evaluation
                 and maximisation",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "190--209",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001473",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2011:BIT,
  author =       "Gary Koop and Roberto Leon-Gonzalez and Rodney W.
                 Strachan",
  title =        "{Bayesian} inference in a time varying cointegration
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "210--220",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001588",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vanHasselt:2011:BIS,
  author =       "Martijn van Hasselt",
  title =        "{Bayesian} inference in a sample selection model",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "221--232",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001618",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Muller:2011:FDA,
  author =       "Hans-Georg M{\"u}ller and Rituparna Sen and Ulrich
                 Stadtm{\"u}ller",
  title =        "Functional data analysis for volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "233--245",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001606",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2011:TSN,
  author =       "Christian Francq and Guillaume Lepage and Jean-Michel
                 Zako{\"\i}an",
  title =        "Two-stage non {Gaussian} {QML} estimation of {GARCH}
                 models and testing the efficiency of the {Gaussian}
                 {QMLE}",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "246--257",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100159X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tripathi:2011:GMM,
  author =       "Gautam Tripathi",
  title =        "Generalized method of moments {(GMM)} based inference
                 with stratified samples when the aggregate shares are
                 known",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "258--265",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100162X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2011:SEB,
  author =       "Songnian Chen and Xianbo Zhou",
  title =        "Semiparametric estimation of a bivariate {Tobit}
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "266--274",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001461",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00224-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002247",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2011:PD,
  author =       "Anonymous",
  title =        "Pages 137--274 ({December 2011})",
  journal =      j-J-ECONOMETRICS,
  volume =       "165",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2011",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Molinari:2012:AII,
  author =       "Francesca Molinari and Elie Tamer",
  title =        "Annals Issue on Identification and Decisions",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "1--2",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002545",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arcidiacono:2012:MCM,
  author =       "Peter Arcidiacono and V. Joseph Hotz and Songman
                 Kang",
  title =        "Modeling college major choices using elicited measures
                 of expectations and counterfactuals",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "3--16",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001151",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Beresteanu:2012:PIU,
  author =       "Arie Beresteanu and Ilya Molchanov and Francesca
                 Molinari",
  title =        "Partial identification using random set theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "17--32",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001163",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chesher:2012:IMO,
  author =       "Andrew Chesher and Konrad Smolinski",
  title =        "{IV} models of ordered choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "33--48",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001175",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DelBoca:2012:EHI,
  author =       "Daniela {Del Boca} and Christopher Flinn",
  title =        "Endogenous household interaction",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "49--65",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001187",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Brock:2012:OIT,
  author =       "William A. Brock and Jane Cooley and Steven N. Durlauf
                 and Salvador Navarro",
  title =        "On the observational implications of taste-based
                 discrimination in racial profiling",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "66--78",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001199",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gundersen:2012:INS,
  author =       "Craig Gundersen and Brent Kreider and John Pepper",
  title =        "The impact of the National School Lunch Program on
                 child health: a nonparametric bounds analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "79--91",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001205",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kline:2012:BBR,
  author =       "Brendan Kline and Elie Tamer",
  title =        "Bounds for best response functions in binary games",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "92--105",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001217",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Matzkin:2012:INL,
  author =       "Rosa L. Matzkin",
  title =        "Identification in nonparametric limited dependent
                 variable models with simultaneity and unobserved
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "106--115",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001229",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McFadden:2012:EJP,
  author =       "Daniel McFadden",
  title =        "Economic juries and public project provision",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "116--126",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001230",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rosen:2012:SIQ,
  author =       "Adam M. Rosen",
  title =        "Set identification via quantile restrictions in short
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "127--137",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001242",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Stoye:2012:MRT,
  author =       "J{\"o}rg Stoye",
  title =        "Minimax regret treatment choice with covariates or
                 with limited validity of experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "138--156",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001254",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tetenov:2012:STC,
  author =       "Aleksey Tetenov",
  title =        "Statistical treatment choice based on asymmetric
                 minimax regret criteria",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "157--165",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001266",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00246-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:49 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002466",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Akashi:2012:SPL,
  author =       "Kentaro Akashi and Naoto Kunitomo",
  title =        "Some properties of the {LIML} estimator in a dynamic
                 panel structural equation",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "167--183",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001631",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Burda:2012:PMM,
  author =       "Martin Burda and Matthew Harding and Jerry Hausman",
  title =        "A {Poisson} mixture model of discrete choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "184--203",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001643",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fox:2012:RCL,
  author =       "Jeremy T. Fox and Kyoo il Kim and Stephen P. Ryan and
                 Patrick Bajari",
  title =        "The random coefficients logit model is identified",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "204--212",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001655",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jing:2012:JAI,
  author =       "Bing-Yi Jing and Xin-Bing Kong and Zhi Liu and Per
                 Mykland",
  title =        "On the jump activity index for semimartingales",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "213--223",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100217X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wei:2012:RFC,
  author =       "Xiaoqiao Wei and Yuhong Yang",
  title =        "Robust forecast combinations",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "224--236",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002168",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2012:BHT,
  author =       "Yong Li and Jun Yu",
  title =        "{Bayesian} hypothesis testing in latent variable
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "237--246",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.040",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002211",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hagemann:2012:STR,
  author =       "Andreas Hagemann",
  title =        "A simple test for regression specification with
                 non-nested alternatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "247--254",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002181",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Berkowitz:2012:VIR,
  author =       "Daniel Berkowitz and Mehmet Caner and Ying Fang",
  title =        "The validity of instruments revisited",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "255--266",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.038",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002193",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2012:SPG,
  author =       "Yixiao Sun and Min Seong Kim",
  title =        "Simple and powerful {GMM} over-identification tests
                 with accurate size",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "267--281",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100220X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schennach:2012:LIL,
  author =       "Susanne Schennach and Halbert White and Karim Chalak",
  title =        "Local indirect least squares and average marginal
                 effects in nonseparable structural systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "282--302",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.041",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002223",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vogelsang:2012:HAS,
  author =       "Timothy J. Vogelsang",
  title =        "Heteroskedasticity, autocorrelation, and spatial
                 correlation robust inference in linear panel models
                 with fixed-effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "303--319",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002326",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Srisuma:2012:SEM,
  author =       "Sorawoot Srisuma and Oliver Linton",
  title =        "Semiparametric estimation of {Markov} decision
                 processes with continuous state space",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "320--341",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100234X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Simar:2012:PCD,
  author =       "L{\'e}opold Simar and Anne Vanhems",
  title =        "Probabilistic characterization of directional
                 distances and their robust versions",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "342--354",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002338",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(11)00261-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002612",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PF,
  author =       "Anonymous",
  title =        "Pages 167--354 ({February 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "166",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:50 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cattaneo:2012:OII,
  author =       "Matias D. Cattaneo and Richard K. Crump and Michael
                 Jansson",
  title =        "Optimal inference for instrumental variables
                 regression with non-{Gaussian} errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "1--15",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002429",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2012:ESD,
  author =       "Jihai Yu and Robert de Jong and Lung-fei Lee",
  title =        "Estimation for spatial dynamic panel data with fixed
                 effects: The case of spatial cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "16--37",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002417",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2012:JMA,
  author =       "Bruce E. Hansen and Jeffrey S. Racine",
  title =        "Jackknife model averaging",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "38--46",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.06.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002405",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canova:2012:DUI,
  author =       "Fabio Canova and Filippo Ferroni",
  title =        "The dynamics of {US} inflation: Can monetary policy
                 explain the changes?",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "47--60",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002399",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gagliardini:2012:TRN,
  author =       "Patrick Gagliardini and Olivier Scaillet",
  title =        "{Tikhonov} regularization for nonparametric
                 instrumental variable estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "61--75",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002375",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2012:EDM,
  author =       "Dennis Kristensen and Yongseok Shin",
  title =        "Estimation of dynamic models with nonparametric
                 simulated maximum likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "76--94",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.042",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002363",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2012:AGP,
  author =       "Heejoon Han and Joon Y. Park",
  title =        "{ARCH/GARCH} with persistent covariate: Asymptotic
                 theory of {MLE}",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "95--112",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002351",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lamy:2012:EAA,
  author =       "Laurent Lamy",
  title =        "The econometrics of auctions with asymmetric anonymous
                 bidders",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "113--132",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002703",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2012:HHT,
  author =       "Yoonseok Lee and Ryo Okui",
  title =        "{Hahn}-Hausman test as a specification test",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "133--139",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002430",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2012:URT,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Unit root testing under a local break in trend",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "140--167",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002569",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhattacharya:2012:IWM,
  author =       "Debopam Bhattacharya and Pascaline Dupas",
  title =        "Inferring welfare maximizing treatment assignment
                 under budget constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "168--196",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002697",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Camponovo:2012:RS,
  author =       "Lorenzo Camponovo and Olivier Scaillet and Fabio
                 Trojani",
  title =        "Robust subsampling",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "197--210",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002594",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Golosnoy:2012:CAW,
  author =       "Vasyl Golosnoy and Bastian Gribisch and Roman
                 Liesenfeld",
  title =        "The conditional autoregressive {Wishart} model for
                 multivariate stock market volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "211--223",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002582",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jenish:2012:NSR,
  author =       "Nazgul Jenish",
  title =        "Nonparametric spatial regression under near-epoch
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "224--239",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002715",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2012:LSE,
  author =       "Dong Li and Shiqing Ling",
  title =        "On the least squares estimation of multiple-regime
                 threshold autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "240--253",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002685",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Westerlund:2012:TUR,
  author =       "Joakim Westerlund and Rolf Larsson",
  title =        "Testing for a unit root in a random coefficient panel
                 data model",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "254--273",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002727",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2012:LEI,
  author =       "Ping Yu",
  title =        "Likelihood estimation and inference in threshold
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "274--294",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002740",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00017-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000176",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PM,
  author =       "Anonymous",
  title =        "Pages 1--294 ({March 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2012:EI,
  author =       "Han Hong and Chung-Ming Kuan and Yoon-Jae Whang",
  title =        "{Editors}' Introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "295--296",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001965",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2012:SET,
  author =       "Songnian Chen and Xianbo Zhou",
  title =        "Semiparametric estimation of a truncated regression
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "297--304",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001977",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2012:UCD,
  author =       "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez",
  title =        "$n$-uniformly consistent density estimation in
                 nonparametric regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "305--316",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001989",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2012:TES,
  author =       "Myoung-jae Lee",
  title =        "Treatment effects in sample selection models and their
                 nonparametric estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "317--329",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001990",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2012:CIQ,
  author =       "Yanqin Fan and Sang Soo Park",
  title =        "Confidence intervals for the quantile of treatment
                 effects in randomized experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "330--344",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002004",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marmer:2012:QBN,
  author =       "Vadim Marmer and Artyom Shneyerov",
  title =        "Quantile-based nonparametric inference for first-price
                 auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "345--357",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002016",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2012:BAP,
  author =       "Han Hong and Bruce Preston",
  title =        "{Bayesian} averaging, prediction and nonnested model
                 selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "358--369",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002028",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Otsu:2012:TNN,
  author =       "Taisuke Otsu and Myung Hwan Seo and Yoon-Jae Whang",
  title =        "Testing for non-nested conditional moment restrictions
                 using unconditional empirical likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "370--382",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100203X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2012:STN,
  author =       "Joel L. Horowitz",
  title =        "Specification testing in nonparametric instrumental
                 variable estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "383--396",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002041",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2012:FRC,
  author =       "Joon Y. Park and Junhui Qian",
  title =        "Functional regression of continuous state
                 distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "397--412",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002053",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2012:SQR,
  author =       "Zongwu Cai and Zhijie Xiao",
  title =        "Semiparametric quantile regression estimation in
                 dynamic models with partially varying coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "413--425",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002065",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frederiksen:2012:LPW,
  author =       "Per Frederiksen and Frank S. Nielsen and Morten
                 {\O}rregaard Nielsen",
  title =        "Local polynomial {Whittle} estimation of perturbed
                 fractional processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "426--447",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002077",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2012:PPE,
  author =       "Chang Sik Kim and In-Moo Kim",
  title =        "Partial parametric estimation for nonstationary
                 nonlinear regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "448--457",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002089",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2012:SIG,
  author =       "Bent Jesper Christensen and Christian M. Dahl and Emma
                 M. Iglesias",
  title =        "Semiparametric inference in a {GARCH}-in-mean model",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "458--472",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002090",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2012:SSV,
  author =       "Jun Yu",
  title =        "A semiparametric stochastic volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "473--482",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002107",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qian:2012:ESP,
  author =       "Junhui Qian and Le Wang",
  title =        "Estimating semiparametric panel data models by
                 marginal integration",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "483--493",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002119",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2012:LUP,
  author =       "Seung-Hyun Hong and Leonardo Rezende",
  title =        "Lock-in and unobserved preferences in server operating
                 systems: a case of {Linux} vs. {Windows}",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "494--503",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002120",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2012:RBT,
  author =       "Yoosoon Chang and Chi Mai Nguyen",
  title =        "Residual based tests for cointegration in dependent
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "504--520",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002132",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2012:SIR,
  author =       "Peter M. Robinson and Supachoke Thawornkaiwong",
  title =        "Statistical inference on regression with spatial
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "521--542",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002144",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2012:SGE,
  author =       "Liangjun Su",
  title =        "Semiparametric {GMM} estimation of spatial
                 autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "543--560",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002156",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "167",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00049-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:51 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000498",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2012:EI,
  author =       "Subal C. Kumbhakar and Robin C. Sickles",
  title =        "{Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "1--3",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001771",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hubbard:2012:SEM,
  author =       "Timothy P. Hubbard and Tong Li and Harry J. Paarsch",
  title =        "Semiparametric estimation in models of first-price,
                 sealed-bid auctions with affiliation",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "4--16",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001692",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Henderson:2012:EIN,
  author =       "Daniel J. Henderson and John A. List and Daniel L.
                 Millimet and Christopher F. Parmeter and Michael K.
                 Price",
  title =        "Empirical implementation of nonparametric first-price
                 auction models",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "17--28",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001710",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2012:IAB,
  author =       "Tong Li and Xiaoyong Zheng",
  title =        "Information acquisition and/or bid preparation: a
                 structural analysis of entry and bidding in timber sale
                 auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "29--46",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001679",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2012:BEA,
  author =       "Subal C. Kumbhakar and Christopher F. Parmeter and
                 Efthymios G. Tsionas",
  title =        "{Bayesian} estimation approaches to first-price
                 auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "47--59",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001680",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2012:ELI,
  author =       "Han Hong and Denis Nekipelov",
  title =        "Efficient local {IV} estimation of an empirical
                 auction model",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "60--69",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001722",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hicks:2012:SSC,
  author =       "Robert L. Hicks and William C. Horrace and Kurt E.
                 Schnier",
  title =        "Strategic substitutes or complements? {The} game of
                 where to fish",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "70--80",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001709",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Flabbi:2012:EJF,
  author =       "Luca Flabbi and Andrea Moro",
  title =        "The effect of job flexibility on female labor market
                 outcomes: Estimates from a search and bargaining
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "81--95",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001667",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Campo:2012:RAA,
  author =       "Sandra Campo",
  title =        "Risk aversion and asymmetry in procurement auctions:
                 Identification, estimation and application to
                 construction procurements",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "96--107",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001746",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bierens:2012:SNE,
  author =       "Herman J. Bierens and Hosin Song",
  title =        "Semi-nonparametric estimation of independently and
                 identically repeated first-price auctions via an
                 integrated simulated moments method",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "108--119",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001758",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aradillas-Lopez:2012:PDE,
  author =       "Andres Aradillas-Lopez",
  title =        "Pairwise-difference estimation of incomplete
                 information games",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "120--140",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611001734",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kutlu:2012:EMP,
  author =       "Levent Kutlu and Robin C. Sickles",
  title =        "Estimation of market power in the presence of firm
                 level inefficiencies",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "141--155",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002442",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aguirregabiria:2012:DOG,
  author =       "Victor Aguirregabiria and Chun-Yu Ho",
  title =        "A dynamic oligopoly game of the {US} airline industry:
                 Estimation and policy experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "156--173",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761100176X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00062-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:52 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000620",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:DJA,
  author =       "Anonymous",
  title =        "{2011 Dennis J. Aigner Award}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "v--v",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00090-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000905",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:JE,
  author =       "Anonymous",
  title =        "2011 {{\booktitle{Journal of Econometrics}}}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "vi--vi",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00091-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000917",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:LJF,
  author =       "Anonymous",
  title =        "List of the {JE Fellows} as of {January 2011}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "vii--xix",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00092-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000929",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2012:UCB,
  author =       "Joel L. Horowitz and Sokbae Lee",
  title =        "Uniform confidence bands for functions estimated
                 nonparametrically with instrumental variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "175--188",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002739",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCausland:2012:HMH,
  author =       "William J. McCausland",
  title =        "The {HESSIAN} method: Highly efficient simulation
                 smoothing, in a nutshell",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "189--206",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002752",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2012:TJN,
  author =       "Yacine A{\"\i}t-Sahalia and Jean Jacod and Jia Li",
  title =        "Testing for jumps in noisy high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "207--222",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002764",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhattacharya:2012:TEB,
  author =       "Jay Bhattacharya and Azeem M. Shaikh and Edward
                 Vytlacil",
  title =        "Treatment effect bounds: an application to
                 {Swan--Ganz} catheterization",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "223--243",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000024",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Onatski:2012:APC,
  author =       "Alexei Onatski",
  title =        "Asymptotics of the principal components estimator of
                 large factor models with weakly influential factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "244--258",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000449",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{An:2012:WPM,
  author =       "Yonghong An and Yingyao Hu",
  title =        "Well-posedness of measurement error models for
                 self-reported data",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "259--269",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000462",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kasparis:2012:DMN,
  author =       "Ioannis Kasparis and Peter C. B. Phillips",
  title =        "Dynamic misspecification in nonparametric
                 cointegrating regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "270--284",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000474",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Daouia:2012:RNF,
  author =       "Abdelaati Daouia and Jean-Pierre Florens and
                 L{\'e}opold Simar",
  title =        "Regularization of nonparametric frontier estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "285--299",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000425",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2012:NIN,
  author =       "Stefan Hoderlein and Halbert White",
  title =        "Nonparametric identification in nonseparable panel
                 data models with generalized fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "300--314",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000437",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hamilton:2012:IEG,
  author =       "James D. Hamilton and Jing Cynthia Wu",
  title =        "Identification and estimation of {Gaussian} affine
                 term structure models",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "315--331",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000450",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Norets:2012:BMJ,
  author =       "Andriy Norets and Justinas Pelenis",
  title =        "{Bayesian} modeling of joint and conditional
                 distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "332--346",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000577",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cizek:2012:SRE,
  author =       "Pavel C{\'\i}zek",
  title =        "Semiparametric robust estimation of truncated and
                 censored regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "347--366",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000589",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aue:2012:SMN,
  author =       "Alexander Aue and Lajos Horv{\'a}th and Marie
                 Huskov{\'a}",
  title =        "Segmenting mean-nonstationary time series via trending
                 regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "367--381",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000590",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frandsen:2012:QTE,
  author =       "Brigham R. Frandsen and Markus Fr{\"o}lich and Blaise
                 Melly",
  title =        "Quantile treatment effects in the regression
                 discontinuity design",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "382--395",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000607",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2012:JEP,
  author =       "Suzanne S. Lee and Per A. Mykland",
  title =        "Jumps in equilibrium prices and market microstructure
                 noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "396--406",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000711",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2012:CMT,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Corrigendum to {``Modified tests for a change in
                 persistence'' [J. Econom. {\bf 134} (2006) 441--469]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "407--407",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Harvey:2006:MTC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407611002570",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00081-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000814",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PJ,
  author =       "Anonymous",
  title =        "Pages 175--408 ({June 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "168",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mariano:2012:RAP,
  author =       "Roberto S. Mariano and Zhijie Xiao and Jun Yu",
  title =        "Recent advances in panel data, nonlinear and
                 nonparametric models: a festschrift in honor of {Peter
                 C. B. Phillips}",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "1--3",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000036",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2012:NTR,
  author =       "Peter M. Robinson",
  title =        "Nonparametric trending regression with cross-sectional
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "4--14",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000061",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2012:TNC,
  author =       "Yoosoon Chang",
  title =        "Taking a new contour: a novel approach to panel unit
                 root tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "15--28",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000140",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moon:2012:BPU,
  author =       "H. R. Moon and B. Perron",
  title =        "Beyond panel unit root tests: Using multiple testing
                 to determine the nonstationarity properties of
                 individual series in a panel",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "29--33",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000097",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2012:SEP,
  author =       "Liangjun Su and Sainan Jin",
  title =        "Sieve estimation of panel data models with cross
                 section dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "34--47",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000073",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Greenaway-McGrevy:2012:ADF,
  author =       "Ryan Greenaway-McGrevy and Chirok Han and Donggyu
                 Sul",
  title =        "Asymptotic distribution of factor augmented estimators
                 for panel regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "48--53",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000048",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2012:BDP,
  author =       "Yoonseok Lee",
  title =        "Bias in dynamic panel models under time series
                 misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "54--60",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000103",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2012:RWC,
  author =       "Joon Y. Park and Yoon-Jae Whang",
  title =        "Random walk or chaos: a formal test on the {Lyapunov}
                 exponent",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "61--74",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000139",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2012:JRV,
  author =       "Torben G. Andersen and Dobrislav Dobrev and Ernst
                 Schaumburg",
  title =        "Jump-robust volatility estimation using nearest
                 neighbor truncation",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "75--93",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000127",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2012:TVL,
  author =       "Federico M. Bandi and Roberto Ren{\`o}",
  title =        "Time-varying leverage effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "94--113",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000115",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2012:BEM,
  author =       "Jun Yu",
  title =        "Bias in the estimation of the mean reversion parameter
                 in continuous time models",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "114--122",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200005X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mariano:2012:STM,
  author =       "Roberto S. Mariano and Daniel Preve",
  title =        "Statistical tests for multiple forecast comparison",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "123--130",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000152",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hnatkovska:2012:CMC,
  author =       "Viktoria Hnatkovska and Vadim Marmer and Yao Tang",
  title =        "Comparison of misspecified calibrated models: The
                 minimum distance approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "131--138",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000085",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00100-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:53 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001005",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mariano:2012:RAN,
  author =       "Roberto S. Mariano and Zhijie Xiao and Jun Yu",
  title =        "Recent advances in nonstationary time series: a
                 festschrift in honor of {Peter C. B. Phillips}",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "139--141",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000255",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granger:2012:UCS,
  author =       "Clive W. J. Granger",
  title =        "Useful conclusions from surprising results",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "142--146",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000413",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2012:RMT,
  author =       "Ke-Li Xu",
  title =        "Robustifying multivariate trend tests to nonstationary
                 volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "147--154",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000267",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2012:CRS,
  author =       "Xu Cheng and Peter C. B. Phillips",
  title =        "Cointegrating rank selection in models with
                 time-varying variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "155--165",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000322",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2012:MAF,
  author =       "Liudas Giraitis and Peter C. B. Phillips",
  title =        "Mean and autocovariance function estimation near the
                 boundary of stationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "166--178",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000309",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Magdalinos:2012:MEA,
  author =       "Tassos Magdalinos",
  title =        "Mildly explosive autoregression under weak and strong
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "179--187",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000346",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2012:TUR,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Testing for unit roots in the presence of uncertainty
                 over both the trend and initial condition",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "188--195",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000280",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2012:ALG,
  author =       "Donald W. K. Andrews and Patrik Guggenberger",
  title =        "Asymptotics for {LS}, {GLS}, and feasible {GLS}
                 statistics in an {AR(1)} model with conditional
                 heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "196--210",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000279",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiao:2012:RIN,
  author =       "Zhijie Xiao",
  title =        "Robust inference in nonstationary time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "211--223",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000371",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2012:MSC,
  author =       "In Choi and Eiji Kurozumi",
  title =        "Model selection criteria for the leads-and-lags
                 cointegrating regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "224--238",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000310",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2012:MSW,
  author =       "Jennifer L. Castle and Jurgen A. Doornik and David F.
                 Hendry",
  title =        "Model selection when there are multiple breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "239--246",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200036X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2012:MSP,
  author =       "Jae-Young Kim",
  title =        "Model selection in the presence of nonstationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "247--257",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000395",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ploberger:2012:OEU,
  author =       "Werner Ploberger and Peter C. B. Phillips",
  title =        "Optimal estimation under nonstandard conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "258--265",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000358",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shimotsu:2012:ELW,
  author =       "Katsumi Shimotsu",
  title =        "Exact local {Whittle} estimation of fractionally
                 cointegrated systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "266--278",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000383",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2012:SBS,
  author =       "Yacine A{\"\i}t-Sahalia and Joon Y. Park",
  title =        "Stationarity-based specification tests for diffusions
                 when the process is nonstationary",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "279--292",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000401",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauer:2012:PRS,
  author =       "Dietmar Bauer and Alex Maynard",
  title =        "Persistence-robust surplus-lag {Granger} causality
                 testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "293--300",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000334",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shintani:2012:SRT,
  author =       "Mototsugu Shintani and Tomoyoshi Yabu and Daisuke
                 Nagakura",
  title =        "Spurious regressions in technical trading",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "301--309",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.01.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000292",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "169",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00137-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001376",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:LRJ,
  author =       "Anonymous",
  title =        "List of Referees From {January 1, 2011 to December 31,
                 2011}",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "I--V",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00170-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001704",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Clark:2012:STP,
  author =       "Todd E. Clark and Michael W. McCracken",
  title =        "In-sample tests of predictive ability: a new
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "1--14",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2010.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200111X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liang:2012:FCR,
  author =       "Zhongwen Liang and Qi Li",
  title =        "Functional coefficient regression models with time
                 trend",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "15--31",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000784",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2012:TSM,
  author =       "Don H. Kim and Kenneth J. Singleton",
  title =        "Term structure models and the zero bound: an empirical
                 investigation of {Japanese} yields",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "32--49",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001352",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bennala:2012:PGR,
  author =       "Nezar Bennala and Marc Hallin and Davy Paindaveine",
  title =        "Pseudo-{Gaussian} and rank-based optimal tests for
                 random individual effects in large n small T panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "50--67",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000772",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2012:DFT,
  author =       "Miguel A. Delgado and Juan Carlos Escanciano",
  title =        "Distribution-free tests of stochastic monotonicity",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "68--75",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000723",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kato:2012:APQ,
  author =       "Kengo Kato and Antonio F. Galvao and Gabriel V.
                 Montes-Rojas",
  title =        "Asymptotics for panel quantile regression models with
                 individual effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "76--91",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000760",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kemp:2012:RTM,
  author =       "Gordon C. R. Kemp and J. M. C. Santos Silva",
  title =        "Regression towards the mode",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "92--101",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000735",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bartolucci:2012:PCM,
  author =       "Francesco Bartolucci and Valentina Nigro",
  title =        "Pseudo conditional maximum likelihood estimation of
                 the dynamic logit model for binary panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "102--116",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000954",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2012:IML,
  author =       "Valentina Corradi and Walter Distaso and Marcelo
                 Fernandes",
  title =        "International market links and volatility
                 transmission",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "117--141",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000759",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davis:2012:TEE,
  author =       "Richard A. Davis and Thomas Mikosch and Ivor Cribben",
  title =        "Towards estimating extremal serial dependence via the
                 bootstrapped extremogram",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "142--152",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000978",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fanelli:2012:DID,
  author =       "Luca Fanelli",
  title =        "Determinacy, indeterminacy and dynamic
                 misspecification in linear rational expectations
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "153--163",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000966",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2012:LMT,
  author =       "Badi H. Baltagi and Qu Feng and Chihwa Kao",
  title =        "A {Lagrange} Multiplier test for cross-sectional
                 dependence in a fixed effects panel data model",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "164--177",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200098X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jenish:2012:SPA,
  author =       "Nazgul Jenish and Ingmar R. Prucha",
  title =        "On spatial processes and asymptotic inference under
                 near-epoch dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "178--190",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001340",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Duan:2012:MCD,
  author =       "Jin-Chuan Duan and Jie Sun and Tao Wang",
  title =        "Multiperiod corporate default prediction --- a forward
                 intensity approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "191--209",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001145",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koo:2012:ESL,
  author =       "Bonsoo Koo and Oliver Linton",
  title =        "Estimation of semiparametric locally stationary
                 diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "210--233",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001157",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tsionas:2012:MLE,
  author =       "Efthymios G. Tsionas",
  title =        "Maximum likelihood estimation of stochastic frontier
                 models by the {Fourier} transform",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "234--248",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000796",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Poirier:2012:WSY,
  author =       "Dale J. Poirier",
  title =        "What is sensible for your agents should be sensible
                 for yourself",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "249--250",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612000747",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00163-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001637",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PS,
  author =       "Anonymous",
  title =        "Pages 1--250 ({September 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:54 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrasco:2012:EI,
  author =       "Marine Carrasco and Mehmet Caner and Yuichi Kitamura
                 and Eric Renault",
  title =        "{Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "251--255",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001169",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arellano:2012:U,
  author =       "Manuel Arellano and Lars Peter Hansen and Enrique
                 Sentana",
  title =        "Underidentification?",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "256--280",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001170",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2012:IRM,
  author =       "Alastair R. Hall and Sanggohn Han and Otilia Boldea",
  title =        "Inference regarding multiple structural changes in
                 linear models with endogenous regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "281--302",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001182",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Penaranda:2012:STR,
  author =       "Francisco Pe{\~n}aranda and Enrique Sentana",
  title =        "Spanning tests in return and stochastic discount
                 factor mean-variance frontiers: a unifying approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "303--324",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001194",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2012:PLS,
  author =       "Lars Peter Hansen",
  title =        "Proofs for large sample properties of generalized
                 method of moments estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "325--330",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001200",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guggenberger:2012:GSU,
  author =       "Patrik Guggenberger and Joaquim J. S. Ramalho and
                 Richard J. Smith",
  title =        "{GEL} statistics under weak identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "331--349",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001212",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antoine:2012:EMD,
  author =       "Bertille Antoine and Eric Renault",
  title =        "Efficient minimum distance estimation with multiple
                 rates of convergence",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "350--367",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001224",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anatolyev:2012:IRM,
  author =       "Stanislav Anatolyev",
  title =        "Inference in regression models with many regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "368--382",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001236",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrasco:2012:RAM,
  author =       "Marine Carrasco",
  title =        "A regularization approach to the many instruments
                 problem",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "383--398",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001248",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kuersteiner:2012:KWG,
  author =       "Guido M. Kuersteiner",
  title =        "Kernel-weighted {GMM} estimators for linear time
                 series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "399--421",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200125X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caner:2012:CMW,
  author =       "Mehmet Caner and Nese Yildiz",
  title =        "{CUE} with many weak instruments and nearly singular
                 design",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "422--441",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001261",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ai:2012:SEB,
  author =       "Chunrong Ai and Xiaohong Chen",
  title =        "The semiparametric efficiency bound for models of
                 sequential moment restrictions containing unknown
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "442--457",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001273",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Florens:2012:NEI,
  author =       "Jean-Pierre Florens and Anna Simoni",
  title =        "Nonparametric estimation of an instrumental
                 regression: a quasi-{Bayesian} approach based on
                 regularized posterior",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "458--475",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001285",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gospodinov:2012:LGE,
  author =       "Nikolay Gospodinov and Taisuke Otsu",
  title =        "Local {GMM} estimation of time series models with
                 conditional moment restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "476--490",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001297",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Severini:2012:EBE,
  author =       "Thomas A. Severini and Gautam Tripathi",
  title =        "Efficiency bounds for estimating linear functionals of
                 nonparametric regression models with endogenous
                 regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "491--498",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001303",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2012:ICI,
  author =       "Alastair R. Hall and Atsushi Inoue and James M. Nason
                 and Barbara Rossi",
  title =        "Information criteria for impulse response function
                 matching estimation of {DSGE} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "499--518",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Hall:2014:CT}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001315",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Almeida:2012:AMA,
  author =       "Caio Almeida and Ren{\'e} Garcia",
  title =        "Assessing misspecified asset pricing models with
                 empirical likelihood estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "519--537",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001327",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marmer:2012:OCM,
  author =       "Vadim Marmer and Taisuke Otsu",
  title =        "Optimal comparison of misspecified moment restriction
                 models under a chosen measure of fit",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "538--550",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001339",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "170",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00179-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:55 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001790",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2012:NEI,
  author =       "Gordon Anderson and Oliver Linton and Yoon-Jae Whang",
  title =        "Nonparametric estimation and inference about the
                 overlap of two distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "1--23",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001108",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Halunga:2012:RBE,
  author =       "Andreea G. Halunga and Denise R. Osborn",
  title =        "Ratio-based estimators for a change point in
                 persistence",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "24--31",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001716",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2012:NID,
  author =       "Yingyao Hu and Matthew Shum",
  title =        "Nonparametric identification of dynamic models with
                 unobserved state variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "32--44",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.05.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001479",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Canay:2012:HLO,
  author =       "Ivan A. Canay and Taisuke Otsu",
  title =        "Hodges-{Lehmann} optimality for testing moment
                 conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "45--53",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001728",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kline:2012:HOP,
  author =       "Patrick Kline and Andres Santos",
  title =        "Higher order properties of the wild bootstrap under
                 misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "54--70",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001480",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2012:STP,
  author =       "Jia Chen and Jiti Gao and Degui Li",
  title =        "Semiparametric trending panel data models with
                 cross-sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "71--85",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001613",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{West:2012:EAP,
  author =       "Kenneth D. West",
  title =        "Econometric analysis of present value models when the
                 discount factor is near one",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "86--97",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200173X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00206-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002060",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:PN,
  author =       "Anonymous",
  title =        "Pages 1--98 ({November 2012})",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2012",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2012:IAI,
  author =       "John Geweke and Gary Koop and Richard Paap",
  title =        "Introduction for the annals issue of the Journal of
                 Econometrics on ``{Bayesian} Models, Methods and
                 Applications''",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "99--100",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001492",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoogerheide:2012:CAI,
  author =       "Lennart Hoogerheide and Anne Opschoor and Herman K.
                 van Dijk",
  title =        "A class of adaptive importance sampling weighted {EM}
                 algorithms for efficient and robust posterior and
                 predictive simulation",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "101--120",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001583",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Villani:2012:GSF,
  author =       "Mattias Villani and Robert Kohn and David J. Nott",
  title =        "Generalized smooth finite mixtures",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "121--133",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001595",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pitt:2012:SPM,
  author =       "Michael K. Pitt and Ralph dos Santos Silva and Paolo
                 Giordani and Robert Kohn",
  title =        "On some properties of {Markov} chain {Monte Carlo}
                 simulation methods based on the particle filter",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "134--151",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001510",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Herbst:2012:EDM,
  author =       "Edward Herbst and Frank Schorfheide",
  title =        "Evaluating {DSGE} model forecasts of comovements",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "152--166",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001558",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Waggoner:2012:CMM,
  author =       "Daniel F. Waggoner and Tao Zha",
  title =        "Confronting model misspecification in macroeconomics",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "167--184",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001601",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2012:NBM,
  author =       "John Geweke",
  title =        "Nonparametric {Bayesian} modelling of monotone
                 preferences for discrete choice experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "185--204",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001509",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2012:BAP,
  author =       "Mingliang Li and Kevin J. Mumford and Justin L.
                 Tobias",
  title =        "A {Bayesian} analysis of payday loans and their
                 regulation",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "205--216",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001571",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maneesoonthorn:2012:PFV,
  author =       "Worapree Maneesoonthorn and Gael M. Martin and
                 Catherine S. Forbes and Simone D. Grose",
  title =        "Probabilistic forecasts of volatility and its risk
                 premia",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "217--236",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001534",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2012:BMA,
  author =       "Gary Koop and Roberto Leon-Gonzalez and Rodney
                 Strachan",
  title =        "{Bayesian} model averaging in the instrumental
                 variable regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "237--250",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001522",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ley:2012:MPB,
  author =       "Eduardo Ley and Mark F. J. Steel",
  title =        "Mixtures of $g$-priors for {Bayesian} model averaging
                 with economic applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "251--266",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200156X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Salimans:2012:VSF,
  author =       "Tim Salimans",
  title =        "Variable selection and functional form uncertainty in
                 cross-country growth regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "267--280",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001546",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2012:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "171",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2012",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00223-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:56 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002230",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2013:ETA,
  author =       "Jiti Gao and Dag Tj{\o}stheim and Jiying Yin",
  title =        "Estimation in threshold autoregressive models with a
                 stationary and a unit root regime",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "1--13",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002047",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2013:TFI,
  author =       "Sokbae Lee and Kyungchul Song and Yoon-Jae Whang",
  title =        "Testing functional inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "14--32",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200190X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tjostheim:2013:LGC,
  author =       "Dag Tj{\o}stheim and Karl Ove Hufthammer",
  title =        "Local {Gaussian} correlation: a new measure of
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "33--48",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001741",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dovonon:2013:BRM,
  author =       "Prosper Dovonon and S{\'\i}lvia Gon{\c{c}}alves and
                 Nour Meddahi",
  title =        "Bootstrapping realized multivariate volatility
                 measures",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "49--65",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001765",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2013:ZIS,
  author =       "Subal C. Kumbhakar and Christopher F. Parmeter and
                 Efthymios G. Tsionas",
  title =        "A zero inefficiency stochastic frontier model",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "66--76",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002163",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2013:PML,
  author =       "Honglin Wang and Emma M. Iglesias and Jeffrey M.
                 Wooldridge",
  title =        "Partial maximum likelihood estimation of spatial
                 probit models",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "77--89",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001893",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pelagatti:2013:RTS,
  author =       "Matteo M. Pelagatti and Pranab K. Sen",
  title =        "Rank tests for short memory stationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "90--105",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002151",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hurn:2013:QML,
  author =       "A. S. Hurn and K. A. Lindsay and A. J. McClelland",
  title =        "A quasi-maximum likelihood method for estimating the
                 parameters of multivariate diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "106--126",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002187",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Trapani:2013:BPF,
  author =       "Lorenzo Trapani",
  title =        "On bootstrapping panel factor series",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "127--141",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002175",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2013:JES,
  author =       "Marcus J. Chambers",
  title =        "Jackknife estimation of stationary autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "142--157",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002199",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boldea:2013:EIU,
  author =       "Otilia Boldea and Alastair R. Hall",
  title =        "Estimation and inference in unstable nonlinear least
                 squares models",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "158--167",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002205",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khan:2013:DFE,
  author =       "Shakeeb Khan",
  title =        "Distribution free estimation of heteroskedastic binary
                 response models using {Probit\slash Logit} criterion
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "168--182",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001753",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00237-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002370",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PJa,
  author =       "Anonymous",
  title =        "Pages 1--182 ({January 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Paolella:2013:LDH,
  author =       "Marc Paolella and Eric Renault and Gennady
                 Samorodnitsky and David Veredas",
  title =        "Latest developments on heavy-tailed distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "183--185",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001911",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nolan:2013:LNR,
  author =       "John P. Nolan and Diana Ojeda-Revah",
  title =        "Linear and nonlinear regression with stable errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "186--194",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001923",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2013:OSE,
  author =       "Marc Hallin and Yvik Swan and Thomas Verdebout and
                 David Veredas",
  title =        "One-step {$R$}-estimation in linear models with stable
                 errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "195--204",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761200200X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mikosch:2013:HTO,
  author =       "Thomas Mikosch and Casper G. de Vries",
  title =        "Heavy tails of {OLS}",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "205--221",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001996",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2013:MII,
  author =       "Beth Andrews and Richard A. Davis",
  title =        "Model identification for infinite variance
                 autoregressive processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "222--234",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001935",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dominicy:2013:MSQ,
  author =       "Yves Dominicy and David Veredas",
  title =        "The method of simulated quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "235--247",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001947",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ogata:2013:EMS,
  author =       "Hiroaki Ogata",
  title =        "Estimation for multivariate stable distributions with
                 generalized empirical likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "248--254",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002011",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hill:2013:MCT,
  author =       "Jonathan B. Hill and Mike Aguilar",
  title =        "Moment condition tests for heavy tailed time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "255--274",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001972",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCulloch:2013:ENS,
  author =       "J. Huston McCulloch and E. Richard Percy",
  title =        "Extended {Neyman} smooth goodness-of-fit tests,
                 applied to competing heavy-tailed distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "275--282",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002023",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Danielsson:2013:FTV,
  author =       "J{\'o}n Dan{\'\i}elsson and Bj{\o}rn N. Jorgensen and
                 Gennady Samorodnitsky and Mandira Sarma and Casper G.
                 de Vries",
  title =        "Fat tails, {VaR} and subadditivity",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "283--291",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001959",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Broda:2013:SMG,
  author =       "Simon A. Broda and Markus Haas and Jochen Krause and
                 Marc S. Paolella and Sven C. Steude",
  title =        "Stable mixture {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "292--306",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001960",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2013:JTE,
  author =       "Tim Bollerslev and Viktor Todorov and Sophia Zhengzi
                 Li",
  title =        "Jump tails, extreme dependencies, and the distribution
                 of stock returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "307--324",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001984",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fasen:2013:SEM,
  author =       "Vicky Fasen",
  title =        "Statistical estimation of multivariate
                 {Ornstein--Uhlenbeck} processes and applications to
                 co-integration",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "325--337",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002035",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "172",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(12)00251-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:57 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002515",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:AZA,
  author =       "Anonymous",
  title =        "{2012 Arnold Zellner Award}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "v--v",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00012-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000122",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:JE,
  author =       "Anonymous",
  title =        "2012 {{\booktitle{Journal of Econometrics}}}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "vi--vi",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00013-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000134",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:LJF,
  author =       "Anonymous",
  title =        "List of the {JE Fellows} as of {January 2012}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "vii--xx",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00014-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000146",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Laurent:2013:LFR,
  author =       "S{\'e}bastien Laurent and Jeroen V. K. Rombouts and
                 Francesco Violante",
  title =        "On loss functions and ranking forecasting performances
                 of multivariate volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "1--10",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612001777",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2013:GQR,
  author =       "Robert Chambers and Rolf F{\"a}re and Shawna Grosskopf
                 and Michael Vardanyan",
  title =        "Generalized quadratic revenue functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "11--21",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002217",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Saijo:2013:EDM,
  author =       "Hikaru Saijo",
  title =        "Estimating {DSGE} models using seasonally adjusted and
                 unadjusted data",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "22--35",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002461",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2013:MLE,
  author =       "Donald W. K. Andrews and Xu Cheng",
  title =        "Maximum likelihood estimation and uniform inference
                 with sporadic identification failure",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "36--56",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002357",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gagliardini:2013:SPE,
  author =       "Patrick Gagliardini and Diego Ronchetti",
  title =        "Semi-parametric estimation of {American} option
                 prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "57--82",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002345",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2013:TWU,
  author =       "Bin Chen and Zhaogang Song",
  title =        "Testing whether the underlying continuous-time process
                 follows a diffusion: an infinitesimal operator-based
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "83--107",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002333",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gospodinov:2013:CST,
  author =       "Nikolay Gospodinov and Raymond Kan and Cesare
                 Robotti",
  title =        "Chi-squared tests for evaluation and comparison of
                 asset pricing models",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "108--125",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002485",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2013:PTS,
  author =       "Ke-Li Xu",
  title =        "Powerful tests for structural changes in volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "126--142",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002473",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00019-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000195",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PMa,
  author =       "Anonymous",
  title =        "Pages 1--142 ({March 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:58 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moon:2013:TDB,
  author =       "Seongman Moon and Carlos Velasco",
  title =        "Tests for $m$-dependence based on sample splitting
                 methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "143--159",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002679",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhattacharya:2013:ETP,
  author =       "Debopam Bhattacharya",
  title =        "Evaluating treatment protocols using data
                 combination",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "160--174",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002497",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kruiniger:2013:QME,
  author =       "Hugo Kruiniger",
  title =        "Quasi {ML} estimation of the panel {AR(1)} model with
                 arbitrary initial conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "175--188",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002618",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Okhrin:2013:SEH,
  author =       "Ostap Okhrin and Yarema Okhrin and Wolfgang Schmid",
  title =        "On the structure and estimation of hierarchical
                 {Archimedean} copulas",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "189--204",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407612002667",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00023-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000237",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PAa,
  author =       "Anonymous",
  title =        "Pages 143--204 ({April 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "173",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ahn:2013:PDM,
  author =       "Seung C. Ahn and Young H. Lee and Peter Schmidt",
  title =        "Panel data models with multiple time-varying
                 individual effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "1--14",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300002X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2013:PBO,
  author =       "Graham Elliott and Robert P. Lieli",
  title =        "Predicting binary outcomes",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "15--26",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000171",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bikbov:2013:MPR,
  author =       "Ruslan Bikbov and Mikhail Chernov",
  title =        "Monetary policy regimes and the term structure of
                 interest rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "27--43",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300016X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Krause:2013:CEL,
  author =       "Melanie Krause",
  title =        "Corrigendum to {``Elliptical Lorenz Curves'' [J.
                 Econom. {\bf 40} (1989) 327--338]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "44--44",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Villasenor:1989:ELC}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000158",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00044-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000444",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PMb,
  author =       "Anonymous",
  title =        "Pages 1--44 ({May 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:49:59 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2013:CFL,
  author =       "Seungmoon Choi",
  title =        "Closed-form likelihood expansions for multivariate
                 time-inhomogeneous diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "45--65",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2011.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000341",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Muller:2013:LFR,
  author =       "Ulrich K. M{\"u}ller and Mark W. Watson",
  title =        "Low-frequency robust cointegration testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "66--81",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300033X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2013:MAJ,
  author =       "Xinyu Zhang and Alan T. K. Wan and Guohua Zou",
  title =        "Model averaging by jackknife criterion in models with
                 dependent data",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "82--94",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000183",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DHaultfoeuille:2013:IER,
  author =       "Xavier D'Haultf{\oe}uille and Arnaud Maurel",
  title =        "Inference on an extended {Roy} model, with an
                 application to schooling decisions in {France}",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "95--106",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000328",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kuersteiner:2013:LTP,
  author =       "Guido M. Kuersteiner and Ingmar R. Prucha",
  title =        "Limit theory for panel data models with cross
                 sectional dependence and sequential exogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "107--126",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000389",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cattaneo:2013:OCR,
  author =       "Matias D. Cattaneo and Max H. Farrell",
  title =        "Optimal convergence rates, {Bahadur} representation,
                 and asymptotic normality of partitioning estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "127--143",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000365",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hill:2013:TCV,
  author =       "Jonathan B. Hill and Artyom Shneyerov",
  title =        "Are there common values in first-price auctions? {A}
                 tail-index nonparametric test",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "144--164",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000377",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Handel:2013:RFP,
  author =       "Benjamin R. Handel and Kanishka Misra and James W.
                 Roberts",
  title =        "Robust firm pricing with panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "165--185",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000420",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2013:IFP,
  author =       "Yingyao Hu and David McAdams and Matthew Shum",
  title =        "Identification of first-price auctions with
                 non-separable unobserved heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "186--193",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000407",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00071-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000717",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PJb,
  author =       "Anonymous",
  title =        "Pages 45--194 ({June 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "174",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huber:2013:PEB,
  author =       "Martin Huber and Michael Lechner and Conny Wunsch",
  title =        "The performance of estimators based on the propensity
                 score",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "1--21",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000390",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadir:2013:NPR,
  author =       "Karim M. Abadir and Giovanni Caggiano and Gabriel
                 Talmain",
  title =        "{Nelson}-Plosser revisited: The {ACF} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "22--34",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000419",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2013:FDM,
  author =       "Chirok Han and Peter C. B. Phillips",
  title =        "First difference maximum likelihood and dynamic panel
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "35--45",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000572",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gayle:2013:ENP,
  author =       "Wayne-Roy Gayle and Soiliou Daw Namoro",
  title =        "Estimation of a nonlinear panel data model with
                 semiparametric individual effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "46--59",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000614",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00097-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000973",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PJc,
  author =       "Anonymous",
  title =        "Pages 1--60 ({July 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:00 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arbues:2013:DMO,
  author =       "Ignacio Arbu{\'e}s",
  title =        "Determining the {MSE}-optimal cross section to
                 forecast",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "61--70",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000602",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gayle:2013:ICE,
  author =       "Wayne-Roy Gayle",
  title =        "Identification and {$N$}-consistent estimation of a
                 nonlinear panel data model with correlated unobserved
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "71--83",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000584",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hidalgo:2013:TSS,
  author =       "Javier Hidalgo and Myung Hwan Seo",
  title =        "Testing for structural stability in the whole sample",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "84--93",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000626",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2013:PUR,
  author =       "M. Hashem Pesaran and L. Vanessa Smith and Takashi
                 Yamagata",
  title =        "Panel unit root tests in the presence of a multifactor
                 error structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "94--115",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000353",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shiu:2013:IEN,
  author =       "Ji-Liang Shiu and Yingyao Hu",
  title =        "Identification and estimation of nonlinear dynamic
                 panel data models with unobserved covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "116--131",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000559",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fuentes-Albero:2013:MCM,
  author =       "Cristina Fuentes-Albero and Leonardo Melosi",
  title =        "Methods for computing marginal data densities from the
                 {Gibbs} output",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "132--141",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000560",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amado:2013:MVV,
  author =       "Cristina Amado and Timo Ter{\"a}svirta",
  title =        "Modelling volatility by variance decomposition",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "142--153",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300064X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00106-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001061",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PAb,
  author =       "Anonymous",
  title =        "Pages 61--154 ({August 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "175",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:01 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Judge:2013:FOC,
  author =       "George Judge",
  title =        "{Fellow}'s opinion corner: Econometric information
                 recovery",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "1--2",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000638",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jensen:2013:BSM,
  author =       "Mark J. Jensen and John M. Maheu",
  title =        "{Bayesian} semiparametric multivariate {GARCH}
                 modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "3--17",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000808",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2013:PCE,
  author =       "Jushan Bai and Serena Ng",
  title =        "Principal components estimation and identification of
                 static factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "18--29",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000651",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Iacone:2013:TBT,
  author =       "Fabrizio Iacone and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Testing for a break in trend when the order of
                 integration is unknown",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "30--45",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000663",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marmer:2013:WME,
  author =       "Vadim Marmer and Artyom Shneyerov and Pai Xu",
  title =        "What model for entry in first-price auctions? {A}
                 nonparametric approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "46--58",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000821",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2013:SET,
  author =       "Jiti Gao and Peter C. B. Phillips",
  title =        "Semiparametric estimation in triangular system
                 equations with nonstationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "59--79",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300095X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2013:ACF,
  author =       "Xinyu Zhang and Zudi Lu and Guohua Zou",
  title =        "Adaptively combined forecasting for discrete response
                 time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "80--91",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001048",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00118-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001188",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PS,
  author =       "Anonymous",
  title =        "Pages 1--92 ({September 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Filipovic:2013:DAM,
  author =       "Damir Filipovi{\'c} and Eberhard Mayerhofer and Paul
                 Schneider",
  title =        "Density approximations for multivariate affine
                 jump-diffusion processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "93--111",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000596",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2013:NDP,
  author =       "Liangjun Su and Xun Lu",
  title =        "Nonparametric dynamic panel data models: Kernel
                 estimation and specification testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "112--133",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001140",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guay:2013:RAR,
  author =       "Alain Guay and Emmanuel Guerre and Step{\'a}na
                 Lazarov{\'a}",
  title =        "Robust adaptive rate-optimal testing for the white
                 noise hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "134--145",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001152",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fulop:2013:ELS,
  author =       "Andras Fulop and Junye Li",
  title =        "Efficient learning via simulation: a marginalized
                 resample-move approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "146--161",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001164",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2013:MAS,
  author =       "Joshua C. C. Chan",
  title =        "Moving average stochastic volatility models with
                 application to inflation forecast",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "162--172",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001255",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00136-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300136X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PO,
  author =       "Anonymous",
  title =        "Pages 93--172 ({October 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "176",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:02 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2013:IIR,
  author =       "Atsushi Inoue and Lutz Kilian",
  title =        "Inference on impulse response functions in structural
                 {VAR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "1--13",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See corrigendum \cite{Inoue:2019:CII}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001310",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Komarova:2013:BCM,
  author =       "Tatiana Komarova",
  title =        "Binary choice models with discrete regressors:
                 Identification and misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "14--33",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001279",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2013:GMP,
  author =       "Christian Francq and Olivier Wintenberger and
                 Jean-Michel Zako{\"\i}an",
  title =        "{GARCH} models without positivity constraints:
                 Exponential or log {GARCH}?",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "34--46",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001267",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lavergne:2013:SMD,
  author =       "Pascal Lavergne and Valentin Patilea",
  title =        "Smooth minimum distance estimation and testing with
                 conditional estimating equations: Uniform in bandwidth
                 theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "47--59",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001280",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McElroy:2013:DTS,
  author =       "Tucker McElroy and Dimitris N. Politis",
  title =        "Distribution theory for the {Studentized} mean for
                 long, short, and negative memory time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "60--74",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001334",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gossner:2013:FSE,
  author =       "Olivier Gossner and Karl H. Schlag",
  title =        "Finite-sample exact tests for linear regressions with
                 bounded dependent variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "75--84",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001346",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2013:HSD,
  author =       "Min Seong Kim and Yixiao Sun",
  title =        "Heteroskedasticity and spatiotemporal dependence
                 robust inference for linear panel models with fixed
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "85--108",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001309",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Galichon:2013:DB,
  author =       "Alfred Galichon and Marc Henry",
  title =        "Dilation bootstrap",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "109--115",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001292",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cosslett:2013:ESE,
  author =       "Stephen R. Cosslett",
  title =        "Efficient semiparametric estimation for endogenously
                 stratified regression via smoothed likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "116--129",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001474",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00171-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613001711",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:PN,
  author =       "Anonymous",
  title =        "Pages 1--130 ({November 2013})",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2013",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Timmermann:2013:DEM,
  author =       "Allan Timmermann and Herman K. van Dijk",
  title =        "Dynamic econometric modeling and forecasting in the
                 presence of instability",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "131--133",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000675",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2013:OFP,
  author =       "M. Hashem Pesaran and Andreas Pick and Mikhail
                 Pranovich",
  title =        "Optimal forecasts in the presence of structural
                 breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "134--152",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000687",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2013:AFP,
  author =       "Liudas Giraitis and George Kapetanios and Simon
                 Price",
  title =        "Adaptive forecasting in the presence of recent and
                 ongoing structural change",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "153--170",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000699",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2013:FLM,
  author =       "Cindy Shin-Huei Wang and Luc Bauwens and Cheng Hsiao",
  title =        "Forecasting a long memory process subject to
                 structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "171--184",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000833",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2013:LTV,
  author =       "Gary Koop and Dimitris Korobilis",
  title =        "Large time-varying parameter {VARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "185--198",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000845",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rossi:2013:CPD,
  author =       "Barbara Rossi and Tatevik Sekhposyan",
  title =        "Conditional predictive density evaluation in the
                 presence of instabilities",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "199--212",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000857",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Billio:2013:TVC,
  author =       "Monica Billio and Roberto Casarin and Francesco
                 Ravazzolo and Herman K. van Dijk",
  title =        "Time-varying combinations of predictive densities
                 using nonlinear filtering",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "213--232",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000869",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amengual:2013:SES,
  author =       "Dante Amengual and Gabriele Fiorentini and Enrique
                 Sentana",
  title =        "Sequential estimation of shape parameters in
                 multivariate dynamic models",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "233--249",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000870",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2013:PRU,
  author =       "Peter C. B. Phillips and Ji Hyung Lee",
  title =        "Predictive regression under various degrees of
                 persistence and robust long-horizon regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "250--264",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000882",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2013:TUR,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Testing for unit roots in the possible presence of
                 multiple trend breaks using minimum {Dickey--Fuller}
                 statistics",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "265--284",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000894",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2013:LSE,
  author =       "S{\o}ren Johansen and Theis Lange",
  title =        "Least squares estimation in a simple random
                 coefficient autoregressive model",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "285--288",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000900",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bates:2013:CFE,
  author =       "Brandon J. Bates and Mikkel Plagborg-M{\o}ller and
                 James H. Stock and Mark W. Watson",
  title =        "Consistent factor estimation in dynamic factor models
                 with structural instability",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "289--304",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000912",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2013:FFV,
  author =       "Jennifer L. Castle and Michael P. Clements and David
                 F. Hendry",
  title =        "Forecasting by factors, by variables, by both or
                 neither?",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "305--319",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000924",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2013:MSM,
  author =       "Fei Chen and Francis X. Diebold and Frank
                 Schorfheide",
  title =        "A {Markov}-switching multifractal inter-trade duration
                 model, with application to {US} equities",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "320--342",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000936",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Favero:2013:MFG,
  author =       "Carlo A. Favero",
  title =        "Modelling and forecasting government bond spreads in
                 the euro area: a {GVAR} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "343--356",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300081X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2013:CSR,
  author =       "Graham Elliott and Antonio Gargano and Allan
                 Timmermann",
  title =        "Complete subset regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "357--373",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.04.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613000948",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2013:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "177",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2013",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00211-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:03 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300211X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2014:MTM,
  author =       "Zongwu Cai and Yongmiao Hong and Qi Li",
  title =        "Misspecification test methods in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "1--3",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001516",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2014:TPR,
  author =       "Zongwu Cai and Yunfei Wang",
  title =        "Testing predictive regression models with
                 nonstationary regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "4--14",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001528",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chao:2014:TOR,
  author =       "John C. Chao and Jerry A. Hausman and Whitney K. Newey
                 and Norman R. Swanson and Tiemen Woutersen",
  title =        "Testing overidentifying restrictions with many
                 instruments and heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "15--21",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300153X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:UAV,
  author =       "Bin Chen and Yongmiao Hong",
  title =        "A unified approach to validating univariate and
                 multivariate conditional distribution models in time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "22--44",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001541",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2014:NIC,
  author =       "Yanqin Fan and Sang Soo Park",
  title =        "Nonparametric inference for counterfactual means:
                 Bias-correction, confidence sets, and weak {IV}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "45--56",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001553",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gu:2014:TCR,
  author =       "Jingping Gu and Zhongwen Liang",
  title =        "Testing cointegration relationship in a semiparametric
                 varying coefficient model",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "57--70",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001565",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsu:2014:CST,
  author =       "Shih-Hsun Hsu and Chung-Ming Kuan",
  title =        "Constructing smooth tests without estimating the
                 eigenpairs of the limiting process",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "71--79",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001577",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gan:2014:MST,
  author =       "Li Gan and Cheng Hsiao and Shu Xu",
  title =        "Model specification test with correlated but not
                 cointegrated variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "80--85",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001589",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hahn:2014:NHM,
  author =       "Jinyong Hahn and Whitney K. Newey and Richard J.
                 Smith",
  title =        "Neglected heterogeneity in moment condition models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "86--100",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001590",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harding:2014:ETQ,
  author =       "Matthew Harding and Carlos Lamarche",
  title =        "Estimating and testing a quantile regression model
                 with interactive effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "101--113",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001607",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hausman:2014:ESP,
  author =       "Jerry A. Hausman and Tiemen Woutersen",
  title =        "Estimating a semi-parametric duration model without
                 specifying heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "114--131",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001619",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2014:AQL,
  author =       "Jae-Young Kim",
  title =        "An alternative quasi likelihood approach, {Bayesian}
                 analysis and data-based inference for model
                 specification",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "132--145",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001620",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:TLD,
  author =       "Yoon-Jin Lee",
  title =        "Testing a linear dynamic panel data model against
                 nonlinear alternatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "146--166",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001632",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2014:CNT,
  author =       "Zhongjian Lin and Qi Li and Yiguo Sun",
  title =        "A consistent nonparametric test of parametric
                 regression functional form in fixed effects panel data
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "167--179",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001644",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2014:VAS,
  author =       "Viktor Todorov and George Tauchen and Iaryna Grynkiv",
  title =        "Volatility activity: Specification and estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "180--193",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001656",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2014:RCR,
  author =       "Xun Lu and Halbert White",
  title =        "Robustness checks and robustness tests in applied
                 economics",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "194--206",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001668",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:44 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002376",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2014:AIJ,
  author =       "Graham Elliott and A. M. Robert Taylor",
  title =        "Annals issue of {{\booktitle{Journal of
                 Econometrics}}} ``Recent Advances in Time Series
                 Econometrics'': {Guest Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "207--209",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001851",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2014:OEC,
  author =       "Peter C. B. Phillips",
  title =        "Optimal estimation of cointegrated systems with
                 irrelevant instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "210--224",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001863",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2014:EML,
  author =       "Peter M. Robinson",
  title =        "The estimation of misspecified long memory models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "225--230",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001875",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hamilton:2014:TIA,
  author =       "James D. Hamilton and Jing Cynthia Wu",
  title =        "Testable implications of affine term structure
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "231--242",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001887",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2014:TSU,
  author =       "Marcus J. Chambers and Joanne S. Ercolani and A. M.
                 Robert Taylor",
  title =        "Testing for seasonal unit roots by frequency domain
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "243--258",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001899",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2014:TUR,
  author =       "Giuseppe Cavaliere and Fang Xu",
  title =        "Testing for unit roots in bounded time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "259--272",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001905",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2014:ALD,
  author =       "M. Hashem Pesaran and Alexander Chudik",
  title =        "Aggregation in large dynamic panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "273--285",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001917",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castle:2014:MSU,
  author =       "Jennifer L. Castle and David F. Hendry",
  title =        "Model selection in under-specified equations facing
                 breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "286--293",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001929",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2014:TOF,
  author =       "Cheng Hsiao and Shui Ki Wan",
  title =        "Is there an optimal forecast combination?",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "294--309",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002339",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2014:AIP,
  author =       "S{\o}ren Johansen and Katarina Juselius",
  title =        "An asymptotic invariance property of the common trends
                 under linear transformations of the data",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "310--315",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001930",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{White:2014:GCE,
  author =       "Halbert White and Davide Pettenuzzo",
  title =        "{Granger} causality, exogeneity, cointegration, and
                 economic policy analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "316--330",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001942",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Berenguer-Rico:2014:SSP,
  author =       "Vanessa Berenguer-Rico and Jes{\'u}s Gonzalo",
  title =        "Summability of stochastic processes --- a
                 generalization of integration for non-linear
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "331--341",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001954",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Thornton:2014:ADR,
  author =       "Michael A. Thornton",
  title =        "The aggregation of dynamic relationships caused by
                 incomplete information",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "342--351",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001966",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2014:FFM,
  author =       "Hyun Hak Kim and Norman R. Swanson",
  title =        "Forecasting financial and macroeconomic variables
                 using data reduction methods: New empirical evidence",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "352--367",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001978",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Stock:2014:ETP,
  author =       "James H. Stock and Mark W. Watson",
  title =        "Estimating turning points using large data sets",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "368--381",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300198X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 2",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:45 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002455",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Donald:2014:EID,
  author =       "Stephen G. Donald and Yu-Chin Hsu",
  title =        "Estimation and inference for distribution functions
                 and quantile functions in treatment effect models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "383--397",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001826",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PJa,
  author =       "Anonymous",
  title =        "Pages 383--706 ({January 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "383--706",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:ARM,
  author =       "Seojeong Lee",
  title =        "Asymptotic refinements of a misspecification-robust
                 bootstrap for generalized method of moments
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "398--413",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001838",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lavergne:2014:MET,
  author =       "Pascal Lavergne",
  title =        "Model equivalence tests in a parametric framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "414--425",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001814",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2014:UCW,
  author =       "Juan Carlos Escanciano and David T. Jacho-Ch{\'a}vez
                 and Arthur Lewbel",
  title =        "Uniform convergence of weighted sums of non and
                 semiparametric residuals for estimation and testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "426--443",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001462",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dunker:2014:IES,
  author =       "Fabian Dunker and Jean-Pierre Florens and Thorsten
                 Hohage and Jan Johannes and Enno Mammen",
  title =        "Iterative estimation of solutions to noisy nonlinear
                 operator equations in nonparametric instrumental
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "444--455",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001322",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Florens:2014:FEN,
  author =       "Jean-Pierre Florens and L{\'e}opold Simar and Ingrid
                 {Van Keilegom}",
  title =        "Frontier estimation in nonparametric location-scale
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "456--470",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001504",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2014:SMS,
  author =       "Kyungchul Song",
  title =        "Semiparametric models with single-index nuisance
                 parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "471--483",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001486",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Juhl:2014:THF,
  author =       "Ted Juhl and Walter Sosa-Escudero",
  title =        "Testing for heteroskedasticity in fixed effects
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "484--494",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001498",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2014:SAL,
  author =       "J. C. Escanciano and S. C. Goh",
  title =        "Specification analysis of linear quantile models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "495--507",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300184X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauwens:2014:MLM,
  author =       "Luc Bauwens and Arnaud Dufays and Jeroen V. K.
                 Rombouts",
  title =        "Marginal likelihood for {Markov}-switching and
                 change-point {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "508--522",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300167X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jensen:2014:ESA,
  author =       "Mark J. Jensen and John M. Maheu",
  title =        "Estimating a semiparametric asymmetric stochastic
                 volatility model with a {Dirichlet} process mixture",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "523--538",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001681",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2014:AAL,
  author =       "Hwan-sik Choi and Minsoo Jeong and Joon Y. Park",
  title =        "An asymptotic analysis of likelihood-based diffusion
                 model selection using high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "539--557",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002005",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Al-Sadoon:2014:GLR,
  author =       "Majid M. Al-Sadoon",
  title =        "Geometric and long run aspects of {Granger}
                 causality",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "558--568",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001693",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wu:2014:MBT,
  author =       "Jianhong Wu and Guodong Li",
  title =        "Moment-based tests for individual and time effects in
                 panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "569--581",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001796",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Haan:2014:LLC,
  author =       "Peter Haan and Victoria Prowse",
  title =        "Longevity, life-cycle behavior and pension reform",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "582--601",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002042",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2014:NAB,
  author =       "Yong Li and Tao Zeng and Jun Yu",
  title =        "A new approach to {Bayesian} hypothesis testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "602--612",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613001991",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yuan:2014:ELS,
  author =       "Ao Yuan and Jinfeng Xu and Gang Zheng",
  title =        "On empirical likelihood statistical functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "613--623",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002017",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pelenis:2014:BRH,
  author =       "Justinas Pelenis",
  title =        "{Bayesian} regression with heteroscedastic error
                 density and parametric mean function",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "624--638",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002194",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:SIP,
  author =       "Xiaohong Chen and Zhipeng Liao and Yixiao Sun",
  title =        "Sieve inference on possibly misspecified
                 semi-nonparametric time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "639--658",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002066",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2014:LFI,
  author =       "Yixiao Sun",
  title =        "Let's fix it: Fixed-$b$ asymptotics versus small-$b$
                 asymptotics in heteroskedasticity and autocorrelation
                 robust inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "659--677",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002054",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:TMI,
  author =       "Le-Yu Chen and Jerzy Szroeter",
  title =        "Testing multiple inequality hypotheses: a smoothed
                 indicator approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "678--693",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761300208X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:DET,
  author =       "Yoon Dong Lee and Seongjoo Song and Eun-Kyung Lee",
  title =        "The delta expansion for the transition density of
                 diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "694--705",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002212",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2014:CT,
  author =       "Alastair R. Hall and Atsushi Inoue and James M. Nason
                 and Barbara Rossi",
  title =        "Corrigendum to {``Information criteria for impulse
                 response function matching estimation of DSGE models''
                 [J. Econom. {\bf 170} (2012) 499--518]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "706--706",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Hall:2012:ICI}.",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002029",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "Part 3",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 05:48:46 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407613002558",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Battistin:2014:TEE,
  author =       "Erich Battistin and Andrew Chesher",
  title =        "Treatment effect estimation with covariate measurement
                 error",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "707--715",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761300225X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maruyama:2014:EFS,
  author =       "Shiko Maruyama",
  title =        "Estimation of finite sequential games",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "716--726",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002261",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Daouia:2014:MAM,
  author =       "Abdelaati Daouia and St{\'e}phane Girard and Armelle
                 Guillou",
  title =        "A {$ \Gamma $}-moment approach to monotonic boundary
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "727--740",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002285",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vogelsang:2014:IMO,
  author =       "Timothy J. Vogelsang and Martin Wagner",
  title =        "Integrated modified {OLS} estimation and fixed-$b$
                 inference for cointegrating regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "741--760",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002303",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hualde:2014:ELR,
  author =       "Javier Hualde",
  title =        "Estimation of long-run parameters in unbalanced
                 cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "761--778",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002297",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kalli:2014:TVS,
  author =       "Maria Kalli and Jim E. Griffin",
  title =        "Time-varying sparsity in dynamic regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "779--793",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002273",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2014:ITH,
  author =       "Jushan Bai and Peng Wang",
  title =        "Identification theory for high dimensional static and
                 dynamic factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "794--804",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002315",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Browning:2014:DBO,
  author =       "Martin Browning and Jesus M. Carro",
  title =        "Dynamic binary outcome models with maximal
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "805--823",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002352",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kruiniger:2014:CML,
  author =       "Hugo Kruiniger",
  title =        "Corrigendum to {``Maximum likelihood estimation and
                 inference methods for the covariance stationary panel $
                 {\rm AR}(1) $ \slash unit root model'' [J. Econom. {\bf
                 144} (2008) 447--464]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "824--824",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2000.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Kruiniger:2008:MLE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002340",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:LR,
  author =       "Anonymous",
  title =        "List of Referees for 2013",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "825--828",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002650",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:A,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "829--829",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002662",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(13)00269-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002698",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PF,
  author =       "Anonymous",
  title =        "Pages 707--830 ({February 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "178",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:IVO,
  author =       "Song Xi Chen and Zheng Xu",
  title =        "On implied volatility for options --- Some reasons to
                 smile and more to correct",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "1--15",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002200",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Noureldin:2014:MRA,
  author =       "Diaa Noureldin and Neil Shephard and Kevin Sheppard",
  title =        "Multivariate rotated {ARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "16--30",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002078",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2014:NIB,
  author =       "Donald W. K. Andrews and Xiaoxia Shi",
  title =        "Nonparametric inference based on conditional moment
                 inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "31--45",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002091",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2014:IST,
  author =       "L. Giraitis and G. Kapetanios and T. Yates",
  title =        "Inference on stochastic time-varying coefficient
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "46--65",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002248",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horvath:2014:TSF,
  author =       "Lajos Horv{\'a}th and Piotr Kokoszka and Gregory
                 Rice",
  title =        "Testing stationarity of functional time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "66--82",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002327",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Reynaert:2014:IPR,
  author =       "Mathias Reynaert and Frank Verboven",
  title =        "Improving the performance of random coefficients
                 demand models: The role of optimal instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "83--98",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002649",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00005-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000050",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PMa,
  author =       "Anonymous",
  title =        "Pages 1--98 ({March 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:04 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2014:BIN,
  author =       "Jamie Hall and Michael K. Pitt and Robert Kohn",
  title =        "{Bayesian} inference for nonlinear structural time
                 series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "99--111",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002819",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blundell:2014:BQD,
  author =       "Richard Blundell and Dennis Kristensen and Rosa
                 Matzkin",
  title =        "Bounding quantile demand functions using revealed
                 preference inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "112--127",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000177",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Armstrong:2014:FRM,
  author =       "Timothy B. Armstrong and Marinho Bertanha and Han
                 Hong",
  title =        "A fast resample method for parametric and
                 semiparametric models",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "128--133",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000025",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kapetanios:2014:NPD,
  author =       "George Kapetanios and James Mitchell and Yongcheol
                 Shin",
  title =        "A nonlinear panel data model of cross-sectional
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "134--157",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000037",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiu:2014:HPB,
  author =       "Dacheng Xiu",
  title =        "{Hermite} polynomial based expansion of {European}
                 option prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "158--177",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000153",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00022-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000220",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PAa,
  author =       "Anonymous",
  title =        "Pages 99--178 ({April 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "179",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:05 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2014:PTH,
  author =       "ChongEn Bai and Qi Li and Min Ouyang",
  title =        "Property taxes and home prices: a tale of two cities",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "1--15",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.08.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002674",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Voss:2014:STM,
  author =       "Sebastian Vo{\ss} and Rafael Wei{\ss}bach",
  title =        "A score-test on measurement errors in rating
                 transition times",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "16--29",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000165",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:DBS,
  author =       "Liang Chen and Juan J. Dolado and Jes{\'u}s Gonzalo",
  title =        "Detecting big structural breaks in large factor
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "30--48",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000189",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bassetti:2014:BPD,
  author =       "Federico Bassetti and Roberto Casarin and Fabrizio
                 Leisen",
  title =        "Beta-product dependent {Pitman--Yor} processes for
                 {Bayesian} inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "49--72",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000190",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kleppe:2014:MLE,
  author =       "Tore Selland Kleppe and Jun Yu and Hans J. Skaug",
  title =        "Maximum likelihood estimation of partially observed
                 diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "73--80",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000311",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bondarenko:2014:VTM,
  author =       "Oleg Bondarenko",
  title =        "Variance trading and market price of variance risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "81--97",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000207",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:ADN,
  author =       "Ying Chen and Linlin Niu",
  title =        "Adaptive dynamic {Nelson--Siegel} term structure model
                 with applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "98--115",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000384",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00051-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000517",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PMb,
  author =       "Anonymous",
  title =        "Pages 1--116 ({May 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Berghaus:2014:NTT,
  author =       "Betina Berghaus and Axel B{\"u}cher",
  title =        "Nonparametric tests for tail monotonicity",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "117--126",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000451",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mesters:2014:GDP,
  author =       "G. Mesters and S. J. Koopman",
  title =        "Generalized dynamic panel data models with random
                 effects for cross-section and time",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "127--140",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400044X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2014:PPB,
  author =       "Graham Elliott and Ulrich K. M{\"u}ller",
  title =        "Pre and post break parameter inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "141--157",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000475",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2014:ANI,
  author =       "Joel L. Horowitz",
  title =        "Adaptive nonparametric instrumental variables
                 estimation: Empirical choice of the regularization
                 parameter",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "158--173",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000463",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:EGE,
  author =       "Lung-fei Lee and Jihai Yu",
  title =        "Efficient {GMM} estimation of spatial dynamic panel
                 data models with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "174--197",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000438",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fang:2014:IBR,
  author =       "Hanming Fang and Xun Tang",
  title =        "Inference of bidders' risk attitudes in ascending
                 auctions with endogenous entry",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "198--216",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000426",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2014:QML,
  author =       "Cheng Liu and Cheng Yong Tang",
  title =        "A quasi-maximum likelihood approach for integrated
                 covariance matrix estimation with high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "217--232",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400030X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Renault:2014:DMH,
  author =       "Eric Renault and Thijs van der Heijden and Bas J. M.
                 Werker",
  title =        "The dynamic mixed hitting-time model for multiple
                 transaction prices and times",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "233--250",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000396",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Taamouti:2014:NEI,
  author =       "Abderrahim Taamouti and Taoufik Bouezmarni and Anouar
                 {El Ghouch}",
  title =        "Nonparametric estimation and inference for conditional
                 density based {Granger} causality measures",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "251--264",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000402",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00081-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000815",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PJb,
  author =       "Anonymous",
  title =        "Pages 117--264 ({June 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "180",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:06 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufour:2014:EIH,
  author =       "Jean-Marie Dufour and Jeong-Ryeol Kurz-Kim",
  title =        "{Editors}' introduction: Heavy tails and stable
                 {Paretian} distributions in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "1",
  pages =        "1--2",
  month =        jul,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002613",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Beaulieu:2014:ECS,
  author =       "Marie-Claude Beaulieu and Jean-Marie Dufour and Lynda
                 Khalaf",
  title =        "Exact confidence sets and goodness-of-fit methods for
                 stable distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "1",
  pages =        "3--14",
  month =        jul,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000323",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kurz-Kim:2014:PCD,
  author =       "Jeong-Ryeol Kurz-Kim and Mico Loretan",
  title =        "On the properties of the coefficient of determination
                 in regression models with infinite variance variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "1",
  pages =        "15--24",
  month =        jul,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000335",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ibragimov:2014:RLE,
  author =       "Rustam Ibragimov",
  title =        "On the robustness of location estimators in models of
                 firm growth under heavy-tailedness",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "1",
  pages =        "25--33",
  month =        jul,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000347",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Levy:2014:ACC,
  author =       "Joshua B. Levy and Murad S. Taqqu",
  title =        "The asymptotic codifference and covariation of
                 log-fractional stable noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "1",
  pages =        "34--43",
  month =        jul,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000359",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chavez-Demoulin:2014:EQT,
  author =       "V. Chavez-Demoulin and P. Embrechts and S. Sardy",
  title =        "Extreme-quantile tracking for financial time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "1",
  pages =        "44--52",
  month =        jul,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000360",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kuchler:2014:ESM,
  author =       "Uwe K{\"u}chler and Stefan Tappe",
  title =        "Exponential stock models driven by tempered stable
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "1",
  pages =        "53--63",
  month =        jul,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000372",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00093-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000931",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:CEF,
  author =       "Yi-Yi Chen and Peter Schmidt and Hung-Jen Wang",
  title =        "Consistent estimation of the fixed effects stochastic
                 frontier model",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "65--76",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400058X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:FPA,
  author =       "Heng Chen and Yanqin Fan and Jisong Wu",
  title =        "A flexible parametric approach for estimating
                 switching regime models and treatment effect
                 parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "77--91",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000906",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Armstrong:2014:WKS,
  author =       "Timothy B. Armstrong",
  title =        "Weighted {KS} statistics for inference on conditional
                 moment inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "92--116",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000888",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zu:2014:ESV,
  author =       "Yang Zu and H. Peter Boswijk",
  title =        "Estimating spot volatility with high-frequency
                 financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "117--135",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000608",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Battistin:2014:MSM,
  author =       "Erich Battistin and Michele {De Nadai} and Barbara
                 Sianesi",
  title =        "Misreported schooling, multiple measures and returns
                 to educational qualifications",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "136--150",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000414",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feve:2014:NPA,
  author =       "Fr{\'e}d{\'e}rique F{\`e}ve and Jean-Pierre Florens",
  title =        "Non parametric analysis of panel data models with
                 endogenous variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "151--164",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000499",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadir:2014:DFE,
  author =       "Karim M. Abadir and Walter Distaso and Filip Zikes",
  title =        "Design-free estimation of variance matrices",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "165--180",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000591",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:TIR,
  author =       "Wei-Ming Lee and Chung-Ming Kuan and Yu-Chin Hsu",
  title =        "Testing over-identifying restrictions without
                 consistent estimation of the asymptotic covariance
                 matrix",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "181--193",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400061X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2014:CTP,
  author =       "Zongwu Cai and Yunfei Wang",
  title =        "Corrigendum to {``Testing predictive regression models
                 with nonstationary regressors'' [J. Econometrics {\bf
                 178} (2014) 4--14]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "194--194",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000487",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00119-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001195",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PAb,
  author =       "Anonymous",
  title =        "Pages 65--194 ({August 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "181",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:07 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:CPS,
  author =       "Xiaohong Chen and Norman R. Swanson",
  title =        "Causality, prediction, and specification analysis:
                 Recent advances and future directions",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "1--4",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000621",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kaido:2014:TSP,
  author =       "Hiroaki Kaido and Halbert White",
  title =        "A two-stage procedure for partially identified
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "5--13",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000633",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2014:TSS,
  author =       "Xun Lu and Halbert White",
  title =        "Testing for separability in structural equations",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "14--26",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000645",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2014:TCI,
  author =       "Liangjun Su and Halbert White",
  title =        "Testing conditional independence via empirical
                 likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "27--44",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000657",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{White:2014:CDG,
  author =       "Halbert White and Haiqing Xu and Karim Chalak",
  title =        "Causal discourse in a game of incomplete information",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "45--58",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000669",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antoine:2014:CMM,
  author =       "Bertille Antoine and Pascal Lavergne",
  title =        "Conditional moment models under semi-strong
                 identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "59--69",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000670",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:SMI,
  author =       "Xiaohong Chen and Zhipeng Liao",
  title =        "Sieve M inference on irregular parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "70--86",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000682",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:LIS,
  author =       "Xiaohong Chen and Maria Ponomareva and Elie Tamer",
  title =        "Likelihood inference in some finite mixture models",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "87--99",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000694",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2014:TSS,
  author =       "Valentina Corradi and Norman R. Swanson",
  title =        "Testing for structural stability of factor augmented
                 forecasting models",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "100--118",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000700",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2014:NTV,
  author =       "Francis X. Diebold and Kamil Yilmaz",
  title =        "On the network topology of variance decompositions:
                 Measuring the connectedness of financial firms",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "119--134",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000712",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Engle:2014:PRA,
  author =       "Robert Engle and Abhishek Mistry",
  title =        "Priced risk and asymmetric volatility in the cross
                 section of skewness",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "135--144",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000724",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giacomini:2014:TCF,
  author =       "Raffaella Giacomini and Giuseppe Ragusa",
  title =        "Theory-coherent forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "145--155",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000736",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2014:BFA,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Benoit Perron",
  title =        "Bootstrapping factor-augmented regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "156--173",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000748",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Granziera:2014:PTS,
  author =       "Eleonora Granziera and Kirstin Hubrich and Hyungsik
                 Roger Moon",
  title =        "A predictability test for a small number of nested
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "174--185",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400075X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hendry:2014:UEA,
  author =       "David F. Hendry and Grayham E. Mizon",
  title =        "Unpredictability in economic analysis, econometric
                 modeling and forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "186--195",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000761",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2014:NSR,
  author =       "Tae-Hwy Lee and Yundong Tu and Aman Ullah",
  title =        "Nonparametric and semiparametric regressions subject
                 to monotonicity constraints: Estimation and
                 forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "196--210",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000773",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McElroy:2014:SDS,
  author =       "Tucker S. McElroy and Dimitris N. Politis",
  title =        "Spectral density and spectral distribution inference
                 for long memory time series via fixed-b asymptotics",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "211--225",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000785",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wooldridge:2014:QML,
  author =       "Jeffrey M. Wooldridge",
  title =        "Quasi-maximum likelihood estimation and testing for
                 nonlinear models with endogenous explanatory
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "226--234",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000797",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00129-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:08 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001298",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wan:2014:SIB,
  author =       "Yuanyuan Wan and Haiqing Xu",
  title =        "Semiparametric identification of binary decision games
                 of incomplete information with correlated private
                 signals",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "235--246",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001043",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caner:2014:NEW,
  author =       "Mehmet Caner",
  title =        "Near exogeneity and weak identification in generalized
                 empirical likelihood estimators: Many moment
                 asymptotics",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "247--268",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001031",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Grothe:2014:MME,
  author =       "Oliver Grothe and Volodymyr Korniichuk and Hans
                 Manner",
  title =        "Modeling multivariate extreme events using
                 self-exciting point processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "269--289",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400089X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2014:IVE,
  author =       "Christian Hansen and Damian Kozbur",
  title =        "Instrumental variables estimation with many weak
                 instruments using regularized {JIVE}",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "290--308",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614000918",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hou:2014:MLW,
  author =       "Jie Hou and Pierre Perron",
  title =        "Modified local {Whittle} estimator for long memory
                 processes in the presence of low frequency (and other)
                 contaminations",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "309--328",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001079",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Menzel:2014:CEM,
  author =       "Konrad Menzel",
  title =        "Consistent estimation with many moment inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "329--350",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001389",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mills:2014:TBS,
  author =       "Benjamin Mills and Marcelo J. Moreira and Lucas P.
                 Vilela",
  title =        "Tests based on $t$-statistics for {IV} regression with
                 weak instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "351--363",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001067",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barigozzi:2014:DSI,
  author =       "Matteo Barigozzi and Christian Brownlees and Giampiero
                 M. Gallo and David Veredas",
  title =        "Disentangling systematic and idiosyncratic dynamics in
                 panels of volatility measures",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "364--384",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001390",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khalaf:2014:IRI,
  author =       "Lynda Khalaf and Giovanni Urga",
  title =        "Identification robust inference in cointegrating
                 regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "385--396",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001419",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2014:PDE,
  author =       "C. Gouri{\'e}roux and A. Monfort and J. P. Renne",
  title =        "Pricing default events: Surprise, exogeneity and
                 contagion",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "397--411",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See erratum \cite{Gourieroux:2014:EPD}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001080",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00161-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001614",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:PO,
  author =       "Anonymous",
  title =        "Pages 235--412 ({October 2014})",
  journal =      j-J-ECONOMETRICS,
  volume =       "182",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2014",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2014:IIC,
  author =       "James J. Heckman and Apostolos Serletis",
  title =        "Introduction to internally consistent modeling,
                 aggregation, inference, and policy",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "1--4",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001468",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Belongia:2014:BCA,
  author =       "Michael T. Belongia and Peter N. Ireland",
  title =        "The {Barnett} critique after three decades: a New
                 {Keynesian} analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "5--21",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400147X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2014:LBI,
  author =       "John Geweke and Lea Petrella",
  title =        "Likelihood-based inference for regular functions with
                 fractional polynomial approximations",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "22--30",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001481",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Conti:2014:BEF,
  author =       "Gabriella Conti and Sylvia Fr{\"u}hwirth-Schnatter and
                 James J. Heckman and R{\'e}mi Piatek",
  title =        "{Bayesian} exploratory factor analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "31--57",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001493",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diewert:2014:DPC,
  author =       "W. Erwin Diewert",
  title =        "Decompositions of profitability change using cost
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "58--66",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400150X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Borovicka:2014:EMM,
  author =       "Jaroslav Borovicka and Lars Peter Hansen",
  title =        "Examining macroeconomic models through the lens of
                 asset pricing",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "67--90",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001511",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Alem:2014:EFI,
  author =       "Mauro Alem and Robert M. Townsend",
  title =        "An evaluation of financial institutions: Impact on
                 consumption and investment using panel data and the
                 theory of risk-bearing",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "91--103",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001523",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Herwartz:2014:SVA,
  author =       "Helmut Herwartz and Helmut L{\"u}tkepohl",
  title =        "Structural vector autoregressions with {Markov}
                 switching: Combining conventional with statistical
                 identification of shocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "104--116",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001535",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2014:FIU,
  author =       "Yu-chin Chen and Stephen J. Turnovsky and Eric Zivot",
  title =        "Forecasting inflation using commodity price
                 aggregates",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "117--134",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001547",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2014:UOP,
  author =       "Guohua Feng and Apostolos Serletis",
  title =        "Undesirable outputs and a primal Divisia productivity
                 index based on the directional output distance
                 function",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "135--146",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001559",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBm,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00219-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:09 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400219X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhargava:2014:EIA,
  author =       "Alok Bhargava",
  title =        "{Editor}'s introduction: Analysis of financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "147--149",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001055",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2014:EPD,
  author =       "C. Gouri{\'e}roux and A. Monfort and J. P. Renne",
  title =        "Erratum to {``Pricing default events: Surprise,
                 exogeneity and contagion'' [J. Econometrics {\bf
                 182}(2) (2014) 397--411]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "150--150",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Gourieroux:2014:PDE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002280",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2014:MEE,
  author =       "Yacine A{\"\i}t-Sahalia and Roger J. A. Laeven and
                 Loriana Pelizzon",
  title =        "Mutual excitation in {Eurozone} sovereign {CDS}",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "151--167",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001092",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2014:TVJ,
  author =       "Tim Bollerslev and Viktor Todorov",
  title =        "Time-varying jump tails",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "168--180",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001109",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bekaert:2014:VVP,
  author =       "Geert Bekaert and Marie Hoerova",
  title =        "The {VIX}, the variance premium and stock market
                 volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "181--192",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001110",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caginalp:2014:NPD,
  author =       "Gunduz Caginalp and Mark DeSantis and Akin Sayrak",
  title =        "The nonlinear price dynamics of {U.S.} equity {ETFs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "193--201",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001122",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blake:2014:IIE,
  author =       "David Blake and Tristan Caulfield and Christos
                 Ioannidis and Ian Tonks",
  title =        "Improved inference in the evaluation of mutual fund
                 performance using panel bootstrap methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "202--210",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001134",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Erickson:2014:MDE,
  author =       "Timothy Erickson and Colin Huan Jiang and Toni M.
                 Whited",
  title =        "Minimum distance estimation of the errors-in-variables
                 model using linear cumulant equations",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "211--221",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001146",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vonEije:2014:DIC,
  author =       "Henk von Eije and Abhinav Goyal and Cal B. Muckley",
  title =        "Does the information content of payout initiations and
                 omissions influence firm risks?",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "222--229",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001158",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Black:2014:MMS,
  author =       "Bernard Black and Antonio Gledson de Carvalho and
                 Vikramaditya Khanna and Woochan Kim and Burcin
                 Yurtoglu",
  title =        "Methods for multicountry studies of corporate
                 governance: Evidence from the {BRIKT} countries",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "230--240",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400116X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bhargava:2014:FFM,
  author =       "Alok Bhargava",
  title =        "Firms' fundamentals, macroeconomic variables and
                 quarterly stock prices in the {US}",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "241--250",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001171",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2014:EBn,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "183",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2014",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00237-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002371",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Peluso:2015:RUP,
  author =       "Stefano Peluso and Antonietta Mira and Pietro
                 Muliere",
  title =        "Reinforced urn processes for credit risk models",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "1--12",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001791",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2015:SSI,
  author =       "Jiyon Lee",
  title =        "A semiparametric single index model with heterogeneous
                 impacts on an unobserved variable",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "13--36",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001742",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aguilar:2015:RSP,
  author =       "Mike Aguilar and Jonathan B. Hill",
  title =        "Robust score and portmanteau tests of volatility
                 spillover",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "37--61",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001821",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gencay:2015:MST,
  author =       "Ramazan Gen{\c{c}}ay and Daniele Signori",
  title =        "Multi-scale tests for serial correlation",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "62--80",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001754",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2015:STT,
  author =       "Arthur Lewbel and Xun Lu and Liangjun Su",
  title =        "Specification testing for transformation models with
                 an application to generalized accelerated failure-time
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "81--96",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001936",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2015:ILR,
  author =       "H. Peter Boswijk and Michael Jansson and Morten
                 {\O}rregaard Nielsen",
  title =        "Improved likelihood ratio tests for cointegration rank
                 in the {VAR} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "97--110",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001869",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bartolucci:2015:TTI,
  author =       "Francesco Bartolucci and Federico Belotti and Franco
                 Peracchi",
  title =        "Testing for time-invariant unobserved heterogeneity in
                 generalized linear models for panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "111--123",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001833",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2015:ADF,
  author =       "Qiang Chen and Xu Zheng and Zhiyuan Pan",
  title =        "Asymptotically distribution-free tests for the
                 volatility function of a diffusion",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "124--144",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001778",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Castagnetti:2015:IFS,
  author =       "Carolina Castagnetti and Eduardo Rossi and Lorenzo
                 Trapani",
  title =        "Inference on factor structures in heterogeneous
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "145--157",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001808",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2015:RPE,
  author =       "Christian Francq and Jean-Michel Zako{\"\i}an",
  title =        "Risk-parameter estimation in volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "158--173",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001766",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2015:EFE,
  author =       "Lung-fei Lee and Jihai Yu",
  title =        "Estimation of fixed effects panel regression models
                 with separable and nonseparable space-time filters",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "174--192",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001857",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Deza:2015:TSS,
  author =       "Monica Deza",
  title =        "Is there a stepping stone effect in drug use?
                 {Separating} state dependence from unobserved
                 heterogeneity within and between illicit drugs",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "193--207",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400181X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00259-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002590",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:PJa,
  author =       "Anonymous",
  title =        "Pages 1--208 ({January 2015})",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2015",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:10 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:ZA,
  author =       "Anonymous",
  title =        "{Zellner Award}",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "v--v",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00288-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002887",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qu:2015:ESA,
  author =       "Xi Qu and Lung-fei Lee",
  title =        "Estimating a spatial autoregressive model with an
                 endogenous spatial weight matrix",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "209--232",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001870",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Henderson:2015:GBS,
  author =       "Daniel J. Henderson and Qi Li and Christopher F.
                 Parmeter and Shuang Yao",
  title =        "Gradient-based smoothing parameter selection for
                 nonparametric regression estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "233--241",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001924",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fengler:2015:SNE,
  author =       "Matthias R. Fengler and Lin-Yee Hin",
  title =        "Semi-nonparametric estimation of the call-option price
                 surface under strike and time-to-expiry no-arbitrage
                 constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "242--261",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001845",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2015:CSD,
  author =       "David I. Harvey and Stephen J. Leybourne",
  title =        "Confidence sets for the date of a break in level and
                 trend when the order of integration is unknown",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "262--279",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001894",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gomez-Biscarri:2015:RBAa,
  author =       "Javier Gomez-Biscarri and Javier Hualde",
  title =        "A residual-based {ADF} test for stationary
                 cointegration in {$ I(2) $} settings",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "280--294",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001882",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2015:BMT,
  author =       "Fei Jin and Lung-fei Lee",
  title =        "On the bootstrap for {Moran}'s I test for spatial
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "295--314",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001900",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jochmans:2015:MEM,
  author =       "Koen Jochmans",
  title =        "Multiplicative-error models with sample selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "315--327",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002152",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breunig:2015:GFT,
  author =       "Christoph Breunig",
  title =        "Goodness-of-fit tests based on series estimators in
                 nonparametric instrumental regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "328--346",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001912",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wan:2015:ISB,
  author =       "Yuanyuan Wan and Haiqing Xu",
  title =        "Inference in semiparametric binary response models
                 with interval data",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "347--360",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001948",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bibinger:2015:ECJ,
  author =       "Markus Bibinger and Lars Winkelmann",
  title =        "Econometrics of co-jumps in high-frequency data with
                 noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "361--378",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002322",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kneip:2015:FEP,
  author =       "Alois Kneip and L{\'e}opold Simar and Ingrid {Van
                 Keilegom}",
  title =        "Frontier estimation in the presence of measurement
                 error with unknown variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "379--393",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002279",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2015:TOR,
  author =       "Xu Han",
  title =        "Tests for overidentifying restrictions in
                 Factor-Augmented {VAR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "394--419",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002425",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andreasen:2015:SAN,
  author =       "Martin M. Andreasen and Bent Jesper Christensen",
  title =        "The {SR} approach: a new estimation procedure for
                 non-linear and non-{Gaussian} dynamic term structure
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "420--451",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002292",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dardanoni:2015:MAE,
  author =       "Valentino Dardanoni and Giuseppe {De Luca} and
                 Salvatore Modica and Franco Peracchi",
  title =        "Model averaging estimation of generalized linear
                 models with imputed covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "452--463",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001420",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(14)00271-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002711",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:PF,
  author =       "Anonymous",
  title =        "Pages 209--464 ({February 2015})",
  journal =      j-J-ECONOMETRICS,
  volume =       "184",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2015",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:11 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qu:2015:NEI,
  author =       "Zhongjun Qu and Jungmo Yoon",
  title =        "Nonparametric estimation and inference on conditional
                 quantile processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "1--19",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002462",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kaplan:2015:IQI,
  author =       "David M. Kaplan",
  title =        "Improved quantile inference via fixed-smoothing
                 asymptotics and {Edgeworth} expansion",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "20--32",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002401",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2015:LTS,
  author =       "Zhenlin Yang",
  title =        "{LM} tests of spatial dependence based on bootstrap
                 critical values",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "33--59",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002413",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Creal:2015:EAT,
  author =       "Drew D. Creal and Jing Cynthia Wu",
  title =        "Estimation of affine term structure models with
                 spanned or unspanned stochastic volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "60--81",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002309",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Klein:2015:EME,
  author =       "Roger Klein and Chan Shen and Francis Vella",
  title =        "Estimation of marginal effects in semiparametric
                 selection models with binary outcomes",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "82--94",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002449",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2015:SEM,
  author =       "Suyong Song",
  title =        "Semiparametric estimation of models with conditional
                 moment restrictions in the presence of nonclassical
                 measurement errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "95--109",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002450",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chabe-Ferret:2015:ABM,
  author =       "Sylvain Chab{\'e}-Ferret",
  title =        "Analysis of the bias of Matching and
                 Difference-in-Difference under alternative earnings and
                 selection processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "110--123",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002437",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jentsch:2015:TSO,
  author =       "Carsten Jentsch and Suhasini Subba Rao",
  title =        "A test for second order stationarity of a multivariate
                 time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "124--161",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400195X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Freyberger:2015:ATD,
  author =       "Joachim Freyberger",
  title =        "Asymptotic theory for differentiated products demand
                 models with many markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "162--181",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002474",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2015:NRN,
  author =       "Nigel Chan and Qiying Wang",
  title =        "Nonlinear regressions with nonstationary time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "182--195",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400253X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2015:MTS,
  author =       "Bin Chen",
  title =        "Modeling and testing smooth structural changes with
                 endogenous regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "196--215",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002565",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez-Villaverde:2015:EDE,
  author =       "Jes{\'u}s Fern{\'a}ndez-Villaverde and Pablo
                 Guerr{\'o}n-Quintana and Juan F. Rubio-Ram{\'\i}rez",
  title =        "Estimating dynamic equilibrium models with stochastic
                 volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "216--229",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002310",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2015:QED,
  author =       "Liangjun Su and Zhenlin Yang",
  title =        "{QML} estimation of dynamic panel data models with
                 spatial errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "230--258",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002668",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bugni:2015:STP,
  author =       "Federico A. Bugni and Ivan A. Canay and Xiaoxia Shi",
  title =        "Specification tests for partially identified models
                 defined by moment inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "259--282",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002577",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2015:HDG,
  author =       "Jinyuan Chang and Song Xi Chen and Xiaohong Chen",
  title =        "High dimensional generalized empirical likelihood for
                 moment restrictions with dependent data",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "283--304",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002553",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00003-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000032",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:PMa,
  author =       "Anonymous",
  title =        "Pages 1--304 ({March 2015})",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2015",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andreou:2015:RBR,
  author =       "Elena Andreou and Bas J. M. Werker",
  title =        "Residual-based rank specification tests for {AR-GARCH}
                 type models",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "305--331",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002656",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bekker:2015:JIV,
  author =       "Paul A. Bekker and Federico Crudu",
  title =        "Jackknife instrumental variable estimation with
                 heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "332--342",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400267X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Calvet:2015:TLG,
  author =       "Laurent E. Calvet and Veronika Czellar",
  title =        "Through the looking glass: Indirect inference via
                 simple equilibria",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "343--358",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002681",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forni:2015:DFM,
  author =       "Mario Forni and Marc Hallin and Marco Lippi and Paolo
                 Zaffaroni",
  title =        "Dynamic factor models with infinite-dimensional factor
                 spaces: One-sided representations",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "359--371",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002693",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Westerlund:2015:CSA,
  author =       "Joakim Westerlund and Jean-Pierre Urbain",
  title =        "Cross-sectional averages versus principal components",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "372--377",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002784",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pedroni:2015:NRT,
  author =       "Peter L. Pedroni and Timothy J. Vogelsang and Martin
                 Wagner and Joakim Westerlund",
  title =        "Nonparametric rank tests for non-stationary panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "378--391",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.08.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002802",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2015:CFE,
  author =       "Yingyao Hu and Yuya Sasaki",
  title =        "Closed-form estimation of nonparametric models with
                 non-classical measurement errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "392--408",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002796",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Norets:2015:BRN,
  author =       "Andriy Norets",
  title =        "{Bayesian} regression with nonparametric
                 heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "409--419",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002966",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2015:ANS,
  author =       "Cong Li and Zhongwen Liang",
  title =        "Asymptotics for nonparametric and semiparametric fixed
                 effects panel models",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "420--434",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002942",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2015:EIF,
  author =       "Peter M. Robinson and Carlos Velasco",
  title =        "Efficient inference on fractionally integrated panel
                 data models with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "435--452",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002930",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Westerlund:2015:ERD,
  author =       "Joakim Westerlund",
  title =        "The effect of recursive detrending on panel unit root
                 tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "453--467",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001560",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kasparis:2015:NPR,
  author =       "Ioannis Kasparis and Elena Andreou and Peter C. B.
                 Phillips",
  title =        "Nonparametric predictive regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "468--494",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001377",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Westerlund:2015:PP,
  author =       "Joakim Westerlund",
  title =        "The power of {PANIC}",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "495--509",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.03.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001572",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2015:IOC,
  author =       "Peter G. Hall and Jeffrey S. Racine",
  title =        "Infinite order cross-validated local polynomial
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "510--525",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001432",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robertson:2015:IEP,
  author =       "Donald Robertson and Vasilis Sarafidis",
  title =        "{IV} estimation of panels with factor residuals",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "526--541",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See comment \cite{Ahn:2015:CIE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002899",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ahn:2015:CIE,
  author =       "Seung C. Ahn",
  title =        "Comment on {`IV estimation of panels with factor
                 residuals' by D. Robertson and V. Sarafidis}",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "542--544",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Robertson:2015:IEP}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002905",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00016-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000160",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:PA,
  author =       "Anonymous",
  title =        "Pages 305--544 ({April 2015})",
  journal =      j-J-ECONOMETRICS,
  volume =       "185",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2015",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:12 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2015:SAM,
  author =       "Xingbai Xu and Lung-fei Lee",
  title =        "A spatial autoregressive model with a nonlinear
                 transformation of the dependent variable",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "1--18",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002954",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gupta:2015:IHO,
  author =       "Abhimanyu Gupta and Peter M. Robinson",
  title =        "Inference on higher-order spatial autoregressive
                 models with increasingly many parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "19--31",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400298X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gomez-Biscarri:2015:RBAb,
  author =       "Javier Gomez-Biscarri and Javier Hualde",
  title =        "Regression-based analysis of cointegration systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "32--50",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002978",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Armstrong:2015:AEI,
  author =       "Timothy B. Armstrong",
  title =        "Asymptotically exact inference in conditional moment
                 inequality models",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "51--65",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000111",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fujiki:2015:DEM,
  author =       "Hiroshi Fujiki and Cheng Hsiao",
  title =        "Disentangling the effects of multiple treatments ---
                 Measuring the net economic impact of the 1995 great
                 {Hanshin--Awaji} earthquake",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "66--73",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614002541",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wachter:2015:WCE,
  author =       "Jessica A. Wachter and Missaka Warusawitharana",
  title =        "What is the chance that the equity premium varies over
                 time? {Evidence} from regressions on the
                 dividend--price ratio",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "74--93",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001407",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Otsu:2015:ELR,
  author =       "Taisuke Otsu and Ke-Li Xu and Yukitoshi Matsushita",
  title =        "Empirical likelihood for regression discontinuity
                 design",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "94--112",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.04.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001444",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cederburg:2015:APA,
  author =       "Scott Cederburg and Michael S. O'Doherty",
  title =        "Asset-pricing anomalies at the firm level",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "113--128",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001456",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cherchye:2015:RPT,
  author =       "Laurens Cherchye and Thomas Demuynck and Bram {De
                 Rock} and Per Hjertstrand",
  title =        "Revealed preference tests for weak separability: an
                 integer programming approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "129--141",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001584",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2015:DTL,
  author =       "Chu-An Liu",
  title =        "Distribution theory of the least squares averaging
                 estimator",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "142--159",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001596",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Clark:2015:NFM,
  author =       "Todd E. Clark and Michael W. McCracken",
  title =        "Nested forecast model comparisons: a new approach to
                 testing equal accuracy",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "160--177",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001699",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2015:GMT,
  author =       "Zhenlin Yang",
  title =        "A general method for third-order bias and variance
                 corrections on a nonlinear estimator",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "178--200",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001705",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernozhukov:2015:QRC,
  author =       "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and
                 Amanda E. Kowalski",
  title =        "Quantile regression with censoring and endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "201--221",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001717",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2015:STP,
  author =       "Liangjun Su and Sainan Jin and Yonghui Zhang",
  title =        "Specification test for panel data models with
                 interactive fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "222--244",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001729",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Proietti:2015:GAF,
  author =       "Tommaso Proietti and Alessandra Luati",
  title =        "The generalised autocovariance function",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "245--257",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407614001730",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bekaert:2015:BEG,
  author =       "Geert Bekaert and Eric Engstrom and Andrey Ermolov",
  title =        "Bad environments, good environments: a non-{Gaussian}
                 asymmetric volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "258--275",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.06.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761400178X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00089-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000895",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:PMb,
  author =       "Anonymous",
  title =        "Pages 1--276 ({May 2015})",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2015",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrasco:2015:HDP,
  author =       "Marine Carrasco and Victor Chernozhukov and Silvia
                 Gon{\c{c}}alves and Eric Renault",
  title =        "High dimensional problems in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "277--279",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000330",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2015:FFA,
  author =       "Xu Cheng and Bruce E. Hansen",
  title =        "Forecasting with factor-augmented regression: a
                 frequentist model averaging approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "280--293",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000342",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kelly:2015:TPR,
  author =       "Bryan Kelly and Seth Pruitt",
  title =        "The three-pass regression filter: a new approach to
                 forecasting using many predictors",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "294--316",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000354",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chatterjee:2015:REP,
  author =       "A. Chatterjee and S. Gupta and S. N. Lahiri",
  title =        "On the residual empirical process based on the
                 {ALASSO} in high dimensions and its functional oracle
                 property",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "317--324",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000366",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kock:2015:OIH,
  author =       "Anders Bredahl Kock and Laurent Callot",
  title =        "Oracle inequalities for high dimensional vector
                 autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "325--344",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000378",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Belloni:2015:SNA,
  author =       "Alexandre Belloni and Victor Chernozhukov and Denis
                 Chetverikov and Kengo Kato",
  title =        "Some new asymptotic theory for least squares series:
                 Pointwise and uniform results",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "345--366",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500038X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2015:RLP,
  author =       "Jianqing Fan and Yuan Liao and Xiaofeng Shi",
  title =        "Risks of large portfolios",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "367--387",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000391",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Onatski:2015:AAS,
  author =       "Alexei Onatski",
  title =        "Asymptotic analysis of the squared estimation error in
                 misspecified factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "388--406",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000408",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2015:BIL,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Maximilien Kaffo",
  title =        "Bootstrap inference for linear dynamic panel data
                 models with individual fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "407--426",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500041X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrasco:2015:RLM,
  author =       "Marine Carrasco and Guy Tchuente",
  title =        "Regularized {LIML} for many instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "427--442",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000421",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2015:SVR,
  author =       "Xu Cheng and Zhipeng Liao",
  title =        "Select the valid and relevant moments: an
                 information-based {LASSO} for {GMM} with many moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "443--464",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000433",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Florens:2015:IVE,
  author =       "Jean-Pierre Florens and S{\'e}bastien {Van Bellegem}",
  title =        "Instrumental variable estimation in functional linear
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "465--476",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000445",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "186",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00140-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:13 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001402",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shi:2015:MST,
  author =       "Xiaoxia Shi",
  title =        "Model selection tests for moment inequality models",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "1--17",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000135",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shaliastovich:2015:LCO,
  author =       "Ivan Shaliastovich",
  title =        "Learning, confidence, and option prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "18--42",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000317",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Monfort:2015:QKF,
  author =       "Alain Monfort and Jean-Paul Renne and Guillaume
                 Roussellet",
  title =        "A Quadratic {Kalman} Filter",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "43--56",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000123",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2015:EFA,
  author =       "Seungmoon Choi",
  title =        "Explicit form of approximate transition probability
                 density functions of diffusion processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "57--73",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000275",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mourifie:2015:SBT,
  author =       "Ismael Mourifi{\'e}",
  title =        "Sharp bounds on treatment effects in a binary
                 triangular system",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "74--81",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000251",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kaufmann:2015:SSM,
  author =       "Sylvia Kaufmann",
  title =        "{$K$}-state switching models with time-varying
                 transition distributions --- Does loan growth signal
                 stronger effects of variables on inflation?",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "82--94",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500024X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2015:CVS,
  author =       "Yongli Zhang and Yuhong Yang",
  title =        "Cross-validation for selecting a model selection
                 procedure",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "95--112",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000305",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2015:BST,
  author =       "Ke Zhu and Wai Keung Li",
  title =        "A bootstrapped spectral test for adequacy in weak
                 {ARMA} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "113--130",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000299",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2015:SML,
  author =       "Donghoon Lee and Kyungchul Song",
  title =        "Simulated maximum likelihood estimation for discrete
                 choices using transformed simulated frequencies",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "131--153",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000238",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bucher:2015:NTC,
  author =       "Axel B{\"u}cher and Stefan J{\"a}schke and Dominik
                 Wied",
  title =        "Nonparametric tests for constant tail dependence with
                 an application to energy and finance",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "154--168",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000263",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{White:2015:VVM,
  author =       "Halbert White and Tae-Hwan Kim and Simone Manganelli",
  title =        "{VAR} for {VaR}: Measuring tail dependence using
                 multivariate regression quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "169--188",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000287",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2015:SMB,
  author =       "Ting Zhang",
  title =        "Semiparametric model building for regression models
                 with time-varying parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "189--200",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000469",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jun:2015:CLE,
  author =       "Sung Jae Jun and Joris Pinkse and Yuanyuan Wan",
  title =        "Classical {Laplace} estimation for $ \sqrt
                 [3]{n}$-consistent estimators: Improved convergence
                 rates and rate-adaptive inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "201--216",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000147",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cho:2015:TNI,
  author =       "Cheol-Keun Cho and Christine Amsler and Peter
                 Schmidt",
  title =        "A test of the null of integer integration against the
                 alternative of fractional integration",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "217--237",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000482",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2015:EGV,
  author =       "Wenyang Zhang and Degui Li and Yingcun Xia",
  title =        "Estimation in generalised varying-coefficient models
                 with unspecified link functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "238--255",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000470",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caner:2015:HGE,
  author =       "Mehmet Caner and Qingliang Fan",
  title =        "Hybrid generalized empirical likelihood estimators:
                 Instrument selection with adaptive lasso",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "256--274",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500069X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2015:DAC,
  author =       "Xianghong Li and Barry Smith",
  title =        "Diagnostic analysis and computational strategies for
                 estimating discrete time duration models --- a {Monte
                 Carlo} study",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "275--292",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000494",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2015:DAB,
  author =       "Lily Y. Liu and Andrew J. Patton and Kevin Sheppard",
  title =        "Does anything beat $5$-minute {RV}? {A} comparison of
                 realized measures across multiple asset classes",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "293--311",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000329",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2015:IGL,
  author =       "Cheng Hsiao and Junwei Zhang",
  title =        "{IV}, {GMM} or likelihood approach to estimate dynamic
                 panel models when either N or T or both are large",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "312--322",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000962",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zu:2015:NST,
  author =       "Yang Zu",
  title =        "Nonparametric specification tests for stochastic
                 volatility models based on volatility density",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "323--344",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.045",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001190",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2015:FSF,
  author =       "Degui Li and Oliver Linton and Zudi Lu",
  title =        "A flexible semiparametric forecasting model for time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "345--357",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000500",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2015:IVV,
  author =       "J{\"o}rg Breitung and Matei Demetrescu",
  title =        "Instrumental variable and variable addition based
                 inference in predictive regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "358--375",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.10.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000457",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baek:2015:TLU,
  author =       "Yae In Baek and Jin Seo Cho and Peter C. B. Phillips",
  title =        "Testing linearity using power transforms of
                 regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "376--384",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.041",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001220",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2015:NNT,
  author =       "Miguel A. Delgado and Peter M. Robinson",
  title =        "Non-nested testing of spatial correlation",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "385--401",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.044",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000950",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00145-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001451",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:PJb,
  author =       "Anonymous",
  title =        "Pages 1--402 ({July 2015})",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2015",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:14 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2015:EAF,
  author =       "Chia-Lin Chang and Michael McAleer",
  title =        "Econometric analysis of financial derivatives: an
                 overview",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "403--407",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000512",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2015:PFD,
  author =       "C. Gourieroux and A. Monfort",
  title =        "Pricing with finite dimensional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "408--417",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000524",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2015:MBE,
  author =       "Yacine A{\"\i}t-Sahalia and Dante Amengual and Elena
                 Manresa",
  title =        "Market-based estimation of stochastic volatility
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "418--435",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000536",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Asai:2015:LFE,
  author =       "Manabu Asai and Michael McAleer",
  title =        "Leverage and feedback effects on multifactor {Wishart}
                 stochastic volatility for option pricing",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "436--446",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000548",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2015:MBP,
  author =       "Ke Zhu and Shiqing Ling",
  title =        "Model-based pricing for financial derivatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "447--457",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500055X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2015:SRC,
  author =       "Tim Bollerslev and Lai Xu and Hao Zhou",
  title =        "Stock return and cash flow predictability: The role of
                 volatility risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "458--471",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000561",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2015:SDA,
  author =       "Chia-Lin Chang and Juan-{\'A}ngel
                 Jim{\'e}nez-Mart{\'\i}n and Esfandiar Maasoumi and
                 Teodosio P{\'e}rez-Amaral",
  title =        "A stochastic dominance approach to financial risk
                 management strategies",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "472--485",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000573",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baldovin:2015:OPN,
  author =       "Fulvio Baldovin and Massimiliano Caporin and Michele
                 Caraglio and Attilio L. Stella and Marco Zamparo",
  title =        "Option pricing with non-{Gaussian} scaling and
                 infinite-state switching volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "486--497",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000585",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Calvet:2015:WBS,
  author =       "Laurent E. Calvet and Marcus Fearnley and Adlai J.
                 Fisher and Markus Leippold",
  title =        "What is beneath the surface? {Option} pricing with
                 multifrequency latent states",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "498--511",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000597",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2015:QOP,
  author =       "Young Shin Kim and Jaesung Lee and Stefan Mittnik and
                 Jiho Park",
  title =        "Quanto option pricing in the presence of fat tails and
                 asymmetric dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "512--520",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000603",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Majewski:2015:SPG,
  author =       "Adam A. Majewski and Giacomo Bormetti and Fulvio
                 Corsi",
  title =        "Smile from the past: a general option pricing
                 framework with multiple volatility and leverage
                 components",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "521--531",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000615",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2015:FSE,
  author =       "Torben G. Andersen and Oleg Bondarenko and Viktor
                 Todorov and George Tauchen",
  title =        "The fine structure of equity-index option dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "532--546",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000627",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Eraker:2015:NLD,
  author =       "Bj{\o}rn Eraker and Jiakou Wang",
  title =        "A non-linear dynamic model of the variance risk
                 premium",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "547--556",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.038",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000639",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2015:BST,
  author =       "Giuseppe Cavaliere and Morten {\O}rregaard Nielsen and
                 A. M. Robert Taylor",
  title =        "Bootstrap score tests for fractional integration in
                 heteroskedastic {ARFIMA} models, with an application to
                 price dynamics in commodity spot and futures markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "557--579",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000640",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bonomo:2015:LSR,
  author =       "Marco Bonomo and Ren{\'e} Garcia and Nour Meddahi and
                 Rom{\'e}o T{\'e}dongap",
  title =        "The long and the short of the risk-return trade-off",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "580--592",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.040",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000652",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Paolella:2015:CCM,
  author =       "Marc S. Paolella and Pawe{\l} Polak",
  title =        "{COMFORT}: a common market factor non-{Gaussian}
                 returns model",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "593--605",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.041",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000664",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Duong:2015:EEI,
  author =       "Diep Duong and Norman R. Swanson",
  title =        "Empirical evidence on the importance of aggregation,
                 asymmetry, and jumps for volatility prediction",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "606--621",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.042",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000676",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sojli:2015:DGF,
  author =       "Elvira Sojli and Wing Wah Tham",
  title =        "Divided governments and futures prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "622--633",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.043",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000688",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "187",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00167-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001670",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Debarsy:2015:LSP,
  author =       "Nicolas Debarsy and Fei Jin and Lung-fei Lee",
  title =        "Large sample properties of the matrix exponential
                 spatial specification with an application to {FDI}",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "1--21",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.046",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001219",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiappori:2015:NIE,
  author =       "Pierre-Andr{\'e} Chiappori and Ivana Komunjer and
                 Dennis Kristensen",
  title =        "Nonparametric identification and estimation of
                 transformation models",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "22--39",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500010X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2015:JMA,
  author =       "Xun Lu and Liangjun Su",
  title =        "Jackknife model averaging for quantile regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "40--58",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001256",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Westerlund:2015:NTU,
  author =       "Joakim Westerlund and Rolf Larsson",
  title =        "New tools for understanding the local asymptotic power
                 of panel unit root tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "59--93",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.043",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001268",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Poskitt:2015:HOI,
  author =       "D. S. Poskitt and Simone D. Grose and Gael M. Martin",
  title =        "Higher-order improvements of the sieve bootstrap for
                 fractionally integrated processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "94--110",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.045",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001372",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hayakawa:2015:RSE,
  author =       "Kazuhiko Hayakawa and M. Hashem Pesaran",
  title =        "Robust standard errors in transformed likelihood
                 estimation of dynamic panel data models with
                 cross-sectional heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "111--134",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.042",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001244",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2015:IEC,
  author =       "Stefan Hoderlein and Robert Sherman",
  title =        "Identification and estimation in a correlated random
                 coefficients binary response model",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "135--149",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.044",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500127X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kapetanios:2015:GDF,
  author =       "G. Kapetanios and J. Mitchell and S. Price and N.
                 Fawcett",
  title =        "Generalised density forecast combinations",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "150--165",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.047",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001232",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koo:2015:SBM,
  author =       "Bonsoo Koo and Myung Hwan Seo",
  title =        "Structural-break models under mis-specification:
                 Implications for forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "166--181",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.046",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001384",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Leung:2015:TSE,
  author =       "Michael P. Leung",
  title =        "Two-step estimation of network-formation models with
                 incomplete information",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "182--195",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001396",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fengler:2015:SSB,
  author =       "M. R. Fengler and E. Mammen and M. Vogt",
  title =        "Specification and structural break tests for additive
                 models with applications to realized variance data",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "196--218",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001438",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mavroeidis:2015:EHA,
  author =       "Sophocles Mavroeidis and Yuya Sasaki and Ivo Welch",
  title =        "Estimation of heterogeneous autoregressive parameters
                 with short panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "219--235",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001517",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sasaki:2015:HSD,
  author =       "Yuya Sasaki",
  title =        "Heterogeneity and selection in dynamic panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "236--249",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001542",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2015:EEN,
  author =       "Han Hong and Aprajit Mahajan and Denis Nekipelov",
  title =        "Extremum estimation and numerical derivatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "250--263",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.05.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001207",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2015:MLE,
  author =       "Xingbai Xu and Lung-fei Lee",
  title =        "Maximum likelihood estimation of a spatial
                 autoregressive {Tobit} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "264--280",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001657",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cho:2015:QCA,
  author =       "Jin Seo Cho and Tae-hwan Kim and Yongcheol Shin",
  title =        "Quantile cointegration in the autoregressive
                 distributed-lag modeling framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "281--300",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001645",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dong:2015:SSI,
  author =       "Chaohua Dong and Jiti Gao and Bin Peng",
  title =        "Semiparametric single-index panel data models with
                 cross-sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "301--312",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001700",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:IIS,
  author =       "Anonymous",
  title =        "{IFC}: {ID} Statment",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00197-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001979",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:PS,
  author =       "Anonymous",
  title =        "Pages 1--312 ({September 2015})",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2015",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:15 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2015:HPD,
  author =       "Qi Li and Tong Li",
  title =        "Heterogeneity in panel data and in nonparametric
                 analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "313--315",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000706",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ai:2015:EPD,
  author =       "Chunrong Ai and Hongjun Li and Zhongjian Lin and
                 Meixia Meng",
  title =        "Estimation of panel data partly specified {Tobit}
                 regression with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "316--326",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000718",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boneva:2015:SMH,
  author =       "Lena Boneva and Oliver Linton and Michael Vogt",
  title =        "A semiparametric model for heterogeneous panel data
                 with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "327--345",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500072X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2015:PNR,
  author =       "Jungyoon Lee and Peter M. Robinson",
  title =        "Panel nonparametric regression with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "346--362",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000731",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2015:SIC,
  author =       "Tong Li and Tatsushi Oka",
  title =        "Set identification of the censored quantile regression
                 model for short panels with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "363--377",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000743",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernozhukov:2015:NIP,
  author =       "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and
                 Stefan Hoderlein and Hajo Holzmann and Whitney Newey",
  title =        "Nonparametric identification in panels using
                 quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "378--392",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000755",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chudik:2015:CCE,
  author =       "Alexander Chudik and M. Hashem Pesaran",
  title =        "Common correlated effects estimation of heterogeneous
                 dynamic panel data models with weakly exogenous
                 regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "393--420",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000767",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2015:BRC,
  author =       "Yichen Gao and Cong Li and Zhongwen Liang",
  title =        "Binary response correlated random coefficient panel
                 data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "421--434",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000779",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2015:EDD,
  author =       "Han Hong and Weiming Li and Boyu Wang",
  title =        "Estimation of dynamic discrete models from time
                 aggregated data",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "435--446",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000780",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2015:OUC,
  author =       "Xiaohong Chen and Timothy M. Christensen",
  title =        "Optimal uniform convergence rates and asymptotic
                 normality for series estimators under weak dependence
                 and weak conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "447--465",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000792",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Green:2015:TES,
  author =       "Carl Green and Wei Long and Cheng Hsiao",
  title =        "Testing error serial correlation in fixed effects
                 nonparametric panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "466--473",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000809",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2015:MSP,
  author =       "Yoonseok Lee and Peter C. B. Phillips",
  title =        "Model selection in the presence of incidental
                 parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "474--489",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000810",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fang:2015:DDS,
  author =       "Ying Fang and Qi Li and Ximing Wu and Daiqiang Zhang",
  title =        "A data-driven smooth test of symmetry",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "490--501",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000822",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2015:OSN,
  author =       "Wei Lin and Zongwu Cai and Zheng Li and Li Su",
  title =        "Optimal smoothing in nonparametric conditional
                 quantile derivative function estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "502--513",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000834",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gan:2015:SMR,
  author =       "Li Gan and Guan Gong and Michael Hurd and Daniel
                 McFadden",
  title =        "Subjective mortality risk and bequests",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "514--525",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000846",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gan:2015:NES,
  author =       "Li Gan and Gaosheng Ju and Xi Zhu",
  title =        "Nonparametric estimation of structural labor supply
                 and exact welfare change under nonconvex
                 piecewise-linear budget sets",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "526--544",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000858",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ouyang:2015:TEE,
  author =       "Min Ouyang and Yulei Peng",
  title =        "The treatment-effect estimation: a case study of the
                 2008 economic stimulus package of {China}",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "545--557",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500086X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Du:2015:HPR,
  author =       "Zaichao Du and Lin Zhang",
  title =        "Home-purchase restriction, property tax and housing
                 price in {China}: a counterfactual analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "558--568",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000871",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "188",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00217-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:16 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002171",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Farrell:2015:RIA,
  author =       "Max H. Farrell",
  title =        "Robust inference on average treatment effects with
                 possibly more covariates than observations",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "1--23",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001864",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2015:BQR,
  author =       "Songnian Chen and Hanghui Zhang",
  title =        "Binary quantile regression with local polynomial
                 smoothing",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "24--40",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001906",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Freyberger:2015:ISR,
  author =       "Joachim Freyberger and Joel L. Horowitz",
  title =        "Identification and shape restrictions in nonparametric
                 instrumental variables estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "41--53",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001918",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2015:BCS,
  author =       "Yong Li and Xiao-Bin Liu and Jun Yu",
  title =        "A {Bayesian} chi-squared test for hypothesis testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "54--69",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500192X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DHaultfoeuille:2015:IMM,
  author =       "Xavier D'Haultf{\oe}uille and Philippe F{\'e}vrier",
  title =        "Identification of mixture models using support
                 variations",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "70--82",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001931",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2015:AET,
  author =       "Ping Yu",
  title =        "Adaptive estimation of the threshold point in
                 threshold regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "83--100",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2013.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001888",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kleibergen:2015:UFT,
  author =       "Frank Kleibergen and Zhaoguo Zhan",
  title =        "Unexplained factors and their effects on second pass
                 {$R$}-squared's",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "101--116",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001876",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kline:2015:ICI,
  author =       "Brendan Kline",
  title =        "Identification of complete information games",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "117--131",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001955",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Porter:2015:RDD,
  author =       "Jack Porter and Ping Yu",
  title =        "Regression discontinuity designs with unknown
                 discontinuity points: Testing and estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "132--147",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001712",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Henderson:2015:SCE,
  author =       "Daniel J. Henderson and Subal C. Kumbhakar and Qi Li
                 and Christopher F. Parmeter",
  title =        "Smooth coefficient estimation of a seemingly unrelated
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "148--162",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002043",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2015:SST,
  author =       "Xiaohong Chen and Zhipeng Liao",
  title =        "Sieve semiparametric two-step {GMM} under weak
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "163--186",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002031",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yamamoto:2015:TFL,
  author =       "Yohei Yamamoto and Shinya Tanaka",
  title =        "Testing for factor loading structural change under
                 common breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "187--206",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500189X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2015:RIN,
  author =       "Xu Cheng",
  title =        "Robust inference in nonlinear models with mixed
                 identification strength",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "207--228",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002055",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2015:IEG,
  author =       "Arthur Lewbel and Xun Tang",
  title =        "Identification and estimation of games with incomplete
                 information using excluded regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "229--244",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2014.10.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001943",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00226-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002262",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:PN,
  author =       "Anonymous",
  title =        "Pages 1--244 ({November 2015})",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2015",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ling:2015:FTS,
  author =       "Shiqing Ling and Michael McAleer and Howell Tong",
  title =        "Frontiers in Time Series and Financial Econometrics:
                 An overview",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "245--250",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000974",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Asai:2015:FCV,
  author =       "Manabu Asai and Michael McAleer",
  title =        "Forecasting co-volatilities via factor models with
                 asymmetry and long memory in realized covariance",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "251--262",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000986",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Brockwell:2015:PLD,
  author =       "Peter J. Brockwell and Alexander Lindner",
  title =        "Prediction of {{L{\'e}vy}-driven} {CARMA} processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "263--271",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615000998",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2015:FIC,
  author =       "Zongwu Cai and Ted Juhl and Bingduo Yang",
  title =        "Functional index coefficient models with variable
                 selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "272--284",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001001",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2015:LET,
  author =       "Ngai Hang Chan and Chun Yip Yau and Rong-Mao Zhang",
  title =        "{LASSO} estimation of threshold autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "285--296",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001013",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2015:HDS,
  author =       "Jinyuan Chang and Bin Guo and Qiwei Yao",
  title =        "High dimensional stochastic regression with latent
                 factors, endogeneity and nonlinearity",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "297--312",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001025",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2015:SBP,
  author =       "Min Chen and Ke Zhu",
  title =        "Sign-based portmanteau test for {ARCH}-type models
                 with heavy-tailed innovations",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "313--320",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001037",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2015:TOM,
  author =       "Tzu-Chang F. Cheng and Ching-Kang Ing and Shu-Hui Yu",
  title =        "Toward optimal model averaging in regression models
                 with time series errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "321--334",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001049",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Creal:2015:HDD,
  author =       "Drew D. Creal and Ruey S. Tsay",
  title =        "High dimensional dynamic stochastic copula models",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "335--345",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001050",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2015:MTM,
  author =       "Jiti Gao and Nam Hyun Kim and Patrick W. Saart",
  title =        "A misspecification test for multiplicative error
                 models of non-negative time series processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "346--359",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001062",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ho:2015:SQA,
  author =       "Hwai-Chung Ho",
  title =        "Sample quantile analysis for long-memory stochastic
                 volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "360--370",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001074",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horvath:2015:TIB,
  author =       "Lajos Horv{\'a}th and Gregory Rice",
  title =        "Testing for independence between functional time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "371--382",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001086",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2015:SIP,
  author =       "Cheng Hsiao and Qiankun Zhou",
  title =        "Statistical inference for panel dynamic simultaneous
                 equations models",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "383--396",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001098",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jarrow:2015:STC,
  author =       "Robert Jarrow and Simon Sai Man Kwok",
  title =        "Specification tests of calibrated option pricing
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "397--414",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001104",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2015:AIM,
  author =       "Dong Li and Shiqing Ling and Jean-Michel
                 Zako{\"\i}an",
  title =        "Asymptotic inference in multiple-threshold double
                 autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "415--427",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001116",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2015:NHG,
  author =       "Muyi Li and Wai Keung Li and Guodong Li",
  title =        "A new hyperbolic {GARCH} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "428--436",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001128",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2015:IVR,
  author =       "Shouwei Liu and Yiu-Kuen Tse",
  title =        "Intraday Value-at-Risk: an asymmetric autoregressive
                 conditional duration approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "437--446",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500113X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2015:RML,
  author =       "Peter M. Robinson and Francesca Rossi",
  title =        "Refinements in maximum likelihood inference on spatial
                 autocorrelation in panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "447--456",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001141",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{So:2015:SIC,
  author =       "Mike K. P. So and Ray S. W. Chung",
  title =        "Statistical inference for conditional quantiles in
                 nonlinear time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "457--472",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001153",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2015:QLE,
  author =       "Fei Su and Kung-Sik Chan",
  title =        "Quasi-likelihood estimation of a threshold diffusion
                 process",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "473--484",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.038",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001165",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tong:2015:TMT,
  author =       "Howell Tong",
  title =        "Threshold models in time series analysis --- Some
                 reflections",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "485--491",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001177",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zheng:2015:GAM,
  author =       "Tingguo Zheng and Han Xiao and Rong Chen",
  title =        "Generalized {ARMA} models with martingale difference
                 errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "492--506",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.040",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001189",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2015:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "189",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2015",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00241-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:17 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002419",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:DJA,
  author =       "Anonymous",
  title =        "{2015 Dennis J. Aigner Award}",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "iv--iv",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00271-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002717",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2016:SEU,
  author =       "Jungyoon Lee and Peter M. Robinson",
  title =        "Series estimation under cross-sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "1--17",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002213",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hill:2016:GEH,
  author =       "Jonathan B. Hill and Artem Prokhorov",
  title =        "{GEL} estimation for heavy-tailed {GARCH} models with
                 robust empirical likelihood inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "18--45",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500233X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2016:SEC,
  author =       "Marc Hallin and Ramon van den Akker and Bas J. M.
                 Werker",
  title =        "Semiparametric error-correction models for
                 cointegration with trends: Pseudo-{Gaussian} and
                 optimal rank-based tests of the cointegration rank",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "46--61",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002237",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Keane:2016:ASM,
  author =       "Michael Keane and Olena Stavrunova",
  title =        "Adverse selection, moral hazard and the demand for
                 Medigap insurance",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "62--78",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002225",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bianchi:2016:MME,
  author =       "Francesco Bianchi",
  title =        "Methods for measuring expectations and uncertainty in
                 {Markov}-switching models",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "79--99",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002249",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gutknecht:2016:TMU,
  author =       "Daniel Gutknecht",
  title =        "Testing for monotonicity under endogeneity: an
                 application to the reservation wage function",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "100--114",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002341",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2016:ESP,
  author =       "Bruce E. Hansen",
  title =        "Efficient shrinkage in parametric models",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "115--132",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002365",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Scharth:2016:PEI,
  author =       "Marcel Scharth and Robert Kohn",
  title =        "Particle efficient importance sampling",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "133--147",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.047",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002201",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2016:SED,
  author =       "Xun Lu and Liangjun Su",
  title =        "Shrinkage estimation of dynamic panel data models with
                 interactive fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "148--175",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002389",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2016:TTO,
  author =       "Zhaogang Song and Dacheng Xiu",
  title =        "A tale of two option markets: Pricing kernels and
                 volatility risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "176--196",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002328",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bester:2016:GEE,
  author =       "C. Alan Bester and Christian B. Hansen",
  title =        "Grouped effects estimators in fixed effects models",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "197--208",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.08.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407613002030",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:IIS,
  author =       "Anonymous",
  title =        "{IFC}: {ID} statement",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00265-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002651",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:PJa,
  author =       "Anonymous",
  title =        "Pages 1--208 ({January 2016})",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2016",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2016:EI,
  author =       "Subal C. Kumbhakar and Peter Schmidt",
  title =        "{Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "209--211",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001724",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sanderson:2016:WIT,
  author =       "Eleanor Sanderson and Frank Windmeijer",
  title =        "A weak instrument {$F$}-test in linear {IV} models
                 with multiple endogenous variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "212--221",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001736",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horrace:2016:ENP,
  author =       "William C. Horrace and Xiaodong Liu and Eleonora
                 Patacchini",
  title =        "Endogenous network production functions with
                 selectivity",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "222--232",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001748",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Malikov:2016:VCP,
  author =       "Emir Malikov and Subal C. Kumbhakar and Yiguo Sun",
  title =        "Varying coefficient panel data model in the presence
                 of endogenous selectivity and fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "233--251",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001761",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Murtazashvili:2016:CFA,
  author =       "Irina Murtazashvili and Jeffrey M. Wooldridge",
  title =        "A control function approach to estimating switching
                 regression models with endogenous explanatory variables
                 and endogenous switching",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "252--266",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001839",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{ilKim:2016:EPF,
  author =       "Kyoo il Kim and Amil Petrin and Suyong Song",
  title =        "Estimating production functions with control functions
                 when capital is measured with error",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "267--279",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001852",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amsler:2016:ESF,
  author =       "Christine Amsler and Artem Prokhorov and Peter
                 Schmidt",
  title =        "Endogeneity in stochastic frontier models",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "280--288",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001827",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Glass:2016:SAS,
  author =       "Anthony J. Glass and Karligash Kenjegalieva and Robin
                 C. Sickles",
  title =        "A spatial autoregressive stochastic frontier model for
                 panel data with asymmetric efficiency spillovers",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "289--300",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001803",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Atkinson:2016:DDF,
  author =       "Scott E. Atkinson and Mike G. Tsionas",
  title =        "Directional distance functions: Optimal endogenous
                 directions",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "301--314",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500175X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kumbhakar:2016:GBT,
  author =       "Subal C. Kumbhakar and Efthymios G. Tsionas",
  title =        "The good, the bad and the technology: Endogeneity in
                 environmental production models",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "315--327",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001773",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{ODonnell:2016:UIA,
  author =       "C. J. O'Donnell",
  title =        "Using information about technologies, markets and firm
                 behaviour to decompose a proper productivity index",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "328--340",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001785",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Griffiths:2016:SMS,
  author =       "William E. Griffiths and Gholamreza Hajargasht",
  title =        "Some models for stochastic frontiers with
                 endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "341--348",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001815",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cazals:2016:NIV,
  author =       "Catherine Cazals and Fr{\'e}d{\'e}rique F{\`e}ve and
                 Jean-Pierre Florens and L{\'e}opold Simar",
  title =        "Nonparametric instrumental variables estimation for
                 efficiency frontier",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "349--359",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001797",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Simar:2016:UHE,
  author =       "L{\'e}opold Simar and Anne Vanhems and Ingrid {Van
                 Keilegom}",
  title =        "Unobserved heterogeneity and endogeneity in
                 nonparametric frontier estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "360--373",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615001840",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "190",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00307-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:18 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615003073",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2016:EEA,
  author =       "Jushan Bai and Yuan Liao",
  title =        "Efficient estimation of approximate factor models via
                 penalized maximum likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "1--18",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002535",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DeNadai:2016:NEV,
  author =       "Michele {De Nadai} and Arthur Lewbel",
  title =        "Nonparametric errors in variables models with
                 measurement errors on both sides of the equation",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "19--32",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002390",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Golinski:2016:LMA,
  author =       "Adam Goli{\'n}ski and Paolo Zaffaroni",
  title =        "Long memory affine term structure models",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "33--56",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002523",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Trapani:2016:TFM,
  author =       "Lorenzo Trapani",
  title =        "Testing for (in)finite moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "57--68",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002596",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bruggemann:2016:IVC,
  author =       "Ralf Br{\"u}ggemann and Carsten Jentsch and Carsten
                 Trenkler",
  title =        "Inference in {VARs} with conditional
                 heteroskedasticity of unknown form",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "69--85",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002547",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qian:2016:SEC,
  author =       "Junhui Qian and Liangjun Su",
  title =        "Shrinkage estimation of common breaks in panel data
                 models via adaptive group fused Lasso",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "86--109",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002377",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2016:ITM,
  author =       "Hwan-sik Choi",
  title =        "Information theory for maximum likelihood estimation
                 of diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "110--128",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002511",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dette:2016:TME,
  author =       "Holger Dette and Stefan Hoderlein and Natalie
                 Neumeyer",
  title =        "Testing multivariate economic restrictions using
                 quantiles: The example of {Slutsky} negative
                 semidefiniteness",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "129--144",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500250X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blazsek:2016:PPR,
  author =       "Szabolcs Blazsek and Alvaro Escribano",
  title =        "Patent propensity, {R\&D} and market competition:
                 Dynamic spillovers of innovation leaders and
                 followers",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "145--163",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002559",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2016:ILT,
  author =       "James J. Heckman and Lakshmi K. Raut",
  title =        "Intergenerational long-term effects of
                 preschool-structural estimates from a discrete dynamic
                 programming model",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "164--175",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002493",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2016:EHP,
  author =       "Badi H. Baltagi and Qu Feng and Chihwa Kao",
  title =        "Estimation of heterogeneous panels with structural
                 breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "176--195",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.03.048",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002353",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2016:DAI,
  author =       "Yanqin Fan and Ruixuan Liu",
  title =        "A direct approach to inference in nonparametric and
                 semiparametric quantile models",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "196--216",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002560",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Papanicolaou:2016:VBT,
  author =       "Alex Papanicolaou and Kay Giesecke",
  title =        "Variation-based tests for volatility
                 misspecification",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "217--230",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002602",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2016:SIV,
  author =       "Liangjun Su and Tadao Hoshino",
  title =        "Sieve instrumental variable quantile regression
                 estimation of functional coefficient models",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "231--254",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002572",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Medeiros:2016:RHD,
  author =       "Marcelo C. Medeiros and Eduardo F. Mendes",
  title =        "$ l_1$-regularization of high-dimensional time-series
                 models with non-{Gaussian} and heteroskedastic errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "255--271",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002638",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(15)00292-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002924",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:PMa,
  author =       "Anonymous",
  title =        "Pages 1--272 ({March 2016})",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2016",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:19 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barnett:2016:IME,
  author =       "W. A. Barnett and W. E. Diewert and E. Maasoumi",
  title =        "Innovations in measurement in economics and
                 econometrics: an overview",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "273--275",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615003048",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heckman:2016:DTE,
  author =       "James J. Heckman and John Eric Humphries and Gregory
                 Veramendi",
  title =        "Dynamic treatment effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "276--292",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002778",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Manski:2016:CIE,
  author =       "Charles F. Manski",
  title =        "Credible interval estimates for official statistics
                 with survey nonresponse",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "293--301",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500278X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Matzkin:2016:ICN,
  author =       "Rosa L. Matzkin",
  title =        "On independence conditions in nonseparable models:
                 Observable and unobservable instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "302--311",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002791",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barnett:2016:RTN,
  author =       "William A. Barnett and Marcelle Chauvet and Danilo
                 Leiva-Leon",
  title =        "Real-time nowcasting of nominal {GDP} with structural
                 breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "312--324",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002808",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2016:EQC,
  author =       "Sujin Park and Seok Young Hong and Oliver Linton",
  title =        "Estimating the quadratic covariation matrix for
                 asynchronously observed high frequency stock returns
                 corrupted by additive measurement error",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "325--347",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500281X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2016:NAM,
  author =       "Gordon Anderson and Alessio Farcomeni and Maria Grazia
                 Pittau and Roberto Zelli",
  title =        "A new approach to measuring and studying the
                 characteristics of class membership: Examining poverty,
                 inequality and polarization in urban {China}",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "348--359",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002821",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barrett:2016:CTP,
  author =       "Garry F. Barrett and Stephen G. Donald and Yu-Chin
                 Hsu",
  title =        "Consistent tests for poverty dominance relations",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "360--373",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002833",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maasoumi:2016:SAA,
  author =       "Esfandiar Maasoumi and Jeffrey S. Racine",
  title =        "A solution to aggregation and an application to
                 multidimensional `well-being' frontiers",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "374--383",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002845",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aruoba:2016:IGM,
  author =       "S. Boragan Aruoba and Francis X. Diebold and Jeremy
                 Nalewaik and Frank Schorfheide and Dongho Song",
  title =        "Improving {GDP} measurement: a measurement-error
                 perspective",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "384--397",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002857",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fox:2016:PDM,
  author =       "Kevin J. Fox and Iqbal A. Syed",
  title =        "Price discounts and the measurement of inflation",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "398--406",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002869",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hill:2016:LSA,
  author =       "Robert J. Hill",
  title =        "A least squares approach to imposing within-region
                 fixity in the International Comparisons Program",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "407--413",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002870",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rao:2016:SAC,
  author =       "D. S. Prasada Rao and Gholamreza Hajargasht",
  title =        "Stochastic approach to computation of purchasing power
                 parities in the International Comparison Program
                 {(ICP)}",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "414--425",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002882",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inklaar:2016:MIP,
  author =       "Robert Inklaar and W. Erwin Diewert",
  title =        "Measuring industry productivity and cross-country
                 convergence",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "426--433",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002894",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "191",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30027-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300276",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2016:EES,
  author =       "Tim Bollerslev and Andrew J. Patton and Rogier
                 Quaedvlieg",
  title =        "Exploiting the errors: a simple approach for improved
                 volatility forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "1--18",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002584",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2016:BSM,
  author =       "Xin Jin and John M. Maheu",
  title =        "{Bayesian} semiparametric modeling of realized
                 covariance matrices",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "19--39",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002729",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gan:2016:ETT,
  author =       "Li Gan and Qi Li",
  title =        "Efficiency of thin and thick markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "40--54",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002742",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delaigle:2016:RCD,
  author =       "Aurore Delaigle and Alexander Meister and Jeroen
                 Rombouts",
  title =        "Root-{$T$} consistent density estimation in {GARCH}
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "55--63",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002614",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2016:ICI,
  author =       "H. Peter Boswijk and Giuseppe Cavaliere and Anders
                 Rahbek and A. M. Robert Taylor",
  title =        "Inference on co-integration parameters in
                 heteroskedastic vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "64--85",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002766",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2016:ARM,
  author =       "Seojeong Lee",
  title =        "Asymptotic refinements of a misspecification-robust
                 bootstrap for {GEL} estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "86--104",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002900",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2016:PQR,
  author =       "Ji Hyung Lee",
  title =        "Predictive quantile regression with persistent
                 covariates: {IVX-QR} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "105--118",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615003000",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2016:BSA,
  author =       "Yacine A{\"\i}t-Sahalia and Joon Y. Park",
  title =        "Bandwidth selection and asymptotic properties of local
                 nonparametric estimators in possibly nonstationary
                 continuous-time models",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "119--138",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002730",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2016:MAB,
  author =       "Yan Gao and Xinyu Zhang and Shouyang Wang and Guohua
                 Zou",
  title =        "Model averaging based on leave-subject-out
                 cross-validation",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "139--151",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615003012",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2016:NTS,
  author =       "Yoosoon Chang and Chang Sik Kim and Joon Y. Park",
  title =        "Nonstationarity in time series of state densities",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "152--167",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.06.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615003036",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2016:RSR,
  author =       "Yongok Choi and Stefan Jacewitz and Joon Y. Park",
  title =        "A reexamination of stock return predictability",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "168--189",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.02.048",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761500305X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Assmann:2016:BAS,
  author =       "Christian A{\ss}mann and Jens Boysen-Hogrefe and
                 Markus Pape",
  title =        "{Bayesian} analysis of static and dynamic factor
                 models: an ex-post approach towards the rotation
                 problem",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "190--206",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002626",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2016:TGC,
  author =       "Eric Ghysels and Jonathan B. Hill and Kaiji Motegi",
  title =        "Testing for {Granger} causality with mixed frequency
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "207--230",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615003024",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2016:BII,
  author =       "Wenjie Wang and Maximilien Kaffo",
  title =        "Bootstrap inference for instrumental variable models
                 with many weak instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "231--268",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615003152",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kaido:2016:DAI,
  author =       "Hiroaki Kaido",
  title =        "A dual approach to inference for partially identified
                 econometric models",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "269--290",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615003164",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez-Val:2016:ITE,
  author =       "Iv{\'a}n Fern{\'a}ndez-Val and Martin Weidner",
  title =        "Individual and time effects in nonlinear panel models
                 with large {$N$}, {$T$}",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "291--312",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002997",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2016:EAV,
  author =       "Yang-Ho Park",
  title =        "The effects of asymmetric volatility and jumps on the
                 pricing of {VIX} derivatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "313--328",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616000026",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30036-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300367",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:PMb,
  author =       "Anonymous",
  title =        "Pages 1--328 ({May 2016})",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2016",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:20 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2016:IMT,
  author =       "J{\"o}rg Breitung and Helmut Herwartz",
  title =        "Innovations in multiple time series analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "329--331",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300045",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carriero:2016:SAM,
  author =       "Andrea Carriero and George Kapetanios and Massimiliano
                 Marcellino",
  title =        "Structural analysis with Multivariate Autoregressive
                 Index models",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "332--348",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300057",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chudik:2016:MCA,
  author =       "Alexander Chudik and Valerie Grossman and M. Hashem
                 Pesaran",
  title =        "A multi-country approach to forecasting output growth
                 using {PMIs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "349--365",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300069",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anderson:2016:SMA,
  author =       "Brian D. O. Anderson and Manfred Deistler and
                 Elisabeth Felsenstein and Lukas Koelbl",
  title =        "The structure of multivariate {AR} and {ARMA} systems:
                 Regular and singular systems; the single and the mixed
                 frequency case",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "366--373",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300070",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2016:LBV,
  author =       "Joshua C. C. Chan and Eric Eisenstat and Gary Koop",
  title =        "Large {Bayesian} {VARMAs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "374--390",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300082",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DelNegro:2016:DPP,
  author =       "Marco {Del Negro} and Raiden B. Hasegawa and Frank
                 Schorfheide",
  title =        "Dynamic prediction pools: an investigation of
                 financial frictions and forecasting performance",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "391--405",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300094",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Waggoner:2016:SMH,
  author =       "Daniel F. Waggoner and Hongwei Wu and Tao Zha",
  title =        "Striated {Metropolis--Hastings} sampler for
                 high-dimensional models",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "406--420",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300100",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2016:JCS,
  author =       "Atsushi Inoue and Lutz Kilian",
  title =        "Joint confidence sets for structural impulse
                 responses",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "421--432",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300112",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2016:REI,
  author =       "Peter C. B. Phillips and Ji Hyung Lee",
  title =        "Robust econometric inference with mixed integrated and
                 mildly explosive regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "433--450",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300124",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harris:2016:TCI,
  author =       "David Harris and Stephen J. Leybourne and A. M. Robert
                 Taylor",
  title =        "Tests of the co-integration rank in {VAR} models in
                 the presence of a possible break in trend at an unknown
                 point",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "451--467",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300136",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Poskitt:2016:VAM,
  author =       "D. S. Poskitt",
  title =        "Vector autoregressive moving average identification
                 for macroeconomic modeling: a new methodology",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "468--484",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300148",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kalliovirta:2016:GMV,
  author =       "Leena Kalliovirta and Mika Meitz and Pentti
                 Saikkonen",
  title =        "{Gaussian} mixture vector autoregression",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "485--498",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761630015X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hardle:2016:TTE,
  author =       "Wolfgang Karl H{\"a}rdle and Weining Wang and Lining
                 Yu",
  title =        "{TENET}: Tail-Event driven {NETwork} risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "499--513",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300161",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "192",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30048-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300483",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wolter:2016:KEH,
  author =       "James Lewis Wolter",
  title =        "Kernel estimation of hazard functions when
                 observations have dependent and common covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "1--16",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761630001X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2016:ITV,
  author =       "Jia Li and Viktor Todorov and George Tauchen",
  title =        "Inference theory for volatility functional
                 dependencies",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "17--34",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300033",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2016:DAE,
  author =       "Xiaohu Wang and Jun Yu",
  title =        "Double asymptotics for explosive continuous time
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "35--53",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300173",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horvath:2016:SIR,
  author =       "Lajos Horv{\'a}th and Lorenzo Trapani",
  title =        "Statistical inference in a random coefficient panel
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "54--75",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300203",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chung:2016:MMP,
  author =       "EunYi Chung and Joseph P. Romano",
  title =        "Multivariate and multiple permutation tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "76--91",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300021",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Galvao:2016:SQR,
  author =       "Antonio F. Galvao and Kengo Kato",
  title =        "Smoothed quantile regression for panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "92--112",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300239",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caetano:2016:DTI,
  author =       "Carolina Caetano and Christoph Rothe and Nese Yildiz",
  title =        "A discontinuity test for identification in triangular
                 nonseparable models",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "113--122",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300215",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2016:FSA,
  author =       "Xianyang Zhang",
  title =        "Fixed-smoothing asymptotics in the generalized
                 empirical likelihood estimation framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "123--146",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300240",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Leamer:2016:VCC,
  author =       "Edward E. Leamer",
  title =        "{$S$}-values: Conventional context-minimal measures of
                 the sturdiness of regression coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "147--161",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300185",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2016:ICS,
  author =       "Songnian Chen and Shakeeb Khan and Xun Tang",
  title =        "Informational content of special regressors in
                 heteroskedastic binary response models",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "162--182",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2015.12.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300227",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2016:TMU,
  author =       "Stefan Hoderlein and Liangjun Su and Halbert White and
                 Thomas Tao Yang",
  title =        "Testing for monotonicity in unobservables under
                 unconfoundedness",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "183--202",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300252",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ikeda:2016:BCE,
  author =       "Shin S. Ikeda",
  title =        "A bias-corrected estimator of the covariation matrix
                 of multiple security prices when both microstructure
                 effects and sampling durations are persistent and
                 endogenous",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "203--214",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300422",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2016:GFT,
  author =       "Shulin Zhang and Ostap Okhrin and Qian M. Zhou and
                 Peter X.-K. Song",
  title =        "Goodness-of-fit test for specification of
                 semiparametric copula dependence models",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "215--233",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300434",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacobi:2016:BTE,
  author =       "Liana Jacobi and Helga Wagner and Sylvia
                 Fr{\"u}hwirth-Schnatter",
  title =        "{Bayesian} treatment effects models with variable
                 selection for panel outcomes with an application to
                 earnings effects of maternity leave",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "234--250",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300197",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2016:CQM,
  author =       "Heejoon Han and Oliver Linton and Tatsushi Oka and
                 Yoon-Jae Whang",
  title =        "The cross-quantilogram: Measuring quantile dependence
                 and testing directional predictability between time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "251--270",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300458",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kitagawa:2016:MAS,
  author =       "Toru Kitagawa and Chris Muris",
  title =        "Model averaging in semiparametric estimation of
                 treatment effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "271--289",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761630046X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30081-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300811",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:PJb,
  author =       "Anonymous",
  title =        "Pages 1--290 ({July 2016})",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2016",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:21 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2016:EAM,
  author =       "Eric Ghysels and Massimiliano Marcellino",
  title =        "The econometric analysis of mixed frequency data
                 sampling",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "291--293",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300641",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2016:MRM,
  author =       "Eric Ghysels",
  title =        "Macroeconomics and the reality of mixed frequency
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "294--314",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300653",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pettenuzzo:2016:MAM,
  author =       "Davide Pettenuzzo and Allan Timmermann and Rossen
                 Valkanov",
  title =        "A {MIDAS} approach to modeling first and second moment
                 dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "315--334",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300665",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marcellino:2016:MFO,
  author =       "Massimiliano Marcellino and Vasja Sivec",
  title =        "Monetary, fiscal and oil shocks: Evidence based on
                 mixed frequency structural {FAVARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "335--348",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300689",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Oh:2016:HDC,
  author =       "Dong Hwan Oh and Andrew J. Patton",
  title =        "High-dimensional copula-based distributions with mixed
                 frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "349--366",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300707",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andreou:2016:UHF,
  author =       "Elena Andreou",
  title =        "On the use of high frequency measures of volatility in
                 {MIDAS} regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "367--389",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300719",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2016:ECT,
  author =       "Marcus J. Chambers",
  title =        "The estimation of continuous time models with mixed
                 frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "390--404",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300720",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2016:WML,
  author =       "F. Blasques and S. J. Koopman and M. Mallee and Z.
                 Zhang",
  title =        "Weighted maximum likelihood for dynamic factor
                 analysis and forecasting with mixed frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "405--417",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300732",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gotz:2016:TGC,
  author =       "Thomas B. G{\"o}tz and Alain Hecq and Stephan
                 Smeekes",
  title =        "Testing for {Granger} causality in large
                 mixed-frequency {VARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "418--432",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300768",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qian:2016:CEM,
  author =       "Hang Qian",
  title =        "A computationally efficient method for vector
                 autoregression with mixed frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "433--437",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300781",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zadrozny:2016:EYW,
  author =       "Peter A. Zadrozny",
  title =        "Extended {Yule--Walker} identification of {VARMA}
                 models with single- or mixed-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "438--446",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300793",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "193",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30111-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:22 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301117",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aigner:2016:O,
  author =       "Dennis J. Aigner",
  title =        "Obituary",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "iv--iv",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30130-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301300",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2016:MCB,
  author =       "Xin Jin and John M. Maheu",
  title =        "Modeling covariance breakdowns in multivariate
                 {GARCH}",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "1--23",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300562",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Armstrong:2016:MAI,
  author =       "Timothy B. Armstrong and Hock Peng Chan",
  title =        "Multiscale adaptive inference on conditional moment
                 inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "24--43",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300574",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2016:LCQ,
  author =       "Degui Li and Runze Li",
  title =        "Local composite quantile regression smoothing for
                 {Harris} recurrent {Markov} processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "44--56",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300586",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khan:2016:IPD,
  author =       "Shakeeb Khan and Maria Ponomareva and Elie Tamer",
  title =        "Identification of panel data models with endogenous
                 censoring",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "57--75",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300446",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2016:WNT,
  author =       "Xianyang Zhang",
  title =        "White noise testing and model diagnostic checking for
                 functional time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "76--95",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300604",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aradillas-Lopez:2016:STM,
  author =       "Andr{\'e}s Aradillas-L{\'o}pez and Amit Gandhi and
                 Daniel Quint",
  title =        "A simple test for moment inequality models with an
                 application to {English} auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "96--115",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300628",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2016:EDE,
  author =       "Bent Jesper Christensen and Olaf Posch and Michel van
                 der Wel",
  title =        "Estimating dynamic equilibrium models using mixed
                 frequency macro and financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "116--137",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300616",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maller:2016:LSD,
  author =       "Ross Maller and Steven Roberts and Rabee Tourky",
  title =        "The large-sample distribution of the maximum {Sharpe}
                 ratio with and without short sales",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "138--152",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300598",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2016:NTS,
  author =       "Oliver Linton and Yoon-Jae Whang and Yu-Min Yen",
  title =        "A nonparametric test of a strong leverage hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "153--186",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.02.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301099",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2016:CMS,
  author =       "Hongjun Li and Qi Li and Ruixuan Liu",
  title =        "Consistent model specification tests based on
                 $k$-nearest-neighbor estimation method",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "187--202",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301075",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30124-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301245",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:PS,
  author =       "Anonymous",
  title =        "Pages 1--202 ({September 2016})",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2016",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2016:FSR,
  author =       "Rong Chen and Per Mykland and Qiwei Yao",
  title =        "Financial Statistics and Risk Management: an
                 Overview",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "203--204",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300896",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2016:ICA,
  author =       "Yacine A{\"\i}t-Sahalia and Dacheng Xiu",
  title =        "Increased correlation among asset classes: Are
                 volatility or jumps to blame, or both?",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "205--219",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300902",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2016:UDT,
  author =       "Donggyu Kim and Yazhen Wang",
  title =        "Unified discrete-time and continuous-time models and
                 statistical inferences for merged low-frequency and
                 high-frequency financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "220--230",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300914",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2016:CSM,
  author =       "Zhengjun Zhang and Bin Zhu",
  title =        "Copula structured {M4} processes with application to
                 high-frequency financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "231--241",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300938",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
  keywords =     "M4 (multivariate maxima and moving maxima)",
}

@Article{Mykland:2016:BDC,
  author =       "Per A. Mykland and Lan Zhang",
  title =        "Between data cleaning and inference: Pre-averaging and
                 robust estimators of the efficient price",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "242--262",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300951",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2016:CAM,
  author =       "Xialu Liu and Han Xiao and Rong Chen",
  title =        "Convolutional autoregressive models for functional
                 time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "263--282",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300963",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{He:2016:TSD,
  author =       "Jing He and Song Xi Chen",
  title =        "Testing super-diagonal structure in high dimensional
                 covariance matrices",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "283--297",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300975",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2016:RIR,
  author =       "Jianqing Fan and Fang Han and Han Liu and Byron
                 Vickers",
  title =        "Robust inference of risks of large portfolios",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "298--308",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616300987",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2016:SDP,
  author =       "Jia Chen and Degui Li and Oliver Linton and Zudi Lu",
  title =        "Semiparametric dynamic portfolio choice with multiple
                 conditioning variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "309--318",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301002",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Conrad:2016:APG,
  author =       "Christian Conrad and Enno Mammen",
  title =        "Asymptotics for parametric {GARCH-in-Mean} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "319--329",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301014",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Asimit:2016:TDM,
  author =       "Alexandru V. Asimit and Russell Gerrard and Yanxi Hou
                 and Liang Peng",
  title =        "Tail dependence measure for examining financial
                 extreme co-movements",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "330--348",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301026",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Duan:2016:LMA,
  author =       "Jin-Chuan Duan",
  title =        "Local-momentum autoregression and the modeling of
                 interest rate term structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "349--359",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301038",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davis:2016:CMD,
  author =       "Richard A. Davis and Stacey A. Hancock and Yi-Ching
                 Yao",
  title =        "On consistency of minimum description length model
                 selection for piecewise autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "360--368",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761630104X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dou:2016:GYW,
  author =       "Baojun Dou and Maria Lucia Parrella and Qiwei Yao",
  title =        "Generalized {Yule--Walker} estimation for
                 spatio-temporal models with unknown diagonal
                 coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "369--382",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301051",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "194",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30139-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301397",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2016:IAT,
  author =       "Arthur Lewbel and Thomas Tao Yang",
  title =        "Identifying the average treatment effect in ordered
                 treatment models without unconfoundedness",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "1--22",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301063",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrikopoulos:2016:FDJ,
  author =       "Andreas Andrikopoulos and Aristeidis Samitas and
                 Konstantinos Kostaris",
  title =        "Four decades of the Journal of Econometrics:
                 Coauthorship patterns and networks",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "23--32",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.04.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761630121X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2016:EEI,
  author =       "Yingying Li and Shangyu Xie and Xinghua Zheng",
  title =        "Efficient estimation of integrated volatility
                 incorporating trading information",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "33--50",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301336",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2016:EJD,
  author =       "Chenxu Li and Dachuan Chen",
  title =        "Estimating jump-diffusions using closed-form
                 likelihood expansions",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "51--70",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301348",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kock:2016:OIV,
  author =       "Anders Bredahl Kock",
  title =        "Oracle inequalities, variable selection and uniform
                 inference in high-dimensional correlated random effects
                 panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "71--85",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301221",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2016:CVR,
  author =       "Chuan-Sheng Wang and Zhibiao Zhao",
  title =        "Conditional Value-at-Risk: Semiparametric estimation
                 and inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "86--103",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761630135X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shi:2016:EEH,
  author =       "Zhentao Shi",
  title =        "Econometric estimation with high-dimensional moment
                 equalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "104--119",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301373",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Eggleston:2016:EDE,
  author =       "Jonathan Eggleston",
  title =        "An efficient decomposition of the expectation of the
                 maximum for the multivariate normal and related
                 distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "120--133",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301361",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2016:FCS,
  author =       "Yiguo Sun",
  title =        "Functional-coefficient spatial autoregressive models
                 with nonparametric spatial weights",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "134--153",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761630149X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lan:2016:TSR,
  author =       "Wei Lan and Ping-Shou Zhong and Runze Li and Hansheng
                 Wang and Chih-Ling Tsai",
  title =        "Testing a single regression coefficient in high
                 dimensional linear models",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "154--168",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301087",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30153-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301531",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:PN,
  author =       "Anonymous",
  title =        "Pages 1--168 ({November 2016})",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2016",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Seo:2016:DPT,
  author =       "Myung Hwan Seo and Yongcheol Shin",
  title =        "Dynamic panels with threshold effect and endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "169--186",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301506",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DiTraglia:2016:UII,
  author =       "Francis J. DiTraglia",
  title =        "Using invalid instruments on purpose: Focused moment
                 selection and averaging for {GMM}",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "187--208",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301518",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shonkwiler:2016:VTN,
  author =       "J. S. Shonkwiler",
  title =        "Variance of the truncated negative binomial
                 distribution",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "209--210",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301610",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2016:SDS,
  author =       "Francisco Blasques and Siem Jan Koopman and Andre
                 Lucas and Julia Schaumburg",
  title =        "Spillover dynamics for systemic risk measurement using
                 spatial financial time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "211--223",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301609",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miyauchi:2016:SEP,
  author =       "Yuhei Miyauchi",
  title =        "Structural estimation of pairwise stable networks with
                 nonnegative externality",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "224--235",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301592",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fox:2016:SNA,
  author =       "Jeremy T. Fox and Kyoo il Kim and Chenyu Yang",
  title =        "A simple nonparametric approach to estimating the
                 distribution of random coefficients in structural
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "236--254",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301622",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2016:ICC,
  author =       "Heng Chen and Yanqin Fan and Ruixuan Liu",
  title =        "Inference for the correlation coefficient between
                 potential outcomes in the {Gaussian} switching regime
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "255--270",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301634",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30184-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301841",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2016:PD,
  author =       "Anonymous",
  title =        "Pages 169--270 ({December 2016})",
  journal =      j-J-ECONOMETRICS,
  volume =       "195",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2016",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:24 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Poirier:2017:EEM,
  author =       "Alexandre Poirier",
  title =        "Efficient estimation in models with independence
                 restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "1--22",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301646",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pedersen:2017:ITB,
  author =       "Rasmus S{\o}ndergaard Pedersen",
  title =        "Inference and testing on the boundary in extended
                 constant conditional correlation {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "23--36",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301658",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2017:ARD,
  author =       "Jihyun Kim and Joon Y. Park",
  title =        "Asymptotics for recurrent diffusions with application
                 to high frequency regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "37--54",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440761630166X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2017:RWS,
  author =       "Atsushi Inoue and Lu Jin and Barbara Rossi",
  title =        "Rolling window selection for out-of-sample forecasting
                 with time-varying parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "55--67",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301713",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2017:VCP,
  author =       "Guohua Feng and Jiti Gao and Bin Peng and Xiaohui
                 Zhang",
  title =        "A varying-coefficient panel data model with fixed
                 effects: Theory and an application to {US} commercial
                 banks",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "68--82",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301786",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tu:2017:FCN,
  author =       "Yundong Tu and Yanping Yi",
  title =        "Forecasting cointegrated nonstationary time series
                 with time-varying variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "83--98",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301798",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lieberman:2017:MSU,
  author =       "Offer Lieberman and Peter C. B. Phillips",
  title =        "A multivariate stochastic unit root model with an
                 application to derivative pricing",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "99--110",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301695",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2017:SII,
  author =       "Christian Gouri{\'e}roux and Alain Monfort and
                 Jean-Paul Renne",
  title =        "Statistical inference for independent component
                 analysis: Application to structural {VAR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "111--126",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301749",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2017:NAM,
  author =       "Yoosoon Chang and Yongok Choi and Joon Y. Park",
  title =        "A new approach to model regime switching",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "127--143",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301671",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guerron-Quintana:2017:IRM,
  author =       "Pablo Guerron-Quintana and Atsushi Inoue and Lutz
                 Kilian",
  title =        "Impulse response matching estimators for {DSGE}
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "144--155",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301762",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2017:ISC,
  author =       "Shengjie Hong",
  title =        "Inference in semiparametric conditional moment models
                 with partial identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "156--179",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301816",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2017:ESS,
  author =       "Peter C. B. Phillips and Degui Li and Jiti Gao",
  title =        "Estimating smooth structural change in cointegration
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "180--195",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301804",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2017:IQE,
  author =       "Kai Yang and Lung-fei Lee",
  title =        "Identification and {QML} estimation of multivariate
                 and simultaneous equations spatial autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "196--214",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301683",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Galvao:2017:DRD,
  author =       "Ana Beatriz Galv{\~a}o",
  title =        "Data revisions and {DSGE} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "215--232",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616301701",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407616302056",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PJa,
  author =       "Anonymous",
  title =        "Pages 1--232 ({January 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:04:23 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:AAZ,
  author =       "Anonymous",
  title =        "Announcement: {2016 Arnold Zellner Award}",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "iv--iv",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30227-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302275",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2017:RES,
  author =       "Marc Hallin and Davide {La Vecchia}",
  title =        "R-estimation in semiparametric dynamic location-scale
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "233--247",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301725",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ergemen:2017:EFI,
  author =       "Yunus Emre Ergemen and Carlos Velasco",
  title =        "Estimation of fractionally integrated panels with
                 fixed effects and cross-section dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "248--258",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.05.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301737",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hidalgo:2017:ITB,
  author =       "Javier Hidalgo and Marcia Schafgans",
  title =        "Inference and testing breaks in large dynamic panels
                 with strong cross sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "259--274",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301750",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2017:IBM,
  author =       "Donald W. K. Andrews and Xiaoxia Shi",
  title =        "Inference based on many conditional moment
                 inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "275--287",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301774",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lanne:2017:IEN,
  author =       "Markku Lanne and Mika Meitz and Pentti Saikkonen",
  title =        "Identification and estimation of non-{Gaussian}
                 structural vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "288--304",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301828",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2017:TCE,
  author =       "C. Francq and M. D. Jim{\'e}nez-Gamero and S. G.
                 Meintanis",
  title =        "Tests for conditional ellipticity in multivariate
                 {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "305--319",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301920",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sasaki:2017:USD,
  author =       "Yuya Sasaki and Yi Xin",
  title =        "Unequal spacing in dynamic panel data: Identification
                 and estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "320--330",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301932",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goldman:2017:FOS,
  author =       "Matt Goldman and David M. Kaplan",
  title =        "Fractional order statistic approximation for
                 nonparametric conditional quantile inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "331--346",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.09.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301944",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boudt:2017:PSI,
  author =       "Kris Boudt and S{\'e}bastien Laurent and Asger Lunde
                 and Rogier Quaedvlieg and Orimar Sauri",
  title =        "Positive semidefinite integrated covariance
                 estimation, factorizations and asynchronicity",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "347--367",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.09.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301956",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chuang:2017:TCD,
  author =       "O-Chia Chuang and Chung-Ming Kuan and Larry Y. Tzeng",
  title =        "Testing for central dominance: Method and
                 application",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "368--378",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301968",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "ifc--ifc",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(16)30221-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302214",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PF,
  author =       "Anonymous",
  title =        "Pages 233--378 ({February 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "196",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:25 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Romano:2017:RWL,
  author =       "Joseph P. Romano and Michael Wolf",
  title =        "Resurrecting weighted least squares",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "1--19",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761630197X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Potiron:2017:EIQ,
  author =       "Yoann Potiron and Per A. Mykland",
  title =        "Estimation of integrated quadratic covariation with
                 endogenous sampling times",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "20--41",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301981",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2017:PIF,
  author =       "Yanqin Fan and Emmanuel Guerre and Dongming Zhu",
  title =        "Partial identification of functionals of the joint
                 distribution of ``potential outcomes''",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "42--59",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616301993",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Karabiyik:2017:RRC,
  author =       "Hande Karabiyik and Simon Reese and Joakim
                 Westerlund",
  title =        "On the role of the rank condition in {CCE} estimation
                 of factor-augmented panel regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "60--64",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302007",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2017:EAT,
  author =       "Kathleen T. Li and David R. Bell",
  title =        "Estimation of average treatment effects with panel
                 data: Asymptotic theory and implementation",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "65--75",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302019",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2017:DNF,
  author =       "Hongjun Li and Qi Li and Yutang Shi",
  title =        "Determining the number of factors when the number of
                 factors can increase with sample size",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "76--86",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302020",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2017:IEL,
  author =       "Badi H. Baltagi and Chihwa Kao and Fa Wang",
  title =        "Identification and estimation of a large factor model
                 with structural instability",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "87--100",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302032",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Massacci:2017:LSE,
  author =       "Daniele Massacci",
  title =        "Least squares estimation of large dimensional
                 threshold factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "101--129",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302111",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hounyo:2017:BIC,
  author =       "Ulrich Hounyo",
  title =        "Bootstrapping integrated covariance matrix estimators
                 in noisy jump-diffusion models with non-synchronous
                 trading",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "130--152",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302123",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kawaguchi:2017:TRR,
  author =       "Kohei Kawaguchi",
  title =        "Testing rationality without restricting
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "153--171",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302135",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "ifc--ifc",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30005-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300052",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PMa,
  author =       "Anonymous",
  title =        "Pages 1--172 ({March 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:26 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qu:2017:QES,
  author =       "Xi Qu and Lung-fei Lee and Jihai Yu",
  title =        "{QML} estimation of spatial dynamic panel data models
                 with endogenous time varying spatial weights matrices",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "173--201",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302147",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghanem:2017:TIA,
  author =       "Dalia Ghanem",
  title =        "Testing identifying assumptions in nonseparable panel
                 data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "202--217",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302159",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2017:MBL,
  author =       "Bent Jesper Christensen and Rasmus Tangsgaard
                 Varneskov",
  title =        "Medium band least squares estimation of fractional
                 cointegration in the presence of low-frequency
                 contamination",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "218--244",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302160",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2017:IHF,
  author =       "K. Christensen and M. Podolskij and N. Thamrongrat and
                 B. Veliyev",
  title =        "Inference from high-frequency data: a subsampling
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "245--272",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.07.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302172",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ho:2017:BMR,
  author =       "Chi-san Ho and Paul Damien and Stephen Walker",
  title =        "{Bayesian} mode regression using mixtures of
                 triangular densities",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "273--283",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302184",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacod:2017:TNC,
  author =       "Jean Jacod and Claudia Kl{\"u}ppelberg and Gernot
                 M{\"u}ller",
  title =        "Testing for non-correlation between price and
                 volatility jumps",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "284--297",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302196",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2017:FBV,
  author =       "Min Seong Kim and Yixiao Sun and Jingjing Yang",
  title =        "A fixed-bandwidth view of the pre-asymptotic inference
                 for kernel smoothing with time series data",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "298--322",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302305",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shi:2017:SDP,
  author =       "Wei Shi and Lung-fei Lee",
  title =        "Spatial dynamic panel data models with interactive
                 fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "323--347",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302317",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Perera:2017:FTP,
  author =       "Indeewara Perera and Hira L. Koul",
  title =        "Fitting a two phase threshold multiplicative error
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "348--367",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407616302329",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2017:SWL,
  author =       "Yaxing Yang and Shiqing Ling",
  title =        "Self-weighted {LAD}-based inference for heavy-tailed
                 threshold autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "368--381",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300015",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "ifc--ifc",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30026-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730026X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PA,
  author =       "Anonymous",
  title =        "Pages 173--382 ({April 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "197",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chevillon:2017:LCG,
  author =       "Guillaume Chevillon and Sophocles Mavroeidis",
  title =        "Learning can generate long memory",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "1--9",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300027",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hounyo:2017:LSB,
  author =       "Ulrich Hounyo and Rasmus T. Varneskov",
  title =        "A local stable bootstrap for power variations of
                 pure-jump semimartingales and activity index
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "10--28",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300039",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2017:SCT,
  author =       "Tao Chen and Gautam Tripathi",
  title =        "A simple consistent test of conditional symmetry in
                 symmetrically trimmed tobit models",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "29--40",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300118",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sianesi:2017:ERB,
  author =       "Barbara Sianesi",
  title =        "Evidence of randomisation bias in a large-scale social
                 experiment: The case of {ERA}",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "41--64",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730012X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2017:SIU,
  author =       "Chao Yang and Lung-fei Lee",
  title =        "Social interactions under incomplete information with
                 heterogeneous expectations",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "65--83",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300131",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2017:TVF,
  author =       "Liangjun Su and Xia Wang",
  title =        "On time-varying factor models: Estimation and
                 testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "84--101",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300143",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2017:FED,
  author =       "Kunpeng Li",
  title =        "Fixed-effects dynamic spatial panel data models and
                 impulse response analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "102--121",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300167",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caporin:2017:CVP,
  author =       "Massimiliano Caporin and Eduardo Rossi and Paolo
                 Santucci de Magistris",
  title =        "Chasing volatility: a persistent multiplicative error
                 model with jumps",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "122--145",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300192",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Firpo:2017:MEQ,
  author =       "Sergio Firpo and Antonio F. Galvao and Suyong Song",
  title =        "Measurement errors in quantile regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "146--164",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300209",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2017:QML,
  author =       "Giuseppe Cavaliere and Morten {\O}rregaard Nielsen and
                 A. M. Robert Taylor",
  title =        "Quasi-maximum likelihood estimation and bootstrap
                 inference in fractional time series models with
                 heteroskedasticity of unknown form",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "165--188",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300234",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "ifc--ifc",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30036-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300362",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PMb,
  author =       "Anonymous",
  title =        "Pages 1--188 ({May 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:27 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2017:HOP,
  author =       "Dennis Kristensen and Bernard Salani{\'e}",
  title =        "Higher-order properties of approximate estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "2",
  pages =        "189--208",
  month =        jun,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300155",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Halunga:2017:HRB,
  author =       "Andreea G. Halunga and Chris D. Orme and Takashi
                 Yamagata",
  title =        "A heteroskedasticity robust {Breusch--Pagan} test for
                 Contemporaneous correlation in dynamic panel data
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "2",
  pages =        "209--230",
  month =        jun,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2016.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300179",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2017:TEA,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Michael W. McCracken
                 and Benoit Perron",
  title =        "Tests of equal accuracy for nested models with
                 estimated factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "2",
  pages =        "231--252",
  month =        jun,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300180",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arvanitis:2017:TPM,
  author =       "Stelios Arvanitis and Nikolas Topaloglou",
  title =        "Testing for prospect and {Markowitz} stochastic
                 dominance efficiency",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "2",
  pages =        "253--270",
  month =        jun,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300210",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mosconi:2017:ICS,
  author =       "Rocco Mosconi and Paolo Paruolo",
  title =        "Identification conditions in simultaneous systems of
                 cointegrating equations with integrated variables of
                 higher order",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "2",
  pages =        "271--276",
  month =        jun,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300222",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hwang:2017:AFT,
  author =       "Jungbin Hwang and Yixiao Sun",
  title =        "Asymptotic F and t tests in an efficient {GMM}
                 setting",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "2",
  pages =        "277--295",
  month =        jun,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300246",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "2",
  pages =        "ifc--ifc",
  month =        jun,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30049-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300490",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PJb,
  author =       "Anonymous",
  title =        "Pages 189--296 ({June 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "198",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Haldrup:2017:LMF,
  author =       "Niels Haldrup and J. Eduardo Vera Vald{\'e}s",
  title =        "Long memory, fractional integration, and
                 cross-sectional aggregation",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "1",
  pages =        "1--11",
  month =        jul,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300428",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Malikov:2017:SET,
  author =       "Emir Malikov and Yiguo Sun",
  title =        "Semiparametric estimation and testing of smooth
                 coefficient spatial autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "1",
  pages =        "12--34",
  month =        jul,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730043X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Torgovitsky:2017:MDI,
  author =       "Alexander Torgovitsky",
  title =        "Minimum distance from independence estimation of
                 nonseparable instrumental variables models",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "1",
  pages =        "35--48",
  month =        jul,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300441",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Al-Sadoon:2017:UTT,
  author =       "Majid M. Al-Sadoon",
  title =        "A unifying theory of tests of rank",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "1",
  pages =        "49--62",
  month =        jul,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300453",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2017:IGB,
  author =       "Sukjin Han and Edward J. Vytlacil",
  title =        "Identification in a generalization of bivariate probit
                 models with dummy endogenous regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "1",
  pages =        "63--73",
  month =        jul,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300465",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forni:2017:DFM,
  author =       "Mario Forni and Marc Hallin and Marco Lippi and Paolo
                 Zaffaroni",
  title =        "Dynamic factor models with infinite-dimensional factor
                 space: Asymptotic analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "1",
  pages =        "74--92",
  month =        jul,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300477",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jul,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30057-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730057X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PJc,
  author =       "Anonymous",
  title =        "Pages 1--92 ({July 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Slottje:2017:CME,
  author =       "Dan Slottje",
  title =        "The creative mind in econometrics: Studies in
                 celebration of {Robert} {Basmann}'s 90th year on
                 causation, identification and structural equation
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "93--95",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300647",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2017:SIR,
  author =       "Peter C. B. Phillips and Wayne Yuan Gao",
  title =        "Structural inference from reduced forms with many
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "96--116",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300659",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maasoumi:2017:WCW,
  author =       "Esfandiar Maasoumi and Le Wang",
  title =        "What can we learn about the racial gap in the presence
                 of sample selection?",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "117--130",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300660",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amsler:2017:EEV,
  author =       "Christine Amsler and Artem Prokhorov and Peter
                 Schmidt",
  title =        "Endogenous environmental variables in stochastic
                 frontier models",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "131--140",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300672",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McDonough:2017:MDI,
  author =       "Ian K. McDonough and Daniel L. Millimet",
  title =        "Missing data, imputation, and endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "141--155",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300684",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Das:2017:ELF,
  author =       "Tirthatanmoy Das and Solomon W. Polachek",
  title =        "Estimating labor force joiners and leavers using a
                 heterogeneity augmented two-tier stochastic frontier",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "156--172",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300696",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hirschberg:2017:IIE,
  author =       "Joe Hirschberg and Jenny Lye",
  title =        "Inverting the indirect --- The ellipse and the
                 boomerang: Visualizing the confidence intervals of the
                 structural coefficient from two-stage least squares",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "173--183",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300702",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2017:DFL,
  author =       "Badi H. Baltagi and Peter H. Egger and Michaela
                 Kesina",
  title =        "Determinants of firm-level domestic sales and exports
                 with spillovers: Evidence from {China}",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "184--201",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300714",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Asai:2017:RSV,
  author =       "Manabu Asai and Chia-Lin Chang and Michael McAleer",
  title =        "Realized stochastic volatility with general asymmetry
                 and long memory",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "202--212",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300726",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2017:ECB,
  author =       "Donald W. K. Andrews",
  title =        "Examples of {$ L^2 $}-complete and boundedly-complete
                 distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "213--220",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300738",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ryu:2017:MEE,
  author =       "Hang K. Ryu and Daniel J. Slottje",
  title =        "Maximum entropy estimation of income distributions
                 from {Basmann}'s weighted geometric mean measure",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "221--231",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730074X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "199",
  number =       "2",
  pages =        "ifc--ifc",
  month =        aug,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30107-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:29 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301070",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Parente:2017:TAC,
  author =       "Paulo M. D. C. Parente and Richard J. Smith",
  title =        "Tests of additional conditional moment restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "1--16",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300349",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McCloskey:2017:BBS,
  author =       "Adam McCloskey",
  title =        "{Bonferroni}-based size-correction for nonstandard
                 testing problems",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "17--35",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300556",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2017:AEC,
  author =       "Jia Li and Viktor Todorov and George Tauchen",
  title =        "Adaptive estimation of continuous-time regression
                 models using high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "36--47",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300635",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2017:ICI,
  author =       "Yingyao Hu and Susanne M. Schennach and Ji-Liang
                 Shiu",
  title =        "Injectivity of a class of integral operators with
                 compactly supported kernels",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "48--58",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300751",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2017:IPD,
  author =       "Jushan Bai and Yuan Liao",
  title =        "Inferences in panel data with interactive effects
                 using large covariance matrices",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "59--78",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300763",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2017:MFA,
  author =       "Richard Y. Chen and Per A. Mykland",
  title =        "Model-free approaches to discern non-stationary
                 microstructure noise and time-varying liquidity in
                 high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "79--103",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300775",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dong:2017:STN,
  author =       "Chaohua Dong and Jiti Gao and Dag Tj{\o}stheim and
                 Jiying Yin",
  title =        "Specification testing for nonlinear multivariate
                 cointegrating regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "104--117",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300787",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2017:NVA,
  author =       "Christian Gourieroux and Joann Jasiak",
  title =        "Noncausal vector autoregressive process:
                 Representation, identification and semi-parametric
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "118--134",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300799",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kheifets:2017:NGF,
  author =       "Igor Kheifets and Carlos Velasco",
  title =        "New goodness-of-fit diagnostics for conditional
                 discrete response models",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "135--149",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300805",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "ifc--ifc",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30121-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301215",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PS,
  author =       "Anonymous",
  title =        "Pages 1--150 ({September 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2017:MEM,
  author =       "Yingyao Hu and Tom Wansbeek",
  title =        "Measurement error models: {Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "151--153",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300817",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2017:EUA,
  author =       "Yingyao Hu",
  title =        "The econometrics of unobservables: Applications of
                 measurement error models in empirical industrial
                 organization and labor economics",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "154--168",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300830",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Meijer:2017:CEL,
  author =       "Erik Meijer and Laura Spierdijk and Tom Wansbeek",
  title =        "Consistent estimation of linear panel data models with
                 measurement error",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "169--180",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300842",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gospodinov:2017:SMD,
  author =       "Nikolay Gospodinov and Ivana Komunjer and Serena Ng",
  title =        "Simulated minimum distance estimation of dynamic
                 models with errors-in-variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "181--193",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300854",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Garcia:2017:STU,
  author =       "Tanya P. Garcia and Yanyuan Ma",
  title =        "Simultaneous treatment of unspecified heteroskedastic
                 model error distribution and mismeasured covariates for
                 restricted moment models",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "194--206",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300908",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ben-Moshe:2017:IAP,
  author =       "Dan Ben-Moshe and Xavier D'Haultf{\oe}uille and Arthur
                 Lewbel",
  title =        "Identification of additive and polynomial models of
                 mismeasured regressors without instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "207--222",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300921",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chesher:2017:UEM,
  author =       "Andrew Chesher",
  title =        "Understanding the effect of measurement error on
                 quantile regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "223--237",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300933",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hahn:2017:IVE,
  author =       "Jinyong Hahn and Geert Ridder",
  title =        "Instrumental variable estimation of nonlinear models
                 with nonclassical measurement error using control
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "238--250",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300945",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2017:MIE,
  author =       "Nayoung Lee and Hyungsik Roger Moon and Qiankun Zhou",
  title =        "Many {IVs} estimation of dynamic panel regression
                 models with measurement error",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "251--259",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300957",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davezies:2017:RDD,
  author =       "Laurent Davezies and Thomas {Le Barbanchon}",
  title =        "Regression discontinuity design with continuous
                 measurement error in the running variable",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "260--281",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300969",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollinger:2017:BMB,
  author =       "Christopher R. Bollinger and Martijn van Hasselt",
  title =        "{Bayesian} moment-based inference in a regression
                 model with misclassification error",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "282--294",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300970",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Meyer:2017:MBC,
  author =       "Bruce D. Meyer and Nikolas Mittag",
  title =        "Misclassification in binary choice models",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "295--311",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300982",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2017:SIB,
  author =       "Xiaohong Chen and Oliver Linton and Yanping Yi",
  title =        "Semiparametric identification of the bid-ask spread in
                 extended Roll models",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "312--325",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300994",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{An:2017:IFP,
  author =       "Yonghong An",
  title =        "Identification of first-price auctions with
                 non-equilibrium beliefs: a measurement error approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "326--343",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301008",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Battistin:2017:CRA,
  author =       "Erich Battistin and Michele {De Nadai} and Daniela
                 Vuri",
  title =        "Counting rotten apples: Student achievement and score
                 manipulation in {Italian} elementary Schools",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "344--362",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730101X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arulampalam:2017:MHD,
  author =       "Wiji Arulampalam and Valentina Corradi and Daniel
                 Gutknecht",
  title =        "Modeling heaped duration data: an application to
                 neonatal mortality",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "363--377",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301021",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Drerup:2017:PSD,
  author =       "Tilman Drerup and Benjamin Enke and Hans-Martin von
                 Gaudecker",
  title =        "The precision of subjective data and the explanatory
                 power of economic models",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "378--389",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301033",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "200",
  number =       "2",
  pages =        "ifc--ifc",
  month =        oct,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30132-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:30 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730132X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2017:RDC,
  author =       "Ke-Li Xu",
  title =        "Regression discontinuity with categorical outcomes",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "1--18",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301471",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shephard:2017:EAM,
  author =       "Neil Shephard and Dacheng Xiu",
  title =        "Econometric analysis of multivariate realised {QML}:
                 Estimation of the covariation of equity prices under
                 asynchronous trading",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "19--42",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301434",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dovonon:2017:BGO,
  author =       "Prosper Dovonon and S{\'\i}lvia Gon{\c{c}}alves",
  title =        "Bootstrapping the {GMM} overidentification test under
                 first-order underidentification",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "43--71",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301197",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Racine:2017:NCQ,
  author =       "Jeffrey S. Racine and Kevin Li",
  title =        "Nonparametric conditional quantile estimation: a
                 locally weighted quantile kernel approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "72--94",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301185",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Krief:2017:DIN,
  author =       "Jerome M. Krief",
  title =        "Direct instrumental nonparametric estimation of
                 inverse regression functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "95--107",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301173",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2017:NEI,
  author =       "Joel L. Horowitz and Sokbae Lee",
  title =        "Nonparametric estimation and inference under shape
                 restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "108--126",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301057",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chaker:2017:HFE,
  author =       "Selma Chaker",
  title =        "On high frequency estimation of the frictionless
                 price: The use of observed liquidity variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "127--143",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301045",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoderlein:2017:TMR,
  author =       "Stefan Hoderlein and Hajo Holzmann and Alexander
                 Meister",
  title =        "The triangular model with random coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "144--169",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617300829",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Karlsson:2017:CBR,
  author =       "Sune Karlsson",
  title =        "Corrigendum to {``Bayesian reduced rank regression in
                 econometrics'' [J. Econometrics 75 (1996) 121--146]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "170--171",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2012.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics1990.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407615002754",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "ifc--ifc",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30182-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301823",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:PN,
  author =       "Anonymous",
  title =        "Pages 1--172 ({November 2017})",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2017",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Darolles:2017:EI,
  author =       "S. Darolles and Alain Monfort and Eric Renault",
  title =        "{Editors}' introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "173--175",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301483",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gagliardini:2017:DIV,
  author =       "Patrick Gagliardini and Christian Gouri{\'e}roux",
  title =        "Double instrumental variable estimation of interaction
                 models with big data",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "176--197",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301495",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gallant:2017:BES,
  author =       "A. Ronald Gallant and Raffaella Giacomini and Giuseppe
                 Ragusa",
  title =        "{Bayesian} estimation of state space models using
                 moment conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "198--211",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301501",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frazier:2017:ETS,
  author =       "David T. Frazier and Eric Renault",
  title =        "Efficient two-step estimation via targeting",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "212--227",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301549",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davidson:2017:DMB,
  author =       "Russell Davidson",
  title =        "A discrete model for bootstrap iteration",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "228--236",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301550",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bonhomme:2017:NEN,
  author =       "St{\'e}phane Bonhomme and Koen Jochmans and Jean-Marc
                 Robin",
  title =        "Nonparametric estimation of non-exchangeable
                 latent-variable models",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "237--248",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301562",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2017:RIB,
  author =       "Nianqing Liu and Quang Vuong and Haiqing Xu",
  title =        "Rationalization and identification of binary games
                 with correlated types",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "249--268",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301574",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Benatia:2017:FLR,
  author =       "David Benatia and Marine Carrasco and Jean-Pierre
                 Florens",
  title =        "Functional linear regression with functional
                 response",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "269--291",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301586",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2017:SFU,
  author =       "Jianqing Fan and Lingzhou Xue and Jiawei Yao",
  title =        "Sufficient forecasting using factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "292--306",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301616",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barigozzi:2017:GDF,
  author =       "Matteo Barigozzi and Marc Hallin",
  title =        "Generalized dynamic factor models and volatilities:
                 estimation and forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "307--321",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301628",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2017:RTF,
  author =       "Francis X. Diebold and Frank Schorfheide and Minchul
                 Shin",
  title =        "Real-time forecast evaluation of {DSGE} models with
                 stochastic volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "322--332",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730163X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Engle:2017:SGL,
  author =       "Robert Engle and Guillaume Roussellet and Emil
                 Siriwardane",
  title =        "Scenario generation for long run interest rate risk
                 assessment",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "333--347",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301641",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Monfort:2017:SZA,
  author =       "Alain Monfort and Fulvio Pegoraro and Jean-Paul Renne
                 and Guillaume Roussellet",
  title =        "Staying at zero with affine processes: an application
                 to term structure modelling",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "348--366",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301653",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Darolles:2017:MDH,
  author =       "Serge Darolles and Ga{\"e}lle {Le Fol} and Gulten
                 Mero",
  title =        "Mixture of distribution hypothesis: Analyzing daily
                 liquidity frictions and information flows",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "367--383",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301665",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2017:UPC,
  author =       "Yacine A{\"\i}t-Sahalia and Dacheng Xiu",
  title =        "Using principal component analysis to estimate a high
                 dimensional factor model with high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "384--399",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301677",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2017:ICS,
  author =       "Ye Chen and Peter C. B. Phillips and Jun Yu",
  title =        "Inference in continuous systems with mildly explosive
                 regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "400--416",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301689",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2017:MSJ,
  author =       "Jia Li and Viktor Todorov and George Tauchen and Rui
                 Chen",
  title =        "Mixed-scale jump regressions with bootstrap
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "417--432",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301690",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2017:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "201",
  number =       "2",
  pages =        "ifc--ifc",
  month =        dec,
  year =         "2017",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30196-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:31 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301963",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2018:ZGM,
  author =       "Dong Li and Xingfa Zhang and Ke Zhu and Shiqing Ling",
  title =        "The {ZD-GARCH} model: a new way to study
                 heteroscedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "1--17",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407617301926",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dungey:2018:TME,
  author =       "Mardi Dungey and Deniz Erdemlioglu and Marius Matei
                 and Xiye Yang",
  title =        "Testing for mutually exciting jumps and financial
                 flights in high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "18--44",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407617301914",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cho:2018:PGT,
  author =       "Jin Seo Cho and Peter C. B. Phillips",
  title =        "{Pythagorean} generalization of testing the equality
                 of two symmetric positive definite matrices",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "45--56",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407617301902",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tang:2018:ETL,
  author =       "Niansheng Tang and Xiaodong Yan and Puying Zhao",
  title =        "Exponentially tilted likelihood inference on growing
                 dimensional unconditional moment models",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "57--74",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407617301719",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dias:2018:EFV,
  author =       "Gustavo Fruet Dias and George Kapetanios",
  title =        "Estimation and forecasting in vector autoregressive
                 moving average models for rich datasets",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "75--91",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407617301707",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gupta:2018:PML,
  author =       "Abhimanyu Gupta and Peter M. Robinson",
  title =        "Pseudo maximum likelihood estimation of spatial
                 autoregressive models with increasing dimension",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "92--107",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407617301458",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2018:RLS,
  author =       "Badi H. Baltagi and Georges Bresson and Anoop
                 Chaturvedi and Guy Lacroix",
  title =        "Robust linear static panel data models using $
                 \epsilon $-contamination",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "108--123",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407617301446",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "ifc--ifc",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407617302130",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PJa,
  author =       "Anonymous",
  title =        "Pages 1--124 ({January 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Mar 7 06:07:28 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "ii--ii",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(17)30250-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302506",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2018:EID,
  author =       "Xu Han",
  title =        "Estimation and inference of dynamic structural factor
                 models with over-identifying restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "125--147",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301896",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2018:NIE,
  author =       "Songnian Chen and Yahong Zhou and Yuanyuan Ji",
  title =        "Nonparametric identification and estimation of sample
                 selection models under symmetry",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "148--160",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617301938",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Belotti:2018:CIF,
  author =       "Federico Belotti and Giuseppe Ilardi",
  title =        "Consistent inference in fixed-effects stochastic
                 frontier models",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "161--177",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730194X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hwang:2018:TSS,
  author =       "Eunju Hwang and Dong Wan Shin",
  title =        "Two-stage stationary bootstrapping for bivariate
                 average realized volatility matrix under market
                 microstructure noise and asynchronicity",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "178--195",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302099",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2018:SLM,
  author =       "Ying Zhu",
  title =        "Sparse linear models and $ l_1$-regularized {2SLS}
                 with high-dimensional endogenous regressors and
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "196--213",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302105",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Johansen:2018:CVA,
  author =       "S{\o}ren Johansen and Morten {\O}rregaard Nielsen",
  title =        "The cointegrated vector autoregressive model with
                 general deterministic terms",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "214--229",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302117",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2018:EEC,
  author =       "Huazhen Lin and Lixian Pan and Shaogao Lv and Wenyang
                 Zhang",
  title =        "Efficient estimation and computation for the
                 generalised additive models with unknown link
                 function",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "230--244",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302208",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2018:NTS,
  author =       "Bin Chen and Liquan Huang",
  title =        "Nonparametric testing for smooth structural changes in
                 panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "245--267",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730221X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breunig:2018:NEC,
  author =       "Christoph Breunig and Enno Mammen and Anna Simoni",
  title =        "Nonparametric estimation in case of endogenous
                 selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "268--285",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302221",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pei:2018:NFE,
  author =       "Youquan Pei and Tao Huang and Jinhong You",
  title =        "Nonparametric fixed effects model for panel data with
                 locally stationary regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "286--305",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.06.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302233",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ichimura:2018:CCA,
  author =       "Hidehiko Ichimura and Sokbae Lee",
  title =        "Corrigendum to {``Characterization of the asymptotic
                 distribution of semiparametric $M$-estimators'' [J.
                 Econometrics {\bf 159} (2) (2010) 252--266]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "306--307",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Ichimura:2010:CAD}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730146X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:Aa,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "308--308",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302300",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:Ab,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "309--309",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302312",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PF,
  author =       "Anonymous",
  title =        "Pages 125--310 ({February 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "202",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:32 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "ii--ii",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30013-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300137",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2018:SWM,
  author =       "Xinyu Zhang and Jihai Yu",
  title =        "Spatial weights matrix selection and model averaging
                 for spatial autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "1--18",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.05.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302245",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gallant:2018:BAE,
  author =       "A. Ronald Gallant and Han Hong and Ahmed Khwaja",
  title =        "A {Bayesian} approach to estimation of dynamic models
                 with small and large number of heterogeneous players
                 and latent serially correlated states",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "19--32",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302336",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sibbertsen:2018:MTA,
  author =       "Philipp Sibbertsen and Christian Leschinski and Marie
                 Busch",
  title =        "A multivariate test against spurious long memory",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "33--49",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302324",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2018:TRE,
  author =       "Ping Yu and Peter C. B. Phillips",
  title =        "Threshold regression with endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "50--68",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302348",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2018:ATL,
  author =       "Donggyu Kim and Xin-Bing Kong and Cui-Xia Li and
                 Yazhen Wang",
  title =        "Adaptive thresholding for large volatility matrix
                 estimation based on high-frequency financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "69--79",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302270",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gupta:2018:ASS,
  author =       "Abhimanyu Gupta",
  title =        "Autoregressive spatial spectral estimates",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "80--95",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302361",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2018:SML,
  author =       "Xingbai Xu and Lung-fei Lee",
  title =        "Sieve maximum likelihood estimation of the spatial
                 autoregressive {Tobit} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "96--112",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302385",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cizek:2018:IEN,
  author =       "Pavel C{\'\i}zek and Jinghua Lei",
  title =        "Identification and estimation of nonseparable
                 single-index models in panel data with correlated
                 random effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "113--128",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302257",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DHaultfoeuille:2018:EQR,
  author =       "Xavier D'Haultf{\oe}uille and Arnaud Maurel and
                 Yichong Zhang",
  title =        "Extremal quantile regressions for selection models and
                 the black-white wage gap",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "129--142",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302269",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caner:2018:AHC,
  author =       "Mehmet Caner and Anders Bredahl Kock",
  title =        "Asymptotically honest confidence regions for high
                 dimensional parameters by the desparsified conservative
                 Lasso",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "143--168",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302282",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gupta:2018:NST,
  author =       "Abhimanyu Gupta",
  title =        "Nonparametric specification testing via the trinity of
                 tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "169--185",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302403",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PMa,
  author =       "Anonymous",
  title =        "Pages 1--186 ({March 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:33 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "ii--ii",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30024-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300241",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2018:UAV,
  author =       "Yingying Li and Zhiyuan Zhang and Yichu Li",
  title =        "A unified approach to volatility estimation in the
                 presence of both rounding and random market
                 microstructure noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "187--222",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302294",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2018:AIA,
  author =       "Jia Li and Andrew J. Patton",
  title =        "Asymptotic inference about predictive accuracy using
                 high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "223--240",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761730235X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Armstrong:2018:CTS,
  author =       "Timothy B. Armstrong",
  title =        "On the choice of test statistic for conditional moment
                 inequalities",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "241--255",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302373",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2018:TSE,
  author =       "H. Peter Boswijk and Roger J. A. Laeven and Xiye
                 Yang",
  title =        "Testing for self-excitation in jumps",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "256--266",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302397",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kalli:2018:BNV,
  author =       "Maria Kalli and Jim E. Griffin",
  title =        "{Bayesian} nonparametric vector autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "267--282",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302415",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Botosaru:2018:NHP,
  author =       "Irene Botosaru and Yuya Sasaki",
  title =        "Nonparametric heteroskedasticity in persistent panel
                 processes: an application to earnings dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "283--296",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302427",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amengual:2018:RPU,
  author =       "Dante Amengual and Dacheng Xiu",
  title =        "Resolution of policy uncertainty and sudden declines
                 in volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "297--315",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302439",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gafarov:2018:DMI,
  author =       "Bulat Gafarov and Matthias Meier and Jos{\'e} Luis
                 Montiel Olea",
  title =        "Delta-method inference for a class of set-identified
                 {SVARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "316--327",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302440",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiao:2018:IEI,
  author =       "Ruli Xiao",
  title =        "Identification and estimation of incomplete
                 information games with multiple equilibria",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "328--343",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302452",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hirukawa:2018:CEL,
  author =       "Masayuki Hirukawa and Artem Prokhorov",
  title =        "Consistent estimation of linear regression models
                 using matched data",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "344--358",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407617302464",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2018:EIF,
  author =       "Yiguo Sun and Emir Malikov",
  title =        "Estimation and inference in functional-coefficient
                 spatial autoregressive panel data models with fixed
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "359--378",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300010",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PAa,
  author =       "Anonymous",
  title =        "Pages 187--378 ({April 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "203",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "ii--ii",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30036-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300368",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DeLuca:2018:WAL,
  author =       "Giuseppe {De Luca} and Jan R. Magnus and Franco
                 Peracchi",
  title =        "Weighted-average least squares estimation of
                 generalized linear models",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "1--17",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300034",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2018:EIV,
  author =       "Zhi Liu and Xin-Bing Kong and Bing-Yi Jing",
  title =        "Estimating the integrated volatility using
                 high-frequency data with zero durations",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "18--32",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300046",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giesecke:2018:FLP,
  author =       "Kay Giesecke and Gustavo Schwenkler",
  title =        "Filtered likelihood for point processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "33--53",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300058",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chevillon:2018:GUF,
  author =       "Guillaume Chevillon and Alain Hecq and S{\'e}bastien
                 Laurent",
  title =        "Generating univariate fractional integration within a
                 large {VAR(1)}",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "54--65",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830006X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Oka:2018:TCB,
  author =       "Tatsushi Oka and Pierre Perron",
  title =        "Testing for common breaks in a multiple equations
                 system",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "66--85",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300071",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kolesar:2018:MDA,
  author =       "Michal Koles{\'a}r",
  title =        "Minimum distance approach to inference with many
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "86--100",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300083",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Georgiev:2018:TPI,
  author =       "Iliyan Georgiev and David I. Harvey and Stephen J.
                 Leybourne and A. M. Robert Taylor",
  title =        "Testing for parameter instability in predictive
                 regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "101--118",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300095",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Freyberger:2018:UCB,
  author =       "Joachim Freyberger and Yoshiyasu Rai",
  title =        "Uniform confidence bands: Characterization and
                 optimality",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "119--130",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300174",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PMb,
  author =       "Anonymous",
  title =        "Pages 1--130 ({May 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:34 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "ii--ii",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30064-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300642",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Atkinson:2018:SIE,
  author =       "Scott E. Atkinson and Daniel Primont and Mike G.
                 Tsionas",
  title =        "Statistical inference in efficient production with bad
                 inputs and outputs using latent prices and optimal
                 directions",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "131--146",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300162",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2018:AID,
  author =       "Yoon-Jin Lee and Ryo Okui and Mototsugu Shintani",
  title =        "Asymptotic inference for dynamic panel estimators of
                 infinite order autoregressive processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "147--158",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300186",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2018:EPR,
  author =       "Soohun Kim and Georgios Skoulakis",
  title =        "Ex-post risk premia estimation and asset pricing tests
                 using large cross sections: The regression-calibration
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "159--188",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300198",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aryal:2018:ERA,
  author =       "Gaurab Aryal and Serafin Grundl and Dong-Hyuk Kim and
                 Yu Zhu",
  title =        "Empirical relevance of ambiguity in first-price
                 auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "189--206",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300204",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2018:EPS,
  author =       "Ying-Ying Lee",
  title =        "Efficient propensity score regression estimators of
                 multivalued treatment effects for the treated",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "207--222",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300290",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Darolles:2018:ACG,
  author =       "Serge Darolles and Christian Francq and S{\'e}bastien
                 Laurent",
  title =        "Asymptotics of {Cholesky} {GARCH} models and
                 time-varying conditional betas",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "223--247",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300307",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2018:TJJ,
  author =       "Valentina Corradi and Mervyn J. Silvapulle and Norman
                 R. Swanson",
  title =        "Testing for jumps and jump intensity path dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "248--267",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300319",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antoine:2018:EET,
  author =       "Bertille Antoine and Otilia Boldea",
  title =        "Efficient estimation with time-varying information and
                 the New {Keynesian} {Phillips} Curve",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "268--300",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300320",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kong:2018:TAC,
  author =       "Xin-Bing Kong and Cheng Liu",
  title =        "Testing against constant factor loading matrix with
                 large panel high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "301--319",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300393",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PJb,
  author =       "Anonymous",
  title =        "Pages 131--320 ({June 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "204",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "ii--ii",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30074-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300745",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Halbleib:2018:IAE,
  author =       "Roxana Halbleib and Dennis Kristensen and Eric Renault
                 and David Veredas",
  title =        "Issue of the Annals of Econometrics on Indirect
                 Estimation Methods in Finance and Economics",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "1--5",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300411",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Grammig:2018:TSI,
  author =       "Joachim Grammig and Eva-Maria K{\"u}chlin",
  title =        "A two-step indirect inference approach to estimate the
                 long-run risk asset pricing model",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "6--33",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300423",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2018:PII,
  author =       "Francisco Blasques and Artem Duplinskiy",
  title =        "Penalized indirect inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "34--54",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300435",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chaudhuri:2018:IIE,
  author =       "Saraswata Chaudhuri and David T. Frazier and Eric
                 Renault",
  title =        "Indirect Inference with endogenously missing exogenous
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "55--75",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300447",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dovonon:2018:APG,
  author =       "Prosper Dovonon and Alastair R. Hall",
  title =        "The asymptotic properties of {GMM} and indirect
                 inference under second-order identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "76--111",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300459",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forneron:2018:ASE,
  author =       "Jean-Jacques Forneron and Serena Ng",
  title =        "The {ABC} of simulation estimation with auxiliary
                 statistics",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "112--139",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300460",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gallant:2018:EBM,
  author =       "A. Ronald Gallant and George Tauchen",
  title =        "Exact {Bayesian} moment based inference for the
                 distribution of the small-time movements of an
                 {It{\^o}} semimartingale",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "140--155",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300472",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jiang:2018:NDT,
  author =       "Liang Jiang and Xiaohu Wang and Jun Yu",
  title =        "New distribution theory for the estimation of
                 structural break point in mean",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "156--176",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300484",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bruins:2018:GII,
  author =       "Marianne Bruins and James A. Duffy and Michael P.
                 Keane and Anthony A. Smith",
  title =        "Generalized indirect inference for discrete choice
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "177--203",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300496",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Golombek:2018:EDS,
  author =       "Rolf Golombek and Arvid Raknerud",
  title =        "Exit dynamics of start-up firms: Structural estimation
                 using indirect inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "204--225",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300502",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2018:MNO,
  author =       "Christian Gourieroux and Joann Jasiak",
  title =        "Misspecification of noncausal order in autoregressive
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "226--248",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300514",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fiorentini:2018:SEA,
  author =       "Gabriele Fiorentini and Alessandro Galesi and Enrique
                 Sentana",
  title =        "A spectral {EM} algorithm for dynamic factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "249--279",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300526",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Calzolari:2018:ESL,
  author =       "Giorgio Calzolari and Roxana Halbleib",
  title =        "Estimating stable latent factor models by indirect
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "1",
  pages =        "280--301",
  month =        jul,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:35 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300538",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "ii--ii",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30086-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300861",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zincenko:2018:NEF,
  author =       "Federico Zincenko",
  title =        "Nonparametric estimation of first-price auctions with
                 risk-averse bidders",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "303--335",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830054X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2018:DPS,
  author =       "Kim Christensen and Ulrich Hounyo and Mark Podolskij",
  title =        "Is the diurnal pattern sufficient to explain intraday
                 variation in volatility? {A} nonparametric assessment",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "336--362",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300551",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2018:REE,
  author =       "Huazhen Lin and Fanyin Zhou and Qiuxia Wang and Ling
                 Zhou and Jing Qin",
  title =        "Robust and efficient estimation for the treatment
                 effect in causal inference and missing data problems",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "363--380",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300563",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2018:ERV,
  author =       "Christian Francq and Jean-Michel Zako{\"\i}an",
  title =        "Estimation risk for the {VaR} of portfolios driven by
                 semi-parametric multivariate models",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "381--401",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300575",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hillier:2018:EHO,
  author =       "Grant Hillier and Federico Martellosio",
  title =        "Exact and higher-order properties of the {MLE} in
                 spatial autoregressive models, with applications to
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "402--422",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300587",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2018:UEF,
  author =       "Zhenlin Yang",
  title =        "Unified {$M$}-estimation of fixed-effects spatial
                 dynamic models with short panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "423--447",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300599",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vikstrom:2018:BTE,
  author =       "Johan Vikstr{\"o}m and Geert Ridder and Martin
                 Weidner",
  title =        "Bounds on treatment effects on transitions",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "448--469",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.11.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300605",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mao:2018:STI,
  author =       "Guangyu Mao and Zhengjun Zhang",
  title =        "Stochastic tail index model for high frequency
                 financial data with {Bayesian} analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "470--487",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300678",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Patra:2018:CBP,
  author =       "Rohit Kumar Patra and Emilio Seijo and Bodhisattva
                 Sen",
  title =        "A consistent bootstrap procedure for the maximum score
                 estimator",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "488--507",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830068X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davis:2018:ITP,
  author =       "Richard A. Davis and Holger Drees and Johan Segers and
                 Michal Warchol",
  title =        "Inference on the tail process with application to
                 financial time series modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "508--525",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300691",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PAb,
  author =       "Anonymous",
  title =        "Pages 303--526 ({August 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "205",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "ii--ii",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30137-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301374",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2018:PII,
  author =       "Yanqin Fan and Ruixuan Liu",
  title =        "Partial identification and inference in censored
                 quantile regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "1--38",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300708",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2018:BSB,
  author =       "Le-Yu Chen and Sokbae Lee",
  title =        "Best subset binary prediction",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "39--56",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300770",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2018:CRE,
  author =       "Jinyuan Chang and Yumou Qiu and Qiwei Yao and Tao
                 Zou",
  title =        "Confidence regions for entries of a large precision
                 matrix",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "57--82",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.03.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300782",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dunker:2018:NID,
  author =       "Fabian Dunker and Stefan Hoderlein and Hiroaki Kaido
                 and Robert Sherman",
  title =        "Nonparametric identification of the distribution of
                 random coefficients in binary response static games of
                 complete information",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "83--102",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300794",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Clinet:2018:EAV,
  author =       "Simon Clinet and Yoann Potiron",
  title =        "Efficient asymptotic variance reduction when
                 estimating volatility in high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "103--142",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300800",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goldman:2018:CDM,
  author =       "Matt Goldman and David M. Kaplan",
  title =        "Comparing distributions by multiple testing across
                 quantiles or {CDF} values",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "143--166",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300812",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Post:2018:POB,
  author =       "Thierry Post and Sel{\c{c}}uk Karabati and Stelios
                 Arvanitis",
  title =        "Portfolio optimization based on stochastic dominance
                 and empirical likelihood",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "167--186",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300824",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barigozzi:2018:SMC,
  author =       "Matteo Barigozzi and Haeran Cho and Piotr Fryzlewicz",
  title =        "Simultaneous multiple change-point and factor analysis
                 for high-dimensional time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "187--225",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300915",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lam:2018:NER,
  author =       "Clifford Lam and Phoenix Feng",
  title =        "A nonparametric eigenvalue-regularized integrated
                 covariance matrix estimator for asset return data",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "226--257",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300927",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2018:SNE,
  author =       "Ke-Li Xu",
  title =        "A semi-nonparametric estimator of regression
                 discontinuity design with discrete duration outcomes",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "258--278",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301143",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PS,
  author =       "Anonymous",
  title =        "Pages 1--278 ({September 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:36 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "ii--ii",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30147-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301477",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2018:ATE,
  author =       "Zongwu Cai and Yongmiao Hong and Cheng Hsiao",
  title =        "Advance in theoretical econometrics --- Essays in
                 honor of {Takeshi Amemiya}",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "279--281",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300939",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Robinson:2018:ITP,
  author =       "Peter M. Robinson and Carlos Velasco",
  title =        "Inference on trending panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "282--304",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300940",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Graham:2018:QCR,
  author =       "Bryan S. Graham and Jinyong Hahn and Alexandre Poirier
                 and James L. Powell",
  title =        "A quantile correlated random coefficients panel data
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "305--335",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300952",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2018:INL,
  author =       "Fei Jin and Lung-fei Lee",
  title =        "Irregular {N2SLS} and {LASSO} estimation of the matrix
                 exponential spatial specification model",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "336--358",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300964",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2018:FAB,
  author =       "Tingting Cheng and Jiti Gao and Peter C. B. Phillips",
  title =        "A frequentist approach to {Bayesian} asymptotics",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "359--378",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300976",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2018:NDM,
  author =       "Han Hong and Jessie Li",
  title =        "The numerical delta method",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "379--394",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618300988",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Callaway:2018:QTE,
  author =       "Brantly Callaway and Tong Li and Tatsushi Oka",
  title =        "Quantile treatment effects in difference in
                 differences models under dependence restrictions and
                 with only two time periods",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "395--413",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301027",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2018:TAM,
  author =       "Yuying Sun and Ai Han and Yongmiao Hong and Shouyang
                 Wang",
  title =        "Threshold autoregressive models for interval-valued
                 time series data",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "414--446",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301039",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2018:NTC,
  author =       "Miguel A. Delgado and Xiaojun Song",
  title =        "Nonparametric tests for conditional symmetry",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "447--471",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301040",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiou:2018:NRM,
  author =       "Yan-Yu Chiou and Mei-Yuan Chen and Jau-er Chen",
  title =        "Nonparametric regression with multiple thresholds:
                 Estimation and inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "472--514",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301052",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2018:SEP,
  author =       "Songnian Chen and Xi Wang",
  title =        "Semiparametric estimation of panel data models without
                 monotonicity or separability",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "515--530",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301064",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2018:SQP,
  author =       "Zongwu Cai and Linna Chen and Ying Fang",
  title =        "A semiparametric quantile panel data model with an
                 application to estimating the growth effect of {FDI}",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "531--553",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830109X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2018:ILG,
  author =       "Liangjun Su and Gaosheng Ju",
  title =        "Identifying latent grouped patterns in panel data
                 models with interactive fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "554--573",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301106",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2018:QML,
  author =       "Kunpeng Li and Qi Li and Lina Lu",
  title =        "Quasi maximum likelihood analysis of high dimensional
                 constrained factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "574--612",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301118",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moon:2018:ERC,
  author =       "Hyungsik Roger Moon and Matthew Shum and Martin
                 Weidner",
  title =        "Estimation of random coefficients logit demand models
                 with interactive fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "613--644",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830112X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2018:PMI,
  author =       "Cheng Hsiao",
  title =        "Panel models with interactive effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "206",
  number =       "2",
  pages =        "645--673",
  month =        oct,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:37 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301131",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "ii--ii",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30160-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830160X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ma:2018:ELD,
  author =       "Shujie Ma and Liangjun Su",
  title =        "Estimation of large dimensional factor models with an
                 unknown number of breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "1--29",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301155",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2018:SEC,
  author =       "Songnian Chen",
  title =        "Sequential estimation of censored quantile regression
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "30--52",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.06.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301167",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Seo:2018:TSM,
  author =       "Juwon Seo",
  title =        "Tests of stochastic monotonicity with improved power",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "53--70",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301179",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2018:MFR,
  author =       "Tim Bollerslev and Andrew J. Patton and Rogier
                 Quaedvlieg",
  title =        "Modeling and forecasting (un)reliable realized
                 covariances for more reliable financial decisions",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "71--91",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301180",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2018:RTN,
  author =       "Xiaodong Liu and Ingmar R. Prucha",
  title =        "A robust test for network generated dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "92--113",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301192",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsiao:2018:IPI,
  author =       "Cheng Hsiao and Qiankun Zhou",
  title =        "Incidental parameters, initial conditions and sample
                 size in statistical inference for dynamic panel data
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "114--128",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301209",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kato:2018:UCB,
  author =       "Kengo Kato and Yuya Sasaki",
  title =        "Uniform confidence bands in deconvolution with unknown
                 error distribution",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "129--161",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301301",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2018:LDA,
  author =       "Qianqian Zhu and Yao Zheng and Guodong Li",
  title =        "Linear double autoregression",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "162--174",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301313",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guo:2018:TEH,
  author =       "Zijian Guo and Hyunseung Kang and T. Tony Cai and
                 Dylan S. Small",
  title =        "Testing endogeneity with high dimensional covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "175--187",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301325",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2018:BIB,
  author =       "Wenjie Wang and Firmin Doko Tchatoka",
  title =        "On Bootstrap inconsistency and {Bonferroni}-based
                 size-correction for the subset {Anderson--Rubin} test
                 under conditional homoskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "188--211",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301337",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dong:2018:ANM,
  author =       "Chaohua Dong and Oliver Linton",
  title =        "Additive nonparametric models with time variable and
                 both stationary and nonstationary regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "212--236",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301404",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2018:STB,
  author =       "Yong Li and Jun Yu and Tao Zeng",
  title =        "Specification tests based on {MCMC} output",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "237--260",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301416",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PN,
  author =       "Anonymous",
  title =        "Pages 1--260 ({November 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "ii--ii",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30189-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301891",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2018:MCN,
  author =       "Qiying Wang and Dongsheng Wu and Ke Zhu",
  title =        "Model checks for nonlinear cointegrating regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "261--284",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301428",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ketz:2018:SIW,
  author =       "Philipp Ketz",
  title =        "Subvector inference when the true parameter vector may
                 be near or at the boundary",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "285--306",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830143X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2018:PTT,
  author =       "Rongmao Zhang and Ngai Hang Chan",
  title =        "Portmanteau-type tests for unit-root and
                 cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "307--324",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301519",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhao:2018:MMA,
  author =       "Zifeng Zhao and Zhengjun Zhang and Rong Chen",
  title =        "Modeling maxima with autoregressive conditional
                 {Fr{\'e}chet} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "325--351",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301520",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carvalho:2018:AAC,
  author =       "Carlos Carvalho and Ricardo Masini and Marcelo C.
                 Medeiros",
  title =        "{ArCo}: an artificial counterfactual approach for
                 high-dimensional panel time-series data",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "352--380",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301544",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hwang:2018:SWG,
  author =       "Jungbin Hwang and Yixiao Sun",
  title =        "Should we go one step further? {An} accurate comparison
                 of one-step and two-step procedures in a generalized
                 method of moments framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "381--405",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301556",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Potscher:2018:CSA,
  author =       "Benedikt M. P{\"o}tscher and David Preinerstorfer",
  title =        "Controlling the size of autocorrelation robust tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "406--431",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301568",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2018:FMA,
  author =       "Jialiang Li and Wenyang Zhang and Efang Kong",
  title =        "Factor models for asset returns based on transformed
                 factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "432--448",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301660",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2018:PD,
  author =       "Anonymous",
  title =        "Pages 261--448 ({December 2018})",
  journal =      j-J-ECONOMETRICS,
  volume =       "207",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2018",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:38 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "ii--ii",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30224-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302240",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2019:ESI,
  author =       "Oliver Linton and Zhengjun Zhang",
  title =        "Editorial for the special issue on financial
                 engineering and risk management for {JoE}",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "1--4",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301672",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2019:RCE,
  author =       "Jianqing Fan and Weichen Wang and Yiqiao Zhong",
  title =        "Robust covariance estimation for approximate factor
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "5--22",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301684",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pelger:2019:LDF,
  author =       "Markus Pelger",
  title =        "Large-dimensional factor modeling based on
                 high-frequency observations",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "23--42",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301696",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dai:2019:KFF,
  author =       "Chaoxing Dai and Kun Lu and Dacheng Xiu",
  title =        "Knowing factors or factor loadings, or neither?
                 {Evaluating} estimators of large covariance matrices
                 with noisy and asynchronous data",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "43--79",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301702",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jacod:2019:EIV,
  author =       "Jean Jacod and Yingying Li and Xinghua Zheng",
  title =        "Estimating the integrated volatility with tick
                 observations",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "80--100",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301714",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mykland:2019:ATS,
  author =       "Per A. Mykland and Lan Zhang and Dachuan Chen",
  title =        "The algebra of two scales estimation, and the
                 {S-TSRV}: High frequency estimation that is robust to
                 sampling times",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "101--119",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301726",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2019:SP,
  author =       "F. M. Bandi and B. Perron and A. Tamoni and C.
                 Tebaldi",
  title =        "The scale of predictability",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "120--140",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301738",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2019:UTP,
  author =       "Xiaohui Liu and Bingduo Yang and Zongwu Cai and Liang
                 Peng",
  title =        "A unified test for predictability of asset returns
                 regardless of properties of predicting variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "141--159",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830174X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:SEB,
  author =       "Xiaohong Chen and Oliver Linton and Stefan
                 Schneeberger and Yanping Yi",
  title =        "Semiparametric estimation of the bid-ask spread in
                 extended roll models",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "160--178",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301751",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Figueroa-Lopez:2019:OTU,
  author =       "Jos{\'e} E. Figueroa-L{\'o}pez and Cecilia Mancini",
  title =        "Optimum thresholding using mean and conditional mean
                 squared error",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "179--210",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301763",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2019:BST,
  author =       "Zhaoxing Gao and Yingying Ma and Hansheng Wang and
                 Qiwei Yao",
  title =        "Banded spatio-temporal autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "211--230",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301775",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2019:FMM,
  author =       "Dong Wang and Xialu Liu and Rong Chen",
  title =        "Factor models for matrix-valued high-dimensional time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "231--248",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301787",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:DPL,
  author =       "Ting Chen and Zhenyu Gao and Jibao He and Wenxi Jiang
                 and Wei Xiong",
  title =        "Daily price limits and destructive market behavior",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "249--264",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301799",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2019:CRM,
  author =       "Harrison Hong and Frank Weikai Li and Jiangmin Xu",
  title =        "Climate risks and market efficiency",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "265--281",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301817",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:TED,
  author =       "Cathy Yi-Hsuan Chen and Wolfgang Karl H{\"a}rdle and
                 Yarema Okhrin",
  title =        "Tail event driven networks of {SIFIs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "282--298",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301829",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:MMV,
  author =       "Yu Chen and Zhicheng Wang and Zhengjun Zhang",
  title =        "Mark to market value at risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "1",
  pages =        "299--321",
  month =        jan,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301830",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "ii--ii",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(18)30265-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302653",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:A,
  author =       "Anonymous",
  title =        "Announcement",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "323--323",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.12.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302616",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Manner:2019:TSB,
  author =       "Hans Manner and Florian Stark and Dominik Wied",
  title =        "Testing for structural breaks in factor copula
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "324--345",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301842",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huang:2019:IET,
  author =       "Liquan Huang and Umair Khalil and Nese Yildiz",
  title =        "Identification and estimation of a triangular model
                 with multiple endogenous variables and insufficiently
                 many instrumental variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "346--366",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301854",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Richard:2019:RBT,
  author =       "Patrick Richard",
  title =        "Residual bootstrap tests in linear models with many
                 regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "367--394",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301921",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2019:FGI,
  author =       "Donggyu Kim and Jianqing Fan",
  title =        "Factor {GARCH-It{\^o}} models for high-frequency data
                 with application to large volatility matrix
                 prediction",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "395--417",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301957",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liang:2019:DVE,
  author =       "Chong Liang and Melanie Schienle",
  title =        "Determination of vector error correction models in
                 high dimensions",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "418--441",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301969",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kasahara:2019:APM,
  author =       "Hiroyuki Kasahara and Katsumi Shimotsu",
  title =        "Asymptotic properties of the maximum likelihood
                 estimator in regime switching econometric models",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "442--467",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301970",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsu:2019:TTE,
  author =       "Yu-Chin Hsu and Shu Shen",
  title =        "Testing treatment effect heterogeneity in regression
                 discontinuity designs",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "468--486",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301982",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nguimkeu:2019:ETE,
  author =       "Pierre Nguimkeu and Augustine Denteh and Rusty
                 Tchernis",
  title =        "On the estimation of treatment effects with endogenous
                 misreporting",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "487--506",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618301994",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bailey:2019:MTA,
  author =       "Natalia Bailey and M. Hashem Pesaran and L. Vanessa
                 Smith",
  title =        "A multiple testing approach to the regularisation of
                 large sample correlation matrices",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "507--534",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302008",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mikkelsen:2019:CET,
  author =       "Jakob Guldb{\ae}k Mikkelsen and Eric Hillebrand and
                 Giovanni Urga",
  title =        "Consistent estimation of time-varying loadings in
                 high-dimensional factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "535--562",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830215X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2019:CEF,
  author =       "Yutec Sun and Masakazu Ishihara",
  title =        "A computationally efficient fixed point approach to
                 dynamic structural demand estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "563--584",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.09.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302161",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2019:GET,
  author =       "Fei Jin and Lung-fei Lee",
  title =        "{GEL} estimation and tests of spatial autoregressive
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "585--612",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302173",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gagliardini:2019:ILT,
  author =       "Patrick Gagliardini and Christian Gouri{\'e}roux",
  title =        "Identification by {Laplace} transforms in nonlinear
                 time series and panel models with unobserved stochastic
                 dynamic effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "613--637",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302185",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rossi:2019:ATC,
  author =       "Barbara Rossi and Tatevik Sekhposyan",
  title =        "Alternative tests for correct specification of
                 conditional predictive densities",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "638--657",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302197",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:PF,
  author =       "Anonymous",
  title =        "Pages 323--658 ({February 2019})",
  journal =      j-J-ECONOMETRICS,
  volume =       "208",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:39 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "ii--ii",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(19)30013-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300132",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:QRD,
  author =       "Songnian Chen",
  title =        "Quantile regression for duration models with
                 time-varying regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "1--17",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.11.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302574",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Muller:2019:NWR,
  author =       "Ulrich K. M{\"u}ller and Yulong Wang",
  title =        "Nearly weighted risk minimal unbiased estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "18--34",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.11.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302586",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liao:2019:MAB,
  author =       "Jun Liao and Xianpeng Zong and Xinyu Zhang and Guohua
                 Zou",
  title =        "Model averaging based on leave-subject-out
                 cross-validation for vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "35--60",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302598",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2019:SVM,
  author =       "Jianqing Fan and Donggyu Kim",
  title =        "Structured volatility matrix estimation for
                 non-synchronized high-frequency financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "61--78",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.12.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302604",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Merlo:2019:NRI,
  author =       "Antonio Merlo and Xun Tang",
  title =        "New results on the identification of stochastic
                 bargaining models",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "79--93",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302550",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2019:BPM,
  author =       "Chuhui Li and D. S. Poskitt and Xueyan Zhao",
  title =        "The bivariate probit model, maximum likelihood
                 estimation, pseudo true parameters and partial
                 identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "94--113",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.07.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302562",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fulop:2019:BED,
  author =       "Andras Fulop and Junye Li",
  title =        "{Bayesian} estimation of dynamic asset pricing models
                 with informative observations",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "114--138",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.11.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302276",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2019:CII,
  author =       "Atsushi Inoue and Lutz Kilian",
  title =        "Corrigendum to {``Inference on impulse response
                 functions in structural VAR models'' [J. Econometrics
                 177 (2013) 1--13]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "139--143",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2017.08.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  note =         "See \cite{Inoue:2013:IIR}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302288",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:PM,
  author =       "Anonymous",
  title =        "Pages 1--144 ({March 2019})",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 6 14:50:40 MST 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "ii--ii",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300326",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2019:PNS,
  author =       "Xuening Zhu and Xiangyu Chang and Runze Li and
                 Hansheng Wang",
  title =        "Portal nodes screening for large scale social
                 networks",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "145--157",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302689",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bibinger:2019:EDL,
  author =       "Markus Bibinger and Christopher Neely and Lars
                 Winkelmann",
  title =        "Estimation of the discontinuous leverage effect:
                 Evidence from the {NASDAQ} order book",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "158--184",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300016",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kong:2019:WCT,
  author =       "Jianning Kong and Peter C. B. Phillips and Donggyu
                 Sul",
  title =        "Weak $ \sigma $-convergence: Theory and applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "185--207",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300041",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tao:2019:RCC,
  author =       "Yubo Tao and Peter C. B. Phillips and Jun Yu",
  title =        "Random coefficient continuous systems: Testing for
                 extreme sample path behavior",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "208--237",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300053",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jarocinski:2019:PAO,
  author =       "Marek Jaroci{\'n}ski and Albert Marcet",
  title =        "Priors about observables in vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "238--255",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300065",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2019:NDE,
  author =       "Nian Yang and Nan Chen and Xiangwei Wan",
  title =        "A new delta expansion for multivariate diffusions via
                 the {It{\^o}--Taylor} expansion",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "256--288",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300077",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Clinet:2019:TIM,
  author =       "Simon Clinet and Yoann Potiron",
  title =        "Testing if the market microstructure noise is fully
                 explained by the informational content of some
                 variables from the limit order book",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "289--337",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300089",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horvath:2019:TRR,
  author =       "Lajos Horv{\'a}th and Lorenzo Trapani",
  title =        "Testing for randomness in a random coefficient
                 autoregression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "338--352",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300090",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cerovecki:2019:FGM,
  author =       "Cl{\'e}ment Cerovecki and Christian Francq and
                 Siegfried H{\"o}rmann and Jean-Michel Zako{\"\i}an",
  title =        "Functional {GARCH} models: the quasi-likelihood
                 approach and its applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "353--375",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930017X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DiTraglia:2019:IEM,
  author =       "Francis J. DiTraglia and Camilo Garc{\'\i}a-Jimeno",
  title =        "Identifying the effect of a mis-classified, binary,
                 endogenous regressor",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "376--390",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300181",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boot:2019:FUR,
  author =       "Tom Boot and Didier Nibbering",
  title =        "Forecasting using random subspace methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "391--406",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300235",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:PAa,
  author =       "Anonymous",
  title =        "{Pages 145-406 (April 2019)}",
  journal =      j-J-ECONOMETRICS,
  volume =       "209",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:28 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "ii--ii",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300430",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kaufmann:2019:EIC,
  author =       "Sylvia Kaufmann and Sylvia Fr{\"u}hwirth-Schnatter and
                 Herman K. van Dijk",
  title =        "Editorial introduction on complexity and big data in
                 economics and finance: Recent developments from a
                 {Bayesian} perspective",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "1--3",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830201X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Geweke:2019:SAB,
  author =       "John Geweke and Garland Durham",
  title =        "Sequentially adaptive {Bayesian} learning algorithms
                 for inference and optimization",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "4--25",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302021",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Herbst:2019:TPF,
  author =       "Edward Herbst and Frank Schorfheide",
  title =        "Tempered particle filtering",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "26--44",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302033",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dellaportas:2019:ISP,
  author =       "Petros Dellaportas and Mike G. Tsionas",
  title =        "Importance sampling from posterior distributions using
                 copula-like approximations",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "45--57",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302057",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bianchi:2019:MSR,
  author =       "Daniele Bianchi and Monica Billio and Roberto Casarin
                 and Massimo Guidolin",
  title =        "Modeling systemic risk with {Markov Switching
                 Graphical SUR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "58--74",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302069",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bitto:2019:AST,
  author =       "Angela Bitto and Sylvia Fr{\"u}hwirth-Schnatter",
  title =        "Achieving shrinkage in a time-varying parameter model
                 framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "75--97",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302070",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kastner:2019:SBT,
  author =       "Gregor Kastner",
  title =        "Sparse {Bayesian} time-varying covariance estimation
                 in many dimensions",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "98--115",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302082",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kaufmann:2019:BES,
  author =       "Sylvia Kaufmann and Christian Schumacher",
  title =        "{Bayesian} estimation of sparse dynamic factor models
                 with order-independent and ex-post mode
                 identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "116--134",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302094",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koop:2019:BCV,
  author =       "Gary Koop and Dimitris Korobilis and Davide
                 Pettenuzzo",
  title =        "{Bayesian} compressed vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "135--154",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302100",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McAlinn:2019:DBP,
  author =       "Kenichiro McAlinn and Mike West",
  title =        "Dynamic {Bayesian} predictive synthesis in time series
                 forecasting",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "155--169",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302112",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Basturk:2019:FDC,
  author =       "N. Bast{\"u}rk and A. Borowska and S. Grassi and L.
                 Hoogerheide and H. K. van Dijk",
  title =        "Forecast density combinations of dynamic models and
                 data driven portfolio strategies",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "170--186",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302124",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fisher:2019:BIP,
  author =       "Mark Fisher and Mark J. Jensen",
  title =        "{Bayesian} inference and prediction of a
                 multiple-change-point panel model with nonparametric
                 priors",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "187--202",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302136",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Larsen:2019:VNE,
  author =       "Vegard H. Larsen and Leif A. Thorsrud",
  title =        "The value of news for economic developments",
  journal =      j-J-ECONOMETRICS,
  volume =       "210",
  number =       "1",
  pages =        "203--218",
  month =        may,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302148",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "ii--ii",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301253",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2019:AIH,
  author =       "Yacine A{\"\i}t-Sahalia and Andrew W. Lo and Whitney
                 K. Newey",
  title =        "Annals Issue in Honor of {Jerry A. Hausman}:
                 {Editors}' Introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "1--3",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830229X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hausman:2019:EL,
  author =       "Jerry Hausman",
  title =        "An Econometric Life",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "4--10",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302306",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Joskow:2019:JH,
  author =       "Paul L. Joskow",
  title =        "{Jerry Hausman}",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "11--15",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302318",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Beffy:2019:LST,
  author =       "Magali Beffy and Richard Blundell and Antoine Bozio
                 and Guy Laroque and Maxime T{\^o}",
  title =        "Labour supply and taxation with restricted choices",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "16--46",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302331",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blomquist:2019:MDL,
  author =       "S{\"o}ren Blomquist and Laurent Simula",
  title =        "Marginal deadweight loss when the income tax is
                 nonlinear",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "47--60",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302343",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harding:2019:PQA,
  author =       "Matthew Harding and Carlos Lamarche",
  title =        "A panel quantile approach to attrition bias in {Big
                 Data}: Evidence from a randomized experiment",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "61--82",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302355",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Matzkin:2019:CIS,
  author =       "Rosa L. Matzkin",
  title =        "Constructive identification in some nonseparable
                 discrete choice models",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "83--103",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302367",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernozhukov:2019:NMC,
  author =       "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and
                 Whitney K. Newey",
  title =        "Nonseparable multinomial choice models in
                 cross-section and panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "104--116",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302379",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Isakov:2019:FTC,
  author =       "Leah Isakov and Andrew W. Lo and Vahid
                 Montazerhodjat",
  title =        "Is the {FDA} too conservative or too aggressive?: a
                 {Bayesian} decision analysis of clinical trial design",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "117--136",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302380",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wooldridge:2019:CRE,
  author =       "Jeffrey M. Wooldridge",
  title =        "Correlated random effects models with unbalanced
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "137--150",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302392",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abrevaya:2019:MDV,
  author =       "Jason Abrevaya",
  title =        "Missing dependent variables in fixed-effects models",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "151--165",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302422",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Woutersen:2019:IPS,
  author =       "Tiemen Woutersen and Jerry A. Hausman",
  title =        "Increasing the power of specification tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "166--175",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302458",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2019:HTP,
  author =       "Yacine A{\"\i}t-Sahalia and Dacheng Xiu",
  title =        "A {Hausman} test for the presence of market
                 microstructure noise in high frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "176--205",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761830246X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fu:2019:MFC,
  author =       "Zhonghao Fu and Yongmiao Hong",
  title =        "A model-free consistent test for structural change in
                 regression possibly with endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "206--242",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302471",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kuersteiner:2019:IPD,
  author =       "Guido M. Kuersteiner",
  title =        "Invariance principles for dependent processes indexed
                 by {Besov} classes with an application to a {Hausman}
                 test for linearity",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "243--261",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302483",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hahn:2019:TSS,
  author =       "Jinyong Hahn and Geert Ridder",
  title =        "Three-stage semi-parametric inference: Control
                 variables and differentiability",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "262--293",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302525",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2019:SIE,
  author =       "Isaiah Andrews",
  title =        "On the structure of {IV} estimands",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "294--307",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302537",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schennach:2019:CI,
  author =       "Susanne M. Schennach",
  title =        "Convolution without independence",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "1",
  pages =        "308--318",
  month =        jul,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:29 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407618302549",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "ii--ii",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301320",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guo:2019:SST,
  author =       "Shaojun Guo and Dong Li and Muyi Li",
  title =        "Strict stationarity testing and {GLAD} estimation of
                 double autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "319--337",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300466",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liao:2019:BIP,
  author =       "Yuan Liao and Anna Simoni",
  title =        "{Bayesian} inference for partially identified smooth
                 convex models",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "338--360",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300399",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2019:AWA,
  author =       "Ying-Ying Lee and Debopam Bhattacharya",
  title =        "Applied welfare analysis for discrete choice with
                 interval-data on income",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "361--387",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300508",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Patton:2019:DSM,
  author =       "Andrew J. Patton and Johanna F. Ziegel and Rui Chen",
  title =        "Dynamic semiparametric models for expected shortfall
                 (and {Value-at-Risk})",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "388--413",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930048X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yan:2019:SER,
  author =       "Jin Yan and Hong Il Yoo",
  title =        "Semiparametric estimation of the random utility model
                 with rank-ordered choice data",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "414--438",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300521",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kong:2019:RTN,
  author =       "Xin-Bing Kong and Zhi Liu and Wang Zhou",
  title =        "A rank test for the number of factors with
                 high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "439--460",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300533",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bergamelli:2019:CPV,
  author =       "Michele Bergamelli and Annamaria Bianchi and Lynda
                 Khalaf and Giovanni Urga",
  title =        "Combining $p$-values to test for multiple structural
                 breaks in cointegrated regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "461--482",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930051X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cherchye:2019:BCD,
  author =       "Laurens Cherchye and Thomas Demuynck and Bram {De
                 Rock}",
  title =        "Bounding counterfactual demand with unobserved
                 heterogeneity and endogenous expenditures",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "483--506",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300491",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ma:2019:IFP,
  author =       "Jun Ma and Vadim Marmer and Artyom Shneyerov",
  title =        "Inference for first-price auctions with {Guerre},
                 {Perrigne}, and {Vuong}'s estimator",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "507--538",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300478",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kutlu:2019:TVT,
  author =       "Levent Kutlu and Kien C. Tran and Mike G. Tsionas",
  title =        "A time-varying true individual effects model with
                 endogenous regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "539--559",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300922",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2019:IDD,
  author =       "Yu Sun and Karen X. Yan",
  title =        "Inference on {Difference-in-Differences} average
                 treatment effects: a fixed-$b$ approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "560--588",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300545",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiang:2019:RUI,
  author =       "Harold D. Chiang and Yu-Chin Hsu and Yuya Sasaki",
  title =        "Robust uniform inference for quantile treatment
                 effects in regression discontinuity designs",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "589--618",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300569",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:PAb,
  author =       "Anonymous",
  title =        "{Pages 319-618 (August 2019)}",
  journal =      j-J-ECONOMETRICS,
  volume =       "211",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jul 9 08:40:30 MDT 2019",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "ii--ii",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301538",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2019:BDD,
  author =       "Francis X. Diebold and Eric Ghysels and Per Mykland
                 and Lan Zhang",
  title =        "Big data in dynamic predictive econometric modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "1--3",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300727",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2019:UIN,
  author =       "Torben G. Andersen and Nicola Fusari and Viktor
                 Todorov and Rasmus T. Varneskov",
  title =        "Unified inference for nonlinear factor models from
                 panels with fixed and large time span",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "4--25",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300739",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andreasen:2019:TSA,
  author =       "Martin M. Andreasen and Jens H. E. Christensen and
                 Glenn D. Rudebusch",
  title =        "Term Structure Analysis with Big Data: One-Step
                 Estimation Using Bond Prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "26--46",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300740",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Babii:2019:CRM,
  author =       "Andrii Babii and Xi Chen and Eric Ghysels",
  title =        "Commercial and Residential Mortgage Defaults: Spatial
                 Dependence with Frailty",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "47--77",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300752",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2019:RRE,
  author =       "Jushan Bai and Serena Ng",
  title =        "Rank regularized estimation of approximate factor
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "78--96",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300764",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Billio:2019:BNS,
  author =       "Monica Billio and Roberto Casarin and Luca Rossini",
  title =        "{Bayesian} nonparametric sparse {VAR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "97--115",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300776",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2019:HDM,
  author =       "Tim Bollerslev and Nour Meddahi and Serge Nyawa",
  title =        "High-dimensional multivariate realized volatility
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "116--136",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300788",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carriero:2019:LBV,
  author =       "Andrea Carriero and Todd E. Clark and Massimiliano
                 Marcellino",
  title =        "Large {Bayesian} vector autoregressions with
                 stochastic volatility and non-conjugate priors",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "137--154",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See comment \cite{Bognanni:2022:CLB} and corrigendum
                 \cite{Carriero:2022:CLB}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930079X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:NSE,
  author =       "Jia Chen and Degui Li and Oliver Linton",
  title =        "A new semiparametric estimation approach for large
                 dynamic covariance matrices with multiple conditioning
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "155--176",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300806",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2019:GHD,
  author =       "Jianqing Fan and Wenyan Gong and Ziwei Zhu",
  title =        "Generalized high-dimensional trace regression via
                 nuclear norm regularization",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "177--202",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300818",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hale:2019:MBS,
  author =       "Galina Hale and Jose A. Lopez",
  title =        "Monitoring banking system connectedness with big
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "203--220",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930082X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hautsch:2019:LSP,
  author =       "Nikolaus Hautsch and Stefan Voigt",
  title =        "Large-scale portfolio allocation under transaction
                 costs and model uncertainty",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "221--240",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300831",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Korobilis:2019:AHP,
  author =       "Dimitris Korobilis and Davide Pettenuzzo",
  title =        "Adaptive hierarchical priors for high-dimensional
                 vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "241--271",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300843",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mykland:2019:CSI,
  author =       "Per Aslak Mykland",
  title =        "Combining statistical intervals and market prices: the
                 worst case state price distribution",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "272--285",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300855",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Petrova:2019:QBL,
  author =       "Katerina Petrova",
  title =        "A quasi-{Bayesian} local likelihood approach to time
                 varying parameter {VAR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "286--306",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300867",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Onatski:2019:ECC,
  author =       "Alexei Onatski and Chen Wang",
  title =        "Extreme canonical correlations and high-dimensional
                 cointegration analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "307--322",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300879",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Smith:2019:VSP,
  author =       "Simon C. Smith and Allan Timmermann and Yinchu Zhu",
  title =        "Variable selection in panel models with breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "323--344",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300880",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2019:NQA,
  author =       "Xuening Zhu and Weining Wang and Hansheng Wang and
                 Wolfgang Karl H{\"a}rdle",
  title =        "Network quantile autoregression",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "345--358",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300892",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:PO,
  author =       "Anonymous",
  title =        "Pages 359--678 ({October 2019})",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "ii--ii",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301769",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2019:ASD,
  author =       "F. Blasques and P. Gorgi and S. J. Koopman",
  title =        "Accelerating score-driven time series models",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "359--376",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300557",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Salish:2019:MBN,
  author =       "Nazarii Salish and Alexander Gleim",
  title =        "A moment-based notion of time dependence for
                 functional time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "377--392",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300910",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Djogbenou:2019:ATW,
  author =       "Antoine A. Djogbenou and James G. MacKinnon and Morten
                 {\O}rregaard Nielsen",
  title =        "Asymptotic theory and wild bootstrap inference with
                 clustered errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "393--412",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300909",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ketz:2019:ASD,
  author =       "Philipp Ketz",
  title =        "On asymptotic size distortions in the random
                 coefficients logit model",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "413--432",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301010",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:NEC,
  author =       "Xirong Chen and Degui Li and Qi Li and Zheng Li",
  title =        "Nonparametric estimation of conditional quantile
                 functions in the presence of irrelevant covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "433--450",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301034",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Okui:2019:PDA,
  author =       "Ryo Okui and Takahide Yanagi",
  title =        "Panel data analysis with heterogeneous dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "451--475",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301022",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:IWE,
  author =       "Heng Chen and Yanqin Fan",
  title =        "Identification and wavelet estimation of weighted
                 {ATE} under discontinuous and kink incentive assignment
                 mechanisms",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "476--502",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301289",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gagliardini:2019:DCA,
  author =       "Patrick Gagliardini and Elisa Ossola and Olivier
                 Scaillet",
  title =        "A diagnostic criterion for approximate factor
                 structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "503--521",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930137X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Machado:2019:IVS,
  author =       "Cecilia Machado and Azeem M. Shaikh and Edward J.
                 Vytlacil",
  title =        "Instrumental variables and the sign of the average
                 treatment effect",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "522--555",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301381",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2019:RED,
  author =       "Kim Christensen and Martin Thyrsgaard and Bezirgen
                 Veliyev",
  title =        "The realized empirical distribution function of
                 stochastic variance with application to goodness-of-fit
                 testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "556--583",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301411",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bilias:2019:ECC,
  author =       "Yannis Bilias and Kostas Florios and Spyros Skouras",
  title =        "Exact computation of Censored Least Absolute
                 Deviations estimator",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "584--606",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930140X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2019:SPS,
  author =       "Guohua Feng and Bin Peng and Liangjun Su and Thomas
                 Tao Yang",
  title =        "Semi-parametric single-index panel data models with
                 interactive fixed effects: Theory and practice",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "607--622",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301459",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frazier:2019:IIN,
  author =       "David T. Frazier and Tatsushi Oka and Dan Zhu",
  title =        "Indirect inference with a non-smooth criterion
                 function",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "623--645",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301435",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2019:NSM,
  author =       "Liangjun Su and Takuya Ura and Yichong Zhang",
  title =        "Non-separable models with high-dimensional data",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "2",
  pages =        "646--677",
  month =        oct,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301447",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "ii--ii",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301939",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernozhukov:2019:QR,
  author =       "Victor Chernozhukov and Antonio F. Galvao and Xuming
                 He and Zhijie Xiao",
  title =        "Quantile regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "1--3",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300570",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Belloni:2019:CQP,
  author =       "Alexandre Belloni and Victor Chernozhukov and Denis
                 Chetverikov and Iv{\'a}n Fern{\'a}ndez-Val",
  title =        "Conditional quantile processes based on series or many
                 regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "4--29",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300582",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2019:PSG,
  author =       "Xiaohong Chen and Demian Pouzo and James L. Powell",
  title =        "Penalized sieve {GEL} for weighted average derivatives
                 of nonparametric quantile {IV} regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "30--53",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300594",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2019:QRB,
  author =       "Yingying Zhang and Huixia Judy Wang and Zhongyi Zhu",
  title =        "Quantile-regression-based clustering for panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "54--67",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300600",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gu:2019:PDQ,
  author =       "Jiaying Gu and Stanislav Volgushev",
  title =        "Panel data quantile regression with grouped fixed
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "68--91",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300612",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiao:2019:WDM,
  author =       "Zhijie Xiao and Lan Xu",
  title =        "What do mean impacts miss? {Distributional} effects of
                 corporate diversification",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "92--120",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300624",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{deCastro:2019:SGQ,
  author =       "Luciano de Castro and Antonio F. Galvao and David M.
                 Kaplan and Xin Liu",
  title =        "Smoothed {GMM} for quantile models",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "121--144",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300636",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Machado:2019:QM,
  author =       "Jos{\'e} A. F. Machado and J. M. C. Santos Silva",
  title =        "Quantiles via moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "145--173",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300648",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Parker:2019:AIC,
  author =       "Thomas Parker",
  title =        "Asymptotic inference for the constrained quantile
                 regression process",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "174--189",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930065X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hagemann:2019:PIT,
  author =       "Andreas Hagemann",
  title =        "Placebo inference on treatment effects when the number
                 of clusters is small",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "190--209",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300661",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Firpo:2019:PIT,
  author =       "Sergio Firpo and Geert Ridder",
  title =        "Partial identification of the treatment effect
                 distribution and its functionals",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "210--234",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300673",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giessing:2019:PRM,
  author =       "Alexander Giessing and Xuming He",
  title =        "On the predictive risk in misspecified quantile
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "235--260",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300685",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2019:PQR,
  author =       "Rui Fan and Ji Hyung Lee",
  title =        "Predictive quantile regressions under persistence and
                 conditional heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "261--280",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300697",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Portnoy:2019:ETS,
  author =       "Stephen Portnoy",
  title =        "{Edgeworth}'s time series model: Not {AR(1)} but same
                 covariance structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "281--288",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300703",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bassett:2019:RMS,
  author =       "Gib Bassett",
  title =        "Review of median stable distributions and
                 {Schr{\"o}der's} equation",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "1",
  pages =        "289--295",
  month =        nov,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619300715",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:PD,
  author =       "Anonymous",
  title =        "Pages 297--632 ({December 2019})",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "??--??",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2019:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "ii--ii",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302167",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giesecke:2019:SLE,
  author =       "K. Giesecke and G. Schwenkler",
  title =        "Simulated likelihood estimators for discretely
                 observed jump-diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "297--320",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301460",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fiorentini:2019:CNG,
  author =       "Gabriele Fiorentini and Enrique Sentana",
  title =        "Consistent non-{Gaussian} pseudo maximum likelihood
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "321--358",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301423",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boldea:2019:BSC,
  author =       "Otilia Boldea and Adriana Cornea-Madeira and Alastair
                 R. Hall",
  title =        "Bootstrapping structural change tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "359--397",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301472",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Moreira:2019:OTS,
  author =       "Humberto Moreira and Marcelo J. Moreira",
  title =        "Optimal two-sided tests for instrumental variables
                 regression with heteroskedastic and autocorrelated
                 errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "398--433",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301393",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2019:LRT,
  author =       "Tuo Liu and Lung-fei Lee",
  title =        "A likelihood ratio test for spatial model selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "434--458",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301496",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pakel:2019:BRN,
  author =       "Cavit Pakel",
  title =        "Bias reduction in nonlinear and dynamic panels in the
                 presence of cross-section dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "459--492",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301484",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Paolella:2019:RSD,
  author =       "Marc S. Paolella and Pawe{\l} Polak and Patrick S.
                 Walker",
  title =        "Regime switching dynamic correlations for asymmetric
                 and fat-tailed conditional returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "493--515",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301563",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kato:2019:UCB,
  author =       "Kengo Kato and Yuya Sasaki",
  title =        "Uniform confidence bands for nonparametric
                 errors-in-variables regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "516--555",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301605",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Orea:2019:NSF,
  author =       "Luis Orea and Inmaculada C. {\'A}lvarez",
  title =        "A new stochastic frontier model with cross-sectional
                 effects in both noise and inefficiency terms",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "556--577",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301599",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{LaVecchia:2019:SAS,
  author =       "Davide {La Vecchia} and Elvezio Ronchetti",
  title =        "Saddlepoint approximations for short and long memory
                 time series: a frequency domain approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "578--592",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301629",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhou:2019:EEC,
  author =       "Ling Zhou and Huazhen Lin and Kani Chen and Hua
                 Liang",
  title =        "Efficient estimation and computation of parameters and
                 nonparametric functions in generalized semi\slash
                 non-parametric regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "593--607",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301642",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2019:EEN,
  author =       "Oliver Linton and Zhijie Xiao",
  title =        "Efficient estimation of nonparametric regression in
                 the presence of dynamic heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "213",
  number =       "2",
  pages =        "608--631",
  month =        dec,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301666",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bognanni:2022:CLB,
  author =       "Mark Bognanni",
  title =        "Comment on {``Large Bayesian vector autoregressions
                 with stochastic volatility and non-conjugate
                 priors''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "498--505",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See \cite{Carriero:2019:LBV}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002554",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carriero:2022:CLB,
  author =       "Andrea Carriero and Joshua Chan and Todd E. Clark and
                 Massimiliano Marcellino",
  title =        "Corrigendum to {``Large Bayesian vector
                 autoregressions with stochastic volatility and
                 non-conjugate priors''} [J. Econometrics {\bf 212} (1)
                 (2019) 137--154]",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "506--512",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See \cite{Carriero:2019:LBV}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002773",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pettenuzzo:2022:CPS,
  author =       "Davide Pettenuzzo and Yong Song and Allan Timmermann",
  title =        "Corrigendum to {``Predictability of stock returns and
                 asset allocation under structural breaks''} [J.
                 Econometrics {\bf 164} (2011) 60--78]",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "513--517",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000476",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}