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@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-J-ECONOMETRICS = "Journal of Econometrics"}
@Article{Pettenuzzo:2011:PSR,
author = "Davide Pettenuzzo and Allan Timmermann",
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",
note = "See corrigendum \cite{Pettenuzzo:2022:CPS}.",
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{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{Anonymous:2020:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "ii--ii",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302313",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hillebrand:2020:EMC,
author = "Eric Hillebrand and Felix Pretis and Tommaso
Proietti",
title = "Econometric models of climate change: Introduction by
the guest editors",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "1--5",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301046",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2020:EEE,
author = "Peter C. B. Phillips and Thomas Leirvik and Trude
Storelvmo",
title = "Econometric estimates of {Earth}'s transient climate
sensitivity",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "6--32",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301058",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2020:MTS,
author = "Andrew Harvey and Ryoko Ito",
title = "Modeling time series when some observations are zero",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "33--45",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930106X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2020:LTF,
author = "Mengheng Li and Siem Jan Koopman and Rutger Lit and
Desislava Petrova",
title = "Long-term forecasting of {El Ni{\~n}o} events via
dynamic factor simulations",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "46--66",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301071",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miftakhova:2020:SAH,
author = "Alena Miftakhova and Kenneth L. Judd and Thomas S.
Lontzek and Karl Schmedders",
title = "Statistical approximation of high-dimensional climate
models",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "67--80",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301083",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Friedrich:2020:AWB,
author = "Marina Friedrich and Stephan Smeekes and Jean-Pierre
Urbain",
title = "Autoregressive wild bootstrap inference for
nonparametric trends",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "81--109",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301095",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ikefuji:2020:EUC,
author = "Masako Ikefuji and Roger J. A. Laeven and Jan R.
Magnus and Chris Muris",
title = "Expected utility and catastrophic risk in a stochastic
economy-climate model",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "110--129",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301101",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2020:IRC,
author = "Dukpa Kim and Tatsushi Oka and Francisco Estrada and
Pierre Perron",
title = "Inference related to common breaks in a multivariate
system with joined segmented trends with applications
to global and hemispheric temperatures",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "130--152",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301113",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rivas:2020:TDC,
author = "Mar{\'\i}a Dolores {Gadea Rivas} and Jes{\'u}s
Gonzalo",
title = "Trends in distributional characteristics: Existence of
global warming",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "153--174",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301125",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bruns:2020:MMG,
author = "Stephan B. Bruns and Zsuzsanna Csereklyei and David I.
Stern",
title = "A multicointegration model of global climate change",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "175--197",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301137",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Holt:2020:GHT,
author = "Matthew T. Holt and Timo Ter{\"a}svirta",
title = "Global hemispheric temperatures and co-shifting: a
vector shifting-mean autoregressive analysis",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "198--215",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301149",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wagner:2020:FMO,
author = "Martin Wagner and Peter Grabarczyk and Seung Hyun
Hong",
title = "Fully modified {OLS} estimation and inference for
seemingly unrelated cointegrating polynomial
regressions and the environmental {Kuznets} curve for
carbon dioxide emissions",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "216--255",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301150",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pretis:2020:EMC,
author = "Felix Pretis",
title = "Econometric modelling of climate systems: the
equivalence of energy balance models and cointegrated
vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "256--273",
month = jan,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301162",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2020:ETT,
author = "Yoosoon Chang and Robert K. Kaufmann and Chang Sik Kim
and J. Isaac Miller and Joon Y. Park and Sungkeun
Park",
title = "Evaluating trends in time series of distributions: a
spatial fingerprint of human effects on climate",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "1",
pages = "274--294",
month = jan,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.014",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301216",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PFa,
author = "Anonymous",
title = "Pages 295--540 ({February 2020})",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "??--??",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "ii--ii",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302659",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:AAA,
author = "Anonymous",
title = "Annual Award Announcement",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "iii--iii",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302684",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dalderop:2020:NFC,
author = "Jeroen Dalderop",
title = "Nonparametric filtering of conditional state-price
densities",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "295--325",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930168X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2020:VDM,
author = "Yang-Ho Park",
title = "Variance disparity and market frictions",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "326--348",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301654",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Almeida:2020:NAH,
author = "Caio Almeida and Kym Ardison and Ren{\'e} Garcia",
title = "Nonparametric assessment of hedge fund performance",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "349--378",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301617",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2020:REI,
author = "Yanqin Fan and Fang Han and Wei Li and Xiao-Hua Zhou",
title = "On rank estimators in increasing dimensions",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "379--412",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301678",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chalak:2020:MEM,
author = "Karim Chalak and Daniel Kim",
title = "Measurement error in multiple equations: {Tobin}'s $q$
and corporate investment, saving, and debt",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "413--432",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301575",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{She:2020:IHT,
author = "Rui She and Shiqing Ling",
title = "Inference in heavy-tailed vector error correction
models",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "433--450",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301691",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miao:2020:PTR,
author = "Ke Miao and Liangjun Su and Wendun Wang",
title = "Panel threshold regressions with latent group
structures",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "451--481",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301708",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2020:HDM,
author = "T. Tony Cai and Jianchang Hu and Yingying Li and
Xinghua Zheng",
title = "High-dimensional minimum variance portfolio estimation
based on high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "482--494",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301630",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Solvsten:2020:REM,
author = "Mikkel S{\o}lvsten",
title = "Robust estimation with many instruments",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "495--512",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301721",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Klein:2020:MRP,
author = "Nadja Klein and Helmut Herwartz and Thomas Kneib",
title = "Modelling regional patterns of inefficiency: a
{Bayesian} approach to geoadditive panel stochastic
frontier analysis with an application to cereal
production in {England} and {Wales}",
journal = j-J-ECONOMETRICS,
volume = "214",
number = "2",
pages = "513--539",
month = feb,
year = "2020",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301587",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PM,
author = "Anonymous",
title = "Pages 1--304 ({March 2020})",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "??--??",
month = mar,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "ii--ii",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30031-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300312",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hounyo:2020:ILD,
author = "Ulrich Hounyo and Rasmus T. Varneskov",
title = "Inference for local distributions at high sampling
frequencies: a bootstrap approach",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "1--34",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301836",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boot:2020:DMS,
author = "Tom Boot and Andreas Pick",
title = "Does modeling a structural break improve forecast
accuracy?",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "35--59",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301824",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2020:DIT,
author = "Xun Lu and Liangjun Su",
title = "Determining individual or time effects in panel data
models",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "60--83",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301861",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2020:GFT,
author = "Xiaohui Lu and Xu Zheng",
title = "A goodness-of-fit test for copulas based on martingale
transformation",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "84--117",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930185X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2020:UDP,
author = "Luheng Wang and Zhao Chen and Christina Dan Wang and
Runze Li",
title = "Ultrahigh dimensional precision matrix estimation via
refitted cross validation",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "118--130",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930171X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Adusumilli:2020:IDF,
author = "Karun Adusumilli and Daisuke Kurisu and Taisuke Otsu
and Yoon-Jae Whang",
title = "Inference on distribution functions under measurement
error",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "131--164",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930199X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2020:NSI,
author = "Feiyu Jiang and Dong Li and Ke Zhu",
title = "Non-standard inference for augmented double
autoregressive models with null volatility
coefficients",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "165--183",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301885",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ishihara:2020:IET,
author = "Takuya Ishihara",
title = "Identification and estimation of time-varying
nonseparable panel data models without stayers",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "184--208",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301873",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horvath:2020:SMC,
author = "Lajos Horv{\'a}th and Zhenya Liu and Gregory Rice and
Shixuan Wang",
title = "Sequential monitoring for changes from stationarity to
mild non-stationarity",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "209--238",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301964",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2020:SEC,
author = "Songnian Chen and Qian Wang",
title = "Semiparametric estimation of a censored regression
model with endogeneity",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "239--256",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301848",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lieberman:2020:HSL,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "Hybrid stochastic local unit roots",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "257--285",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301897",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Williams:2020:NID,
author = "Benjamin Williams",
title = "Nonparametric identification of discrete choice models
with lagged dependent variables",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "1",
pages = "286--304",
month = mar,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619301812",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PA,
author = "Anonymous",
title = "Pages 305--632 ({April 2020})",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "??--??",
month = apr,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "ii--ii",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30049-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2020:PGH,
author = "Songnian Chen and Hanghui Zhang",
title = "$n$-prediction of generalized heteroscedastic
transformation regression models",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "305--340",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302003",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2020:TSH,
author = "Bibo Jiang and Ye Lu and Joon Y. Park",
title = "Testing for Stationarity at High Frequency",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "341--374",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302015",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2020:EPF,
author = "Yingyao Hu and Guofang Huang and Yuya Sasaki",
title = "Estimating production functions with robustness
against errors in the proxy variables",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "375--398",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302027",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2020:NII,
author = "Wayne Yuan Gao",
title = "Nonparametric identification in index models of link
formation",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "399--413",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302039",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Philip:2020:EPP,
author = "R. Philip",
title = "Estimating permanent price impact via machine
learning",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "414--449",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302052",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2020:UVI,
author = "Atsushi Inoue and Lutz Kilian",
title = "The uniform validity of impulse response inference in
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "450--472",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302040",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arcidiacono:2020:IDD,
author = "Peter Arcidiacono and Robert A. Miller",
title = "Identifying dynamic discrete choice models off short
panels",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "473--485",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.12.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302064",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2020:TIR,
author = "Xiye Yang",
title = "Time-invariant restrictions of volatility functionals:
Efficient estimation and specification tests",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "486--516",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302088",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hollstein:2020:VRB,
author = "Fabian Hollstein and Chardin Wese Simen",
title = "Variance risk: a bird's eye view",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "517--535",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302076",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Li:2020:DMN,
author = "Z. Merrick Li and Roger J. A. Laeven and Michel H.
Vellekoop",
title = "Dependent microstructure noise and integrated
volatility estimation from high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "536--558",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302106",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martin:2020:IEM,
author = "Gael M. Martin and K. Nadarajah and D. S. Poskitt",
title = "Issues in the estimation of mis-specified models of
fractionally integrated processes",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "559--573",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930209X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2020:IEP,
author = "Ruiqi Liu and Zuofeng Shang and Yonghui Zhang and
Qiankun Zhou",
title = "Identification and estimation in panel models with
overspecified number of groups",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "574--590",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302118",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2020:MSA,
author = "Xuening Zhu and Danyang Huang and Rui Pan and Hansheng
Wang",
title = "Multivariate spatial autoregressive model for large
scale social networks",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "591--606",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2018.11.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930212X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2020:KBI,
author = "Degui Li and Peter C. B. Phillips and Jiti Gao",
title = "Kernel-based Inference in Time-Varying Coefficient
Cointegrating Regression",
journal = j-J-ECONOMETRICS,
volume = "215",
number = "2",
pages = "607--632",
month = apr,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:37 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302210",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "ii--ii",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30069-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2020:IAI,
author = "Rong Chen and Ruey S. Tsay",
title = "Introduction of the annals issue: Statistical learning
for dependent data --- A celebration of the 85th
birthday of {Professor George C. Tiao}",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "1--3",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300075",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2020:GDF,
author = "Matteo Barigozzi and Marc Hallin",
title = "Generalized dynamic factor models and volatilities:
Consistency, rates, and prediction intervals",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "4--34",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300087",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Alonso:2020:RPB,
author = "Andr{\'e}s M. Alonso and Pedro Galeano and Daniel
Pe{\~n}a",
title = "A robust procedure to build dynamic factor models with
cluster structure",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "35--52",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300099",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2020:TFM,
author = "Xialu Liu and Rong Chen",
title = "Threshold factor models for high-dimensional time
series",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "53--70",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2020:FAR,
author = "Jianqing Fan and Yuan Ke and Kaizheng Wang",
title = "Factor-adjusted regularized model selection",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "71--85",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300117",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2020:HFF,
author = "Yacine A{\"\i}t-Sahalia and Ilze Kalnina and Dacheng
Xiu",
title = "High-frequency factor models and regressions",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "86--105",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300129",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsay:2020:TSC,
author = "Ruey S. Tsay",
title = "Testing serial correlations in high-dimensional time
series via extreme value theory",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "106--117",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300130",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chiou:2020:VSH,
author = "Hai-Tang Chiou and Meihui Guo and Ching-Kang Ing",
title = "Variable selection for high-dimensional regression
models with time series and heteroscedastic errors",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "118--136",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300142",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jarjour:2020:DCA,
author = "Riad Jarjour and Kung-Sik Chan",
title = "Dynamic conditional angular correlation",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "137--150",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300154",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2020:TPU,
author = "Lars Peter Hansen and B{\'a}lint Sz{\H{o}}ke and Lloyd
S. Han and Thomas J. Sargent",
title = "Twisted probabilities, uncertainty, and prices",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "151--174",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2020:EDN,
author = "Yingqian Lin and Yundong Tu and Qiwei Yao",
title = "Estimation for double-nonlinear cointegration",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "175--191",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300178",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sabzikar:2020:ATN,
author = "Farzad Sabzikar and Qiying Wang and Peter C. B.
Phillips",
title = "Asymptotic theory for near integrated processes driven
by tempered linear processes",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "192--202",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030018X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2020:TMN,
author = "Danyang Huang and Feifei Wang and Xuening Zhu and
Hansheng Wang",
title = "Two-mode network autoregressive model for large-scale
networks",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "203--219",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2020:IDD,
author = "N. H. Chan and Simon K. C. Cheung and Samuel P. S.
Wong",
title = "Inference for the degree distributions of preferential
attachment networks with zero-degree nodes",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "220--234",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300208",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Akashi:2020:RCT,
author = "Fumiya Akashi and Masanobu Taniguchi and Anna Clara
Monti",
title = "Robust causality test of infinite variance processes",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "235--245",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030021X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2020:NVA,
author = "Richard A. Davis and Li Song",
title = "Noncausal vector {AR} processes with application to
economic time series",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "246--267",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2020:DML,
author = "Jui-Chung Yang and Hui-Ching Chuang and Chung-Ming
Kuan",
title = "Double machine learning with gradient boosting and its
application to the Big {$N$} audit quality effect",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "268--283",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300245",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Otneim:2020:PLF,
author = "H{\aa}kon Otneim and Martin Jullum and Dag
Tj{\o}stheim",
title = "Pairwise local {Fisher} and naive {Bayes}: Improving
two standard discriminants",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "284--304",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300257",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vogt:2020:MCN,
author = "Michael Vogt and Oliver Linton",
title = "Multiscale clustering of nonparametric regression
curves",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "1",
pages = "305--325",
month = may,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300269",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
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author = "Anonymous",
title = "Pages 327--536 ({June 2020})",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "??--??",
month = jun,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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fjournal = "Journal of Econometrics",
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@Article{Anonymous:2020:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "ii--ii",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30114-7",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301147",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Li:2020:EEH,
author = "Kunpeng Li and Guowei Cui and Lina Lu",
title = "Efficient estimation of heterogeneous coefficients in
panel data models with common shocks",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "327--353",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302222",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Luo:2020:UHA,
author = "Yao Luo",
title = "Unobserved heterogeneity in auctions under restricted
stochastic dominance",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "354--374",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302246",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2020:AIP,
author = "Jungyoon Lee and Peter M. Robinson",
title = "Adaptive inference on pure spatial models",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "375--393",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302234",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2020:CPC,
author = "Sung Jae Jun and Joris Pinkse",
title = "Counterfactual prediction in complete information
games: Point prediction under partial identification",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "394--429",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302258",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barone-Adesi:2020:OMT,
author = "Giovanni Barone-Adesi and Nicola Fusari and Antonietta
Mira and Carlo Sala",
title = "Option market trading activity and the estimation of
the pricing kernel: a {Bayesian} approach",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "430--449",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930226X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2020:DIC,
author = "Yong Li and Jun Yu and Tao Zeng",
title = "Deviance information criterion for latent variable
models and misspecified models",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "450--493",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302271",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brauning:2020:DFN,
author = "Falk Br{\"a}uning and Siem Jan Koopman",
title = "The dynamic factor network model with an application
to international trade",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "494--515",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302398",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2020:SWE,
author = "Puying Zhao and David Haziza and Changbao Wu",
title = "Survey weighted estimating equation inference with
nuisance functionals",
journal = j-J-ECONOMETRICS,
volume = "216",
number = "2",
pages = "516--536",
month = jun,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302404",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PJb,
author = "Anonymous",
title = "Pages 1--202 ({July 2020})",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "??--??",
month = jul,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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@Article{Anonymous:2020:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "ii--ii",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30162-7",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Rothe:2020:EDF,
author = "Christoph Rothe and Dominik Wied",
title = "Estimating derivatives of function-valued parameters
in a class of moment condition models",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "1--19",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302416",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2020:HFT,
author = "Yacine A{\"\i}t-Sahalia and Celso Brunetti",
title = "High frequency traders and the price process",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "20--45",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Dufays:2020:RPC,
author = "Arnaud Dufays and Jeroen V. K. Rombouts",
title = "Relevant parameter changes in structural break
models",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "46--78",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.008",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gold:2020:IHD,
author = "David Gold and Johannes Lederer and Jing Tao",
title = "Inference for high-dimensional instrumental variables
regression",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "79--111",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.009",
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bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302386",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Botosaru:2020:NAD,
author = "Irene Botosaru",
title = "Nonparametric analysis of a duration model with
stochastic unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "112--139",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930243X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chambers:2020:FDE,
author = "Marcus J. Chambers",
title = "Frequency domain estimation of cointegrating vectors
with mixed frequency and mixed sample data",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "140--160",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030004X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitagawa:2020:PDN,
author = "Toru Kitagawa and Jos{\'e} Luis Montiel Olea and
Jonathan Payne and Amilcar Velez",
title = "Posterior distribution of nondifferentiable
functions",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "161--175",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300014",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2020:CCD,
author = "Oliver Linton and Jianbin Wu",
title = "A coupled component {DCS-EGARCH} model for intraday
and overnight volatility",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "1",
pages = "176--201",
month = jul,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:38 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300038",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "ii--ii",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30177-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Rombouts:2020:NFE,
author = "Jeroen V. K. Rombouts and Olivier Scaillet and David
Veredas and Jean-Michel Zakoian",
title = "Nonlinear financial econometrics {JoE} special issue
introduction",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "203--206",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302453",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nguyen:2020:LVU,
author = "Giang Nguyen and Robert Engle and Michael Fleming and
Eric Ghysels",
title = "Liquidity and volatility in the {U.S. Treasury}
market",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "207--229",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302465",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2020:LEP,
author = "Hyojin Han and Stanislav Khrapov and Eric Renault",
title = "The leverage effect puzzle revisited: Identification
in discrete time",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "230--258",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302490",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Laurent:2020:VEJ,
author = "S{\'e}bastien Laurent and Shuping Shi",
title = "Volatility estimation and jump detection for
drift-diffusion processes",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "259--290",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302507",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arvanitis:2020:STM,
author = "Stelios Arvanitis and Olivier Scaillet and Nikolas
Topaloglou",
title = "Spanning tests for {Markowitz} stochastic dominance",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "291--311",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302519",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rombouts:2020:DVR,
author = "Jeroen V. K. Rombouts and Lars Stentoft and Francesco
Violante",
title = "Dynamics of variance risk premia: a new model for
disentangling the price of risk",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "312--334",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302520",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Borowska:2020:PCP,
author = "Agnieszka Borowska and Lennart Hoogerheide and Siem
Jan Koopman and Herman K. van Dijk",
title = "Partially censored posterior for robust and efficient
risk evaluation",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "335--355",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302532",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Francq:2020:VHS,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "{Virtual Historical Simulation} for estimating the
conditional {VaR} of large portfolios",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "356--380",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302544",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boudt:2020:NCE,
author = "Kris Boudt and Dries Cornilly and Tim Verdonck",
title = "Nearest comoment estimation with unobserved factors",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "381--397",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302556",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dominicy:2020:FMH,
author = "Yves Dominicy and Matias Heikkil{\"a} and Pauliina
Ilmonen and David Veredas",
title = "Flexible multivariate {Hill} estimators",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "398--410",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302568",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2020:MLE,
author = "Tim Bollerslev and Andrew J. Patton and Rogier
Quaedvlieg",
title = "Multivariate leverage effects and realized
semicovariance {GARCH} models",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "411--430",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302581",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hafner:2020:EMC,
author = "Christian M. Hafner and Oliver B. Linton and Haihan
Tang",
title = "Estimation of a multiplicative correlation structure
in the large dimensional case",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "431--470",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302593",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dhaene:2020:IOI,
author = "Geert Dhaene and Jianbin Wu",
title = "Incorporating overnight and intraday returns into
multivariate {GARCH} volatility models",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "471--495",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440761930260X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2020:NRC,
author = "Luc Bauwens and Edoardo Otranto",
title = "Nonlinearities and regimes in conditional correlations
with different dynamics",
journal = j-J-ECONOMETRICS,
volume = "217",
number = "2",
pages = "496--522",
month = aug,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407619302611",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PS,
author = "Anonymous",
title = "Pages 1--242 ({September 2020})",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "??--??",
month = sep,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "ii--ii",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30187-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lettau:2020:ELA,
author = "Martin Lettau and Markus Pelger",
title = "Estimating latent asset-pricing factors",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "1--31",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300051",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kolokolov:2020:SIP,
author = "Aleksey Kolokolov and Giulia Livieri and Davide
Pirino",
title = "Statistical inferences for price staleness",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "32--81",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jeong:2020:SDM,
author = "Hanbat Jeong and Lung-fei Lee",
title = "Spatial dynamic models with intertemporal
optimization: Specification and estimation",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "82--104",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030035X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2020:RSS,
author = "Joshua C. C. Chan and Eric Eisenstat and Rodney W.
Strachan",
title = "Reducing the state space dimension in a large
{TVP-VAR}",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "105--118",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300348",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2020:PBC,
author = "Jianqing Fan and Yang Feng and Lucy Xia",
title = "A projection-based conditional dependence measure with
applications to high-dimensional undirected graphical
models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "119--139",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300403",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martinez-Iriarte:2020:ATU,
author = "Juli{\'a}n Mart{\'\i}nez-Iriarte and Yixiao Sun and
Xuexin Wang",
title = "Asymptotic {$F$} tests under possibly weak
identification",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "140--177",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300063",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galvao:2020:UAN,
author = "Antonio F. Galvao and Jiaying Gu and Stanislav
Volgushev",
title = "On the unbiased asymptotic normality of quantile
regression with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "178--215",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bertanha:2020:RDD,
author = "Marinho Bertanha",
title = "Regression discontinuity design with many thresholds",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "1",
pages = "216--241",
month = sep,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Jul 25 09:23:39 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300361",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PO,
author = "Anonymous",
title = "Pages 243--770 ({October 2020})",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "??--??",
month = oct,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "ii--ii",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30289-X",
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bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Carrasco:2020:EIS,
author = "Marine Carrasco and Marcelo Moreira and Benoit Perron
and Victoria Zinde-Walsh",
title = "{Editors}' Introduction: Special issue in Honor of
{Jean-Marie Dufour} on Identification, Inference, and
Causality",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "243--246",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302645",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bertanha:2020:IIE,
author = "Marinho Bertanha and Marcelo J. Moreira",
title = "Impossible inference in econometrics: Theory and
applications",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "247--270",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301366",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2020:TIS,
author = "Bertille Antoine and Eric Renault",
title = "Testing identification strength",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "271--293",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301378",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kiviet:2020:TII,
author = "Jan F. Kiviet",
title = "Testing the impossible: Identifying exclusion
restrictions",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "294--316",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030138X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lutkepohl:2020:IPI,
author = "Helmut L{\"u}tkepohl and George Milunovich and Minxian
Yang",
title = "Inference in partially identified heteroskedastic
simultaneous equations models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "317--345",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301391",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dovonon:2020:ISO,
author = "Prosper Dovonon and Alastair R. Hall and Frank
Kleibergen",
title = "Inference in second-order identified models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "346--372",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301408",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bontemps:2020:GAI,
author = "Christian Bontemps and Rohit Kumar",
title = "A geometric approach to inference in set-identified
entry games",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "373--389",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030141X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tchatoka:2020:ETI,
author = "Firmin Doko Tchatoka and Jean-Marie Dufour",
title = "Exogeneity tests, incomplete models, weak
identification and non-{Gaussian} distributions:
Invariance and finite-sample distributional theory",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "390--418",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301421",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khalaf:2020:MCT,
author = "Lynda Khalaf and Charles J. Saunders",
title = "{Monte Carlo} two-stage indirect inference {(2SIF)}
for autoregressive panels",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "419--434",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301433",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:2020:RID,
author = "James G. MacKinnon and Matthew D. Webb",
title = "Randomization inference for difference-in-differences
with few treated clusters",
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volume = "218",
number = "2",
pages = "435--450",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301445",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davidson:2020:FIB,
author = "Russell Davidson and Mirza Troki{\'c}",
title = "The fast iterated bootstrap",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "451--475",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2020:BFM,
author = "S{\'\i}lvia Gon{\c{c}}alves and Benoit Perron",
title = "Bootstrapping factor models with cross sectional
dependence",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "476--495",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301469",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2020:GRE,
author = "Donald W. K. Andrews and Xu Cheng and Patrik
Guggenberger",
title = "Generic results for establishing the asymptotic size
of confidence sets and tests",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "496--531",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301470",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xu:2020:ILR,
author = "Ke-Li Xu",
title = "Inference of local regression in the presence of
nuisance parameters",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "532--560",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301482",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Komunjer:2020:LRT,
author = "Ivana Komunjer and Yinchu Zhu",
title = "Likelihood ratio testing in linear state space models:
an application to dynamic stochastic general
equilibrium models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "561--586",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301494",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tuvaandorj:2020:RDD,
author = "Purevdorj Tuvaandorj",
title = "Regression discontinuity designs, white noise models,
and minimax",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "587--608",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301500",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Galbraith:2020:SRE,
author = "John W. Galbraith and Victoria Zinde-Walsh",
title = "Simple and reliable estimators of coefficients of
interest in a model with high-dimensional confounding
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journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "609--632",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301512",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ghysels:2020:TLS,
author = "Eric Ghysels and Jonathan B. Hill and Kaiji Motegi",
title = "Testing a large set of zero restrictions in regression
models, with an application to mixed frequency
{Granger} causality",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "633--654",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Amengual:2020:TDA,
author = "Dante Amengual and Marine Carrasco and Enrique
Sentana",
title = "Testing distributional assumptions using a continuum
of moments",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "655--689",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301536",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2020:VRF,
author = "Jihyun Kim and Nour Meddahi",
title = "Volatility regressions with fat tails",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "690--713",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301548",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2020:SBE,
author = "C. Gourieroux and J. Jasiak and A. Monfort",
title = "Stationary bubble equilibria in rational expectation
models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "714--735",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030155X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hallin:2020:SEM,
author = "Marc Hallin and Davide {La Vecchia}",
title = "A Simple {$R$}-estimation method for semiparametric
duration models",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "736--749",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301561",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gungor:2020:SST,
author = "Sermin Gungor and Richard Luger",
title = "Small-sample tests for stock return predictability
with possibly non-stationary regressors and
{GARCH}-type effects",
journal = j-J-ECONOMETRICS,
volume = "218",
number = "2",
pages = "750--770",
month = oct,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301573",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:PN,
author = "Anonymous",
title = "Pages 1--200 ({November 2020})",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "??--??",
month = nov,
year = "2020",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "ii--ii",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30322-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gimenes:2020:NII,
author = "Nathalie Gimenes and Emmanuel Guerre",
title = "Nonparametric identification of an interdependent
value model with buyer covariates from first-price
auction bids",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "1--18",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.12.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030110X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hahn:2020:STM,
author = "Jinyong Hahn and Jerry Hausman and Josh Lustig",
title = "Specification test on mixed logit models",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "19--37",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301184",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2020:UNI,
author = "Jia Li and Zhipeng Liao",
title = "Uniform nonparametric inference for time series",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "38--51",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301354",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2020:RIS,
author = "Yingqian Lin and Yundong Tu",
title = "Robust inference for spurious regressions and
cointegrations involving processes moderately deviated
from a unit root",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "52--65",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301585",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2020:EIC,
author = "Jushan Bai and Xu Han and Yutang Shi",
title = "Estimation and inference of change points in
high-dimensional factor models",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "66--100",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301172",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{SantAnna:2020:DRD,
author = "Pedro H. C. Sant'Anna and Jun Zhao",
title = "Doubly robust difference-in-differences estimators",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "101--122",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301901",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2020:TOK,
author = "Yixiao Sun and Jingjing Yang",
title = "Testing-optimal kernel choice in {HAR} inference",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "123--136",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030213X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miao:2020:PTM,
author = "Ke Miao and Kunpeng Li and Liangjun Su",
title = "Panel threshold models with interactive fixed
effects",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "137--170",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302396",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breunig:2020:IPE,
author = "Christoph Breunig and Enno Mammen and Anna Simoni",
title = "Ill-posed estimation in high-dimensional models with
instrumental variables",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "1",
pages = "171--200",
month = nov,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.043",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:50 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302335",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2020:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "ii--ii",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30359-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303596",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2020:SIJ,
author = "Jiti Gao and Heather Anderson and Tong Li",
title = "Special Issue of the {{\booktitle{Journal of
Econometrics}}} on {``Econometric Estimation and
Testing: Essays in Honour of Maxwell King''}",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "201--203",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300968",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2020:TSE,
author = "Yacine A{\"\i}t-Sahalia and Mustafa Karaman and
Loriano Mancini",
title = "The term structure of equity and variance risk
premia",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "204--230",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030097X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bykhovskaya:2020:POT,
author = "Anna Bykhovskaya and Peter C. B. Phillips",
title = "Point optimal testing with roots that are functionally
local to unity",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "231--259",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300981",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chaudhuri:2020:STG,
author = "Saraswata Chaudhuri and Eric Renault",
title = "Score tests in {GMM}: Why use implied probabilities?",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "260--280",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300993",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dalla:2020:ATT,
author = "Violetta Dalla and Liudas Giraitis and Peter M.
Robinson",
title = "Asymptotic theory for time series with changing mean
and variance",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "281--313",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301007",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Elliott:2020:TTP,
author = "Graham Elliott",
title = "Testing for a trend with persistent errors",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "314--328",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301019",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2020:HPD,
author = "Jiti Gao and Kai Xia and Huanjun Zhu",
title = "Heterogeneous panel data models with cross-sectional
dependence",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "329--353",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301020",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harris:2020:LSE,
author = "David Harris and Hsein Kew and A. M. Robert Taylor",
title = "Level shift estimation in the presence of
non-stationary volatility with an application to the
unit root testing problem",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "354--388",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301032",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2020:NEI,
author = "Seok Young Hong and Oliver Linton",
title = "Nonparametric estimation of infinite order regression
and its application to the risk-return tradeoff",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "389--424",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301044",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{King:2020:HTB,
author = "Maxwell L. King and Xibin Zhang and Muhammad Akram",
title = "Hypothesis testing based on a vector of statistics",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "425--455",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301056",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koo:2020:HDP,
author = "Bonsoo Koo and Heather M. Anderson and Myung Hwan Seo
and Wenying Yao",
title = "High-dimensional predictive regression in the presence
of cointegration",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "456--477",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301068",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Maneesoonthorn:2020:HFJ,
author = "Worapree Maneesoonthorn and Gael M. Martin and
Catherine S. Forbes",
title = "High-frequency jump tests: Which test should we use?",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "478--487",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030107X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martellosio:2020:AQS,
author = "Federico Martellosio and Grant Hillier",
title = "Adjusted {QMLE} for the spatial autoregressive
parameter",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "488--506",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301081",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2020:EAP,
author = "M. Hashem Pesaran and Cynthia Fan Yang",
title = "Econometric analysis of production networks with
dominant units",
journal = j-J-ECONOMETRICS,
volume = "219",
number = "2",
pages = "507--541",
month = dec,
year = "2020",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301093",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "ii--ii",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(20)30384-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303845",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tamer:2021:IPE,
author = "Elie Tamer",
title = "Introduction to pandemic econometrics\slash {Covid-19}
pandemic",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "1--1",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303663",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2021:PFC,
author = "Laura Liu and Hyungsik Roger Moon and Frank
Schorfheide",
title = "Panel forecasts of country-level {Covid-19}
infections",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "2--22",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030347X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2021:CIM,
author = "Victor Chernozhukov and Hiroyuki Kasahara and Paul
Schrimpf",
title = "Causal impact of masks, policies, behavior on early
{Covid-19} pandemic in the {U.S.}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "23--62",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303468",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Korolev:2021:IES,
author = "Ivan Korolev",
title = "Identification and estimation of the {SEIRD} epidemic
model for {COVID-19}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "63--85",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.038",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302621",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2021:CPC,
author = "Michael Keane and Timothy Neal",
title = "Consumer panic in the {COVID-19} pandemic",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "86--105",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.045",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302840",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hortacsu:2021:EFU,
author = "Ali Horta{\c{c}}su and Jiarui Liu and Timothy
Schwieg",
title = "Estimating the fraction of unreported infections in
epidemics with a known epicenter: an application to
{COVID-19}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "106--129",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.047",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030302X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2021:WWC,
author = "Shaoran Li and Oliver Linton",
title = "When will the {Covid-19} pandemic peak?",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "130--157",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.049",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2021:SHF,
author = "Sokbae Lee and Yuan Liao and Myung Hwan Seo and
Youngki Shin",
title = "Sparse {HP} filter: Finding kinks in the {COVID-19}
contact rate",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "158--180",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303365",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manski:2021:ECI,
author = "Charles F. Manski and Francesca Molinari",
title = "Estimating the {COVID-19} infection rate: Anatomy of
an inference problem",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "181--192",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301676",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Toulis:2021:ECP,
author = "Panos Toulis",
title = "Estimation of {Covid-19} prevalence from serology
tests: a partial identification approach",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "1",
pages = "193--213",
month = jan,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:51 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030350X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "ii--ii",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00005-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000051",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sarafidis:2021:CYP,
author = "Vasilis Sarafidis and Tom Wansbeek",
title = "Celebrating 40 years of panel data analysis: Past,
present and future",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "215--226",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301822",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dhaene:2021:SOC,
author = "Geert Dhaene and Yutao Sun",
title = "Second-order corrected likelihood for nonlinear panel
models with fixed effects",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "227--252",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301196",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aristodemou:2021:SIP,
author = "Eleni Aristodemou",
title = "Semiparametric identification in panel data discrete
response models",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "253--271",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301202",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2021:ILG,
author = "Wuyi Wang and Liangjun Su",
title = "Identifying latent group structures in nonlinear
panels",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "272--295",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301214",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:NFM,
author = "Mingli Chen and Iv{\'a}n Fern{\'a}ndez-Val and Martin
Weidner",
title = "Nonlinear factor models for network and panel data",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "296--324",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301238",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Juodis:2021:RPC,
author = "Arturas Juodis and Hande Karabiyik and Joakim
Westerlund",
title = "On the robustness of the pooled {CCE} estimator",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "325--348",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301834",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2021:ETH,
author = "Badi H. Baltagi and Chihwa Kao and Fa Wang",
title = "Estimating and testing high dimensional factor models
with multiple structural changes",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "349--365",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030124X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andreou:2021:PVV,
author = "Elena Andreou and Eric Ghysels",
title = "Predicting the {VIX} and the volatility risk premium:
the role of short-run funding spreads {Volatility
Factors}",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "366--398",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301251",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breitung:2021:EHP,
author = "J{\"o}rg Breitung and Nazarii Salish",
title = "Estimation of heterogeneous panels with systematic
slope variations",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "399--415",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301263",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norkute:2021:IVE,
author = "Milda Norkute and Vasilis Sarafidis and Takashi
Yamagata and Guowei Cui",
title = "Instrumental variable estimation of dynamic linear
panel data models with defactored regressors and a
multifactor error structure",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "416--446",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301275",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Okui:2021:HSB,
author = "Ryo Okui and Wendun Wang",
title = "Heterogeneous structural breaks in panel data models",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "447--473",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301287",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Trapani:2021:ITH,
author = "Lorenzo Trapani",
title = "Inferential theory for heterogeneity and cointegration
in large panels",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "474--503",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301299",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2021:EIM,
author = "George Kapetanios and Laura Serlenga and Yongcheol
Shin",
title = "Estimation and inference for multi-dimensional
heterogeneous panel datasets with hierarchical
multi-factor error structure",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "504--531",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301305",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2021:EAE,
author = "Yimin Yang and Peter Schmidt",
title = "An econometric approach to the estimation of
multi-level models",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "532--543",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301317",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Brownlees:2021:DGT,
author = "Christian Brownlees and Geert Mesters",
title = "Detecting granular time series in large panels",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "544--561",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301329",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koo:2021:ENM,
author = "Bonsoo Koo and Davide {La Vecchia} and Oliver Linton",
title = "Estimation of a nonparametric model for bond prices
from cross-section and time series information",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "562--588",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301330",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khalaf:2021:DPM,
author = "Lynda Khalaf and Maral Kichian and Charles J. Saunders
and Marcel Voia",
title = "Dynamic panels with {MIDAS} covariates: Nonlinearity,
estimation and fit",
journal = j-J-ECONOMETRICS,
volume = "220",
number = "2",
pages = "589--605",
month = feb,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301342",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PMa,
author = "Anonymous",
title = "Pages 1--336 ({March 2021})",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "??--??",
month = mar,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "ii--ii",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00021-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100021X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perera:2021:BBP,
author = "Indeewara Perera and Mervyn J. Silvapulle",
title = "Bootstrap based probability forecasting in
multiplicative error models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "1--24",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300440",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2021:CSE,
author = "Andr{\'e}s Aradillas-L{\'o}pez",
title = "Computing semiparametric efficiency bounds in discrete
choice models with strategic-interactions and rational
expectations",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "25--42",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vandenBerg:2021:GSA,
author = "Gerard. J. van den Berg and Lena Janys and Enno Mammen
and Jens Perch Nielsen",
title = "A general semiparametric approach to inference with
marker-dependent hazard rate models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "43--67",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300439",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:JEL,
author = "Ruxin Chen and Rami V. Tabri",
title = "Jackknife empirical likelihood for inequality
constraints on regular functionals",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "68--77",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300373",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kleibergen:2021:ESC,
author = "Frank Kleibergen",
title = "Efficient size correct subset inference in
homoskedastic linear instrumental variables
regression",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "78--96",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030052X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2021:EEE,
author = "Abdelaati Daouia and St{\'e}phane Girard and Gilles
Stupfler",
title = "{ExpectHill} estimation, extreme risk and heavy
tails",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "97--117",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300543",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Catania:2021:HMS,
author = "Leopoldo Catania and Roberto {Di Mari}",
title = "Hierarchical {Markov}-switching models for
multivariate integer-valued time-series",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "118--137",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
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@Article{Bugni:2021:TCD,
author = "Federico A. Bugni and Ivan A. Canay",
title = "Testing continuity of a density via $g$-order
statistics in the regression discontinuity design",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "138--159",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300579",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barbosa:2021:LIR,
author = "Jos{\'e} Diogo Barbosa and Marcelo J. Moreira",
title = "Likelihood inference and the role of initial
conditions for the dynamic panel data model",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "160--179",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301652",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qu:2021:ESM,
author = "Xi Qu and Lung-fei Lee and Chao Yang",
title = "Estimation of a {SAR} model with endogenous spatial
weights constructed by bilateral variables",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "180--197",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302281",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2021:NPM,
author = "Wenxin Huang and Sainan Jin and Peter C. B. Phillips
and Liangjun Su",
title = "Nonstationary panel models with latent group
structures and cross-section dependence",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "198--222",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302165",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2021:OLI,
author = "Juan Carlos Escanciano and Wei Li",
title = "Optimal Linear Instrumental Variables Approximations",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "223--246",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302153",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Smeekes:2021:AAT,
author = "Stephan Smeekes and Etienne Wijler",
title = "An automated approach towards sparse single-equation
cointegration modelling",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "247--276",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302190",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pang:2021:EMB,
author = "Tianxiao Pang and Lingjie Du and Terence Tai-Leung
Chong",
title = "Estimating multiple breaks in nonstationary
autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "277--311",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302116",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kaplan:2021:FPB,
author = "David M. Kaplan and Longhao Zhuo",
title = "Frequentist properties of {Bayesian} inequality
tests",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "1",
pages = "312--336",
month = mar,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Feb 5 16:12:52 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302359",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PA,
author = "Anonymous",
title = "Pages 337--676 ({April 2021})",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "??--??",
month = apr,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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}
@Article{Anonymous:2021:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "ii--ii",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00032-4",
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bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Yang:2021:EDP,
author = "Kai Yang and Lung-fei Lee",
title = "Estimation of dynamic panel spatial vector
autoregression: Stability and spatial multivariate
cointegration",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "337--367",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440762030227X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:ROE,
author = "Qihui Chen",
title = "Robust and optimal estimation for partially linear
instrumental variables models with partial
identification",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "368--380",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302293",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breunig:2021:VRC,
author = "Christoph Breunig",
title = "Varying random coefficient models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "381--408",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.049",
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bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440762030244X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yang:2021:THD,
author = "Xinxin Yang and Xinghua Zheng and Jiaqi Chen",
title = "Testing high-dimensional covariance matrices under the
elliptical distribution and beyond",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "409--423",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302384",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2021:SDP,
author = "Liyao Li and Zhenlin Yang",
title = "Spatial dynamic panel data models with correlated
random effects",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "424--454",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302372",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2021:LDD,
author = "Matteo Barigozzi and Marco Lippi and Matteo Luciani",
title = "Large-dimensional Dynamic Factor Models: Estimation of
Impulse-Response Functions with {$ I(1) $} cointegrated
factors",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "455--482",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302219",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hou:2021:RLF,
author = "Lei Hou and Kunpeng Li and Qi Li and Min Ouyang",
title = "Revisiting the location of {FDI} in {China}: a panel
data approach with heterogeneous shocks",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "483--509",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.047",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302426",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kapetanios:2021:DUP,
author = "G. Kapetanios and M. H. Pesaran and S. Reese",
title = "Detection of units with pervasive effects in large
panel data models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "510--541",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302141",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2021:MOO,
author = "F. Blasques and P. Gorgi and S. J. Koopman",
title = "Missing observations in observation-driven time series
models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "542--568",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.043",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302670",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norkute:2021:FAA,
author = "Milda Norkute and Joakim Westerlund",
title = "The factor analytical approach in near unit root
interactive effects panels",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "569--590",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302682",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pesaran:2021:EIS,
author = "M. Hashem Pesaran and Cynthia Fan Yang",
title = "Estimation and inference in spatial models with
dominant units",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "591--615",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.045",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302360",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bu:2021:DCI,
author = "Ruijun Bu and Kaddour Hadri and Dennis Kristensen",
title = "Diffusion copulas: Identification and estimation",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "616--643",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302104",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DAmour:2021:OOS,
author = "Alexander D'Amour and Peng Ding and Avi Feller and
Lihua Lei and Jasjeet Sekhon",
title = "Overlap in observational studies with high-dimensional
covariates",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "644--654",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302694",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buccheri:2021:CTL,
author = "Giuseppe Buccheri and Fulvio Corsi and Franco Flandoli
and Giulia Livieri",
title = "The continuous-time limit of score-driven volatility
models",
journal = j-J-ECONOMETRICS,
volume = "221",
number = "2",
pages = "655--675",
month = apr,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:25 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302669",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "ii--ii",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00063-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621000634",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2021:OSE,
author = "Han Hong and Michael Keane and Clifford Winston",
title = "Overview: Structural econometrics honoring {Daniel
McFadden}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "1--3",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302451",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Crawford:2021:SPE,
author = "Gregory S. Crawford and Rachel Griffith and Alessandro
Iaria",
title = "A survey of preference estimation with unobserved
choice set heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "4--43",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302463",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2021:UPL,
author = "Joel L. Horowitz and Lars Nesheim",
title = "Using penalized likelihood to select parameters in a
random coefficients multinomial logit model",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "44--55",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620300427",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2021:BEU,
author = "Han Hong and Huiyu Li and Jessie Li",
title = "{BLP} estimation using {Laplace} transformation and
overlapping simulation draws",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "56--72",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302487",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Newey:2021:CVD,
author = "Whitney Newey and Sami Stouli",
title = "Control variables, discrete instruments, and
identification of structural functions",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "73--88",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302499",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Webb:2021:ACD,
author = "Ryan Webb and Nitin Mehta and Ifat Levy",
title = "Assessing consumer demand with noisy neural
measurements",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "89--106",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302505",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2021:ECC,
author = "Michael Keane and Jonathan Ketcham and Nicolai
Kuminoff and Timothy Neal",
title = "Evaluating consumers' choices of {Medicare Part D}
plans: a study in behavioral welfare economics",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "107--140",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302517",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Powell:2021:DMH,
author = "David Powell and Dana Goldman",
title = "Disentangling moral hazard and adverse selection in
private health insurance",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "141--160",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.030",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302529",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pathak:2021:HWD,
author = "Parag A. Pathak and Peng Shi",
title = "How well do structural demand models work?
{Counterfactual} predictions in school choice",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "161--195",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.031",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302530",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Winston:2021:VSC,
author = "Clifford Winston and Jia Yan",
title = "Vehicle size choice and automobile externalities: a
dynamic analysis",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "196--218",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.032",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302542",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hall:2021:EES,
author = "George Hall and John Rust",
title = "Estimation of endogenously sampled time series: the
case of commodity price speculation in the steel
market",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "219--243",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.033",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302554",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jenkins:2021:BWA,
author = "Mark Jenkins and Paul Liu and Rosa L. Matzkin and
Daniel L. McFadden",
title = "The browser war --- Analysis of {Markov Perfect
Equilibrium} in markets with dynamic demand effects",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "244--260",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.034",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302566",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{McFadden:2021:E,
author = "Daniel McFadden",
title = "Epilogue",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "261--263",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621000592",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "ii--ii",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00077-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621000774",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2021:ESI,
author = "Oliver Linton and Viktor Todorov and Zhengjun Zhang",
title = "Editorial for the special issue on financial
econometrics in the age of the digital economy",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "265--268",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301913",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2021:AFM,
author = "Jianqing Fan and Yuan Ke and Yuan Liao",
title = "Augmented factor models with applications to
validating market risk factors and forecasting bond
risk premia",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "269--294",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301925",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2021:EIS,
author = "Shujie Ma and Oliver Linton and Jiti Gao",
title = "Estimation and inference in semiparametric quantile
factor models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "295--323",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301937",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2021:TVG,
author = "Matteo Barigozzi and Marc Hallin and Stefano Soccorsi
and Rainer von Sachs",
title = "Time-varying general dynamic factor models and the
measurement of financial connectedness",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "324--343",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301949",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2021:TRR,
author = "Torben G. Andersen and Viktor Todorov and Masato
Ubukata",
title = "Tail risk and return predictability for the {Japanese}
equity market",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "344--363",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301950",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2021:CFI,
author = "Yacine A{\"\i}t-Sahalia and Chenxu Li and Chen Xu Li",
title = "Closed-form implied volatility surfaces for stochastic
volatility models with jumps",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "364--392",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301962",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Song:2021:VAR,
author = "Xinyu Song and Donggyu Kim and Huiling Yuan and
Xiangyu Cui and Zhiping Lu and Yong Zhou and Yazhen
Wang",
title = "Volatility analysis with realized {GARCH--It{\^o}}
models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "393--410",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301974",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mykland:2021:OAV,
author = "Per A. Mykland and Lan Zhang",
title = "The Observed Asymptotic Variance: Hard edges, and a
regression approach",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "411--428",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301986",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gu:2021:AAP,
author = "Shihao Gu and Bryan Kelly and Dacheng Xiu",
title = "Autoencoder asset pricing models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "429--450",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620301998",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gospodinov:2021:GAM,
author = "Nikolay Gospodinov and Esfandiar Maasoumi",
title = "Generalized aggregation of misspecified models: With
an application to asset pricing",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "451--467",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302001",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:IAM,
author = "Shiyi Chen and Michael T. Chng and Qingfu Liu",
title = "The implied arbitrage mechanism in financial markets",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "468--483",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302013",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:EEM,
author = "Xiaohong Chen and Zhuo Huang and Yanping Yi",
title = "Efficient estimation of multivariate
semi-nonparametric {GARCH} filtered copula models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "484--501",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302025",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ding:2021:HDM,
author = "Yi Ding and Yingying Li and Xinghua Zheng",
title = "High dimensional minimum variance portfolio estimation
under statistical factor models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "502--515",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302037",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Fiorentini:2021:NTA,
author = "Gabriele Fiorentini and Enrique Sentana",
title = "New testing approaches for mean-variance
predictability",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "516--538",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302049",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2021:AMM,
author = "Rong Chen and Han Xiao and Dan Yang",
title = "Autoregressive models for matrix-valued time series",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "539--560",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302050",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dai:2021:WCP,
author = "Min Dai and Yanwei Jia and Steven Kou",
title = "The wisdom of the crowd and prediction markets",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "561--578",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302062",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cui:2021:MLR,
author = "Qiurong Cui and Yuqing Xu and Zhengjun Zhang and
Vincent Chan",
title = "Max-linear regression models with regularization",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "579--600",
month = "????",
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 24 14:52:26 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302074",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PMb,
author = "Anonymous",
title = "Pages 601--860 ({May 2021})",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "??--??",
month = may,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "ii--ii",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00091-9",
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bibdate = "Mon Feb 7 06:32:26 MST 2022",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Meitz:2021:TOD,
author = "Mika Meitz and Pentti Saikkonen",
title = "Testing for observation-dependent regime switching in
mixture autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "601--624",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.048",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302438",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delgado:2021:TCV,
author = "Miguel A. Delgado and Luis A. Arteaga-Molina",
title = "Testing constancy in varying coefficient models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "625--644",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.041",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302657",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{An:2021:DDU,
author = "Yonghong An and Yingyao Hu and Ruli Xiao",
title = "Dynamic decisions under subjective expectations: a
structural analysis",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "645--675",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.046",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302414",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jentsch:2021:VAI,
author = "Carsten Jentsch and Marco Meyer",
title = "On the validity of {Akaike}'s identity for random
fields",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "676--687",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.044",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302347",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Park:2021:NEJ,
author = "Joon Y. Park and Bin Wang",
title = "Nonparametric estimation of jump diffusion models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "688--715",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302189",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Olea:2021:MLP,
author = "Jos{\'e} Luis Montiel Olea and James Nesbit",
title = "{(Machine)} learning parameter regions",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "716--744",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302177",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2021:FMR,
author = "Sainan Jin and Ke Miao and Liangjun Su",
title = "On factor models with random missing: {EM} estimation,
inference, and cross validation",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "745--777",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302815",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kalouptsidi:2021:LIR,
author = "Myrto Kalouptsidi and Paul T. Scott and Eduardo
Souza-Rodrigues",
title = "Linear {IV} regression estimators for structural
dynamic discrete choice models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "778--804",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302578",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sonksen:2021:EAP,
author = "Jantje S{\"o}nksen and Joachim Grammig",
title = "Empirical asset pricing with multi-period disaster
risk: a simulation-based approach",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "805--832",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302748",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mogliani:2021:BMP,
author = "Matteo Mogliani and Anna Simoni",
title = "{Bayesian} {MIDAS} penalized regressions: Estimation,
selection, and prediction",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "1",
pages = "833--860",
month = may,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620302207",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PJa,
author = "Anonymous",
title = "Pages 861--1108 ({June 2021})",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "??--??",
month = jun,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "ii--ii",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00106-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2021:BDT,
author = "Brantly Callaway",
title = "Bounds on distributional treatment effect parameters
using panel data with an application on job
displacement",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "861--881",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302839",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kojevnikov:2021:LTN,
author = "Denis Kojevnikov and Vadim Marmer and Kyungchul Song",
title = "Limit theorems for network dependent random
variables",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "882--908",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302402",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2021:WSE,
author = "Chaohua Dong and Oliver Linton and Bin Peng",
title = "A weighted sieve estimator for nonparametric time
series models with nonstationary variables",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "909--932",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303079",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dogan:2021:BRC,
author = "Osman Dogan and S{\"u}leyman Taspinar and Anil K.
Bera",
title = "A {Bayesian} robust chi-squared test for testing
simple hypotheses",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "933--958",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.046",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303018",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2021:UHS,
author = "Zhongjian Lin and Xun Tang and Ning Neil Yu",
title = "Uncovering heterogeneous social effects in binary
choices",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "959--973",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303080",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2021:TVM,
author = "Yuying Sun and Yongmiao Hong and Tae-Hwy Lee and
Shouyang Wang and Xinyu Zhang",
title = "Time-varying model averaging",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "974--992",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303067",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2021:STC,
author = "Jungbin Hwang",
title = "Simple and trustworthy cluster-robust {GMM}
inference",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "993--1023",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.048",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303043",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cui:2021:SEE,
author = "Liyuan Cui and Yongmiao Hong and Yingxing Li",
title = "Solving {Euler} equations via two-stage nonparametric
penalized splines",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "1024--1056",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.042",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302323",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Horowitz:2021:BDB,
author = "Joel L. Horowitz",
title = "Bounding the difference between true and nominal
rejection probabilities in tests of hypotheses about
instrumental variables models",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "1057--1082",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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@Article{Heiler:2021:VIT,
author = "Phillip Heiler and Ekaterina Kazak",
title = "Valid inference for treatment effect parameters under
irregular identification and many extreme propensity
scores",
journal = j-J-ECONOMETRICS,
volume = "222",
number = "2",
pages = "1083--1108",
month = jun,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:26 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303377",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PJb,
author = "Anonymous",
title = "Pages 1--276 ({July 2021})",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "??--??",
month = jul,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2021:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "ii--ii",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00119-6",
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fjournal = "Journal of Econometrics",
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@Article{Frazier:2021:IIL,
author = "David T. Frazier and Bonsoo Koo",
title = "Indirect inference for locally stationary models",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "1--27",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Breunig:2021:NRS,
author = "Christoph Breunig and Peter Haan",
title = "Nonparametric regression with selectively missing
covariates",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "28--52",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.050",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303183",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2021:NEL,
author = "Hanchao Wang and Bin Peng and Degui Li and Chenlei
Leng",
title = "Nonparametric estimation of large covariance matrices
with conditional sparsity",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "53--72",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303456",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schumann:2021:ILB,
author = "Martin Schumann and Thomas A. Severini and Gautam
Tripathi",
title = "Integrated likelihood based inference for nonlinear
panel data models with unobserved effects",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "73--95",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303432",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2021:MSU,
author = "Jiun-Hua Su",
title = "Model selection in utility-maximizing binary
prediction",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "96--124",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.052",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303420",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hidalgo:2021:ISL,
author = "Javier Hidalgo and Marcia Schafgans",
title = "Inference without smoothing for large panels with
cross-sectional and temporal dependence",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "125--160",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303481",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiler:2021:SCR,
author = "Phillip Heiler and Jana Mareckova",
title = "Shrinkage for categorical regressors",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "161--189",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.051",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303407",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liao:2021:MAP,
author = "Jun Liao and Guohua Zou and Yan Gao and Xinyu Zhang",
title = "Model averaging prediction for time series models with
a diverging number of parameters",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "190--221",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303493",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2021:MUP,
author = "Lars Peter Hansen and Thomas J. Sargent",
title = "Macroeconomic uncertainty prices when beliefs are
tenuous",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "222--250",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303419",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guay:2021:EEF,
author = "Fran{\c{c}}ois Guay and Gustavo Schwenkler",
title = "Efficient estimation and filtering for multivariate
jump-diffusions",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "1",
pages = "251--275",
month = jul,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303511",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "ii--ii",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00138-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100138X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2021:OIS,
author = "Michael Keane and Dennis Kristensen and Fedor Iskhakov
and Bertel Schjerning",
title = "Overview: Implementation of structural dynamic models:
Methodology and applications",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "277--279",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001019",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguirregabiria:2021:SSU,
author = "Victor Aguirregabiria and Jiaying Gu and Yao Luo",
title = "Sufficient statistics for unobserved heterogeneity in
structural dynamic logit models",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "280--311",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303286",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buchholz:2021:SED,
author = "Nicholas Buchholz and Matthew Shum and Haiqing Xu",
title = "Semiparametric estimation of dynamic discrete choice
models",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "312--327",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303274",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kristensen:2021:SDD,
author = "Dennis Kristensen and Patrick K. Mogensen and Jong
Myun Moon and Bertel Schjerning",
title = "Solving dynamic discrete choice models using smoothing
and sieve methods",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "328--360",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303298",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abbring:2021:LMH,
author = "Jaap H. Abbring and Tim Salimans",
title = "The likelihood of mixed hitting times",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "361--375",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001093",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barkley:2021:BFA,
author = "Aaron Barkley and Joachim R. Groeger and Robert A.
Miller",
title = "Bidding frictions in ascending auctions",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "376--400",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303250",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Iskhakov:2021:ETS,
author = "Fedor Iskhakov and Michael Keane",
title = "Effects of taxes and safety net pensions on life-cycle
labor supply, savings and human capital: the case of
{Australia}",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "401--432",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303262",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bobba:2021:LMS,
author = "Matteo Bobba and Luca Flabbi and Santiago Levy and
Mauricio Tejada",
title = "Labor market search, informality, and on-the-job human
capital accumulation",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "433--453",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.05.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303304",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mezza:2021:IDE,
author = "Alvaro Mezza and Moshe Buchinsky",
title = "Illegal drugs, education, and labor market outcomes",
journal = j-J-ECONOMETRICS,
volume = "223",
number = "2",
pages = "454--484",
month = aug,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:27 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303316",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "ii--ii",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00167-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001676",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ng:2021:AIP,
author = "Serena Ng and Zhongjun Qu and Timothy Vogelsang",
title = "Annals Issue: {PI-Day} Honoring {Pierre Perron}",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "1--2",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001287",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Casini:2021:CRL,
author = "Alessandro Casini and Pierre Perron",
title = "Continuous record {Laplace}-based inference about the
break date in structural change models",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "3--21",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030261X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carrion-i-Silvestre:2021:STS,
author = "Josep Llu{\'\i}s Carrion-i-Silvestre and Dukpa Kim",
title = "Statistical tests of a simple energy balance equation
in a synthetic model of cotrending and cointegration",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "22--38",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303559",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andrews:2021:IAE,
author = "Isaiah Andrews and Toru Kitagawa and Adam McCloskey",
title = "Inference after estimation of breaks",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "39--59",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.036",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302591",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yousuf:2021:BHD,
author = "Kashif Yousuf and Serena Ng",
title = "Boosting high dimensional predictive regressions with
time varying parameters",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "60--87",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302827",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2021:SEO,
author = "Junwen Lu and Zhongjun Qu",
title = "Sieve estimation of option-implied state price
density",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "88--112",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000737",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rho:2021:ITS,
author = "Seunghwa Rho and Timothy J. Vogelsang",
title = "Inference in time series models using
smoothed-clustered standard errors",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "113--133",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.037",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302608",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2021:DSP,
author = "Jushan Bai and Kunpeng Li",
title = "Dynamic spatial panel data models with common shocks",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "134--160",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303961",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boswijk:2021:BNS,
author = "H. Peter Boswijk and Giuseppe Cavaliere and Iliyan
Georgiev and Anders Rahbek",
title = "Bootstrapping non-stationary stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "161--180",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000282",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ahsan:2021:SEI,
author = "Md. Nazmul Ahsan and Jean-Marie Dufour",
title = "Simple estimators and inference for higher-order
stochastic volatility models",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "181--197",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001007",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2021:STS,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "Simple tests for stock return predictability with good
size and power properties",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "198--214",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2021:CIP,
author = "Torben G. Andersen and Rasmus T. Varneskov",
title = "Consistent inference for predictive regressions in
persistent economic systems",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "1",
pages = "215--244",
month = sep,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.051",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303547",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:PO,
author = "Anonymous",
title = "Pages 245--466 ({October 2021})",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "??--??",
month = oct,
year = "2021",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "ii--ii",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00200-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002001",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Baltagi:2021:DTH,
author = "Badi H. Baltagi and Alain Pirotte and Zhenlin Yang",
title = "Diagnostic tests for homoskedasticity in spatial
cross-sectional or panel models",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "245--270",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303444",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhong:2021:MRE,
author = "Xiaohan Zhong and Lin Zhu",
title = "The medium-run efficiency consequences of unfair
school matching: Evidence from {Chinese} college
admissions",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "271--285",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.054",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303675",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Meyer:2021:ETS,
author = "Bruce D. Meyer and Nikolas Mittag",
title = "An empirical total survey error decomposition using
data combination",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "286--305",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303687",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2021:AIS,
author = "Feiyu Jiang and Dong Li and Ke Zhu",
title = "Adaptive inference for a semiparametric generalized
autoregressive conditional heteroskedasticity model",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "306--329",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303699",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2021:REE,
author = "Bertille Antoine and Prosper Dovonon",
title = "Robust estimation with exponentially tilted
{Hellinger} distance",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "330--344",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303705",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gualdani:2021:EMN,
author = "Cristina Gualdani",
title = "An econometric model of network formation with an
application to board interlocks between firms",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "345--370",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303729",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lok:2021:IBT,
author = "Thomas M. Lok and Rami V. Tabri",
title = "An improved bootstrap test for restricted stochastic
dominance",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "371--393",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303730",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2021:TVI,
author = "Liudas Giraitis and George Kapetanios and Massimiliano
Marcellino",
title = "Time-varying instrumental variable estimation",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "394--415",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303754",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bravo:2021:RNR,
author = "Francesco Bravo and Degui Li and Dag Tj{\o}stheim",
title = "Robust nonlinear regression estimation in null
recurrent time series",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "416--438",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.028",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303766",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2021:REL,
author = "Bin Jiang and Yanrong Yang and Jiti Gao and Cheng
Hsiao",
title = "Recursive estimation in large panel data models:
Theory and practice",
journal = j-J-ECONOMETRICS,
volume = "224",
number = "2",
pages = "439--465",
month = oct,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.055",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303870",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBm,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "ii--ii",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00209-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002098",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mavroeidis:2021:ESI,
author = "Sophocles Mavroeidis",
title = "Editorial for Special Issue: Vector Autoregressions",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "1--1",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001871",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guethmundsson:2021:DGL,
author = "Gu{\eth}mundur Stef{\'a}n Gu{\eth}mundsson and
Christian Brownlees",
title = "Detecting groups in large vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "2--26",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100124X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guay:2021:ISV,
author = "Alain Guay",
title = "Identification of structural vector autoregressions
through higher unconditional moments",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "27--46",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303651",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carriero:2021:UTV,
author = "Andrea Carriero and Todd E. Clark and Massimiliano
Marcellino",
title = "Using time-varying volatility for identification in
Vector Autoregressions: an application to endogenous
uncertainty",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "47--73",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001858",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Olea:2021:ISV,
author = "Jos{\'e} L. Montiel Olea and James H. Stock and Mark
W. Watson",
title = "Inference in Structural Vector Autoregressions
identified with an external instrument",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "74--87",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302311",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arias:2021:IBP,
author = "Jonas E. Arias and Juan F. Rubio-Ram{\'\i}rez and
Daniel F. Waggoner",
title = "Inference in {Bayesian} Proxy-{SVARs}",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "88--106",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303985",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goncalves:2021:IRA,
author = "S{\'\i}lvia Gon{\c{c}}alves and Ana Mar{\'\i}a Herrera
and Lutz Kilian and Elena Pesavento",
title = "Impulse response analysis for structural dynamic
models with nonlinear regressors",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "1",
pages = "107--130",
month = nov,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:28 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001810",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:EBn,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "ii--ii",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00238-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002384",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2021:NE,
author = "Anonymous",
title = "A Note from the {Editors}",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "131--131",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002396",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2021:INM,
author = "Sukjin Han",
title = "Identification in nonparametric models for dynamic
treatment effects",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "132--147",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303717",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chung:2021:PTH,
author = "EunYi Chung and Mauricio Olivares",
title = "Permutation test for heterogeneous treatment effects
with a nuisance parameter",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "148--174",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001561",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2021:EDT,
author = "Liyang Sun and Sarah Abraham",
title = "Estimating dynamic treatment effects in event studies
with heterogeneous treatment effects",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "175--199",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030378X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2021:DDM,
author = "Brantly Callaway and Pedro H. C. Sant'Anna",
title = "Difference-in-Differences with multiple time periods",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "200--230",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303948",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitagawa:2021:IRP,
author = "Toru Kitagawa",
title = "The identification region of the potential outcome
distributions under instrument independence",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "231--253",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000968",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goodman-Bacon:2021:DDV,
author = "Andrew Goodman-Bacon",
title = "Difference-in-differences with variation in treatment
timing",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "254--277",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001445",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2021:CAF,
author = "Anqi Zhao and Peng Ding",
title = "Covariate-adjusted {Fisher} randomization tests for
the average treatment effect",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "278--294",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001457",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ferman:2021:MEF,
author = "Bruno Ferman",
title = "Matching estimators with few treated and many control
observations",
journal = j-J-ECONOMETRICS,
volume = "225",
number = "2",
pages = "295--307",
month = dec,
year = "2021",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001895",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "ii--ii",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00269-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002694",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Graham:2022:IAI,
author = "Bryan Graham and Keisuke Hirano",
title = "Introduction to the Annals Issue in Honor of {Gary
Chamberlain}",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "1--3",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002128",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chamberlain:2022:FPD,
author = "Gary Chamberlain",
title = "Feedback in panel data models",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "4--20",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2019.08.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001937",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Alvarez:2022:RLE,
author = "Javier Alvarez and Manuel Arellano",
title = "Robust likelihood estimation of dynamic panel data
models",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "21--61",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000956",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Athey:2022:DBA,
author = "Susan Athey and Guido W. Imbens",
title = "Design-based analysis in Difference-In-Differences
settings with staggered adoption",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "62--79",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000488",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buchinsky:2022:EIS,
author = "Moshe Buchinsky and Fanghua Li and Zhipeng Liao",
title = "Estimation and inference of semiparametric models
using data from several sources",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "80--103",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000385",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dominitz:2022:MRS,
author = "Jeff Dominitz and Charles F. Manski",
title = "Minimax-regret sample design in anticipation of
missing data, with application to panel data",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "104--114",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620304000",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Graham:2022:SEE,
author = "Bryan S. Graham and Cristine Campos de Xavier Pinto",
title = "Semiparametrically efficient estimation of the average
linear regression function",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "115--138",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001925",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hirano:2022:ACV,
author = "Keisuke Hirano and Jonathan H. Wright",
title = "Analyzing cross-validation for forecasting with
structural instability",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "139--154",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620304024",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kasy:2022:WWW,
author = "Maximilian Kasy",
title = "Who wins, who loses? {Identification} of conditional
causal effects, and the welfare impact of changing
wages",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "155--170",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Knox:2022:ASR,
author = "Thomas A. Knox",
title = "Approximation of sign-regular kernels",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "171--191",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001949",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Narisetty:2022:CQR,
author = "Naveen Narisetty and Roger Koenker",
title = "Censored quantile regression survival models with a
cure proportion",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "1",
pages = "192--203",
month = jan,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:29 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303997",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:PF,
author = "Anonymous",
title = "Pages 205--498 ({February 2022})",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "??--??",
month = feb,
year = "2022",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "ii--ii",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(21)00297-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002979",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2022:ISM,
author = "Arthur Lewbel and Xirong Lin",
title = "Identification of semiparametric model coefficients,
with an application to collective households",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "205--223",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001834",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gimenes:2022:QRM,
author = "Nathalie Gimenes and Emmanuel Guerre",
title = "Quantile regression methods for first-price auctions",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "224--247",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001524",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsieh:2022:IED,
author = "Yu-Wei Hsieh and Xiaoxia Shi and Matthew Shum",
title = "Inference on estimators defined by mathematical
programming",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "248--268",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100172X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hu:2022:INM,
author = "Yingyao Hu and Susanne Schennach and Ji-Liang Shiu",
title = "Identification of nonparametric monotonic regression
models with continuous nonclassical measurement
errors",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "269--294",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001305",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2022:TRA,
author = "Sung Jae Jun and Federico Zincenko",
title = "Testing for risk aversion in first-price sealed-bid
auctions",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "295--320",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001469",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2022:SSM,
author = "Ruixuan Liu and Zhengfei Yu",
title = "Sample selection models with monotone control
functions",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "321--342",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001342",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Luo:2022:IDG,
author = "Yao Luo and Ping Xiao and Ruli Xiao",
title = "Identification of dynamic games with unobserved
heterogeneity and multiple equilibria",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "343--367",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001470",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2022:EMC,
author = "Zhentong Lu",
title = "Estimating multinomial choice models with unobserved
choice sets",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "368--398",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001755",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bada:2022:WMP,
author = "O. Bada and A. Kneip and D. Liebl and T. Mensinger and
J. Gualtieri and R. C. Sickles",
title = "A wavelet method for panel models with jump
discontinuities in the parameters",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "399--422",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002189",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khalil:2022:TSO,
author = "Umair Khalil and Nese Yildiz",
title = "A test of the selection on observables assumption
using a discontinuously distributed covariate",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "423--450",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002451",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2022:IOR,
author = "Andr{\'e}s Aradillas-L{\'o}pez and Adam M. Rosen",
title = "Inference in ordered response games with complete
information",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "451--476",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002347",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krasnokutskaya:2022:EUI,
author = "Elena Krasnokutskaya and Kyungchul Song and Xun Tang",
title = "Estimating unobserved individual heterogeneity using
pairwise comparisons",
journal = j-J-ECONOMETRICS,
volume = "226",
number = "2",
pages = "477--497",
month = feb,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000142",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "ii--ii",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00014-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000148",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2022:OTS,
author = "Torben G. Andersen and Chia-Lin Chang and Shiqing
Ling",
title = "Overview: Time series analysis of higher moments and
distributions of financial data",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "1--3",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002335",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2022:GFT,
author = "Phyllis Wan and Richard A. Davis",
title = "Goodness-of-fit testing for time series models via
distance covariance",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "4--24",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302256",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lieberman:2022:UTA,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "Understanding temporal aggregation effects on kurtosis
in financial indices",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "25--46",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.035",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030258X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Francq:2022:TEM,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "Testing the existence of moments for {GARCH}
processes",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "47--64",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302268",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2022:TVP,
author = "Francisco Blasques and Siem Jan Koopman and Marc
Nientker",
title = "A time-varying parameter model for local explosions",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "65--84",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001846",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Demetrescu:2022:TEP,
author = "Matei Demetrescu and Iliyan Georgiev and Paulo M. M.
Rodrigues and A. M. Robert Taylor",
title = "Testing for episodic predictability in stock returns",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "85--113",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620300026",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2022:TCA,
author = "Zongwu Cai and Ying Fang and Qiuhua Xu",
title = "Testing capital asset pricing models using
functional-coefficient panel data models with
cross-sectional dependence",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "114--133",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302086",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2022:T,
author = "Federico M. Bandi and Roberto Ren{\`o}",
title = "$ \beta $ in the tails",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "134--150",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302128",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{So:2022:EEH,
author = "Mike K. P. So and Thomas W. C. Chan and Amanda M. Y.
Chu",
title = "Efficient estimation of high-dimensional dynamic
covariance by risk factor mapping: Applications for
financial risk management",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "151--167",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.040",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620301664",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:ASB,
author = "Christina Dan Wang and Zhao Chen and Yimin Lian and
Min Chen",
title = "Asset selection based on high frequency {Sharpe}
ratio",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "168--188",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302244",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2022:ODE,
author = "Congshan Zhang and Jia Li and Tim Bollerslev",
title = "Occupation density estimation for noisy high-frequency
data",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "189--211",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030230X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hafner:2022:ISM,
author = "Christian M. Hafner and Helmut Herwartz and Simone
Maxand",
title = "Identification of structural multivariate {GARCH}
models",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "212--227",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302098",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2022:LBI,
author = "Xingfa Zhang and Rongmao Zhang and Yuan Li and Shiqing
Ling",
title = "{LADE}-based inferences for autoregressive models with
heavy-tailed {G-GARCH(1, 1)} noise",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "228--240",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2022:BIB,
author = "Giuseppe Cavaliere and Heino Bohn Nielsen and Rasmus
S{\o}ndergaard Pedersen and Anders Rahbek",
title = "Bootstrap inference on the boundary of the parameter
space, with application to conditional volatility
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journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "241--263",
month = mar,
year = "2022",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302232",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:HQE,
author = "Guochang Wang and Ke Zhu and Guodong Li and Wai Keung
Li",
title = "Hybrid quantile estimation for asymmetric power
{GARCH} models",
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volume = "227",
number = "1",
pages = "264--284",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Asai:2022:RME,
author = "Manabu Asai and Chia-Lin Chang and Michael McAleer",
title = "Realized matrix-exponential stochastic volatility with
asymmetry, long memory and higher-moment spillovers",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "1",
pages = "285--304",
month = mar,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Feb 7 06:32:30 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:PAa,
author = "Anonymous",
title = "Pages 305--518 ({April 2022})",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "??--??",
month = apr,
year = "2022",
CODEN = "JECMB6",
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/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "ii--ii",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00026-4",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000264",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nagler:2022:SVC,
author = "Thomas Nagler and Daniel Kr{\"u}ger and Aleksey Min",
title = "Stationary vine copula models for multivariate time
series",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "305--324",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.015",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003043",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2022:MLE,
author = "Francisco Blasques and Janneke van Brummelen and Siem
Jan Koopman and Andr{\'e} Lucas",
title = "Maximum likelihood estimation for score-driven
models",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "325--346",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.003",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001743",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Werker:2022:STH,
author = "Bas J. M. Werker and Bo Zhou",
title = "Semiparametric testing with highly persistent
predictors",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "347--370",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.016",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001573",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2022:FCP,
author = "Peter C. B. Phillips and Ying Wang",
title = "Functional coefficient panel modeling with communal
smoothing covariates",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "371--407",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.004",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000944",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Karmakar:2022:SIT,
author = "Sayar Karmakar and Stefan Richter and Wei Biao Wu",
title = "Simultaneous inference for time-varying models",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "408--428",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.002",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000725",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Demetrescu:2022:RAI,
author = "Matei Demetrescu and Paulo M. M. Rodrigues",
title = "Residual-augmented {IVX} predictive regression",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "429--460",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.007",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030395X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2022:DBH,
author = "Kim Christensen and Roel Oomen and Roberto Ren{\`o}",
title = "The drift burst hypothesis",
journal = j-J-ECONOMETRICS,
volume = "227",
number = "2",
pages = "461--497",
month = apr,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.004",
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/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303912",
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.
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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",
}
@Article{Anonymous:2022:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "ii--ii",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00051-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000513",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tauchen:2022:NDN,
author = "George Tauchen",
title = "New directions in nonlinear structural estimation:
{Bayes} and Frequentist",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "1--3",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002426",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Belloni:2022:HDL,
author = "Alexandre Belloni and Christian Hansen and Whitney
Newey",
title = "High-dimensional linear models with many endogenous
variables",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "4--26",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002220",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2022:NBS,
author = "A. Ronald Gallant",
title = "Nonparametric {Bayes} subject to overidentified moment
conditions",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "27--38",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000555",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2022:EIC,
author = "Chunrong Ai and Oliver Linton and Zheng Zhang",
title = "Estimation and inference for the counterfactual
distribution and quantile functions in continuous
treatment models",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "39--61",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000543",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fulop:2022:BEL,
author = "Andras Fulop and Jeremy Heng and Junye Li and Hening
Liu",
title = "{Bayesian} estimation of long-run risk models using
sequential {Monte Carlo}",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "62--84",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000531",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2022:CEU,
author = "A. Ronald Gallant and Han Hong and Michael P. Leung
and Jessie Li",
title = "Constrained estimation using penalization and {MCMC}",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "85--106",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100052X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giacomini:2022:RBI,
author = "Raffaella Giacomini and Toru Kitagawa and Matthew
Read",
title = "Robust {Bayesian} inference in proxy {SVARs}",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "107--126",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000518",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2022:CBT,
author = "Xiaohong Chen and Zhijie Xiao and Bo Wang",
title = "Copula-based time series with filtered
nonstationarity",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "127--155",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303808",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2022:VEH,
author = "Congshan Zhang and Jia Li and Viktor Todorov and
George Tauchen",
title = "Variation and efficiency of high-frequency betas",
journal = j-J-ECONOMETRICS,
volume = "228",
number = "1",
pages = "156--175",
month = may,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.05.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Mar 11 06:38:22 MST 2022",
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title = "Pages 177--398 ({June 2022})",
journal = j-J-ECONOMETRICS,
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author = "Anonymous",
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@Article{Chen:2022:SSN,
author = "Cathy Yi-Hsuan Chen and Wolfgang Karl H{\"a}rdle and
Yegor Klochkov",
title = "{SONIC}: {SOcial Network analysis with Influencers and
Communities}",
journal = j-J-ECONOMETRICS,
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number = "2",
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author = "Adam Hale Shapiro and Moritz Sudhof and Daniel J.
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title = "Measuring news sentiment",
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volume = "228",
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pages = "221--243",
month = jun,
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author = "Helmut Farbmacher and Leander L{\"o}w and Martin
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volume = "228",
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author = "Cristina Angelico and Juri Marcucci and Marcello
Miccoli and Filippo Quarta",
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volume = "228",
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acknowledgement = ack-nhfb,
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author = "David P. Byrne and Susumu Imai and Neelam Jain and
Vasilis Sarafidis",
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volume = "228",
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month = jun,
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author = "Xin Jin and John M. Maheu and Qiao Yang",
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volume = "228",
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author = "Roy Allen and John Rehbeck",
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volume = "228",
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author = "Ali Fakih and Paul Makdissi and Walid Marrouch and
Rami V. Tabri and Myra Yazbeck",
title = "A stochastic dominance test under survey nonresponse
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volume = "228",
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author = "Yingyao Hu and Jiaxiong Yao",
title = "Illuminating economic growth",
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volume = "228",
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pages = "359--378",
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author = "Guohua Feng and Jiti Gao and Bin Peng",
title = "An integrated panel data approach to modelling
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volume = "228",
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pages = "379--397",
month = jun,
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author = "Anonymous",
title = "Pages 1--218 ({July 2022})",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "1",
pages = "??--??",
month = jul,
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@Article{Choi:2022:APC,
author = "Jungjun Choi and Xiye Yang",
title = "Asymptotic properties of correlation-based principal
component analysis",
journal = j-J-ECONOMETRICS,
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number = "1",
pages = "1--18",
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@Article{Juodis:2022:IPF,
author = "Arturas Juodis and Vasilis Sarafidis",
title = "An incidental parameters free inference approach for
panels with common shocks",
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number = "1",
pages = "19--54",
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year = "2022",
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@Article{Chen:2022:EIH,
author = "Jia Chen and Yongcheol Shin and Chaowen Zheng",
title = "Estimation and inference in heterogeneous spatial
panels with a multifactor error structure",
journal = j-J-ECONOMETRICS,
volume = "229",
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pages = "55--79",
month = jul,
year = "2022",
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@Article{Freyaldenhoven:2022:FML,
author = "Simon Freyaldenhoven",
title = "Factor models with local factors --- Determining the
number of relevant factors",
journal = j-J-ECONOMETRICS,
volume = "229",
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pages = "80--102",
month = jul,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.006",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
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}
@Article{Anatolyev:2022:FMM,
author = "Stanislav Anatolyev and Anna Mikusheva",
title = "Factor models with many assets: Strong factors, weak
factors, and the two-pass procedure",
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volume = "229",
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pages = "103--126",
month = jul,
year = "2022",
CODEN = "JECMB6",
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ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
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author = "Patrick W. Saart and Yingcun Xia",
title = "Functional time series approach to analyzing asset
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volume = "229",
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pages = "127--151",
month = jul,
year = "2022",
CODEN = "JECMB6",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000804",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Feng:2022:HDT,
author = "Long Feng and Wei Lan and Binghui Liu and Yanyuan Ma",
title = "High-dimensional test for alpha in linear factor
pricing models with sparse alternatives",
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volume = "229",
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pages = "152--175",
month = jul,
year = "2022",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Lewbel:2022:KFL,
author = "Arthur Lewbel",
title = "{Kotlarski} with a factor loading",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "1",
pages = "176--179",
month = jul,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.012",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001603",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:MLE,
author = "Fa Wang",
title = "Maximum likelihood estimation and inference for high
dimensional generalized factor models with application
to factor-augmented regressions",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "1",
pages = "180--200",
month = jul,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.002",
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ISSN-L = "0304-4076",
bibdate = "Sun May 1 07:32:19 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2022:PEL,
author = "Long Yu and Yong He and Xinbing Kong and Xinsheng
Zhang",
title = "Projected estimation for large-dimensional matrix
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journal = j-J-ECONOMETRICS,
volume = "229",
number = "1",
pages = "201--217",
month = jul,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.001",
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bibdate = "Sun May 1 07:32:19 MDT 2022",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:PAb,
author = "Anonymous",
title = "Pages 219--452 ({August 2022})",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "??--??",
month = aug,
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CODEN = "JECMB6",
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title = "{Editorial Board}",
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@Article{Fang:2022:SMA,
author = "Fang Fang and Jialiang Li and Xiaochao Xia",
title = "Semiparametric model averaging prediction for
dichotomous response",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "219--245",
month = aug,
year = "2022",
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bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303882",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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}
@Article{Peng:2022:IMS,
author = "Jingfu Peng and Yuhong Yang",
title = "On improvability of model selection by model
averaging",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "246--262",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303973",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoshino:2022:SIE,
author = "Tadao Hoshino",
title = "Sieve {IV} estimation of cross-sectional interaction
models with nonparametric endogenous effect",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "263--275",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620304036",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2022:DCR,
author = "Jungbin Hwang and Byunghoon Kang and Seojeong Lee",
title = "A doubly corrected robust variance estimator for
linear {GMM}",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "276--298",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiss:2022:NER,
author = "Florian Heiss and Stephan Hetzenecker and Maximilian
Osterhaus",
title = "Nonparametric estimation of the random coefficients
model: an elastic net approach",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "299--321",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000178",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2022:LPR,
author = "Ji Hyung Lee and Zhentao Shi and Zhan Gao",
title = "On {LASSO} for predictive regression",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "322--349",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100049X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitazawa:2022:TMC,
author = "Yoshitsugu Kitazawa",
title = "Transformations and moment conditions for dynamic
fixed effects logit models",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "350--362",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000464",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dovonon:2022:TES,
author = "Prosper Dovonon and Abderrahim Taamouti and Julian
Williams",
title = "Testing the eigenvalue structure of spot and
integrated covariance",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "363--395",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000579",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tu:2022:SFC,
author = "Yundong Tu and Ying Wang",
title = "Spurious functional-coefficient regression models and
robust inference with marginal integration",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "396--421",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000713",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2022:VVE,
author = "Yingying Li and Guangying Liu and Zhiyuan Zhang",
title = "Volatility of volatility: Estimation and tests based
on noisy high frequency data with jumps",
journal = j-J-ECONOMETRICS,
volume = "229",
number = "2",
pages = "422--451",
month = aug,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed May 25 09:15:58 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000701",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "ii--ii",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00110-5",
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bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2022:BME,
author = "Jun Yu",
title = "{Bayesian} Methods in Economics and Finance:
{Editor}'s Introduction",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "1--2",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003109",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2022:BFA,
author = "Jianqing Fan and Bai Jiang and Qiang Sun",
title = "{Bayesian} factor-adjusted sparse regression",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "3--19",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000828",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ando:2022:BML,
author = "Tomohiro Ando and Jushan Bai and Kunpeng Li",
title = "{Bayesian} and maximum likelihood analysis of
large-scale panel choice models with unobserved
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "20--38",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100083X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lopes:2022:PIP,
author = "Hedibert F. Lopes and Robert E. McCulloch and Ruey S.
Tsay",
title = "Parsimony inducing priors for large scale state-space
models",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "39--61",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002621",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norets:2022:ABE,
author = "Andriy Norets and Justinas Pelenis",
title = "Adaptive {Bayesian} estimation of conditional
discrete-continuous distributions with an application
to stock market trading activity",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "62--82",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100261X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2022:PBW,
author = "Xiaobin Liu and Yong Li and Jun Yu and Tao Zeng",
title = "Posterior-based {Wald}-type statistics for hypothesis
testing",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "83--113",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002608",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2022:RTB,
author = "Runqing Wan and Andras Fulop and Junye Li",
title = "Real-time {Bayesian} learning and bond return
predictability",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "114--130",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.052",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000877",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fisher:2022:BNL,
author = "Mark Fisher and Mark J. Jensen",
title = "{Bayesian} nonparametric learning of how skill is
distributed across the mutual fund industry",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "131--153",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001147",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Petrova:2022:AVB,
author = "Katerina Petrova",
title = "Asymptotically valid {Bayesian} inference in the
presence of distributional misspecification in {VAR}
models",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "154--182",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000865",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2022:FIB,
author = "Guanhao Feng and Jingyu He",
title = "Factor investing: a {Bayesian} hierarchical approach",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "183--200",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100258X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2022:AAF,
author = "Zhiwu Hong and Linlin Niu and Chen Zhang",
title = "Affine arbitrage-free yield net models with
application to the euro debt crisis",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "1",
pages = "201--220",
month = sep,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Jun 8 09:31:16 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002591",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:PO,
author = "Anonymous",
title = "Pages 221--558 ({October 2022})",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "??--??",
month = oct,
year = "2022",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "ii--ii",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00135-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200135X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2022:PFL,
author = "Yanghui Liu and Yehua Li and Raymond J. Carroll and
Naisyin Wang",
title = "Predictive functional linear models with diverging
number of semiparametric single-index interactions",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "221--239",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001020",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2022:GTG,
author = "Li Chen and Jiti Gao and Farshid Vahid",
title = "Global temperatures and greenhouse gases: a common
features approach",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "240--254",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001159",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2022:NJV,
author = "Viktor Todorov",
title = "Nonparametric jump variation measures from options",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "255--280",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001263",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Agudze:2022:MSP,
author = "Komla M. Agudze and Monica Billio and Roberto Casarin
and Francesco Ravazzolo",
title = "{Markov} switching panel with endogenous
synchronization effects",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "281--298",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001251",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeLuca:2022:SPB,
author = "Giuseppe {De Luca} and Jan R. Magnus and Franco
Peracchi",
title = "Sampling properties of the {Bayesian} posterior mean
with an application to {WALS} estimation",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "299--317",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001482",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zou:2022:ICM,
author = "Tao Zou and Wei Lan and Runze Li and Chih-Ling Tsai",
title = "Inference on covariance-mean regression",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "318--338",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001585",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Loaiza-Maya:2022:FAV,
author = "Rub{\'e}n Loaiza-Maya and Michael Stanley Smith and
David J. Nott and Peter J. Danaher",
title = "Fast and accurate variational inference for models
with many latent variables",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "339--362",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001330",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:EIA,
author = "Yulong Wang and Zhijie Xiao",
title = "Estimation and inference about tail features with tail
censored data",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "363--387",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001548",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2022:EVC,
author = "Hao Dong and Taisuke Otsu and Luke Taylor",
title = "Estimation of varying coefficient models with
measurement error",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "388--415",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001615",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2022:RPS,
author = "Dongxiao Han and Jian Huang and Yuanyuan Lin and
Guohao Shen",
title = "Robust post-selection inference of high-dimensional
mean regression with heavy-tailed asymmetric or
heteroskedastic errors",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "416--431",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001639",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Firpo:2022:GQR,
author = "Sergio Firpo and Antonio F. Galvao and Cristine Pinto
and Alexandre Poirier and Graciela Sanroman",
title = "{GMM} quantile regression",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "432--452",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001299",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tu:2022:NIQ,
author = "Yundong Tu and Han-Ying Liang and Qiying Wang",
title = "Nonparametric inference for quantile cointegrations
with stationary covariates",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "453--482",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001731",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2022:TPJ,
author = "Bin Wang and Xu Zheng",
title = "Testing for the presence of jump components in jump
diffusion models",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "483--509",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001779",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2022:LMM,
author = "Torben G. Andersen and Ilya Archakov and G{\"o}khan
Cebiroglu and Nikolaus Hautsch",
title = "Local mispricing and microstructural noise: a
parametric perspective",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "510--534",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See corrigendum \cite{Andersen:2023:CLM}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001780",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hansen:2022:HSP,
author = "Peter Reinhard Hansen and Elena-Ivona Dumitrescu",
title = "How should parameter estimation be tailored to the
objective?",
journal = j-J-ECONOMETRICS,
volume = "230",
number = "2",
pages = "535--558",
month = oct,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Aug 11 08:37:04 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001822",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "ii--ii",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00141-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delavande:2022:IJE,
author = "Adeline Delavande and Wilbert van der Klaauw and
Joachim Winter and Basit Zafar",
title = "Introduction to the {{\booktitle{Journal of
Econometrics}}} Annals Issue on {``Subjective
Expectations and Probabilities in Economics''}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "1--2",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000045",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cunha:2022:MSE,
author = "Fl{\'a}vio Cunha and Irma Elo and Jennifer Culhane",
title = "Maternal subjective expectations about the technology
of skill formation predict investments in children one
year later",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "3--32",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.044",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302700",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Biroli:2022:PBA,
author = "Pietro Biroli and Teodora Boneva and Akash Raja and
Christopher Rauh",
title = "Parental beliefs about returns to child health
investments",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "33--57",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302712",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bobba:2022:SPA,
author = "Matteo Bobba and Veronica Frisancho",
title = "Self-perceptions about academic achievement: Evidence
from {Mexico City}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "58--73",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302724",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Delavande:2022:ANA,
author = "Adeline Delavande and Emilia {Del Bono} and Angus
Holford",
title = "Academic and non-academic investments at university:
the role of expectations, preferences and constraints",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "74--97",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030275X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Patnaik:2022:RHR,
author = "Arpita Patnaik and Joanna Venator and Matthew Wiswall
and Basit Zafar",
title = "The role of heterogeneous risk preferences, discount
rates, and earnings expectations in college major
choice",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "98--122",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.04.050",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302773",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kosar:2022:UMA,
author = "Gizem Kosar and Tyler Ransom and Wilbert van der
Klaauw",
title = "Understanding migration aversion using elicited
counterfactual choice probabilities",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "123--147",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.056",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000415",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gong:2022:MCL,
author = "Yifan Gong and Ralph Stinebrickner and Todd
Stinebrickner",
title = "Marriage, children, and labor supply: Beliefs and
outcomes",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "148--164",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.023",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302803",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Roth:2022:BAP,
author = "Christopher Roth and Sonja Settele and Johannes
Wohlfart",
title = "Beliefs about public debt and the demand for
government spending",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "165--187",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000397",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gaglianone:2022:IDI,
author = "Wagner Piazza Gaglianone and Raffaella Giacomini and
Jo{\~a}o Victor Issler and Vasiliki Skreta",
title = "Incentive-driven inattention",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "188--212",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heiss:2022:DHS,
author = "Florian Heiss and Michael Hurd and Maarten van Rooij
and Tobias Rossmann and Joachim Winter",
title = "Dynamics and heterogeneity of subjective stock market
expectations",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "213--231",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002232",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{vonGaudecker:2022:HHS,
author = "Hans-Martin von Gaudecker and Axel Wogrolly",
title = "Heterogeneity in households' stock market beliefs:
Levels, dynamics, and epistemic uncertainty",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "232--247",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000403",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bellemare:2022:OFP,
author = "Charles Bellemare and Sabine Kr{\"o}ger and Kouam{\'e}
Marius Sossou",
title = "Optimal frequency of portfolio evaluation in a choice
experiment with ambiguity and loss aversion",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "248--264",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303900",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giustinelli:2022:TCR,
author = "Pamela Giustinelli and Charles F. Manski and Francesca
Molinari",
title = "Tail and center rounding of probabilistic expectations
in the Health and Retirement Study",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "265--281",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302761",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Altig:2022:SBU,
author = "David Altig and Jose Maria Barrero and Nicholas Bloom
and Steven J. Davis and Brent Meyer and Nicholas
Parker",
title = "Surveying business uncertainty",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "282--303",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.021",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302785",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Grewenig:2022:ISE,
author = "Elisabeth Grewenig and Philipp Lergetporer and
Katharina Werner and Ludger Woessmann",
title = "Incentives, search engines, and the elicitation of
subjective beliefs: Evidence from representative online
survey experiments",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "1",
pages = "304--326",
month = nov,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.03.022",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Sep 8 10:12:15 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2022:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "ii--ii",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00174-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001749",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2022:ESI,
author = "Atsushi Inoue and Lutz Kilian and Andrew Patton",
title = "Editorial for special issue in honor of {Francis X.
Diebold}",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "327--328",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100244X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2022:CRB,
author = "Yinchu Zhu and Allan Timmermann",
title = "Conditional rotation between forecasting models",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "329--347",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002505",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2022:ZHR,
author = "Tim Bollerslev and Marcelo C. Medeiros and Andrew J.
Patton and Rogier Quaedvlieg",
title = "From zero to hero: Realized partial (co)variances",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "348--360",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002517",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2022:TPI,
author = "Torben G. Andersen and Rasmus T. Varneskov",
title = "Testing for parameter instability and structural
change in persistent predictive regressions",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "361--386",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002529",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gardner:2022:WSL,
author = "Ben Gardner and Chiara Scotti and Clara Vega",
title = "Words speak as loudly as actions: Central bank
communication and the response of equity prices to
macroeconomic announcements",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "387--409",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002530",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Christensen:2022:MRI,
author = "Jens H. E. Christensen and Mark M. Spiegel",
title = "Monetary reforms and inflation expectations in
{Japan}: Evidence from inflation-indexed bonds",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "410--431",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002542",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Czellar:2022:AML,
author = "Veronika Czellar and David T. Frazier and Eric
Renault",
title = "Approximate maximum likelihood for complex structural
models",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "432--456",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002463",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Inoue:2022:JBI,
author = "Atsushi Inoue and Lutz Kilian",
title = "Joint {Bayesian} inference about impulse responses in
{VAR} models",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "457--476",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002475",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aruoba:2022:SOB,
author = "S. Boragan Aruoba and Marko Mlikota and Frank
Schorfheide and Sergio Villalvazo",
title = "{SVARs} with occasionally-binding constraints",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "477--499",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002487",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cimadomo:2022:NLB,
author = "Jacopo Cimadomo and Domenico Giannone and Michele
Lenza and Francesca Monti and Andrej Sokol",
title = "Nowcasting with large {Bayesian} vector
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "500--519",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002499",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2022:PAI,
author = "Francis X. Diebold and Glenn D. Rudebusch",
title = "Probability assessments of an ice-free {Arctic}:
Comparing statistical and climate model projections",
journal = j-J-ECONOMETRICS,
volume = "231",
number = "2",
pages = "520--534",
month = dec,
year = "2022",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Oct 26 06:12:01 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620304012",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PJa,
author = "Anonymous",
title = "Pages 1--270 ({January 2023})",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "??--??",
month = jan,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "ii--ii",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(22)00198-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001981",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2023:TSA,
author = "Feiyu Jiang and Zifeng Zhao and Xiaofeng Shao",
title = "Time series analysis of {COVID-19} infection curve: a
change-point perspective",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "1--17",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.07.039",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620302633",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berger:2023:NOG,
author = "Tino Berger and James Morley and Benjamin Wong",
title = "Nowcasting the output gap",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "18--34",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303523",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gourieroux:2023:TVM,
author = "C. Gourieroux and J. Jasiak",
title = "Time varying {Markov} process with partially observed
aggregate data: an application to coronavirus",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "35--51",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303791",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huber:2023:NPU,
author = "Florian Huber and Gary Koop and Luca Onorante and
Michael Pfarrhofer and Josef Schreiner",
title = "Nowcasting in a pandemic using non-parametric mixed
frequency {VARs}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "52--69",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303936",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ho:2023:HGV,
author = "Paul Ho and Thomas A. Lubik and Christian Matthes",
title = "How to go viral: a {COVID-19} model with endogenously
time-varying parameters",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "70--86",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000105",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khismatullina:2023:NCE,
author = "Marina Khismatullina and Michael Vogt",
title = "Nonparametric comparison of epidemic time trends: the
case of {COVID-19}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "87--108",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100155X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kitagawa:2023:WSG,
author = "Toru Kitagawa and Guanyi Wang",
title = "Who should get vaccinated? Individualized allocation
of vaccines over {SIR} network",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "109--131",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002219",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2023:SST,
author = "Yingying Ma and Shaojun Guo and Hansheng Wang",
title = "Sparse spatio-temporal autoregressions by profiling
and bagging",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "132--147",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100035X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gupta:2023:ECF,
author = "Abhimanyu Gupta",
title = "Efficient closed-form estimation of large spatial
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "148--167",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001597",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pouliot:2023:SEM,
author = "Guillaume Allaire Pouliot",
title = "Spatial econometrics for misaligned data",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "168--190",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001627",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ando:2023:SPQ,
author = "Tomohiro Ando and Kunpeng Li and Lina Lu",
title = "A spatial panel quantile model with unobserved
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "191--213",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002323",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rabovic:2023:ESS,
author = "Renata Rabovic and Pavel C{\'\i}zek",
title = "Estimation of spatial sample selection models: a
partial maximum likelihood approach",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "214--243",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002815",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2023:HOL,
author = "Francesca Rossi and Peter M. Robinson",
title = "Higher-order least squares inference for spatial
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "1",
pages = "244--269",
month = jan,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Nov 21 08:54:19 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PF,
author = "Anonymous",
title = "Pages 271--604 ({February 2023})",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "??--??",
month = feb,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "ii--ii",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00009-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300009X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:IHP,
author = "Anonymous",
title = "Introducing How-To papers",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "271--271",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000015",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:2023:CRI,
author = "James G. MacKinnon and Morten {\O}rregaard Nielsen and
Matthew D. Webb",
title = "Cluster-robust inference: a guide to empirical
practice",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "272--299",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000781",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kheifets:2023:FML,
author = "Igor L. Kheifets and Peter C. B. Phillips",
title = "Fully modified least squares cointegrating parameter
estimation in multicointegrated systems",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "300--319",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100186X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dong:2023:HDS,
author = "Chaohua Dong and Jiti Gao and Oliver Linton",
title = "High dimensional semiparametric moment restriction
models",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "320--345",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001883",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Matsushita:2023:SOR,
author = "Yukitoshi Matsushita and Taisuke Otsu",
title = "Second-order refinements for $t$-ratios with many
instruments",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "346--366",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001901",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:2023:SQR,
author = "Xuming He and Xiaoou Pan and Kean Ming Tan and Wen-Xin
Zhou",
title = "Smoothed quantile regression with large-scale
inference",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "367--388",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001950",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2023:MFR,
author = "Xiaohu Wang and Weilin Xiao and Jun Yu",
title = "Modeling and forecasting realized volatility with the
fractional {Ornstein--Uhlenbeck} process",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "389--415",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002037",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Augustyniak:2023:DTH,
author = "Maciej Augustyniak and Alexandru Badescu and
Jean-Fran{\c{c}}ois B{\'e}gin",
title = "A discrete-time hedging framework with multiple
factors and fat tails: On what matters",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "416--444",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002049",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hounyo:2023:EVC,
author = "Ulrich Hounyo and Kajal Lahiri",
title = "Estimating the variance of a combined forecast:
Bootstrap-based approach",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "445--468",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002244",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2023:WBC,
author = "Peter C. B. Phillips and Ying Wang",
title = "When bias contributes to variance: True limit theory
in functional coefficient cointegrating regression",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "469--489",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002190",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Carlson:2023:RCI,
author = "Alyssa Carlson",
title = "Relaxing conditional independence in an endogenous
binary response model",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "490--500",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100230X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dellaportas:2023:SIF,
author = "Petros Dellaportas and Michalis K. Titsias and
Katerina Petrova and Anastasios Plataniotis",
title = "Scalable inference for a full multivariate stochastic
volatility model",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "501--520",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100227X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ding:2023:SJM,
author = "Yashuang (Dexter) Ding",
title = "A simple joint model for returns, volatility and
volatility of volatility",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "521--543",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002268",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:TSR,
author = "Xin Chen and Dan Yang and Yan Xu and Yin Xia and Dong
Wang and Haipeng Shen",
title = "Testing and support recovery of correlation structures
for matrix-valued observations with an application to
stock market data",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "544--564",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002281",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2023:WRM,
author = "Yuehao Bai",
title = "Why randomize? {Minimax} optimality under permutation
invariance",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "565--575",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002566",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Botosaru:2023:ITV,
author = "Irene Botosaru and Chris Muris and Krishna Pendakur",
title = "Identification of time-varying transformation models
with fixed effects, with an application to unobserved
heterogeneity in resource shares",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "576--597",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002633",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2023:CLM,
author = "Torben G. Andersen and Ilya Archakov and G{\"o}khan
Cebiroglu and Nikolaus Hautsch",
title = "Corrigendum to {``Local mispricing and microstructural
noise: a parametric perspective'' [J. Econometrics {\bf
230} (2022) 510--534]}",
journal = j-J-ECONOMETRICS,
volume = "232",
number = "2",
pages = "598--603",
month = feb,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Sat Feb 11 10:39:06 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See \cite{Andersen:2022:LMM}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000027",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PMa,
author = "Anonymous",
title = "Pages 1--332 ({March 2023})",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "??--??",
month = mar,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "ii--ii",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00052-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000520",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Leng:2023:MDL,
author = "Xuan Leng and Heng Chen and Wendun Wang",
title = "Multi-dimensional latent group structures with
heterogeneous distributions",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "1--21",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002177",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2023:CCB,
author = "In Choi and Rui Lin and Yongcheol Shin",
title = "Canonical correlation-based model selection for the
multilevel factors",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "22--44",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002207",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lumsdaine:2023:EPG,
author = "Robin L. Lumsdaine and Ryo Okui and Wendun Wang",
title = "Estimation of panel group structure models with
structural breaks in group memberships and
coefficients",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "45--65",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000033",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Higgins:2023:SEN,
author = "Ayden Higgins and Federico Martellosio",
title = "Shrinkage estimation of network spillovers with factor
structured errors",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "66--87",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003080",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guggenberger:2023:TKP,
author = "Patrik Guggenberger and Frank Kleibergen and Sophocles
Mavroeidis",
title = "A test for {Kronecker Product Structure} covariance
matrix",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "88--112",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000203",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cahan:2023:FBI,
author = "Ercument Cahan and Jushan Bai and Serena Ng",
title = "Factor-based imputation of missing values and
covariances in panel data of large dimensions",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "113--131",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000215",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2023:GFL,
author = "Chenchen Ma and Yundong Tu",
title = "Group fused Lasso for large factor models with
multiple structural breaks",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "132--154",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000331",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miao:2023:HDV,
author = "Ke Miao and Peter C. B. Phillips and Liangjun Su",
title = "High-dimensional {VARs} with common factors",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "155--183",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200032X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2023:TEI,
author = "Brantly Callaway and Sonia Karami",
title = "Treatment effects in interactive fixed effects models
with a small number of time periods",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "184--208",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200029X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Duan:2023:QML,
author = "Jiangtao Duan and Jushan Bai and Xu Han",
title = "Quasi-maximum likelihood estimation of break point in
high-dimensional factor models",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "209--236",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000379",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guo:2023:ICL,
author = "Xiao Guo and Yu Chen and Cheng Yong Tang",
title = "Information criteria for latent factor models: a study
on factor pervasiveness and adaptivity",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "237--250",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000707",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2023:ILF,
author = "Yucheng Sun and Wen Xu and Chuanhai Zhang",
title = "Identifying latent factors based on high-frequency
data",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "251--270",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000938",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xiong:2023:LDL,
author = "Ruoxuan Xiong and Markus Pelger",
title = "Large dimensional latent factor modeling with missing
observations and applications to causal inference",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "271--301",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000914",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fu:2023:TSC,
author = "Zhonghao Fu and Yongmiao Hong and Xia Wang",
title = "Testing for structural changes in large dimensional
factor models via discrete {Fourier} transform",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "1",
pages = "302--331",
month = mar,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 1 08:37:21 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001270",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PAa,
author = "Anonymous",
title = "Pages 333--714 ({April 2023})",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "??--??",
month = apr,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "ii--ii",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00067-2",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000672",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Card:2023:ISI,
author = "David Card and Ian Schmutte and Lars Vilhuber",
title = "Introduction to the Special Issue: Models of linked
employer-employee data: Twenty years after {``High Wage
Workers and High Wage Firms''}",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "333--339",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000337",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DiAddario:2023:IAW,
author = "Sabrina {Di Addario} and Patrick Kline and Raffaele
Saggio and Mikkel S{\o}lvsten",
title = "It ain't where you're from, it's where you're at:
Hiring origins, firm heterogeneity, and wages",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "340--374",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000641",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lachowska:2023:DFE,
author = "Marta Lachowska and Alexandre Mas and Raffaele Saggio
and Stephen A. Woodbury",
title = "Do firm effects drift? {Evidence} from {Washington}
administrative data",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "375--395",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000604",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Engbom:2023:FPD,
author = "Niklas Engbom and Christian Moser and Jan Sauermann",
title = "Firm pay dynamics",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "396--423",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000653",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schmieder:2023:EAW,
author = "Johannes F. Schmieder",
title = "Establishment age and wages",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "424--442",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000350",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barth:2023:TDC,
author = "Erling Barth and James C. Davis and Richard B. Freeman
and Kristina McElheran",
title = "Twisting the demand curve: Digitalization and the
older workforce",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "443--467",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003018",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Eliason:2023:SCS,
author = "Marcus Eliason and Lena Hensvik and Francis Kramarz
and Oskar Nordstr{\"o}m Skans",
title = "Social connections and the sorting of workers to
firms",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "468--506",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000896",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lavetti:2023:GDS,
author = "Kurt Lavetti and Ian M. Schmutte",
title = "Gender differences in sorting on wages and risk",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "507--523",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200183X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Crane:2023:CLM,
author = "Leland D. Crane and Henry R. Hyatt and Seth M.
Murray",
title = "Cyclical labor market sorting",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "524--543",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000616",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dostie:2023:EPI,
author = "Benoit Dostie and Jiang Li and David Card and Daniel
Parent",
title = "Employer policies and the immigrant-native earnings
gap",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "544--567",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002293",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Woodcock:2023:DDW,
author = "Simon D. Woodcock",
title = "The determinants of displaced workers' wages: Sorting,
matching, selection, and the {Hartz} reforms",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "568--595",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
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fjournal = "Journal of Econometrics",
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@Article{Carneiro:2023:PW,
author = "Anabela Carneiro and Pedro Portugal and Pedro Raposo
and Paulo M. M. Rodrigues",
title = "The persistence of wages",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "596--611",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002839",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Addison:2023:UMD,
author = "John T. Addison and Pedro Portugal and Hugo de Almeida
Vilares",
title = "Union membership density and wages: the role of
worker, firm, and job-title heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "612--632",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003006",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bana:2023:UUS,
author = "Sarah Bana and Kelly Bedard and Maya Rossin-Slater and
Jenna Stearns",
title = "Unequal use of social insurance benefits: the role of
employers",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "633--660",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000628",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huitfeldt:2023:ILM,
author = "Ingrid Huitfeldt and Andreas R. Kost{\o}l and Jan
Nimczik and Andrea Weber",
title = "Internal labor markets: a worker flow approach",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "661--688",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200063X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Braun:2023:ESE,
author = "Martin Braun and Valentin Verdier",
title = "Estimation of spillover effects with matched data or
longitudinal network data",
journal = j-J-ECONOMETRICS,
volume = "233",
number = "2",
pages = "689--714",
month = apr,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 8 09:30:05 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002827",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PMb,
author = "Anonymous",
title = "Pages 1--370 ({May 2023})",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "??--??",
month = may,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "ii--ii",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00089-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Anonymous:2023:JEA,
author = "Anonymous",
title = "{{\booktitle{Journal of Econometrics}}} Awards
Announcement",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "1--2",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.004",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Cui:2023:SDC,
author = "Yan Cui and Jun Yang and Zhou Zhou",
title = "State-domain change point detection for nonlinear time
series regression",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "3--27",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.007",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Li:2023:IML,
author = "Yong Li and Nianling Wang and Jun Yu",
title = "Improved marginal likelihood estimation via power
posteriors and importance sampling",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "28--52",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.009",
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bibdate = "Wed Mar 15 09:38:02 MDT 2023",
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URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002736",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Todorov:2023:BRS,
author = "Viktor Todorov and Yang Zhang",
title = "Bias reduction in spot volatility estimation from
options",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "53--81",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Centorrino:2023:MLE,
author = "Samuele Centorrino and Mar{\'\i}a P{\'e}rez-Urdiales",
title = "Maximum likelihood estimation of stochastic frontier
models with endogeneity",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "82--105",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002761",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Escanciano:2023:IIS,
author = "Juan Carlos Escanciano",
title = "Irregular identification of structural models with
nonparametric unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "106--127",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003055",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2023:VC,
author = "Yanqin Fan and Marc Henry",
title = "Vector copulas",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "128--150",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002803",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:2023:MPT,
author = "Yi He and Sombut Jaidee and Jiti Gao",
title = "Most powerful test against a sequence of high
dimensional local alternatives",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "151--177",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003079",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Royer:2023:CAP,
author = "Julien Royer",
title = "Conditional asymmetry in {Power ARCH($ \infty $)}
models",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "178--204",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003031",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:QRC,
author = "Songnian Chen and Qian Wang",
title = "Quantile regression with censoring and sample
selection",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "205--226",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.018",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003092",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2023:NRI,
author = "Zongwu Cai and Haiqiang Chen and Xiaosai Liao",
title = "A new robust inference for predictive quantile
regression",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "227--250",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100302X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2023:QSD,
author = "F. Blasques and Christian Francq and S{\'e}bastien
Laurent",
title = "Quasi score-driven models",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "251--275",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200001X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Krampe:2023:SIS,
author = "J. Krampe and E. Paparoditis and C. Trenkler",
title = "Structural inference in sparse high-dimensional vector
autoregressions",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "276--300",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000057",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hubner:2023:IUD,
author = "Stefan Hubner",
title = "Identification of unobserved distribution factors and
preferences in the collective household model",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "301--326",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000173",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hwang:2023:FSC,
author = "Jungbin Hwang and Gonzalo Vald{\'e}s",
title = "Finite-sample corrected inference for two-step {GMM}
in time series",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "327--352",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000069",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2023:PPE,
author = "Hengxin Li and Ruodu Wang",
title = "{PELVE}: Probability Equivalent Level of {VaR} and
{ES}",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "1",
pages = "353--370",
month = may,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Wed Mar 15 09:38:02 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000380",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PJb,
author = "Anonymous",
title = "Pages 371--776 ({June 2023})",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "??--??",
month = jun,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Anonymous:2023:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "ii--ii",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00123-9",
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bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Babii:2023:IRD,
author = "Andrii Babii and Rohit Kumar",
title = "Isotonic regression discontinuity designs",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "371--393",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000506",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sasaki:2023:EIP,
author = "Yuya Sasaki and Takuya Ura",
title = "Estimation and inference for policy relevant treatment
effects",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "394--450",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001494",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abrevaya:2023:ETE,
author = "Jason Abrevaya and Haiqing Xu",
title = "Estimation of treatment effects under endogenous
heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "451--478",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001500",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kedagni:2023:ITE,
author = "D{\'e}sir{\'e} K{\'e}dagni",
title = "Identifying treatment effects in the presence of
confounded types",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "479--511",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001512",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shi:2023:FSP,
author = "Zhentao Shi and Jingyi Huang",
title = "Forward-selected panel data approach for program
evaluation",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "512--535",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001536",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kim:2023:PIC,
author = "Dongwoo Kim",
title = "Partially identifying competing risks models: an
application to the war on cancer",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "536--564",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001913",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bartalotti:2023:IMT,
author = "Ot{\'a}vio Bartalotti and D{\'e}sir{\'e} K{\'e}dagni
and Vitor Possebom",
title = "Identifying marginal treatment effects in the presence
of sample selection",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "565--584",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621002797",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pereda-Fernandez:2023:IET,
author = "Santiago Pereda-Fern{\'a}ndez",
title = "Identification and estimation of triangular models
with a binary treatment",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "585--623",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.019",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000410",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kock:2023:TRD,
author = "Anders Bredahl Kock and David Preinerstorfer and
Bezirgen Veliyev",
title = "Treatment recommendation with distributional targets",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "624--646",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001518",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Manski:2023:PPB,
author = "Charles F. Manski",
title = "Probabilistic prediction for binary treatment choice:
With focus on personalized medicine",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "647--663",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001579",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{uille:2023:NDD,
author = "Xavier D Haultf uille and Stefan Hoderlein and Yuya
Sasaki",
title = "Nonparametric difference-in-differences in repeated
cross-sections with continuous treatments",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "664--690",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001452",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Viviano:2023:SLM,
author = "Davide Viviano and Jelena Bradic",
title = "Synthetic Learner: Model-free inference on treatments
over time",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "691--713",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200152X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kueck:2023:EIT,
author = "Jannis Kueck and Ye Luo and Martin Spindler and Zigan
Wang",
title = "Estimation and inference of treatment effects with {$
L_2 $}-boosting in high-dimensional settings",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "714--731",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000471",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Balat:2023:MTS,
author = "Jorge F. Balat and Sukjin Han",
title = "Multiple treatments with strategic substitutes",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "732--757",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001671",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiang:2023:RAE,
author = "Liang Jiang and Peter C. B. Phillips and Yubo Tao and
Yichong Zhang",
title = "Regression-adjusted estimation of quantile treatment
effects under covariate-adaptive randomizations",
journal = j-J-ECONOMETRICS,
volume = "234",
number = "2",
pages = "758--776",
month = jun,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 11 11:38:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001865",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PJc,
author = "Anonymous",
title = "Pages 1--324 ({July 2023})",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "??--??",
month = jul,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "ii--ii",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00136-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001367",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antoine:2023:IRN,
author = "Bertille Antoine and Pascal Lavergne",
title = "Identification-robust nonparametric inference in a
linear {IV} model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "1--24",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200046X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lewbel:2023:IDR,
author = "Arthur Lewbel and Jin Young Choi and Zhuzhu Zhou",
title = "Over-identified {Doubly Robust} identification and
estimation",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "25--42",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000434",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gribisch:2023:MRC,
author = "Bastian Gribisch and Jan Patrick Hartkopf",
title = "Modeling realized covariance measures with
heterogeneous liquidity: a generalized matrix-variate
{Wishart} state-space model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "43--64",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000392",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{LaVecchia:2023:HOC,
author = "Davide {La Vecchia} and Alban Moor and Olivier
Scaillet",
title = "A higher-order correct fast moving-average bootstrap
for dependent data",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "65--81",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000422",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{VandeSijpe:2023:PCL,
author = "Nicolas {Van de Sijpe} and Frank Windmeijer",
title = "On the power of the conditional likelihood ratio and
related tests for weak-instrument robust inference",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "82--104",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000367",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bruck:2023:CCT,
author = "Florian Br{\"u}ck and Jean-David Fermanian and Aleksey
Min",
title = "A corrected {Clarke} test for model selection and
beyond",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "105--132",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000446",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2023:BIH,
author = "Giuseppe Cavaliere and Ye Lu and Anders Rahbek and
Jacob St{\ae}rk-{\O}stergaard",
title = "Bootstrap inference for {Hawkes} and general point
processes",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "133--165",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000574",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guo:2023:SIL,
author = "Xu Guo and Runze Li and Jingyuan Liu and Mudong Zeng",
title = "Statistical inference for linear mediation models with
high-dimensional mediators and application to studying
stock reaction to {COVID-19} pandemic",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "166--179",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000598",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Davis:2023:TSE,
author = "Richard Davis and Serena Ng",
title = "Time series estimation of the dynamic effects of
disaster-type shocks",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "180--201",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000665",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shimizu:2023:APB,
author = "Kenichi Shimizu",
title = "Asymptotic properties of {Bayesian} inference in
linear regression with a structural break",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "202--219",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200077X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gunsilius:2023:CIM,
author = "Florian F. Gunsilius",
title = "A condition for the identification of multivariate
models with binary instruments",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "220--238",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000872",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2023:BAM,
author = "Haitao Huang and Lei Jiang and Xuan Leng and Liang
Peng",
title = "Bootstrap analysis of mutual fund performance",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "239--255",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000951",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fitzenberger:2023:ETI,
author = "Bernd Fitzenberger and Aderonke Osikominu and Marie
Paul",
title = "The effects of training incidence and planned training
duration on labor market transitions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "256--279",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000690",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2023:MAP,
author = "Xinyu Zhang and Chu-An Liu",
title = "Model averaging prediction by {$K$}-fold
cross-validation",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "280--301",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000975",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2023:LDD,
author = "Wayne Yuan Gao and Ming Li and Sheng Xu",
title = "Logical differencing in dyadic network formation
models with nontransferable utilities",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "1",
pages = "302--324",
month = jul,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Apr 28 06:19:57 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000884",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:PAb,
author = "Anonymous",
title = "Pages 325--2294 ({August 2023})",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "??--??",
month = aug,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "ii--ii",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00177-X",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300177X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2023:SBS,
author = "Ao Wang",
title = "{Sieve BLP}: a semi-nonparametric model of demand for
differentiated products",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "325--351",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000860",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2023:TTS,
author = "Kyungho Lee and Oliver Linton and Yoon-Jae Whang",
title = "Testing for time stochastic dominance",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "352--371",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000963",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Casini:2023:TES,
author = "Alessandro Casini",
title = "Theory of evolutionary spectra for heteroskedasticity
and autocorrelation robust inference in possibly
misspecified and nonstationary models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "372--392",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000999",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2023:SRA,
author = "Mehmet Caner and Marcelo Medeiros and Gabriel F. R.
Vasconcelos",
title = "{Sharpe} Ratio analysis in high dimensions:
Residual-based nodewise regression in factor models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "393--417",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000926",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2023:PII,
author = "Yanqin Fan and Xuetao Shi and Jing Tao",
title = "Partial identification and inference in moment models
with incomplete data",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "418--443",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001002",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bi:2023:DID,
author = "Xuan Bi and Xiaotong Shen",
title = "Distribution-invariant differential privacy",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "444--453",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200121X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2023:MPR,
author = "Tao Yu and Pengfei Li and Baojiang Chen and Ao Yuan
and Jing Qin",
title = "Maximum pairwise-rank-likelihood-based inference for
the semiparametric transformation model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "454--469",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001208",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadir:2023:GDF,
author = "Karim M. Abadir and Alessandra Luati and Paolo
Paruolo",
title = "{GARCH} density and functional forecasts",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "470--483",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001154",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Grundl:2023:RIF,
author = "Serafin Grundl and Yu Zhu",
title = "Robust inference in first-price auctions: Overbidding
as an identifying restriction",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "484--506",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001221",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Linton:2023:TSD,
author = "Oliver Linton and Myung Hwan Seo and Yoon-Jae Whang",
title = "Testing stochastic dominance with many conditioning
variables",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "507--527",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001191",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gu:2023:PIN,
author = "Jiaying Gu and Thomas M. Russell",
title = "Partial identification in nonseparable binary response
models with endogenous regressors",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "528--562",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001166",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2023:RIS,
author = "Yanbo Liu and Peter C. B. Phillips",
title = "Robust inference with stochastic local unit root
regressors in predictive regressions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "563--591",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001233",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:MAA,
author = "Yi-Ting Chen and Chu-An Liu",
title = "Model averaging for asymptotically optimal combined
forecasts",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "592--607",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001245",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ho:2023:GRB,
author = "Paul Ho",
title = "Global robust {Bayesian} analysis in large models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "608--642",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001257",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fiorentini:2023:DMN,
author = "Gabriele Fiorentini and Enrique Sentana",
title = "Discrete mixtures of normals pseudo maximum likelihood
estimators of structural vector autoregressions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "643--665",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001269",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aguiar:2023:PPP,
author = "Victor H. Aguiar and Nail Kashaev and Roy Allen",
title = "Prices, profits, proxies, and production",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "666--693",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001300",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2023:UIL,
author = "Xun Lu and Liangjun Su",
title = "Uniform inference in linear panel data models with
two-dimensional heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "694--719",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001312",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fu:2023:STT,
author = "Zhonghao Fu and Yongmiao Hong and Liangjun Su and Xia
Wang",
title = "Specification tests for time-varying coefficient
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "720--744",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001440",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bolko:2023:GAE,
author = "Anine E. Bolko and Kim Christensen and Mikko S.
Pakkanen and Bezirgen Veliyev",
title = "A {GMM} approach to estimate the roughness of
stochastic volatility",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "745--778",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001476",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ge:2023:NIL,
author = "Shuyi Ge and Shaoran Li and Oliver Linton",
title = "News-implied linkages and local dependency in the
equity market",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "779--815",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001488",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2023:TRN,
author = "Yoonseok Lee and Yulong Wang",
title = "Threshold regression with nonparametric sample
splitting",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "816--842",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200149X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gallant:2023:VCM,
author = "A. Ronald Gallant",
title = "Variance-covariance from a {Metropolis} chain on a
curved, singular manifold",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "843--861",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001506",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Candelaria:2023:IIN,
author = "Luis E. Candelaria and Takuya Ura",
title = "Identification and inference of network formation
games with misclassified links",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "862--891",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001531",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bang:2023:UMR,
author = "Minji Bang and Wayne Yuan Gao and Andrew Postlewaite
and Holger Sieg",
title = "Using monotonicity restrictions to identify models
with partially latent covariates",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "892--921",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001555",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:2023:ULS,
author = "James G. MacKinnon",
title = "Using large samples in econometrics",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "922--926",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001580",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2023:PGE,
author = "Shengjie Hong and Liangjun Su and Tao Jiang",
title = "Profile {GMM} estimation of panel data models with
interactive fixed effects",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "927--948",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001592",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Perera:2023:BST,
author = "Indeewara Perera and Mervyn J. Silvapulle",
title = "Bootstrap specification tests for dynamic conditional
distribution models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "949--971",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001634",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2023:TMD,
author = "Jinyuan Chang and Qing Jiang and Xiaofeng Shao",
title = "Testing the martingale difference hypothesis in high
dimension",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "972--1000",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001658",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ullah:2023:SPL,
author = "Aman Ullah and Tao Wang and Weixin Yao",
title = "Semiparametric partially linear varying coefficient
modal regression",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1001--1026",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200166X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bao:2023:IIE,
author = "Yong Bao and Xuewen Yu",
title = "Indirect inference estimation of dynamic panel data
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1027--1053",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001683",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arias:2023:MFV,
author = "Jonas E. Arias and Juan F. Rubio-Ram{\'\i}rez and
Minchul Shin",
title = "Macroeconomic forecasting and variable ordering in
multivariate stochastic volatility models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1054--1086",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001695",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2023:NIE,
author = "Ji Hyung Lee and Byoung G. Park",
title = "Nonparametric identification and estimation of the
extended {Roy} model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1087--1113",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001774",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Adamek:2023:LIH,
author = "Robert Adamek and Stephan Smeekes and Ines Wilms",
title = "Lasso inference for high-dimensional time series",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1114--1143",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001804",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boudt:2023:EBA,
author = "Kris Boudt and Kirill Dragun and Orimar Sauri and
Steven Vanduffel",
title = "{ETF Basket-Adjusted Covariance} estimation",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1144--1171",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001816",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamy:2023:DIS,
author = "Laurent Lamy and Manasa Patnam and Michael Visser",
title = "Distinguishing incentive from selection effects in
auction-determined contracts",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1172--1202",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001828",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jochmans:2023:PEE,
author = "Koen Jochmans",
title = "Peer effects and endogenous social interactions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1203--1214",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001853",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schumann:2023:RSI,
author = "Martin Schumann and Thomas A. Severini and Gautam
Tripathi",
title = "The role of score and information bias in panel data
likelihoods",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1215--1238",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001889",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:CNA,
author = "Elynn Y. Chen and Jianqing Fan and Xuening Zhu",
title = "Community network auto-regression for high-dimensional
time series",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1239--1256",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001890",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Loh:2023:NIE,
author = "Isaac Loh",
title = "Nonparametric identification and estimation with
discrete instruments and regressors",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1257--1279",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001907",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pellatt:2023:ATR,
author = "Daniel F. Pellatt and Yixiao Sun",
title = "Asymptotic {$F$} test in regressions with observations
collected at high frequency over long span",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1281--1309",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001919",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:TSE,
author = "Songnian Chen",
title = "Two-step estimation of censored quantile regression
for duration models with time-varying regressors",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1310--1336",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001920",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:TSI,
author = "Song Xi Chen and Bin Guo and Yumou Qiu",
title = "Testing and signal identification for two-sample
high-dimensional covariances via multi-level
thresholding",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1337--1354",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001944",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2023:PTV,
author = "Yuying Sun and Yongmiao Hong and Shouyang Wang and
Xinyu Zhang",
title = "Penalized time-varying model averaging",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1355--1377",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002019",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Botosaru:2023:TVU,
author = "Irene Botosaru",
title = "Time-varying unobserved heterogeneity in earnings
shocks",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1378--1393",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002020",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2023:ICS,
author = "Torben G. Andersen and Raul Riva and Martin Thyrsgaard
and Viktor Todorov",
title = "Intraday cross-sectional distributions of systematic
risk",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1394--1418",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002032",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2023:CSV,
author = "Joshua C. C. Chan",
title = "Comparing stochastic volatility specifications for
large {Bayesian} {VARs}",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1419--1446",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002056",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2023:DRR,
author = "Zongwu Cai and Ted Juhl",
title = "The distribution of rolling regression estimators",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1447--1463",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002068",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mehrabani:2023:EIL,
author = "Ali Mehrabani",
title = "Estimation and identification of latent group
structures in panel data",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1464--1482",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200207X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ergemen:2023:PEL,
author = "Yunus Emre Ergemen",
title = "Parametric estimation of long memory in factor
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1483--1499",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762200210X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mayer:2023:EIF,
author = "Alexander Mayer and Dominik Wied",
title = "Estimation and inference in factor copula models with
exogenous covariates",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1500--1521",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000039",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pettenuzzo:2023:DSC,
author = "Davide Pettenuzzo and Riccardo Sabbatucci and Allan
Timmermann",
title = "Dividend suspensions and cash flows during the
{Covid-19} pandemic: a dynamic econometric model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1522--1541",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300012X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Boot:2023:JIB,
author = "Tom Boot",
title = "Joint inference based on {Stein}-type averaging
estimators in the linear regression model",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1542--1563",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000155",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Enache:2023:FEA,
author = "Andreea Enache and Jean-Pierre Florens and Erwann
Sbai",
title = "A functional estimation approach to the first-price
auction models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1564--1588",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000192",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DiTraglia:2023:ICE,
author = "Francis J. DiTraglia and Camilo Garc{\'\i}a-Jimeno and
Rossa O'Keeffe-O'Donovan and Alejandro
S{\'a}nchez-Becerra",
title = "Identifying causal effects in experiments with
spillovers and non-compliance",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1589--1624",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000210",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Keane:2023:ISI,
author = "Michael Keane and Timothy Neal",
title = "Instrument strength in {IV} estimation and inference:
a guide to theory and practice",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1625--1653",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000222",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2023:BRM,
author = "Jiti Gao and Fei Liu and Bin Peng and Yayi Yan",
title = "Binary response models for heterogeneous panel data
with interactive fixed effects",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1654--1679",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000234",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Firpo:2023:UIV,
author = "Sergio Firpo and Antonio F. Galvao and Thomas Parker",
title = "Uniform inference for value functions",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1680--1699",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000246",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chesher:2023:IMT,
author = "Andrew Chesher and Dongwoo Kim and Adam M. Rosen",
title = "{IV} methods for {Tobit} models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1700--1724",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000258",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Semenova:2023:DML,
author = "Vira Semenova",
title = "Debiased machine learning of set-identified linear
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1725--1746",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300026X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chao:2023:JEC,
author = "John C. Chao and Norman R. Swanson and Tiemen
Woutersen",
title = "Jackknife estimation of a cluster-sample {IV}
regression model with many weak instruments",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1747--1769",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000271",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Rossi:2023:SAE,
author = "Francesca Rossi and Offer Lieberman",
title = "Spatial autoregressions with an extended parameter
space and similarity-based weights",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1770--1798",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000283",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lamarche:2023:WBI,
author = "Carlos Lamarche and Thomas Parker",
title = "Wild bootstrap inference for penalized quantile
regression for longitudinal data",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1799--1826",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000313",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Drautzburg:2023:RSI,
author = "Thorsten Drautzburg and Jonathan H. Wright",
title = "Refining set-identification in {VARs} through
independence",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1827--1847",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000325",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:EEA,
author = "Jiafeng Chen and Xiaohong Chen and Elie Tamer",
title = "Efficient estimation of average derivatives in {NPIV}
models: Simulation comparisons of neural network
estimators",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1848--1875",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000349",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2023:SEM,
author = "Chenchen Ma and Yundong Tu",
title = "Shrinkage estimation of multiple threshold factor
models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1876--1892",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000489",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2023:AFM,
author = "Jushan Bai and Serena Ng",
title = "Approximate factor models with weaker loadings",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1893--1916",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.027",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300060X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2023:LVM,
author = "Sung Hoon Choi and Donggyu Kim",
title = "Large volatility matrix analysis using global and
national factor models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1917--1933",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000635",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bu:2023:UCN,
author = "Ruijun Bu and Jihyun Kim and Bin Wang",
title = "Uniform and {$ L_p $} convergences for nonparametric
continuous time regressions with semiparametric
applications",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1934--1954",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000726",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Su:2023:ILG,
author = "Liangjun Su and Wuyi Wang and Xingbai Xu",
title = "Identifying latent group structures in spatial dynamic
panels",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1955--1980",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000738",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:2023:OWT,
author = "Yong He and Xinbing Kong and Lorenzo Trapani and Long
Yu",
title = "One-way or two-way factor model for matrix
sequences?",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "1981--2004",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300074X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2023:WQS,
author = "Yanqin Fan and Xuetao Shi",
title = "{Wald}, {QLR}, and score tests when parameters are
subject to linear inequality constraints",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2005--2026",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000787",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MacKinnon:2023:TAL,
author = "James G. MacKinnon and Morten {\O}rregaard Nielsen and
Matthew D. Webb",
title = "Testing for the appropriate level of clustering in
linear regression models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2027--2056",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001021",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Konstantinidi:2023:STR,
author = "Antri Konstantinidi and Andros Kourtellos and Yiguo
Sun",
title = "Social threshold regression",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2057--2081",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001045",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2023:SPN,
author = "Francisco Blasques and Marc Nientker",
title = "Stochastic properties of nonlinear
locally-nonstationary filters",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2082--2095",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001264",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ma:2023:IIT,
author = "Jun Ma and Vadim Marmer and Zhengfei Yu",
title = "Inference on individual treatment effects in
nonseparable triangular models",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2096--2124",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001276",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Julliard:2023:SCL,
author = "Christian Julliard and Ran Shi and Kathy Yuan",
title = "The spread of {COVID-19} in {London}: Network effects
and optimal lockdowns",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2125--2154",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001288",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kuersteiner:2023:EPE,
author = "Guido M. Kuersteiner and Ingmar R. Prucha and Ying
Zeng",
title = "Efficient peer effects estimators with group effects",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2155--2194",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300129X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2023:SQR,
author = "Le-Yu Chen and Sokbae Lee",
title = "Sparse quantile regression",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2195--2217",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001306",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Roth:2023:WTD,
author = "Jonathan Roth and Pedro H. C. Sant'Anna and Alyssa
Bilinski and John Poe",
title = "What's trending in difference-in-differences? {A}
synthesis of the recent econometrics literature",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2218--2244",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001318",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lu:2023:SNE,
author = "Zhentong Lu and Xiaoxia Shi and Jing Tao",
title = "Semi-nonparametric estimation of random coefficients
logit model for aggregate demand",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2245--2265",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001458",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Nicolau:2023:TIE,
author = "Jo{\~a}o Nicolau and Paulo M. M. Rodrigues and Marian
Z. Stoykov",
title = "Tail index estimation in the presence of covariates:
Stock returns' tail risk dynamics",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2266--2284",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300146X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vilhuber:2023:RTV,
author = "Lars Vilhuber",
title = "Reproducibility and transparency versus privacy and
confidentiality: Reflections from a data editor",
journal = j-J-ECONOMETRICS,
volume = "235",
number = "2",
pages = "2285--2294",
month = aug,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Jun 19 17:21:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001471",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:S,
author = "Anonymous",
title = "{September 2023}",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00201-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002014",
acknowledgement = ack-nhfb,
articleno = "105485",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dalderop:2023:SEL,
author = "Jeroen Dalderop",
title = "Semiparametric estimation of latent variable asset
pricing models",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001598",
acknowledgement = ack-nhfb,
articleno = "105465",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Callaway:2023:PED,
author = "Brantly Callaway and Tong Li",
title = "Policy evaluation during a pandemic",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001483",
acknowledgement = ack-nhfb,
articleno = "105454",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beaulieu:2023:IRB,
author = "Marie-Claude Beaulieu and Jean-Marie Dufour and Lynda
Khalaf and Olena Melin",
title = "Identification-robust beta pricing, spanning,
mimicking portfolios, and the benchmark neutrality of
catastrophe bonds",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001586",
acknowledgement = ack-nhfb,
articleno = "105464",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cross:2023:LSV,
author = "Jamie L. Cross and Chenghan Hou and Gary Koop and
Aubrey Poon",
title = "Large stochastic volatility in mean {VARs}",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300163X",
acknowledgement = ack-nhfb,
articleno = "105469",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guay:2023:SVM,
author = "Alain Guay and Florian Pelgrin",
title = "Structural {VAR} models in the Frequency Domain",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001604",
acknowledgement = ack-nhfb,
articleno = "105466",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Luo:2023:IAM,
author = "Yao Luo and Ruli Xiao",
title = "Identification of auction models using order
statistics",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001513",
acknowledgement = ack-nhfb,
articleno = "105457",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chan:2023:HDC,
author = "Joshua C. C. Chan and Aubrey Poon and Dan Zhu",
title = "High-dimensional conditionally {Gaussian} state space
models with missing data",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001628",
acknowledgement = ack-nhfb,
articleno = "105468",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2023:MLE,
author = "Dong Li and Yuxin Tao and Yaxing Yang and Rongmao
Zhang",
title = "Maximum likelihood estimation for {$ \alpha $}-stable
double autoregressive models",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001653",
acknowledgement = ack-nhfb,
articleno = "105471",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bauwens:2023:WML,
author = "Luc Bauwens and Guillaume Chevillon and S{\'e}bastien
Laurent",
title = "We modeled long memory with just one lag!",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001616",
acknowledgement = ack-nhfb,
articleno = "105467",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sasaki:2023:DDC,
author = "Yuya Sasaki and Yuya Takahashi and Yi Xin and Yingyao
Hu",
title = "Dynamic discrete choice models with incomplete data:
Sharp identification",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001550",
acknowledgement = ack-nhfb,
articleno = "105461",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anatolyev:2023:TMR,
author = "Stanislav Anatolyev and Mikkel S{\o}lvsten",
title = "Testing many restrictions under heteroskedasticity",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001677",
acknowledgement = ack-nhfb,
articleno = "105473",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2023:PPP,
author = "Kwangmin Lee and Jaeyong Lee",
title = "Post-processed posteriors for sparse covariances",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "1",
pages = "??--??",
month = sep,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105475",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001914",
acknowledgement = ack-nhfb,
articleno = "105475",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:O,
author = "Anonymous",
title = "{October 2023}",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00222-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002221",
acknowledgement = ack-nhfb,
articleno = "105506",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bennedsen:2023:IFC,
author = "Mikkel Bennedsen and Asger Lunde and Neil Shephard and
Almut E. D. Veraart",
title = "Inference and forecasting for continuous-time
integer-valued trawl processes",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105476",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001926",
acknowledgement = ack-nhfb,
articleno = "105476",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Caner:2023:GLM,
author = "Mehmet Caner",
title = "Generalized linear models with structured sparsity
estimators",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105478",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300194X",
acknowledgement = ack-nhfb,
articleno = "105478",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kociecki:2023:SGI,
author = "Andrzej Kociecki and Marcin Kolasa",
title = "A solution to the global identification problem in
{DSGE} models",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105477",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001938",
acknowledgement = ack-nhfb,
articleno = "105477",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2023:WWA,
author = "Francis X. Diebold and Glenn D. Rudebusch and
Maximilian G{\"o}bel and Philippe Goulet Coulombe and
Boyuan Zhang",
title = "When will {Arctic} sea ice disappear? {Projections} of
area, extent, thickness, and volume",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105479",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001951",
acknowledgement = ack-nhfb,
articleno = "105479",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kole:2023:MSS,
author = "Erik Kole and Dick van Dijk",
title = "Moments, shocks and spillovers in {Markov}-switching
{VAR} models",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105474",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001902",
acknowledgement = ack-nhfb,
articleno = "105474",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tsionas:2023:BAN,
author = "Mike Tsionas and Christopher F. Parmeter and Valentin
Zelenyuk",
title = "{Bayesian Artificial Neural Networks} for frontier
efficiency analysis",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105491",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002075",
acknowledgement = ack-nhfb,
articleno = "105491",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2023:STC,
author = "Valentina Corradi and Jack Fosten and Daniel
Gutknecht",
title = "Out-of-sample tests for conditional quantile coverage
an application to Growth-at-Risk",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105490",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002063",
acknowledgement = ack-nhfb,
articleno = "105490",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{deChaisemartin:2023:TWF,
author = "Cl{\'e}ment de Chaisemartin and Xavier
D'Haultfoeuille",
title = "Two-way fixed effects and differences-in-differences
estimators with several treatments",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105480",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001963",
acknowledgement = ack-nhfb,
articleno = "105480",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{An:2023:SAS,
author = "Yonghong An and Shengjie Hong and Daiqiang Zhang",
title = "A structural analysis of simple contracts",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001501",
acknowledgement = ack-nhfb,
articleno = "105456",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hoshino:2023:TEM,
author = "Tadao Hoshino and Takahide Yanagi",
title = "Treatment effect models with strategic interaction in
treatment decisions",
journal = j-J-ECONOMETRICS,
volume = "236",
number = "2",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105495",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Aug 18 06:49:49 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002117",
acknowledgement = ack-nhfb,
articleno = "105495",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:N,
author = "Anonymous",
title = "{November 2023}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00255-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002555",
acknowledgement = ack-nhfb,
articleno = "105539",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bugni:2023:IUC,
author = "Federico A. Bugni and Mengsi Gao",
title = "Inference under covariate-adaptive randomization with
imperfect compliance",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105497",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002130",
acknowledgement = ack-nhfb,
articleno = "105497",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Koh:2023:SOI,
author = "Paul S. Koh",
title = "Stable outcomes and information in games: an empirical
framework",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105499",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002154",
acknowledgement = ack-nhfb,
articleno = "105499",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2023:NGE,
author = "Ke Zhu",
title = "A new generalized exponentially weighted moving
average quantile model and its statistical inference",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105510",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002269",
acknowledgement = ack-nhfb,
articleno = "105510",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tu:2023:PSR,
author = "Yundong Tu and Xinling Xie",
title = "Penetrating sporadic return predictability",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105509",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002257",
acknowledgement = ack-nhfb,
articleno = "105509",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Freeman:2023:LPR,
author = "Hugo Freeman and Martin Weidner",
title = "Linear panel regressions with two-way unobserved
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105498",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002142",
acknowledgement = ack-nhfb,
articleno = "105498",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2023:EIH,
author = "Yanqin Fan and Fang Han and Hyeonseok Park",
title = "Estimation and inference in a high-dimensional
semiparametric {Gaussian} copula vector autoregressive
model",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105513",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002294",
acknowledgement = ack-nhfb,
articleno = "105513",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shin:2023:ARL,
author = "Minseok Shin and Donggyu Kim and Jianqing Fan",
title = "Adaptive robust large volatility matrix estimation
based on high-frequency financial data",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105514",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002300",
acknowledgement = ack-nhfb,
articleno = "105514",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2023:IDB,
author = "S. Khan and M. Ponomareva and E. Tamer",
title = "Identification of dynamic binary response models",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105515",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002312",
acknowledgement = ack-nhfb,
articleno = "105515",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kojevnikov:2023:EIL,
author = "Denis Kojevnikov and Kyungchul Song",
title = "Econometric inference on a large {Bayesian} game with
heterogeneous beliefs",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105502",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300218X",
acknowledgement = ack-nhfb,
articleno = "105502",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Higgins:2023:IMD,
author = "Ayden Higgins and Koen Jochmans",
title = "Identification of mixtures of dynamic discrete
choices",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001562",
acknowledgement = ack-nhfb,
articleno = "105462",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Vazquez-Bare:2023:IES,
author = "Gonzalo Vazquez-Bare",
title = "Identification and estimation of spillover effects in
randomized experiments",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.10.014",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621003067",
acknowledgement = ack-nhfb,
articleno = "105237",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ackerberg:2023:UIS,
author = "Daniel A. Ackerberg and Garth Frazer and Kyoo il Kim
and Yao Luo and Yingjun Su",
title = "Under-identification of structural models based on
timing and information set assumptions",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001574",
acknowledgement = ack-nhfb,
articleno = "105463",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2023:WUT,
author = "Bin Yu",
title = "What is uncertainty in today's practice of data
science?",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105519",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300235X",
acknowledgement = ack-nhfb,
articleno = "105519",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Powell:2023:DWS,
author = "James L. Powell",
title = "Discussion of {``What is a standard error?''}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105518",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See \cite{Gelman:2023:WSE}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002348",
acknowledgement = ack-nhfb,
articleno = "105518",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gelman:2023:WSE,
author = "Andrew Gelman",
title = "What is a standard error?",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "1",
pages = "??--??",
month = nov,
year = "2023",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105516",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Oct 10 06:41:22 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "See discussion \cite{Powell:2023:DWS}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002324",
acknowledgement = ack-nhfb,
articleno = "105516",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2023:D,
author = "Anonymous",
title = "{December 2023}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2",
pages = "??--??",
month = "????",
year = "2023",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Fri Nov 3 08:32:20 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Da,
author = "Anonymous",
title = "{December 2023}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2A",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:29 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBa,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2A",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00326-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:29 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623003263",
acknowledgement = ack-nhfb,
articleno = "105610",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wooldridge:2024:WSE,
author = "Jeffrey M. Wooldridge",
title = "What is a standard error? ({And} how should we compute
it?)",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2A",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105517",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:29 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623002336",
acknowledgement = ack-nhfb,
articleno = "105517",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bertanha:2024:BBN,
author = "Marinho Bertanha and Andrew H. McCallum and Nathan
Seegert",
title = "Better bunching, nicer notching",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2A",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105512",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:29 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623002282",
acknowledgement = ack-nhfb,
articleno = "105512",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kojevnikov:2024:SIR,
author = "Denis Kojevnikov and Kyungchul Song",
title = "Some impossibility results for inference with cluster
dependence with large clusters",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2A",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105524",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:29 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623002403",
acknowledgement = ack-nhfb,
articleno = "105524",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2024:IVH,
author = "Zhenting Sun",
title = "Instrument validity for heterogeneous causal effects",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2A",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105523",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:29 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623002397",
acknowledgement = ack-nhfb,
articleno = "105523",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:SEL,
author = "Jiafeng Chen and David M. Ritzwoller",
title = "Semiparametric estimation of long-term treatment
effects",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2A",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105545",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:29 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623002610",
acknowledgement = ack-nhfb,
articleno = "105545",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Db,
author = "Anonymous",
title = "{December 2023}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBb,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00309-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623003093",
acknowledgement = ack-nhfb,
articleno = "105593",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2024:TVP,
author = "F. Blasques and A. C. Harvey and S. J. Koopman and A.
Lucas",
title = "Time-Varying Parameters in Econometrics: the editor's
foreword",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623001173",
acknowledgement = ack-nhfb,
articleno = "105439",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aknouche:2024:TSW,
author = "Abdelhakim Aknouche and Christian Francq",
title = "Two-stage weighted least squares estimator of the
conditional mean of observation-driven time series
models",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440762100213X",
acknowledgement = ack-nhfb,
articleno = "105174",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hetland:2024:DCE,
author = "Simon Hetland and Rasmus S{\o}ndergaard Pedersen and
Anders Rahbek",
title = "Dynamic conditional eigenvalue {GARCH}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621002141",
acknowledgement = ack-nhfb,
articleno = "105175",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gorgi:2024:BOD,
author = "P. Gorgi and S. J. Koopman",
title = "Beta observation-driven models with exogenous
regressors: a joint analysis of realized correlation
and leverage effects",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621002165",
acknowledgement = ack-nhfb,
articleno = "105177",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hafner:2024:DCS,
author = "Christian M. Hafner and Linqi Wang",
title = "A dynamic conditional score model for the log
correlation matrix",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621002153",
acknowledgement = ack-nhfb,
articleno = "105176",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Catania:2024:SMM,
author = "Leopoldo Catania and Alessandra Luati",
title = "Semiparametric modeling of multiple quantiles",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622002044",
acknowledgement = ack-nhfb,
articleno = "105365",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Joao:2024:DCM,
author = "Igor Custodio Jo{\~a}o and Andr{\'e} Lucas and Julia
Schaumburg and Bernd Schwaab",
title = "Dynamic clustering of multivariate panel data",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622000689",
acknowledgement = ack-nhfb,
articleno = "105281",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2024:SDM,
author = "Andrew Harvey and Dario Palumbo",
title = "Score-driven models for realized volatility",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2B",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.029",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623001422",
acknowledgement = ack-nhfb,
articleno = "105448",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Dc,
author = "Anonymous",
title = "{December 2023}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBc,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00315-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623003159",
acknowledgement = ack-nhfb,
articleno = "105599",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2024:PMF,
author = "Torben G. Andersen and Robert Taylor and Allan
Timmermann and Dacheng Xiu",
title = "Predictive modeling of financial data",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105496",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623002129",
acknowledgement = ack-nhfb,
articleno = "105496",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Andersen:2024:VMP,
author = "Torben G. Andersen and Yingying Li and Viktor Todorov
and Bo Zhou",
title = "Volatility measurement with pockets of extreme return
persistence",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.11.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407620303924",
acknowledgement = ack-nhfb,
articleno = "105048",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Qu:2024:CFP,
author = "Ritong Qu and Allan Timmermann and Yinchu Zhu",
title = "Comparing forecasting performance in cross-sections",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.02.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621002256",
acknowledgement = ack-nhfb,
articleno = "105186",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Berrisch:2024:CL,
author = "Jonathan Berrisch and Florian Ziel",
title = "{CRPS} learning",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.11.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621002724",
acknowledgement = ack-nhfb,
articleno = "105221",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Odendahl:2024:EFP,
author = "Florens Odendahl and Barbara Rossi and Tatevik
Sekhposyan",
title = "Evaluating forecast performance with state
dependence",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407621002657",
acknowledgement = ack-nhfb,
articleno = "105220",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Demetrescu:2024:EIM,
author = "Matei Demetrescu and Iliyan Georgiev and Paulo M. M.
Rodrigues and A. M. Robert Taylor",
title = "Extensions to {IVX} methods of inference for return
predictability",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.02.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622000586",
acknowledgement = ack-nhfb,
articleno = "105271",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2024:OMA,
author = "Xiaomeng Zhang and Xinyu Zhang",
title = "Optimal model averaging based on forward-validation",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S030440762200094X",
acknowledgement = ack-nhfb,
articleno = "105295",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Babii:2024:MLP,
author = "Andrii Babii and Ryan T. Ball and Eric Ghysels and
Jonas Striaukas",
title = "Machine learning panel data regressions with
heavy-tailed dependent data: Theory and application",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622001282",
acknowledgement = ack-nhfb,
articleno = "105315",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Demetrescu:2024:TRB,
author = "Matei Demetrescu and Paulo M. M. Rodrigues and A. M.
Robert Taylor",
title = "Transformed regression-based long-horizon
predictability tests",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622001294",
acknowledgement = ack-nhfb,
articleno = "105316",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2024:APA,
author = "Francis X. Diebold and Minchul Shin and Boyuan Zhang",
title = "On the aggregation of probability assessments:
Regularized mixtures of predictive densities for
{Eurozone} inflation and real interest rates",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622001464",
acknowledgement = ack-nhfb,
articleno = "105321",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:2024:UPI,
author = "Mingmian Cheng and Yuan Liao and Xiye Yang",
title = "Uniform predictive inference for factor models with
instrumental and idiosyncratic betas",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622002123",
acknowledgement = ack-nhfb,
articleno = "105373",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Casarin:2024:FPD,
author = "Roberto Casarin and Stefano Grassi and Francesco
Ravazzolo and Herman K. van Dijk",
title = "A flexible predictive density combination for large
financial data sets in regular and crisis periods",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622002093",
acknowledgement = ack-nhfb,
articleno = "105370",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2024:PQR,
author = "Rui Fan and Ji Hyung Lee and Youngki Shin",
title = "Predictive quantile regression with mixed roots and
increasing dimensions: the {ALQR} approach",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622002111",
acknowledgement = ack-nhfb,
articleno = "105372",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oh:2024:DFC,
author = "Dong Hwan Oh and Andrew J. Patton",
title = "Dynamic factor copula models with estimated cluster
assignments",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622002135",
acknowledgement = ack-nhfb,
articleno = "105374",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bakalli:2024:PTP,
author = "Gaetan Bakalli and St{\'e}phane Guerrier and Olivier
Scaillet",
title = "A penalized two-pass regression to predict stock
returns with time-varying risk premia",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407622002147",
acknowledgement = ack-nhfb,
articleno = "105375",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kostakis:2024:TSL,
author = "Alexandros Kostakis and Tassos Magdalinos and Michalis
P. Stamatogiannis",
title = "Taking stock of long-horizon predictability tests: Are
factor returns predictable?",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.10.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623000052",
acknowledgement = ack-nhfb,
articleno = "105380",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:TVFa,
author = "Bin Chen and Kenwin Maung",
title = "Time-varying forecast combination for high-dimensional
data",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.024",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623000556",
acknowledgement = ack-nhfb,
articleno = "105418",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Huang:2024:BRP,
author = "Dashan Huang and Fuwei Jiang and Kunpeng Li and Guoshi
Tong and Guofu Zhou",
title = "Are bond returns predictable with real-time macro
data?",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623001161",
acknowledgement = ack-nhfb,
articleno = "105438",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2024:BCC,
author = "Federico M. Bandi and Andrea Tamoni",
title = "Business-cycle consumption risk and asset prices",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.11.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623001410",
acknowledgement = ack-nhfb,
articleno = "105447",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Umlandt:2024:SDA,
author = "Dennis Umlandt",
title = "Score-driven asset pricing: Predicting time-varying
risk premia based on cross-sectional model
performance",
journal = j-J-ECONOMETRICS,
volume = "237",
number = "2C",
pages = "??--??",
month = dec,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:30 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "https://www.sciencedirect.com/science/article/pii/S0304407623001641",
acknowledgement = ack-nhfb,
articleno = "105470",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Ja,
author = "Anonymous",
title = "{January 2024}",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBd,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(23)00335-4",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003354",
acknowledgement = ack-nhfb,
articleno = "105619",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:HTH,
author = "Zhao Chen and Vivian Xinyi Cheng and Xu Liu",
title = "Hypothesis testing on high dimensional quantile
regression",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105525",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002415",
acknowledgement = ack-nhfb,
articleno = "105525",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bandi:2024:SS,
author = "Federico M. Bandi and Davide Pirino and Roberto
Ren{\`o}",
title = "Systematic staleness",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105522",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002385",
acknowledgement = ack-nhfb,
articleno = "105522",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hajivassiliou:2024:SII,
author = "Vassilis Hajivassiliou and Fr{\'e}d{\'e}rique
Savignac",
title = "Simultaneously Incomplete and Incoherent ({SII})
Dynamic {LDV} Models: With an Application to Financing
Constraints and Firms' Decision to Innovate",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105546",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002622",
acknowledgement = ack-nhfb,
articleno = "105546",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bollerslev:2024:ONR,
author = "Tim Bollerslev and Jia Li and Qiyuan Li",
title = "Optimal nonparametric range-based volatility
estimation",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105548",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002646",
acknowledgement = ack-nhfb,
articleno = "105548",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Tommasi:2024:BPB,
author = "Denni Tommasi and Lina Zhang",
title = "Bounding program benefits when participation is
misreported",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105556",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002725",
acknowledgement = ack-nhfb,
articleno = "105556",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2024:HDL,
author = "Di Wang and Yao Zheng and Guodong Li",
title = "High-dimensional low-rank tensor autoregressive time
series modeling",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105544",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002609",
acknowledgement = ack-nhfb,
articleno = "105544",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bei:2024:LLB,
author = "Xinyue Bei",
title = "Local linearization based subvector inference in
moment inequality models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105549",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002658",
acknowledgement = ack-nhfb,
articleno = "105549",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:EWS,
author = "Songnian Chen and Shakeeb Khan and Xun Tang",
title = "Endogeneity in weakly separable models without
monotonicity",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105567",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300283X",
acknowledgement = ack-nhfb,
articleno = "105567",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2024:EBU,
author = "Xingdong Feng and Wenyu Li and Qianqian Zhu",
title = "Estimation and bootstrapping under spatiotemporal
models with unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105559",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002750",
acknowledgement = ack-nhfb,
articleno = "105559",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Aradillas-Lopez:2024:IMP,
author = "Andres Aradillas-Lopez",
title = "Inference in models with partially identified control
functions",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105553",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002695",
acknowledgement = ack-nhfb,
articleno = "105553",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Feng:2024:MPS,
author = "Junlong Feng",
title = "Matching points: Supplementing instruments with
covariates in triangular models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105579",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002956",
acknowledgement = ack-nhfb,
articleno = "105579",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fallahgoul:2024:APN,
author = "Hasan Fallahgoul and Vincentius Franstianto and Xin
Lin",
title = "Asset pricing with neural networks: Significance
tests",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105574",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002907",
acknowledgement = ack-nhfb,
articleno = "105574",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2024:TPF,
author = "Ji Hyung Lee and Yuya Sasaki and Alexis Akira Toda and
Yulong Wang",
title = "Tuning parameter-free nonparametric density estimation
from tabulated summary data",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105568",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002841",
acknowledgement = ack-nhfb,
articleno = "105568",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2024:RBM,
author = "Hongfei Wang and Binghui Liu and Long Feng and Yanyuan
Ma",
title = "Rank-based max-sum tests for mutual independence of
high-dimensional random vectors",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105578",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002944",
acknowledgement = ack-nhfb,
articleno = "105578",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2024:PIP,
author = "Kevin Han and Guillaume Basse and Iavor Bojinov",
title = "Population interference in panel experiments",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105565",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002816",
acknowledgement = ack-nhfb,
articleno = "105565",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2024:MLE,
author = "Francisco Blasques and Janneke van Brummelen and Paolo
Gorgi and Siem Jan Koopman",
title = "Maximum Likelihood Estimation for Non-Stationary
Location Models with Mixture of Normal Distributions",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105575",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002919",
acknowledgement = ack-nhfb,
articleno = "105575",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fusejima:2024:IMV,
author = "Koki Fusejima",
title = "Identification of multi-valued treatment effects with
unobserved heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105563",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002798",
acknowledgement = ack-nhfb,
articleno = "105563",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chalak:2024:NGF,
author = "Karim Chalak",
title = "Nonparametric {Gini--Frisch} bounds",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105560",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002762",
acknowledgement = ack-nhfb,
articleno = "105560",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forneron:2024:DIF,
author = "Jean-Jacques Forneron",
title = "Detecting identification failure in moment condition
models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105552",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002683",
acknowledgement = ack-nhfb,
articleno = "105552",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Janys:2024:MHA,
author = "Lena Janys and Bettina Siflinger",
title = "Mental health and abortions among young women:
time-varying unobserved heterogeneity, health
behaviors, and risky decisions",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105580",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002968",
acknowledgement = ack-nhfb,
articleno = "105580",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:CIG,
author = "Xiaohong Chen and Ying Liu and Shujie Ma and Zheng
Zhang",
title = "Causal inference of general treatment effects using
neural networks with a diverging number of
confounders",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105555",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002713",
acknowledgement = ack-nhfb,
articleno = "105555",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhou:2024:SPS,
author = "Weilun Zhou and Jiti Gao and David Harris and Hsein
Kew",
title = "Semi-parametric single-index predictive regression
models with cointegrated regressors",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105577",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002932",
acknowledgement = ack-nhfb,
articleno = "105577",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lin:2024:BCM,
author = "Zhongjian Lin and Yingyao Hu",
title = "Binary choice with misclassification and social
interactions, with an application to peer effects in
attitude",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "1",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105551",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002671",
acknowledgement = ack-nhfb,
articleno = "105551",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Jb,
author = "Anonymous",
title = "{January 2024}",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBe,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00005-8",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000058",
acknowledgement = ack-nhfb,
articleno = "105659",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marx:2024:SBL,
author = "Philip Marx",
title = "Sharp bounds in the latent index selection model",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105561",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002774",
acknowledgement = ack-nhfb,
articleno = "105561",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Henry:2024:RMR,
author = "Marc Henry and Romuald M{\'e}ango and Isma{\"e}l
Mourifi{\'e}",
title = "Role models and revealed gender-specific costs of
{STEM} in an extended {Roy} model of major choice",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105571",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002877",
acknowledgement = ack-nhfb,
articleno = "105571",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lim:2024:CLC,
author = "Dennis Lim and Wenjie Wang and Yichong Zhang",
title = "A conditional linear combination test with many weak
instruments",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105602",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003184",
acknowledgement = ack-nhfb,
articleno = "105602",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wei:2024:ECE,
author = "Bo Wei and Kean Ming Tan and Xuming He",
title = "Estimation of complier expected shortfall treatment
effects with a binary instrumental variable",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105572",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002889",
acknowledgement = ack-nhfb,
articleno = "105572",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blevins:2024:NPL,
author = "Jason R. Blevins and Minhae Kim",
title = "Nested Pseudo likelihood estimation of continuous-time
dynamic discrete games",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105576",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002920",
acknowledgement = ack-nhfb,
articleno = "105576",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jun:2024:ITA,
author = "Sung Jae Jun and Joris Pinkse",
title = "An information-Theoretic approach to partially
identified auction models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105566",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002828",
acknowledgement = ack-nhfb,
articleno = "105566",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Beutner:2024:RBC,
author = "Eric Beutner and Alexander Heinemann and Stephan
Smeekes",
title = "A residual bootstrap for conditional {Value-at-Risk}",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105554",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002701",
acknowledgement = ack-nhfb,
articleno = "105554",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MaCurdy:2024:PPD,
author = "Thomas MaCurdy and David Glick and Sonam Sherpa and
Sriniketh Nagavarapu",
title = "Profiling the plight of disconnected youth in
{America}",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105557",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002737",
acknowledgement = ack-nhfb,
articleno = "105557",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Celhay:2024:WLM,
author = "Pablo Celhay and Bruce D. Meyer and Nikolas Mittag",
title = "What leads to measurement errors? {Evidence} from
reports of program participation in three surveys",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105581",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300297X",
acknowledgement = ack-nhfb,
articleno = "105581",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hou:2024:EVS,
author = "Li Hou and Baisuo Jin and Yuehua Wu",
title = "Estimation and variable selection for high-dimensional
spatial dynamic panel data models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105605",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003214",
acknowledgement = ack-nhfb,
articleno = "105605",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Martinez-Iriarte:2024:UEG,
author = "Juli{\'a}n Mart{\'\i}nez-Iriarte and Gabriel
Montes-Rojas and Yixiao Sun",
title = "Unconditional effects of general policy
interventions",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105570",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002865",
acknowledgement = ack-nhfb,
articleno = "105570",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hong:2024:KST,
author = "Yongmiao Hong and Oliver Linton and Brendan McCabe and
Jiajing Sun and Shouyang Wang",
title = "{Kolmogorov--Smirnov} type testing for structural
breaks: a new adjusted-range based self-normalization
approach",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105603",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003196",
acknowledgement = ack-nhfb,
articleno = "105603",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Enache:2024:QAH,
author = "Andreea Enache and Jean-Pierre Florens",
title = "Quantile analysis of ``hazard-rate'' game models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105582",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002981",
acknowledgement = ack-nhfb,
articleno = "105582",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yoon:2024:IES,
author = "Jangsu Yoon",
title = "Identification and estimation of sequential games of
incomplete information with multiple equilibria",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105569",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002853",
acknowledgement = ack-nhfb,
articleno = "105569",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Angelini:2024:ITS,
author = "Giovanni Angelini and Giuseppe Cavaliere and Luca
Fanelli",
title = "An identification and testing strategy for
proxy-{SVARs} with weak proxies",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105604",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003202",
acknowledgement = ack-nhfb,
articleno = "105604",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cavaliere:2024:TBA,
author = "Giuseppe Cavaliere and Thomas Mikosch and Anders
Rahbek and Frederik Vilandt",
title = "Tail behavior of {ACD} models and consequences for
likelihood-based estimation",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105613",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003299",
acknowledgement = ack-nhfb,
articleno = "105613",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lui:2024:RTE,
author = "Yiu Lim Lui and Peter C. B. Phillips and Jun Yu",
title = "Robust testing for explosive behavior with strongly
dependent errors",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105626",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003421",
acknowledgement = ack-nhfb,
articleno = "105626",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Casini:2024:FLD,
author = "Alessandro Casini",
title = "The fixed-{\boldmath $b$} limiting distribution and
the {ERP} of {HAR} tests under nonstationarity",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105625",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300341X",
acknowledgement = ack-nhfb,
articleno = "105625",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Phillips:2024:HDI,
author = "Peter C. B. Phillips and Igor L. Kheifets",
title = "High-dimensional {IV} cointegration estimation and
inference",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105622",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300338X",
acknowledgement = ack-nhfb,
articleno = "105622",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Blasques:2024:ACB,
author = "F. Blasques and Christian Francq and S{\'e}bastien
Laurent",
title = "Autoregressive conditional betas",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105630",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003469",
acknowledgement = ack-nhfb,
articleno = "105630",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ren:2024:DEI,
author = "Yimeng Ren and Zhe Li and Xuening Zhu and Yuan Gao and
Hansheng Wang",
title = "Distributed estimation and inference for spatial
autoregression model with large scale networks",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105629",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003457",
acknowledgement = ack-nhfb,
articleno = "105629",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lange:2024:BFS,
author = "Rutger-Jan Lange",
title = "{Bellman} filtering and smoothing for state-space
models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105632",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003482",
acknowledgement = ack-nhfb,
articleno = "105632",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Antolin-Diaz:2024:ANE,
author = "Juan Antol{\'\i}n-D{\'\i}az and Thomas Drechsel and
Ivan Petrella",
title = "Advances in nowcasting economic activity: the role of
heterogeneous dynamics and fat tails",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105634",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003500",
acknowledgement = ack-nhfb,
articleno = "105634",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Centorrino:2024:NES,
author = "Samuele Centorrino and Christopher F. Parmeter",
title = "Nonparametric estimation of stochastic frontier models
with weak separability",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105641",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003573",
acknowledgement = ack-nhfb,
articleno = "105641",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Forneron:2024:EIS,
author = "Jean-Jacques Forneron",
title = "Estimation and inference by stochastic optimization",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105638",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003548",
acknowledgement = ack-nhfb,
articleno = "105638",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2024:IHE,
author = "Tong Li and Yuya Sasaki",
title = "Identification of heterogeneous elasticities in
gross-output production functions",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105637",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003536",
acknowledgement = ack-nhfb,
articleno = "105637",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Creal:2024:ODF,
author = "Drew Creal and Siem Jan Koopman and Andr{\'e} Lucas
and Marcin Zamojski",
title = "Observation-driven filtering of time-varying
parameters using moment conditions",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105635",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003512",
acknowledgement = ack-nhfb,
articleno = "105635",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Norets:2024:SBE,
author = "Andriy Norets and Kenichi Shimizu",
title = "Semiparametric {Bayesian} estimation of dynamic
discrete choice models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105642",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003585",
acknowledgement = ack-nhfb,
articleno = "105642",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miller:2024:ITIa,
author = "J. Isaac Miller and Felix Pretis",
title = "Introduction to the {Themed Issue on Climate
Econometrics}",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105628",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003445",
acknowledgement = ack-nhfb,
articleno = "105628",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2024:LRT,
author = "Jushan Bai and Jiangtao Duan and Xu Han",
title = "The likelihood ratio test for structural changes in
factor models",
journal = j-J-ECONOMETRICS,
volume = "238",
number = "2",
pages = "??--??",
month = jan,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105631",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:31 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003470",
acknowledgement = ack-nhfb,
articleno = "105631",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:CE,
author = "Anonymous",
title = "Climate Econometrics",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBf,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00011-3",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000113",
acknowledgement = ack-nhfb,
articleno = "105665",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miller:2024:ITIb,
author = "J. Isaac Miller and Felix Pretis",
title = "Introduction to the {Themed Issue on Climate
Econometrics}",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105644",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003603",
acknowledgement = ack-nhfb,
articleno = "105644",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Harvey:2024:MCT,
author = "Andrew Harvey and Stan Hurn and Dario Palumbo and
Stephen Thiele",
title = "Modelling circular time series",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001446",
acknowledgement = ack-nhfb,
articleno = "105450",
fjournal = "Journal of Econometrics",
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}
@Article{Proietti:2024:MCC,
author = "Tommaso Proietti and Federico Maddanu",
title = "Modelling cycles in climate series: the fractional
sinusoidal waveform process",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000987",
acknowledgement = ack-nhfb,
articleno = "105299",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{He:2024:LMT,
author = "Changli He and Jian Kang and Annastiina Silvennoinen
and Timo Ter{\"a}svirta",
title = "Long monthly temperature series and the {Vector
Seasonal Shifting Mean} and {Covariance Autoregressive}
model",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105494",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002105",
acknowledgement = ack-nhfb,
articleno = "105494",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giannerini:2024:VBT,
author = "Simone Giannerini and Greta Goracci and Anders
Rahbek",
title = "The validity of bootstrap testing for threshold
autoregression",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000040",
acknowledgement = ack-nhfb,
articleno = "105379",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Friedrich:2024:SBI,
author = "Marina Friedrich and Yicong Lin",
title = "Sieve bootstrap inference for linear time-varying
coefficient models",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001701",
acknowledgement = ack-nhfb,
articleno = "105345",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jiao:2024:TCD,
author = "Xiyu Jiao and Felix Pretis and Moritz Schwarz",
title = "Testing for coefficient distortion due to outliers
with an application to the economic impacts of climate
change",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105547",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002634",
acknowledgement = ack-nhfb,
articleno = "105547",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Campos-Martins:2024:CVS,
author = "Susana Campos-Martins and David F. Hendry",
title = "Common volatility shocks driven by the global carbon
transition",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001665",
acknowledgement = ack-nhfb,
articleno = "105472",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cui:2024:MSC,
author = "Xiaomeng Cui and Bulat Gafarov and Dalia Ghanem and
Todd Kuffner",
title = "On model selection criteria for climate change impact
studies",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105511",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002270",
acknowledgement = ack-nhfb,
articleno = "105511",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Reuvers:2024:SGY,
author = "Hanno Reuvers and Etienne Wijler",
title = "Sparse generalized {Yule--Walker} estimation for large
spatio-temporal autoregressions with an application to
{NO$_2$} satellite data",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105520",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002361",
acknowledgement = ack-nhfb,
articleno = "105520",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Miller:2024:BRM,
author = "J. Isaac Miller and William A. Brock",
title = "Beyond {RCP8.5}: Marginal mitigation using
quasi-representative concentration pathways",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.06.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621001792",
acknowledgement = ack-nhfb,
articleno = "105152",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Diebold:2024:RWW,
author = "Francis X. Diebold and Glenn D. Rudebusch and
Maximilian G{\"o}bel and Philippe Goulet Coulombe and
Boyuan Zhang",
title = "Reprint of: {When will Arctic sea ice disappear?
Projections of area, extent, thickness, and volume}",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "??",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105645",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003615",
acknowledgement = ack-nhfb,
articleno = "105645",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:F,
author = "Anonymous",
title = "{February 2024}",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBg,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00052-6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000526",
acknowledgement = ack-nhfb,
articleno = "105706",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cattaneo:2024:DSE,
author = "Matias D. Cattaneo and Yingying Fan and Runze Li and
Rui Song",
title = "Data science in economics and finance: Introduction",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105627",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003433",
acknowledgement = ack-nhfb,
articleno = "105627",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Barigozzi:2024:ITG,
author = "Matteo Barigozzi and Marc Hallin and Matteo Luciani
and Paolo Zaffaroni",
title = "Inferential theory for generalized dynamic factor
models",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000593",
acknowledgement = ack-nhfb,
articleno = "105422",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2024:PET,
author = "Xiufan Yu and Jiawei Yao and Lingzhou Xue",
title = "Power enhancement for testing multi-factor asset
pricing models via {Fisher}'s method",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.05.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001525",
acknowledgement = ack-nhfb,
articleno = "105458",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wan:2024:MFZ,
author = "Runzhe Wan and Yingying Li and Wenbin Lu and Rui
Song",
title = "Mining the factor zoo: Estimation of latent factor
models with sufficient proxies",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000179",
acknowledgement = ack-nhfb,
articleno = "105386",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhu:2024:SAM,
author = "Changbo Zhu and Hans-Georg M{\"u}ller",
title = "Spherical autoregressive models, with application to
distributional and compositional time series",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000209",
acknowledgement = ack-nhfb,
articleno = "105389",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hao:2024:DMM,
author = "Siteng Hao and Shu-Chin Lin and Jane-Ling Wang and
Qixian Zhong",
title = "Dynamic modeling for multivariate functional and
longitudinal data",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105573",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002890",
acknowledgement = ack-nhfb,
articleno = "105573",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2024:ABL,
author = "Jinyuan Chang and Cheng Chen and Xinghao Qiao and
Qiwei Yao",
title = "An autocovariance-based learning framework for
high-dimensional functional time series",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000167",
acknowledgement = ack-nhfb,
articleno = "105385",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2024:HFM,
author = "Yacine A{\"\i}t-Sahalia and Mehmet Saglam",
title = "High frequency market making: the role of speed",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000581",
acknowledgement = ack-nhfb,
articleno = "105421",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ding:2024:SCJ,
author = "Yi Ding and Yingying Li and Guoli Liu and Xinghua
Zheng",
title = "Stock co-jump networks",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.026",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300057X",
acknowledgement = ack-nhfb,
articleno = "105420",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cheng:2024:TSD,
author = "Ming-Yen Cheng and Shouxia Wang and Lucy Xia and Xibin
Zhang",
title = "Testing specification of distribution in stochastic
frontier analysis",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.002",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000677",
acknowledgement = ack-nhfb,
articleno = "105280",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:RRA,
author = "Dachuan Chen and Per A. Mykland and Lan Zhang",
title = "Realized regression with asynchronous and noisy high
frequency and high dimensional data",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.015",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300132X",
acknowledgement = ack-nhfb,
articleno = "105446",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chang:2024:OCM,
author = "Jinyuan Chang and Qiao Hu and Cheng Liu and Cheng Yong
Tang",
title = "Optimal covariance matrix estimation for
high-dimensional noise in high-frequency data",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001543",
acknowledgement = ack-nhfb,
articleno = "105329",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2024:VPC,
author = "Weichen Wang and Ran An and Ziwei Zhu",
title = "Volatility prediction comparison via robust volatility
proxies: an empirical deviation perspective",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105633",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003494",
acknowledgement = ack-nhfb,
articleno = "105633",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Petukhina:2024:RM,
author = "Alla Petukhina and Yegor Klochkov and Wolfgang Karl
H{\"a}rdle and Nikita Zhivotovskiy",
title = "Robustifying {Markowitz}",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000180",
acknowledgement = ack-nhfb,
articleno = "105387",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2024:ASA,
author = "Zhanrui Cai and Changcheng Li and Jiawei Wen and
Songshan Yang",
title = "Asset splitting algorithm for ultrahigh dimensional
portfolio selection and its theoretical property",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000902",
acknowledgement = ack-nhfb,
articleno = "105291",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fan:2024:TVM,
author = "Qingliang Fan and Ruike Wu and Yanrong Yang and Wei
Zhong",
title = "Time-varying minimum variance portfolio",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001646",
acknowledgement = ack-nhfb,
articleno = "105339",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Pei:2024:LCC,
author = "Youquan Pei and Heng Peng and Jinfeng Xu",
title = "A latent class {Cox} model for heterogeneous
time-to-event data",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001841",
acknowledgement = ack-nhfb,
articleno = "105351",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sun:2024:MKQ,
author = "Yan Sun and Chuang Wan and Wenyang Zhang and Wei
Zhong",
title = "A multi-kink quantile regression model with common
structure for panel data analysis",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.04.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001178",
acknowledgement = ack-nhfb,
articleno = "105304",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Guo:2024:RSI,
author = "Xu Guo and Runze Li and Jingyuan Liu and Mudong Zeng",
title = "Reprint: {Statistical inference for linear mediation
models with high-dimensional mediators and application
to studying stock reaction to COVID-19 pandemic}",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105650",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003664",
acknowledgement = ack-nhfb,
articleno = "105650",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Man:2024:RRE,
author = "Rebeka Man and Kean Ming Tan and Zian Wang and Wen-Xin
Zhou",
title = "Retire: Robust expectile regression in high
dimensions",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.004",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001537",
acknowledgement = ack-nhfb,
articleno = "105459",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:RHT,
author = "Zhao Chen and Vivian Xinyi Cheng and Xu Liu",
title = "Reprint: {Hypothesis} testing on high dimensional
quantile regression",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105651",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003676",
acknowledgement = ack-nhfb,
articleno = "105651",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2024:TES,
author = "Jin-Ting Zhang and Jia Guo and Bu Zhou",
title = "Testing equality of several distributions in separable
metric spaces: a maximum mean discrepancy based
approach",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000859",
acknowledgement = ack-nhfb,
articleno = "105286",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wei:2024:IBP,
author = "Waverly Wei and Yuqing Zhou and Zeyu Zheng and
Jingshen Wang",
title = "Inference on the best policies with many covariates",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.06.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001549",
acknowledgement = ack-nhfb,
articleno = "105460",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhang:2024:PSD,
author = "Yaowu Zhang and Yeqing Zhou and Liping Zhu",
title = "A post-screening diagnostic study for ultrahigh
dimensional data",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.09.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001877",
acknowledgement = ack-nhfb,
articleno = "105354",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhou:2024:NBC,
author = "He Zhou and Hui Zou",
title = "The nonparametric {Box--Cox} model for
high-dimensional regression analysis",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.01.025",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000568",
acknowledgement = ack-nhfb,
articleno = "105419",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2024:GKP,
author = "Jingyuan Liu and Ao Sun and Yuan Ke",
title = "A generalized knockoff procedure for {FDR} control in
structural change detection",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.008",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001567",
acknowledgement = ack-nhfb,
articleno = "105331",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jin:2024:MME,
author = "Jiashun Jin and Zheng Tracy Ke and Shengming Luo",
title = "Mixed membership estimation for social networks",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622002081",
acknowledgement = ack-nhfb,
articleno = "105369",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wu:2024:BNI,
author = "Yujia Wu and Wei Lan and Xinyan Fan and Kuangnan
Fang",
title = "Bipartite network influence analysis of a two-mode
network",
journal = j-J-ECONOMETRICS,
volume = "239",
number = "2",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105562",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:32 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002786",
acknowledgement = ack-nhfb,
articleno = "105562",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Ma,
author = "Anonymous",
title = "{March 2024}",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBh,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00059-9",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000599",
acknowledgement = ack-nhfb,
articleno = "105713",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lee:2024:LRI,
author = "Adam Lee and Geert Mesters",
title = "Locally robust inference for non-{Gaussian} linear
simultaneous equations models",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105647",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003639",
acknowledgement = ack-nhfb,
articleno = "105647",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2024:LAD,
author = "Jushan Bai",
title = "Likelihood approach to dynamic panel models with
interactive effects",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105636",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003524",
acknowledgement = ack-nhfb,
articleno = "105636",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DeVos:2024:CSB,
author = "Ignace {De Vos} and Ovidijus Stauskas",
title = "Cross-section bootstrap for {CCE} regressions",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105648",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003640",
acknowledgement = ack-nhfb,
articleno = "105648",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chong:2024:VVL,
author = "Carsten H. Chong and Viktor Todorov",
title = "Volatility of volatility and leverage effect from
options",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105669",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000150",
acknowledgement = ack-nhfb,
articleno = "105669",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Gao:2024:TVM,
author = "Jiti Gao and Bin Peng and Wei Biao Wu and Yayi Yan",
title = "Time-varying multivariate causal processes",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105671",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000174",
acknowledgement = ack-nhfb,
articleno = "105671",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Han:2024:CAI,
author = "Sukjin Han and Shenshen Yang",
title = "A computational approach to identification of
treatment effects for policy evaluation",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105680",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000265",
acknowledgement = ack-nhfb,
articleno = "105680",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Choi:2024:ILR,
author = "Jungjun Choi and Hyukjun Kwon and Yuan Liao",
title = "Inference for low-rank completion without sample
splitting with application to treatment effect
estimation",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105682",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000289",
acknowledgement = ack-nhfb,
articleno = "105682",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2024:PDM,
author = "Yiren Wang and Peter C. B. Phillips and Liangjun Su",
title = "Panel data models with time-varying latent group
structures",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105685",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000319",
acknowledgement = ack-nhfb,
articleno = "105685",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Shi:2024:EPM,
author = "Peng Shi and Zifeng Zhao",
title = "Enhanced pricing and management of bundled insurance
risks with dependence-aware prediction using pair
copula construction",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105676",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000228",
acknowledgement = ack-nhfb,
articleno = "105676",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liao:2024:IRI,
author = "Moyu Liao",
title = "Identification of a rational inattention discrete
choice model",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105670",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000162",
acknowledgement = ack-nhfb,
articleno = "105670",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hou:2024:PQR,
author = "Yanxi Hou and Xuan Leng and Liang Peng and Yinggang
Zhou",
title = "Panel quantile regression for extreme risk",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105674",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000204",
acknowledgement = ack-nhfb,
articleno = "105674",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kline:2024:CVB,
author = "Brendan Kline",
title = "Classical $p$-values and the {Bayesian} posterior
probability that the hypothesis is approximately true",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105677",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762400023X",
acknowledgement = ack-nhfb,
articleno = "105677",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2024:CIT,
author = "Xingyu Li and Yan Shen and Qiankun Zhou",
title = "Confidence intervals of treatment effects in panel
data models with interactive fixed effects",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105684",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000307",
acknowledgement = ack-nhfb,
articleno = "105684",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:HFP,
author = "Dachuan Chen",
title = "High frequency principal component analysis based on
correlation matrix that is robust to jumps,
microstructure noise and asynchronous observation
times",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105701",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000472",
acknowledgement = ack-nhfb,
articleno = "105701",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Startz:2024:VRC,
author = "Richard Startz and Douglas G. Steigerwald",
title = "The variance of regression coefficients when the
population is finite",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105681",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000277",
acknowledgement = ack-nhfb,
articleno = "105681",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsieh:2024:NRS,
author = "Chih-Sheng Hsieh and Yu-Chin Hsu and Stanley I. M. Ko
and Jarom{\'\i}r Kov{\'a}r{\'\i}k and Trevon D. Logan",
title = "Non-representative sampled networks: Estimation of
network structural properties by weighting",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105689",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000356",
acknowledgement = ack-nhfb,
articleno = "105689",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kamat:2024:IEP,
author = "Vishal Kamat",
title = "Identifying the effects of a program offer with an
application to {Head Start}",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105679",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000253",
acknowledgement = ack-nhfb,
articleno = "105679",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:TVFb,
author = "Qitong Chen and Yongmiao Hong and Haiqi Li",
title = "Time-varying forecast combination for factor-augmented
regressions with smooth structural changes",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105693",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000393",
acknowledgement = ack-nhfb,
articleno = "105693",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Herbst:2024:BLP,
author = "Edward P. Herbst and Benjamin K. Johannsen",
title = "Bias in local projections",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105655",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000010",
acknowledgement = ack-nhfb,
articleno = "105655",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Sentana:2024:FU,
author = "Enrique Sentana",
title = "Finite underidentification",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105692",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000381",
acknowledgement = ack-nhfb,
articleno = "105692",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cui:2024:NEH,
author = "Wenhao Cui and Jie Hu and Jiandong Wang",
title = "Nonparametric estimation for high-frequency data
incorporating trading information",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105690",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000368",
acknowledgement = ack-nhfb,
articleno = "105690",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Giraitis:2024:RIC,
author = "Liudas Giraitis and Yufei Li and Peter C. B.
Phillips",
title = "Robust inference on correlation under general
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "1",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105691",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Mar 5 08:02:33 MST 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762400037X",
acknowledgement = ack-nhfb,
articleno = "105691",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Mb,
author = "Anonymous",
title = "{March 2024}",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBi,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00044-7",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000447",
acknowledgement = ack-nhfb,
articleno = "105698",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadie:2024:WNC,
author = "Alberto Abadie and Joshua Angrist and Guido Imbens",
title = "{Whitney Newey}'s contributions to econometrics",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105688",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000344",
acknowledgement = ack-nhfb,
articleno = "105688",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ait-Sahalia:2024:MLE,
author = "Yacine A{\"\i}t-Sahalia and Chenxu Li and Chen Xu Li",
title = "Maximum likelihood estimation of latent {Markov}
models using closed-form approximations",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303389",
acknowledgement = ack-nhfb,
articleno = "105008",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Higbee:2024:CGS,
author = "Joshua D. Higbee and James B. McDonald",
title = "A comparison of the {GB2} and skewed generalized
log-$t$ distributions with an application in finance",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.003",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000154",
acknowledgement = ack-nhfb,
articleno = "105064",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Khan:2024:UIN,
author = "Shakeeb Khan and Denis Nekipelov",
title = "On uniform inference in nonlinear models with
endogeneity",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.016",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000409",
acknowledgement = ack-nhfb,
articleno = "105261",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kolokotrones:2024:NWO,
author = "Thomas Kolokotrones and James H. Stock and Christopher
D. Walker",
title = "Is {Newey--West} optimal among first-order kernels?",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000301",
acknowledgement = ack-nhfb,
articleno = "105399",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Windmeijer:2024:TUL,
author = "Frank Windmeijer",
title = "Testing underidentification in linear models, with
applications to dynamic panel and asset pricing
models",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.03.007",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762100097X",
acknowledgement = ack-nhfb,
articleno = "105104",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ai:2024:TUC,
author = "Chunrong Ai and Li-Hsien Sun and Zheng Zhang and
Liping Zhu",
title = "Testing unconditional and conditional independence via
mutual information",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.07.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001609",
acknowledgement = ack-nhfb,
articleno = "105335",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cattaneo:2024:LRD,
author = "Matias D. Cattaneo and Michael Jansson and Xinwei Ma",
title = "Local regression distribution estimators",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000427",
acknowledgement = ack-nhfb,
articleno = "105074",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Fernandez-Val:2024:NSS,
author = "Ivan Fern{\'a}ndez-Val and Aico van Vuuren and Francis
Vella",
title = "Nonseparable sample selection models with censored
selection rules",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.01.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000567",
acknowledgement = ack-nhfb,
articleno = "105088",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Graham:2024:KDE,
author = "Bryan S. Graham and Fengshi Niu and James L. Powell",
title = "Kernel density estimation for undirected dyadic data",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
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DOI = "https://doi.org/10.1016/j.jeconom.2022.06.011",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001610",
acknowledgement = ack-nhfb,
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}
@Article{Bai:2024:SEP,
author = "Jushan Bai and Sung Hoon Choi and Yuan Liao",
title = "Standard errors for panel data models with unknown
clusters",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.006",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303341",
acknowledgement = ack-nhfb,
articleno = "105004",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chernozhukov:2024:NPQ,
author = "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and
Martin Weidner",
title = "Network and panel quantile effects via distribution
regression",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407620303390",
acknowledgement = ack-nhfb,
articleno = "105009",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Abadie:2024:IVE,
author = "Alberto Abadie and Jiaying Gu and Shu Shen",
title = "Instrumental variable estimation with first-stage
heterogeneity",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.02.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000702",
acknowledgement = ack-nhfb,
articleno = "105425",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Angrist:2024:OIR,
author = "Joshua Angrist and Michal Koles{\'a}r",
title = "One instrument to rule them all: the bias and coverage
of just-{ID} {IV}",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.12.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623000295",
acknowledgement = ack-nhfb,
articleno = "105398",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DHaultfoeuille:2024:TRE,
author = "Xavier D'Haultfoeuille and Stefan Hoderlein and Yuya
Sasaki",
title = "Testing and relaxing the exclusion restriction in the
control function approach",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000439",
acknowledgement = ack-nhfb,
articleno = "105075",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Athey:2024:UWG,
author = "Susan Athey and Guido W. Imbens and Jonas Metzger and
Evan Munro",
title = "Using {Wasserstein Generative Adversarial Networks}
for the design of {Monte Carlo} simulations",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.09.013",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407621000440",
acknowledgement = ack-nhfb,
articleno = "105076",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Liu:2024:ALF,
author = "Lin Liu and Rajarshi Mukherjee and James M. Robins",
title = "Assumption-lean falsification tests of rate
double-robustness of double-machine-learning
estimators",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105500",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623002166",
acknowledgement = ack-nhfb,
articleno = "105500",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Arellano:2024:HCR,
author = "Manuel Arellano and Richard Blundell and St{\'e}phane
Bonhomme and Jack Light",
title = "Heterogeneity of consumption responses to income
shocks in the presence of nonlinear persistence",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.04.001",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623001434",
acknowledgement = ack-nhfb,
articleno = "105449",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chaudhuri:2024:FAC,
author = "Shomesh E. Chaudhuri and Andrew W. Lo",
title = "Financially adaptive clinical trials via option
pricing analysis",
journal = j-J-ECONOMETRICS,
volume = "240",
number = "2",
pages = "??--??",
month = mar,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2020.08.012",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Mar 18 09:07:19 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762030364X",
acknowledgement = ack-nhfb,
articleno = "105026",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Aa,
author = "Anonymous",
title = "{April 2024}",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
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@Article{Anonymous:2024:EBj,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00104-0",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
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bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
articleno = "105758",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Creal:2024:BEC,
author = "Drew Creal and Jaeho Kim",
title = "{Bayesian} estimation of cluster covariance matrices
of unknown form",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105725",
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bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762400071X",
acknowledgement = ack-nhfb,
articleno = "105725",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zhao:2024:NSG,
author = "Anqi Zhao and Peng Ding",
title = "No star is good news: a unified look at
rerandomization based on $p$-values from covariate
balance tests",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105724",
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bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000708",
acknowledgement = ack-nhfb,
articleno = "105724",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Corradi:2024:PAT,
author = "Valentina Corradi and Jack Fosten and Daniel
Gutknecht",
title = "Predictive ability tests with possibly overlapping
models",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105716",
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ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000629",
acknowledgement = ack-nhfb,
articleno = "105716",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Yu:2024:SCV,
author = "Lu Yu and Jiaying Gu and Stanislav Volgushev",
title = "Spectral clustering with variance information for
group structure estimation in panel data",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105709",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000551",
acknowledgement = ack-nhfb,
articleno = "105709",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2024:WBI,
author = "Wenjie Wang and Yichong Zhang",
title = "Wild bootstrap inference for instrumental variables
regressions with weak and few clusters",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105727",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000733",
acknowledgement = ack-nhfb,
articleno = "105727",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Zincenko:2024:EIS,
author = "Federico Zincenko",
title = "Estimation and inference of seller's expected revenue
in first-price auctions",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105734",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000800",
acknowledgement = ack-nhfb,
articleno = "105734",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Goff:2024:VMA,
author = "Leonard Goff",
title = "A vector monotonicity assumption for multiple
instruments",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105735",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000812",
acknowledgement = ack-nhfb,
articleno = "105735",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Hsu:2024:TIC,
author = "Yu-Chin Hsu and Ji-Liang Shiu and Yuanyuan Wan",
title = "Testing identification conditions of {LATE} in fuzzy
regression discontinuity designs",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105738",
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ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000848",
acknowledgement = ack-nhfb,
articleno = "105738",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bai:2024:CAE,
author = "Yuehao Bai and Liang Jiang and Joseph P. Romano and
Azeem M. Shaikh and Yichong Zhang",
title = "Covariate adjustment in experiments with matched
pairs",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105740",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000861",
acknowledgement = ack-nhfb,
articleno = "105740",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Schwartz:2024:LLN,
author = "Jacob Schwartz and Kyungchul Song",
title = "The law of large numbers for large stable matchings",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "1",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105742",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue Apr 30 09:28:02 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
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acknowledgement = ack-nhfb,
articleno = "105742",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Ab,
author = "Anonymous",
title = "{April 2024}",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
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@Article{Anonymous:2024:EBk,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00124-6",
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bibdate = "Tue May 28 08:55:29 MDT 2024",
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@Article{Ghanem:2024:CAB,
author = "Dalia Ghanem and Sarojini Hirshleifer and
D{\'e}sir{\'e} K{\'e}dagni and Karen Ortiz-Becerra",
title = "Correcting attrition bias using changes-in-changes",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105737",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000836",
acknowledgement = ack-nhfb,
articleno = "105737",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Loaiza-Maya:2024:HUL,
author = "Rub{\'e}n Loaiza-Maya and Didier Nibbering and Dan
Zhu",
title = "Hybrid unadjusted {Langevin} methods for
high-dimensional latent variable models",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105741",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000873",
acknowledgement = ack-nhfb,
articleno = "105741",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{DInnocenzo:2024:DPC,
author = "Enzo D'Innocenzo and Andre Lucas",
title = "Dynamic partial correlation models",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105747",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000939",
acknowledgement = ack-nhfb,
articleno = "105747",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Li:2024:PRN,
author = "Yifan Li and Ingmar Nolte and Manh Cuong Pham",
title = "Parametric risk-neutral density estimation via finite
lognormal-{Weibull} mixtures",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105748",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000940",
acknowledgement = ack-nhfb,
articleno = "105748",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Urga:2024:EIH,
author = "Giovanni Urga and Fa Wang",
title = "Estimation and inference for high dimensional factor
model with regime switching",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105752",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000988",
acknowledgement = ack-nhfb,
articleno = "105752",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Ke:2024:RIP,
author = "Shuyao Ke and Peter C. B. Phillips and Liangjun Su",
title = "Robust inference of panel data models with interactive
fixed effects under long memory: a frequency domain
approach",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105761",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001076",
acknowledgement = ack-nhfb,
articleno = "105761",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bykhovskaya:2024:LUD,
author = "Anna Bykhovskaya and James A. Duffy",
title = "The local to unity dynamic Tobit model",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105764",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001106",
acknowledgement = ack-nhfb,
articleno = "105764",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Funovits:2024:IEP,
author = "Bernd Funovits",
title = "Identifiability and estimation of possibly
non-invertible {SVARMA} Models: the normalised
canonical {WHF} parametrisation",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105766",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762400112X",
acknowledgement = ack-nhfb,
articleno = "105766",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Daouia:2024:EEE,
author = "Abdelaati Daouia and Simone A. Padoan and Gilles
Stupfler",
title = "Extreme expectile estimation for short-tailed data",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105770",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001167",
acknowledgement = ack-nhfb,
articleno = "105770",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Dierkes:2024:MTR,
author = "Maik Dierkes and Fabian Hollstein and Marcel
Prokopczuk and Christoph Matthias W{\"u}rsig",
title = "Measuring tail risk",
journal = j-J-ECONOMETRICS,
volume = "241",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105769",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Tue May 28 08:55:29 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001155",
acknowledgement = ack-nhfb,
articleno = "105769",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Mc,
author = "Anonymous",
title = "{May 2024}",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBl,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00144-1",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001441",
acknowledgement = ack-nhfb,
articleno = "105798",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Oh:2024:BDY,
author = "Dong Hwan Oh and Andrew J. Patton",
title = "Better the devil you know: Improved forecasts from
imperfect models",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105767",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001131",
acknowledgement = ack-nhfb,
articleno = "105767",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Kang:2024:MLC,
author = "Da Natasha Kang and Vadim Marmer",
title = "Modeling long cycles",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105751",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000976",
acknowledgement = ack-nhfb,
articleno = "105751",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Xie:2024:NNS,
author = "Haitian Xie",
title = "Nonlinear and nonseparable structural functions in
regression discontinuity designs with a continuous
treatment",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105784",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001301",
acknowledgement = ack-nhfb,
articleno = "105784",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Marcoux:2024:SST,
author = "Mathieu Marcoux and Thomas M. Russell and Yuanyuan
Wan",
title = "A simple specification test for models with many
conditional moment inequalities",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105788",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001349",
acknowledgement = ack-nhfb,
articleno = "105788",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Bhuller:2024:MT,
author = "Manudeep Bhuller and Henrik Sigstad",
title = "{2SLS} with multiple treatments",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105785",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001313",
acknowledgement = ack-nhfb,
articleno = "105785",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cai:2024:PNA,
author = "Yong Cai and Ahnaf Rafi",
title = "On the performance of the {Neyman Allocation} with
small pilots",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105793",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001398",
acknowledgement = ack-nhfb,
articleno = "105793",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Jeong:2024:MLE,
author = "Hanbat Jeong and Lung-fei Lee",
title = "Maximum likelihood estimation of a spatial
autoregressive model for origin-destination flow
variables",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105790",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001362",
acknowledgement = ack-nhfb,
articleno = "105790",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Casini:2024:PLR,
author = "Alessandro Casini and Pierre Perron",
title = "Prewhitened long-run variance estimation robust to
nonstationarity",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105794",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001404",
acknowledgement = ack-nhfb,
articleno = "105794",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Cakmakli:2024:BCD,
author = "Cem {\c{C}}akmakli and Yasin Simsek",
title = "Bridging the {Covid-19} data and the epidemiological
model using the time-varying parameter {SIRD} model",
journal = j-J-ECONOMETRICS,
volume = "242",
number = "1",
pages = "??--??",
month = may,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105787",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Thu Jun 13 07:49:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001337",
acknowledgement = ack-nhfb,
articleno = "105787",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:Jc,
author = "Anonymous",
title = "{July 2024}",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Anonymous:2024:EBm,
author = "Anonymous",
title = "{Editorial Board}",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/S0304-4076(24)00180-5",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001805",
acknowledgement = ack-nhfb,
articleno = "105835",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:IAI,
author = "Xiaohong Chen and Edward Vytlacil",
title = "Introduction to the annals issue in honor of {James J.
Heckman}",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105818",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001635",
acknowledgement = ack-nhfb,
articleno = "105818",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
remark = "From the introduction: ``In August 2019, a conference
titled `From Theory to Statistics to Empirics: An
Econometrics Conference in Honor of James J. Heckman'
was held at the University of Chicago where Jim is the
Henry Schultz Distinguished Service Professor in
Economics. The conference was held to celebrate his
75th birthday, \ldots{}''",
}
@Article{Heckman:2024:ECC,
author = "James Heckman and Rodrigo Pinto",
title = "Econometric causality: the central role of thought
experiments",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105719",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000654",
acknowledgement = ack-nhfb,
articleno = "105719",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Heckman:2024:DIR,
author = "James Heckman and Rodrigo Pinto and Azeem M. Shaikh",
title = "Dealing with imperfect randomization: Inference for
the highscope perry preschool program",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105683",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000290",
acknowledgement = ack-nhfb,
articleno = "105683",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Honore:2024:SSM,
author = "Bo E. Honor{\'e} and Luojia Hu",
title = "Sample selection models without exclusion
restrictions: Parameter heterogeneity and partial
identification",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.07.017",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001932",
acknowledgement = ack-nhfb,
articleno = "105360",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Mogstad:2024:PEM,
author = "Magne Mogstad and Alexander Torgovitsky and
Christopher R. Walters",
title = "Policy evaluation with multiple instrumental
variables",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105718",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000642",
acknowledgement = ack-nhfb,
articleno = "105718",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:EWP,
author = "Yvonne Jie Chen and Deniz Dutz and Li Li and Sarah
Moon and Edward Vytlacil and Songfa Zhong",
title = "Eliciting willingness-to-pay to decompose beliefs and
preferences that determine selection into competition
in lab experiments",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105652",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407623003688",
acknowledgement = ack-nhfb,
articleno = "105652",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Joubert:2024:GPG,
author = "Clement Joubert and Petra E. Todd",
title = "Gender pension gaps in a private retirement accounts
system: a dynamic model of household labor supply and
savings",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2022.08.005",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622001622",
acknowledgement = ack-nhfb,
articleno = "105337",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Navarro:2024:HCM,
author = "Salvador Navarro and Jin Zhou",
title = "Human capital and migration: a cautionary tale",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105720",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624000666",
acknowledgement = ack-nhfb,
articleno = "105720",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Chen:2024:RIM,
author = "Xiaohong Chen and Lars Peter Hansen and Peter G.
Hansen",
title = "Robust inference for moment condition models without
rational expectations",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2023.105653",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S030440762300369X",
acknowledgement = ack-nhfb,
articleno = "105653",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Wang:2024:YWY,
author = "Fan Wang and Esteban Puentes and Jere R. Behrman and
Fl{\'a}vio Cunha",
title = "You are what your parents expect: Height and local
reference points",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.09.020",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000562",
acknowledgement = ack-nhfb,
articleno = "105269",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Buhl-Wiggers:2024:SCL,
author = "Julie Buhl-Wiggers and Jason T. Kerwin and Juan
Mu{\~n}oz-Morales and Jeffrey Smith and Rebecca
Thornton",
title = "Some children left behind: Variation in the effects of
an educational intervention",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.010",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000355",
acknowledgement = ack-nhfb,
articleno = "105256",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{Lochner:2024:EDI,
author = "Lance Lochner and Youngmin Park",
title = "Earnings dynamics and intergenerational transmission
of skill",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2021.12.009",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407622000343",
acknowledgement = ack-nhfb,
articleno = "105255",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
@Article{MaCurdy:2024:RPP,
author = "Thomas MaCurdy and David Glick and Sonam Sherpa and
Sriniketh Nagavarapu",
title = "Reprint of: {Profiling} the plight of disconnected
youth in {America}",
journal = j-J-ECONOMETRICS,
volume = "243",
number = "1--2",
pages = "??--??",
month = jul,
year = "2024",
CODEN = "JECMB6",
DOI = "https://doi.org/10.1016/j.jeconom.2024.105820",
ISSN = "0304-4076 (print), 1872-6895 (electronic)",
ISSN-L = "0304-4076",
bibdate = "Mon Aug 12 15:25:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
note = "Reprint of \cite{MaCurdy:2024:PPD}.",
URL = "http://www.sciencedirect.com/science/article/pii/S0304407624001659",
acknowledgement = ack-nhfb,
articleno = "105820",
fjournal = "Journal of Econometrics",
journal-URL = "http://www.sciencedirect.com/science/journal/03044076",
}
