@Preamble{
"\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi" #
"\ifx \undefined \circled \def \circled #1{(#1)}\fi" #
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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-APPL-ECONOMETRICS = "Journal of Applied Econometrics"}
@Article{Pesaran:1986:ES,
author = "M. Hashem Pesaran",
title = "Editorial statement",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "1",
pages = "1--4",
month = jan,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1986",
}
@Article{Stone:1986:NML,
author = "Richard Stone",
title = "{Nobel} memorial lecture 1984. {The} accounts of
society",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "1",
pages = "5--28",
month = jan,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1986",
}
@Article{Cameron:1986:EMB,
author = "A. Colin Cameron and Pravin K. Trivedi",
title = "Econometric models based on count data. {Comparisons}
and applications of some estimators and tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "1",
pages = "29--53",
month = jan,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1986",
}
@Article{Blundell:1986:SCM,
author = "Richard Blundell and Costas Meghir",
title = "Selection criteria for a microeconometric model of
labour supply",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "1",
pages = "55--80",
month = jan,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1986",
}
@Article{Veall:1986:EEP,
author = "Michael R. Veall",
title = "On estimating the effects of peak demand pricing",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "1",
pages = "81--93",
month = jan,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1986",
}
@Article{Rees:1986:EAS,
author = "Hedley Rees and Anup Shah",
title = "An empirical analysis of self-employment in the
{U.K.}",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "1",
pages = "95--108",
month = jan,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1986",
}
@Article{Anonymous:1986:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "1",
pages = "fmi--fmi",
month = jan,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1986",
}
@Article{Ridder:1986:EHA,
author = "G. Ridder",
title = "An event history approach to the evaluation of
training, recruitment and employment programmes",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "2",
pages = "109--126",
month = apr,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1986",
}
@Article{Geweke:1986:EII,
author = "John Geweke",
title = "Exact inference in the inequality constrained normal
linear regression model",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "2",
pages = "127--141",
month = apr,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1986",
}
@Article{Smith:1986:EIC,
author = "P. N. Smith and M. R. Wickens",
title = "An empirical investigation into the causes of failure
of the monetary model of the exchange rate",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "2",
pages = "143--162",
month = apr,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1986",
}
@Article{Hall:1986:FEM,
author = "S. G. Hall and S. G. B. Henry and C. B. Johns",
title = "Forecasting with an econometric model: Some recent
results using the national institute model",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "2",
pages = "163--183",
month = apr,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1986",
}
@Article{Bronsard:1986:CAD,
author = "Camille Bronsard and Lise Salvas-Bronsard",
title = "Commodity and asset demands with and without quantity
constraints in the labour market",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "2",
pages = "185--208",
month = apr,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1986",
}
@Article{Anonymous:1986:CEa,
author = "Anonymous",
title = "Calendar of events",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "2",
pages = "209--210",
month = apr,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1986",
}
@Article{Anonymous:1986:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "2",
pages = "fmi--fmi",
month = apr,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1986",
}
@Article{Shapiro:1986:CUC,
author = "Matthew D. Shapiro",
title = "Capital utilization and capital accumulation: Theory
and evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "3",
pages = "211--234",
month = jun,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "June 1986",
}
@Article{Quandt:1986:UDS,
author = "Richard E. Quandt and Harvey S. Rosen",
title = "Unemployment, disequilibrium and the short run
{Phillips} curve: An econometric approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "3",
pages = "235--253",
month = jun,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See correction and extension \cite{Quandt:1987:UDS}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "June 1986",
}
@Article{Cuthbertson:1986:BUK,
author = "Keith Cuthbertson",
title = "The behaviour of {U.K.} export prices of manufactured
goods 1970--1983",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "3",
pages = "255--275",
month = jun,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "June 1986",
}
@Article{Keen:1986:ZEE,
author = "Michael Keen",
title = "Zero expenditures and the estimation of {Engel}
curves",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "3",
pages = "277--286",
month = jun,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "June 1986",
}
@Article{Raj:1986:RFP,
author = "Baldev Raj and Pierre L. Siklos",
title = "The role of fiscal policy in the {St. Louis} model: An
evaluation and some new evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "3",
pages = "287--294",
month = jun,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "June 1986",
}
@Article{Anonymous:1986:CEb,
author = "Anonymous",
title = "Calendar of events",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "3",
pages = "295--296",
month = jun,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "June 1986",
}
@Article{Anonymous:1986:CPJ,
author = "Anonymous",
title = "Call for paper: Journal of forecasting: Special issue
on predicting saturation and logistic growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "3",
pages = "296--296",
month = jun,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "June 1986",
}
@Article{Anonymous:1986:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "3",
pages = "fmi--fmi",
month = jun,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "June 1986",
}
@Article{Wren-Lewis:1986:EMU,
author = "Simon Wren-Lewis",
title = "An econometric model of {U.K.} manufacturing
employment using survey data on expected output",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "4",
pages = "297--316",
month = oct,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1986",
}
@Article{Bera:1986:APP,
author = "Anil K. Bera and Srinivasan Kannan",
title = "An adjustment procedure for predicting systematic
risk",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "4",
pages = "317--332",
month = oct,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1986",
}
@Article{Nakamura:1986:FDM,
author = "Shinichiro Nakamura",
title = "A flexible dynamic model of multiproduct technology
for the {West} {German} economy",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "4",
pages = "333--344",
month = oct,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1986",
}
@Article{McIntosh:1986:DMR,
author = "James McIntosh and Stephen Satchell and Anjum Nasim",
title = "Differential mortality in Rural {Bangladesh}",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "4",
pages = "345--353",
month = oct,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1986",
}
@Article{Cuthbertson:1986:MAD,
author = "Keith Cuthbertson and Mark P. Taylor",
title = "Monetary anticipation and the demand for money in the
{U.K.}: Testing rationality in the shock-absorber
hypothesis",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "4",
pages = "355--365",
month = oct,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1986",
}
@Article{Anonymous:1986:CEc,
author = "Anonymous",
title = "Calender of Events",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "4",
pages = "366--367",
month = oct,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1986",
}
@Article{Anonymous:1986:CP,
author = "Anonymous",
title = "Call for Papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "4",
pages = "368--368",
month = oct,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1986",
}
@Article{Anonymous:1986:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "1",
number = "4",
pages = "fmi--fmi",
month = oct,
year = "1986",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950010401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1986",
}
@Article{Turnovsky:1987:AMD,
author = "Stephen J. Turnovsky and Mark E. Wohar",
title = "Alternative modes of deficit financing and endogenous
monetary and fiscal policy in the {U.S.A.} 1923--1982",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "1--25",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Atkinson:1987:BAA,
author = "Scott E. Atkinson and Thomas D. Crocker",
title = "A {Bayesian} approach to assessing the robustness of
hedonic property value studies",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "27--45",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Hall:1987:FLM,
author = "S. G. Hall",
title = "A forward looking model of the exchange rate",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "47--60",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Gregory:1987:FWT,
author = "Allan W. Gregory and Michael R. Veall",
title = "Formulating {Wald} tests of the restrictions implied
by the rational expectations hypothesis",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "61--68",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Mahmud:1987:EDF,
author = "S. F. Mahmud and A. L. Robb and W. M. Scarth",
title = "On estimating dynamic factor demands",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "69--75",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Trivedi:1987:SR,
author = "P. K. Trivedi",
title = "Software reviews",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "77--77",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Byron:1987:SR,
author = "R. P. Byron",
title = "Shazam: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "79--82",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Anonymous:1987:CEa,
author = "Anonymous",
title = "Calender of events",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "83--84",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Anonymous:1987:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "1",
pages = "fmi--fmi",
month = jan,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1987",
}
@Article{Anonymous:1987:Aa,
author = "Anonymous",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "2",
pages = "i--i",
month = apr,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1987",
}
@Article{Joskow:1987:PCB,
author = "Paul L. Joskow and Richard Schmalensee",
title = "The performance of coal-burning electric generating
units in the {United States}: 1960--1980",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "2",
pages = "85--109",
month = apr,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1987",
}
@Article{Davis:1987:SFCa,
author = "E. P. Davis",
title = "A stock-flow consistent macro-econometric model of the
{UK} economy --- {Part I}",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "2",
pages = "111--132",
month = apr,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1987",
}
@Article{Parke:1987:MMC,
author = "William R. Parke",
title = "Macroeconometric model comparison and evaluation
techniques: A practical appraisal",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "2",
pages = "133--144",
month = apr,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1987",
}
@Article{Montmarquette:1987:EMH,
author = "Claude Montmarquette and Luc Monty",
title = "An empirical model of a household's choice of
activities",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "2",
pages = "145--158",
month = apr,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1987",
}
@Article{Alaouze:1987:EES,
author = "Chris M. Alaouze",
title = "Empirical evidence on the sign of the slope of the
hazard rate from unemployment from a fixed effects
model",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "2",
pages = "159--168",
month = apr,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1987",
}
@Article{Anonymous:1987:CEb,
author = "Anonymous",
title = "Calender of events",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "2",
pages = "169--170",
month = apr,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1987",
}
@Article{Anonymous:1987:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "2",
pages = "fmi--fmi",
month = apr,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1987",
}
@Article{Anonymous:1987:Ab,
author = "Anonymous",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "i--i",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Crafts:1987:CS,
author = "N. F. R. Crafts",
title = "Cliometrics, 1971--1986: A survey",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "171--192",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Feinstone:1987:MME,
author = "Lauren J. Feinstone",
title = "Minute by minute: Efficiency, normality, and
randomness in intra-daily asset prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "193--214",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{VanSoest:1987:MEA,
author = "Arthur {Van Soest} and Peter Kooreman",
title = "A micro-econometric analysis of vacation behaviour",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "215--226",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Kodde:1987:PTN,
author = "David A. Kodde and Franz C. Palm",
title = "A parametric test of the negativity of the
substitution matrix",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "227--235",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Smith:1987:TEL,
author = "Richard J. Smith",
title = "Testing for exogeneity in limited dependent variable
models using a simplified likelihood ratio statistic",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "237--245",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Quandt:1987:UDS,
author = "Richard E. Quandt and Harvey S. Rosen",
title = "Unemployment, disequilibrium and the short-run
{Phillips} curve: Correction and extension",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "247--249",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Quandt:1986:UDS}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Melfi:1987:LR,
author = "C. A. Melfi",
title = "Limdep: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "251--255",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Anonymous:1987:CEc,
author = "Anonymous",
title = "Calender of events",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "257--258",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Anonymous:1987:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "3",
pages = "fmi--fmi",
month = jul,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1987",
}
@Article{Anonymous:1987:Ac,
author = "Anonymous",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "4",
pages = "i--i",
month = oct,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1987",
}
@Article{Davis:1987:SFCb,
author = "E. P. Davis",
title = "A stock-flow consistent macro-econometric model of the
{UK} economy --- {Part II}",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "4",
pages = "259--307",
month = oct,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1987",
}
@Article{Edison:1987:QRP,
author = "Hali J. Edison and Jan Tore Klovland",
title = "A quantitative reassessment of the purchasing power
parity hypothesis: Evidence from {Norway} and the
{United Kingdom}",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "4",
pages = "309--333",
month = oct,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1987",
}
@Article{Browne:1987:SQA,
author = "F. X. Browne",
title = "Sluggish quantity adjustment in a non-clearing market
--- a disequilibrium econometric application to the
loan market",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "4",
pages = "335--349",
month = oct,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1987",
}
@Article{Anonymous:1987:CEd,
author = "Anonymous",
title = "Calender of events",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "4",
pages = "351--352",
month = oct,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1987",
}
@Article{Anonymous:1987:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "2",
number = "4",
pages = "fmi--fmi",
month = oct,
year = "1987",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950020401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October 1987",
}
@Article{Desai:1988:KME,
author = "Meghnad Desai and Guglielmo Weber",
title = "A {Keynesian} macro-econometric model of the {UK}:
1955--1984",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "1",
pages = "1--33",
month = jan,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1988",
}
@Article{Robinson:1988:SES,
author = "P. M. Robinson",
title = "Semiparametric econometrics: A survey",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "1",
pages = "35--51",
month = jan,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1988",
}
@Article{Melnick:1988:PWI,
author = "Rafi Melnick",
title = "Prices, wages, and import prices in {Israel}:
1970--1983",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "1",
pages = "53--67",
month = jan,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1988",
}
@Article{Melfi:1988:TEA,
author = "C. A. Melfi and A. J. Rogers",
title = "A test for the existence of allocative inefficiency in
firms",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "1",
pages = "69--80",
month = jan,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1988",
}
@Article{Gandolfo:1988:A,
author = "Giancarlo Gandolfo",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "1",
pages = "81--81",
month = jan,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1988",
}
@Article{Gandolfo:1988:BRS,
author = "Giancarlo Gandolfo",
title = "Book Review: {{\booktitle{Sources of international
comparative advantage: Theory and evidence}}. By E. E.
Leamer. (Cambridge, Massachusetts: MIT Press, 1984. Pp.
xxi + 353. \$60.75 cloth; \$16.95 paper)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "1",
pages = "83--85",
month = jan,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1988",
}
@Article{Anonymous:1988:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "1",
pages = "fmi--fmi",
month = jan,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1988",
}
@Article{Pagan:1988:EAM,
author = "Adrian Pagan and Aman Ullah",
title = "The econometric analysis of models with risk terms",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "2",
pages = "87--105",
month = apr,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1988",
}
@Article{Geroski:1988:PMP,
author = "P. A. Geroski",
title = "In pursuit of monopoly power: Recent quantitative work
in industrial: Economics",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "2",
pages = "107--123",
month = apr,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1988",
}
@Article{Rahiala:1988:FFP,
author = "Markku Rahiala and Timo Ter{\"a}svirta",
title = "Formation of firms' production decisions in {Finnish}
manufacturing industries",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "2",
pages = "125--137",
month = apr,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1988",
}
@Article{Koenker:1988:ATE,
author = "Roger Koenker",
title = "Asymptotic theory and econometric practice",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "2",
pages = "139--147",
month = apr,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1988",
}
@Article{Cornwell:1988:EEP,
author = "Christopher Cornwell and Peter Rupert",
title = "Efficient estimation with panel data: An empirical
comparison of instrumental variables estimators",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "2",
pages = "149--155",
month = apr,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1988",
}
@Article{Hallett:1988:PCE,
author = "Andrew Hughes Hallett",
title = "{Professor Chow}'s {{\booktitle{Econometrics}}}: A
review",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "2",
pages = "157--164",
month = apr,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1988",
}
@Article{Visco:1988:BRA,
author = "Ignazio Visco",
title = "Book Review: {{\booktitle{Advanced Econometric
Methods}}. By Thomas B. Fomby, R. Carter Hill AND
Stanley R. Johnson. (Springer Verlag, New York, Berlin,
Heidelberg, Tokyo, 1984. ISBN 0-387-90908-7. \$54.00.
pp. xix + 624)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "2",
pages = "165--168",
month = apr,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1988",
}
@Article{Anonymous:1988:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "2",
pages = "fmi--fmi",
month = apr,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April 1988",
}
@Article{Kiefer:1988:ECJ,
author = "Nicholas M. Kiefer",
title = "Employment contracts, job search theory, and labour
turnover: Preliminary empirical: Results",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "169--186",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{McCurdy:1988:TMH,
author = "Thomas H. McCurdy and Ieuan G. Morgan",
title = "Testing the martingale hypothesis in deutsche mark
futures with models specifying the form of
heteroscedasticity",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "187--202",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Hughes:1988:SFC,
author = "Michael D. Hughes",
title = "A stochastic frontier cost function for residential
child care provision",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "203--214",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Mercenier:1988:MST,
author = "Jean Mercenier and Khalid Sekkat",
title = "Money stock targeting and money supply: An
intertemporal optimization approach (with an
application to {Canada})",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "215--228",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Gill:1988:CES,
author = "Andrew M. Gill",
title = "Choice of employment status and the wages of employees
and the self-employed: Some further evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "229--234",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Trivedi:1988:SRS,
author = "Pravin K. Trivedi",
title = "Software reviews: Statistical software tools {(SST)}
version 1.1: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "235--239",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Bewley:1988:AR,
author = "Ronald Bewley",
title = "Autobox: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "240--244",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{White:1988:SR,
author = "K. J. White",
title = "Shazam: A response",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "245--247",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Carlucci:1988:BRE,
author = "Francesco Carlucci",
title = "Book Review: {{\booktitle{Econometric Methods}}, third
edition, By J. Johnston. (McGraw-Hill, New York, 1984,
pp. vii + 568, ISBN 0-07-032685, \$28.95)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "249--254",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030311",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Malgrange:1988:BRS,
author = "Pierre Malgrange",
title = "Book Review: {{\booktitle{Structural Sensitivity in
Econometric Models}}, By E. Kuh, J. Neese and P.
Hollinger. (John Wiley, New York, 1985, pp. ix + 324,
ISBN 0-471-81930-1, cloth \$49.50)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "249--254",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Anonymous:1988:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "3",
pages = "fmi--fmi",
month = jul # "--" # sep,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1988",
}
@Article{Osborn:1988:SHP,
author = "Denise R. Osborn",
title = "Seasonality and habit persistence in a life cycle
model of consumption",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "255--266",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Galeotti:1988:TMQ,
author = "Marzio Galeotti",
title = "{Tobin}'s marginal ` q ' and tests of the firm's
dynamic equilibrium",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "267--277",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Chou:1988:VPS,
author = "Ray Yeutien Chou",
title = "Volatility persistence and stock valuations: Some
empirical evidence using {GARCH}",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "279--294",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Mackinnon:1988:PER,
author = "James G. Mackinnon and Ross D. Milbourne",
title = "Are price equations really money demand equations on
their heads?",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "295--305",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Mishkin:1988:ITS,
author = "Frederic S. Mishkin",
title = "The information in the term structure: Some further
results",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "307--314",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Cifarelli:1988:BRM,
author = "Giulio Cifarelli",
title = "Book Review: {{\booktitle{Measurement error models}},
W. A. Fuller, John Wiley and Sons, New York, 1987. ISBN
0-471-86187-1. \$44.95, pp. xxiii + 440}",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "315--317",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Ericsson:1988:SRR,
author = "Neil R. Ericsson and K. N. Berk",
title = "Softwear reviews: A review of {\tt data-fit}: An
interactive econometric modelling package for
{IBM}-compatible {PCs}: 1. {Introduction} and
methodological overview",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "319--332",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Terasvirta:1988:RPG,
author = "Timo Ter{\"a}svirta",
title = "A review of {PC-give}: A statistical package for
econometric modelling",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "333--340",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Anonymous:1988:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "3",
number = "4",
pages = "fmi--fmi",
month = oct # "--" # dec,
year = "1988",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950030401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1988",
}
@Article{Diebold:1989:DER,
author = "Francis X. Diebold and Marc Nerlove",
title = "The dynamics of exchange rate volatility: A
multivariate latent factor {ARCH} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "1--21",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{Jones:1989:DHM,
author = "Andrew M. Jones",
title = "A double-hurdle model of cigarette consumption",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "23--39",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{Fry:1989:CTC,
author = "Vanessa Fry and Panos Pashardes",
title = "Constructing the true cost of living index from the
{Engel} curves of the {PIGLOG} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "41--56",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{Gyimah-Brempong:1989:PPS,
author = "Kwabena Gyimah-Brempong",
title = "Production of public safety: Are socioeconomic
characteristics of local communities important
factors?",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "57--71",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{Brillet:1989:EMM,
author = "Jean-Louis Brillet",
title = "Econometric modelling on microcomputers: A review of
major software packages",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "73--92",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{White:1989:NFW,
author = "Kenneth J. White",
title = "{NAG Fortran Workstation Library}: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "93--96",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/fortran2.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{Sonnberger:1989:BRRa,
author = "Harald Sonnberger",
title = "Book Review: {{\booktitle{Regression diagnostics:
Identifying influential data and sources of
collinearity}}, by D. A. Belsley, K. Kuh and R. E.
Welsch. (John Wiley and Sons, New York, 1980, pp. xv +
292, ISBN 0-471-05856-4, cloth \$39.95)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "97--99",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{Milana:1989:BRA,
author = "Carlo Milana",
title = "Book Review: {{\booktitle{Applied demand analysis}},
by R. L. Thomas. (Longman, London: 1987, pp. viii +
104, ISBN 0-582-29723-0. \pounds 5.95 (paper))}",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "100--102",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{Anonymous:1989:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "1",
pages = "fmi--fmi",
month = jan # "--" # mar,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1989",
}
@Article{Crafts:1989:CLV,
author = "N. F. R. Crafts and S. J. Leybourne and T. C. Mills",
title = "The climacteric in {Late Victorian Britain} and
{France}: A reappraisal of the evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "103--117",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Engel:1989:TIC,
author = "Charles Engel and Anthony P. Rodrigues",
title = "Tests of international {CAPM} with time-varying
covariances",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "119--138",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Shea:1989:EPR,
author = "Gary S. Shea",
title = "Ex-post rational price approximations and the
empirical reliability of the present-value relation",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "139--159",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Petit:1989:FMP,
author = "Maria Luisa Petit",
title = "Fiscal and monetary policy co-ordination: A
differential game approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "161--179",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Montmarquette:1989:DSM,
author = "Claude Montmarquette and Sophie Mahseredjian",
title = "Does school matter for educational achievement? {A}
two-way nested-error components analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "181--193",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Diebold:1989:STS,
author = "Francis X. {Diebold}",
title = "Structural time series analysis and modelling package:
A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "195--204",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Watson:1989:MR,
author = "Mark W. Watson",
title = "{MTS}: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "205--206",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Hallett:1989:BRA,
author = "Andrew Hughes Hallett",
title = "Book Review: {{\booktitle{Advances in econometrics,
Fifth World Congress of the Econometric Society}},
Volumes I and II. Edited by T. F. Bewley, Cambridge
University Press, Cambridge and New York, 1988
(Econometric Society Monographs 13 and 14), ISBN
0-521-34430-1 and 0-521-34552, \pounds 27.50 per volume
(hardcover), pp. viii + 313 and viii + 259}",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "207--209",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040209",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Giovannetti:1989:BRL,
author = "Giorgia Giovannetti",
title = "Book Review: {{\booktitle{The linear regression model
under test}}, by W. Kr{\"a}mer and H. Sonnberger.
Physica Verlag, Heidelberg, 1986, ISBN 3-7908-0356-1
cloth, D.M. 98.00, pp. i--ix + 189}",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "209--211",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040210",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Anonymous:1989:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "2",
pages = "fmi--fmi",
month = apr # "--" # jun,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1989",
}
@Article{Evans:1989:OUD,
author = "George W. Evans",
title = "Output and unemployment dynamics in the {United
States}: 1950--1985",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "213--237",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Demetriades:1989:RBL,
author = "Panikos O. Demetriades",
title = "The relationship between the level and variability of
inflation: Theory and evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "239--250",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{McIntosh:1989:QRA,
author = "James McIntosh and Fabio Schiantarelli and William
Low",
title = "A qualitative response analysis of {UK} firms'
employment and output decisions",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "251--264",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Bernstein:1989:EES,
author = "Jeffrey I. Bernstein",
title = "An examination of the equilibrium specification and
structure of production for {Canadian}
telecommunications",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "265--282",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Kohli:1989:CEW,
author = "U. Kohli",
title = "Consistent estimation when the left-hand variable is
exogenous over part of the sample period",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "283--293",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Corbae:1989:RWT,
author = "Dean Corbae and Sam Ouliaris",
title = "A random walk through the {Gibson} paradox",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "295--303",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Baillie:1989:FMR,
author = "Richard T. Baillie",
title = "Forecast master: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "305--307",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Sonnberger:1989:BRRb,
author = "Harald Sonnberger",
title = "Book Review: {{\booktitle{Robust regression and
outlier detection}}, P. J. Rousseeuw and A. M. Leroy.
John Wiley and Sons, New York, 1987. ISBN
0-471-85233-3. cloth \pounds 34.50, pp. xiv + 329}",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "309--311",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Milana:1989:BRC,
author = "Carlo Milana",
title = "Book Review: {{\booktitle{The Cambridge multisectoral
dynamic model of the British economy}}, edited by T.
Barker and W. Peterson, Cambridge University Press,
Cambridge, UK, 1987. ISBN 0-521-33004-1, \pounds 35,
pp. xxiv + 507}",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "311--313",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Anonymous:1989:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "3",
pages = "fmi--fmi",
month = jul # "--" # sep,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1989",
}
@Article{Anonymous:1989:AR,
author = "Anonymous",
title = "Acknowledgement of referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "315--315",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{Turner:1989:DPL,
author = "David S. Turner and Kenneth F. Wallis and John D.
Whitley",
title = "Differences in the properties of large-scale
macroeconometric models: The role of labour market
specifications",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "317--344",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{Smith:1989:MME,
author = "R. P. Smith",
title = "Models of military expenditure",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "345--359",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{Moon:1989:MCC,
author = "Choon-Geol Moon",
title = "A {Monte Carlo} comparison of semiparametric Tobit
estimators",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "361--382",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{Greenberg:1989:SPD,
author = "E. Greenberg and W. A. Pollard and W. T. Alpert",
title = "Statistical properties of data stretching",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "383--391",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{Goldstein:1989:SAS,
author = "Richard Goldstein and Jennifer Anderson and Arlene Ash
and Ben Craig and David Harrington and Marcello
Pagano",
title = "Survival analysis software on {MS/PC--DOS} computers",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "393--414",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{Phillips:1989:BRL,
author = "Peter C. B. Phillips",
title = "Book Review: {{\booktitle{Lectures on Advanced
Econometric Theory}}, Denis Sargan (edited by Meghnad
Desai). Basil Blackwell, Oxford, 1988. Price (cloth):
\pounds 25, pp. xi + 176}",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "415--418",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{Sordi:1989:BRC,
author = "Serena Sordi",
title = "Book Review: {{\booktitle{Contributions of business
cycle surveys to empirical economics (papers presented
at the 18th CIRET Conference, Zurich 1987)}}, edited by
K. H. Oppenl{\"a}nder and G. Poser. (Avebury,
Aldershot, England: 1988, ISBN 0-566-05629-1, \pounds
45.00 hardbound), pp. xxxv + 669}",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "418--421",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{Anonymous:1989:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "4",
pages = "fmi--fmi",
month = oct # "--" # dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1989",
}
@Article{McAleer:1989:I,
author = "Michael McAleer",
title = "Introduction",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "S1--S3",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040502",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Leamer:1989:PCR,
author = "Edward E. Leamer",
title = "Planning, criticism, and revision",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "S5--S27",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040503",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Pagan:1989:DTM,
author = "Adrian Pagan and Frank Vella",
title = "Diagnostic tests for models based on individual data:
A survey",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "S29--S59",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040504",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Horowitz:1989:STC,
author = "Joel L. Horowitz and George R. Neumann",
title = "Specification testing in censored regression models:
Parametric and semiparametric methods",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "S61--S86",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040505",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Kennan:1989:SBM,
author = "John Kennan and Robert Wilson",
title = "Strategic bargaining models and interpretation of
strike data",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "S87--S130",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040506",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Aigner:1989:SSR,
author = "Dennis J. Aigner and Khalifa Ghali",
title = "Self-selection in the residential electricity
time-of-use pricing experiments",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "S131--S144",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040507",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Granger:1989:IPS,
author = "C. W. J. Granger and T. H. Lee",
title = "Investigation of production, sales and inventory
relationships using multicointegration and
non-symmetric error correction models",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "S145--S159",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040508",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Taylor:1989:MPS,
author = "John B. Taylor",
title = "Monetary policy and the stability of macroeconomic
relationships",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "S161--S178",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040509",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Anonymous:1989:Me,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "4",
number = "S1",
pages = "fmi--fmi",
month = dec,
year = "1989",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950040501",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1989",
}
@Article{Han:1990:FPE,
author = "Aaron Han and Jerry A. Hausman",
title = "Flexible parametric estimation of duration and
competing risk models",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "1--28",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1990",
}
@Article{Domowitz:1990:IEC,
author = "Ian Domowitz and Craig S. Hakkio",
title = "Interpreting an error correction model: Partial
adjustment, forward-looking behaviour, and dynamic
international money demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "29--46",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1990",
}
@Article{Jaeger:1990:SAM,
author = "Albert Jaeger and Robert M. Kunst",
title = "Seasonal adjustment and measuring persistence in
output",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "47--58",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1990",
}
@Article{Seale:1990:ESF,
author = "James L. {Seale, Jr.}",
title = "Estimating stochastic frontier systems with unbalanced
panel data: The case of floor tile manufactories in
{Egypt}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "59--74",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1990",
}
@Article{Kalirajan:1990:MEE,
author = "K. P. Kalirajan",
title = "On measuring economic efficiency",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "75--85",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1990",
}
@Article{Larsen:1990:SRR,
author = "Hans Larsen",
title = "Software reviews. {A} review of {RATS} 3.0: Software
for econometric modelling, forecasting, and
simulation",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "87--91",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
keywords = "Regression Analysis of Time Series (RATS)",
onlinedate = "January/March 1990",
}
@Article{Anonymous:1990:BRS,
author = "Anonymous",
title = "Book Review: {{\booktitle{Sensitivity analysis in
linear regression}}, S. Chatterjee and A. S. Hadi. John
Wiley and Sons, New York, 1988. ISBN 0-471-82216-7,
\$25.95 hardbound, pp. xiv + 315}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "93--96",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1990",
}
@Article{Anonymous:1990:BRE,
author = "Anonymous",
title = "Book Review: {{\booktitle{Empirical macroeconomics for
interdependent economies}}, (two volumes). Edited by R.
C. Bryant, D. W. Henderson, G. Holtham. Hooper and S.
Symansky. (The Brookings Institution, Washington, DC,
1988. pp. xvii --- 342 and viii + 347, ISBN 0-8157-1
140-9 and 0-8157-1 139-5 (Supplemental Volume). \pounds
30.50 the set)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "96--98",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1990",
}
@Article{Anonymous:1990:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "1",
pages = "fmi--fmi",
month = jan # "--" # mar,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1990",
}
@Article{Newey:1990:SEB,
author = "Whitney K. Newey",
title = "Semiparametric efficiency bounds",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "2",
pages = "99--135",
month = apr # "--" # jun,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1990",
}
@Article{Sterbenz:1990:ASE,
author = "Frederic P. Sterbenz and Giorgio Calzolari",
title = "Alternative specifications of the error process in the
stochastic simulation of econometric models",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "2",
pages = "137--150",
month = apr # "--" # jun,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1990",
}
@Article{Alessie:1990:POS,
author = "Rob Alessie and Raymond Gradus and Bertrand
Melenberg",
title = "The problem of not observing small expenditures in a
consumer expenditure survey",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "2",
pages = "151--166",
month = apr # "--" # jun,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1990",
}
@Article{Meen:1990:MRT,
author = "Geoffrey P. Meen",
title = "The measurement of rationing and the treatment of
structural change in the {UK} mortgage market",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "2",
pages = "167--187",
month = apr # "--" # jun,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1990",
}
@Article{Majumder:1990:DPI,
author = "Amita Majumder and Satya Ranjan Chakravarty",
title = "Distribution of personal income: Development of a new
model and its application to {U.S.} income data",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "2",
pages = "189--196",
month = apr # "--" # jun,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1990",
}
@Article{Anonymous:1990:BRMa,
author = "Anonymous",
title = "Book Review: {{\booktitle{Modelling the Labour
Market}}, edited by M. Beenstock. (Chapman and Hall,
London, 1988, pp. xii + 206, ISBN 0-412-28830-3,
\pounds 32.50, hardcover)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "2",
pages = "197--199",
month = apr # "--" # jun,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1990",
}
@Article{Anonymous:1990:BRMb,
author = "Anonymous",
title = "Book Review: {{\booktitle{Macroeconometric modelling
of the Indian economy. Studies on inflation and
growth}}, K. Krishnamurty and V. Pandit. Forword by L.
R. Klein. (Hindustan Publishing Corporation, Dehli,
1985, pp. xii + 159, ISBN, cloth, \pounds )}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "2",
pages = "199--202",
month = apr # "--" # jun,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1990",
}
@Article{Anonymous:1990:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "2",
pages = "fmi--fmi",
month = apr # "--" # jun,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1990",
}
@Article{Monfort:1990:VMS,
author = "A. Monfort and R. Rabemananjara",
title = "From a var model to a structural model, with an
application to the wage-price spiral",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "203--227",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Kodde:1990:ALS,
author = "D. A. Kodde and F. C. Plam and G. A. Pfann",
title = "Asymptotic least-squares estimation efficiency
considerations and applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "229--243",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Black:1990:DJS,
author = "Matthew Black and Robert Moffitt and John T. Warner",
title = "The dynamics of job separation: The case of federal
employees",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "245--262",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Gotz:1990:CDJ,
author = "Glenn A. Gotz",
title = "Comment on {`The dynamics of job separation: The case
of federal employees'}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "263--268",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Black:1990:DJS} and reply
\cite{Black:1990:RCG}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Black:1990:RCG,
author = "Matthew Black and Robert Moffitt and John Warner",
title = "Reply to comment by {Glenn Gotz} on {``The dynamics of
job separation: The case of federal employees''}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "269--272",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Black:1990:DJS,Gotz:1990:CDJ}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Keil:1990:CAP,
author = "M. W. Keil and W. Richardson",
title = "A comparison among partial adjustment, rational
expectations and error correction estimates of the
{Canadian} demand for money",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "273--291",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Ng:1990:XIW,
author = "Pin T. Ng and Robin C. Sickles",
title = "`Xplore'-ing the world of nonparametric analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "293--297",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Delgado:1990:KR,
author = "Miguel A. Delgado and Thanasis Stengos",
title = "N-kernel: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "299--304",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Anonymous:1990:BRT,
author = "Anonymous",
title = "Book Review: {{\booktitle{The theory and practice of
econometrics}}, O. G. Judge, W. E. Griffith,
R. C. Hill, C. H. Lee, and H. L{\"u}tkepohl, second
edition, Wiley, New York, 1985. ISBN 0-471-89530-X,
\pounds 45.65 Hardcover. Pp. xxix + 1019}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "305--306",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Anonymous:1990:BRI,
author = "Anonymous",
title = "Book Review: {{\booktitle{Introduction to the Theory
and Practice of Econometrics}}, 2nd ed. G. G. Judge, R.
C. Hill, W. E. Griffiths, H. Lutkepohl, and T. Lee.
John Wiley, New York, 1988, ISBN 0-471-62414-4, cloth.
\pounds 85.40. pp. xxxv + 1024}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "306--308",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050311",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Anonymous:1990:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "3",
pages = "fmi--fmi",
month = jul # "--" # sep,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1990",
}
@Article{Schaller:1990:RET,
author = "Huntley Schaller",
title = "A re-examination of the $q$ theory of investment using
{U.S.} firm data",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "309--325",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Machin:1990:UFP,
author = "Stephen J. Machin and Mark B. Stewart",
title = "Unions and the financial performance of {British}
private sector establishments",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "327--350",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Kunst:1990:CMS,
author = "Robert Kunst and Klaus Neusser",
title = "Cointegration in a macroeconomic system",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "351--365",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Patel:1990:PPP,
author = "Jayendu Patel",
title = "Purchasing power parity as a long-run relation",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "367--379",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Fair:1990:FIE,
author = "Ray C. Fair and John B. Taylor",
title = "Full information estimation and stochastic simulation
of models with rational expectations",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "381--392",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Hall:1990:ASS,
author = "S. G. Hall and M. J. Stephenson",
title = "An algorithm for the solution of stochastic optimal
control problems for large nonlinear econometric
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "393--399",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Baltagi:1990:EEP,
author = "Badi H. Baltagi and Sophon Khanti-Akom",
title = "On efficient estimation with panel data: An empirical
comparison of instrumental variables estimators",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "401--406",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See replication report \cite{Drukker:2003:RRE}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Anonymous:1990:BRP,
author = "Anonymous",
title = "Book Review: {{\booktitle{Praclical methods of
optimization}}, 2nd ed, R. Fletcher. John Wiley and
ISBN 0-471-86187, \pounds 24.50. pp. xii + 436. Sons,
Chichester, 1987}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "407--409",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Anonymous:1990:BRC,
author = "Anonymous",
title = "Book Review: {{\booktitle{Component and Correspondence
Analysis: Dimension Reduction by Functional
Approximation}}, edited by J. L. Van Rijckevorsel and
J. De Leeuw. Wiley, New York, 1988. ISBN 0-471-9847-4,
cloth. \pounds 19.95. pp. xii + 146}",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "409--410",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050410",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Anonymous:1990:CPU,
author = "Anonymous",
title = "Call for papers. {UCLA} program on applied
econometrics and the journal of applied econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "409--410",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050411",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Anonymous:1990:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "5",
number = "4",
pages = "fmi--fmi",
month = sep # "--" # dec,
year = "1990",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950050401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September/December 1990",
}
@Article{Salanie:1991:WPA,
author = "Bernard Salanie",
title = "Wage and price adjustment in a multimarket
disequilibrium model",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "1--15",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Smith:1991:MPN,
author = "Marlene A. Smith and David J. Smyth",
title = "Multiple and pairwise non-nested tests of the
influence of taxes on money demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "17--30",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Smith:1991:PDM,
author = "Gregor W. Smith and Stanley E. Zin",
title = "Persistent deficits and the market value of government
debt",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "31--44",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Green:1991:TEC,
author = "Steven L. Green and Knut Anton Mork",
title = "Toward efficiency in the crude-oil market",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "45--66",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Sampson:1991:EPU,
author = "Michael Sampson",
title = "The effect of parameter uncertainty on forecast
variances and confidence intervals for unit root and
trend stationary time-series models",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "67--76",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Hoque:1991:ATR,
author = "Asraul Hoque",
title = "An application and test for a random coefficient model
in {Bangladesh} agriculture",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "77--90",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Bairam:1991:EST,
author = "Erkin Bairam",
title = "Elasticity of substitution, technical progress and
returns to scale in branches of {Soviet} industry: A
new {CES} production function approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "91--96",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Trivedi:1991:SST,
author = "Pravin K. Trivedi",
title = "Statistical software tools {(SST)} Version 2.0: An
update",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "97--101",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Rizzi:1991:BRL,
author = "Alfredo Rizzi",
title = "Book Review: {{\booktitle{Linear structures}}, J. R.
Magnus, Oxford, Oxford University Press, 1988. ISBN
0-19-520655-X, cloth, \$49.95, pp. xii + 205}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "103--105",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060110",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Nuesch:1991:BRO,
author = "P. E. N{\"u}esch",
title = "Book Review: {{\booktitle{Order restricted statistical
inference}}, T. Robertson, F. T. Wright, R. L. Dykstra
Wiley Series in Probability and Mathematical
Statistics, John Wiley and Sons, Chichester, 1988. ISBN
0-471-91787-7 cloth, \pounds 37.50, pp. 488}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "105--107",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060111",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Anonymous:1991:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "1",
pages = "fmi--fmi",
month = jan # "--" # mar,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1991",
}
@Article{Baillie:1991:BGE,
author = "Richard T. Baillie and Robert J. Myers",
title = "Bivariate {GARCH} estimation of the optimal commodity
futures Hedge",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "109--124",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Canova:1991:TSP,
author = "Fabio Canova and Takatoshi Ito",
title = "The time-series properties of the risk premium in the
Yen/Dollar exchange market",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "125--142",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Lee:1991:TSI,
author = "Tom K. Y. Lee and Y. K. Tse",
title = "Term structure of interest rates in the {Singapore}
{Asian} dollar market",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "143--152",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Anderson:1991:EAA,
author = "G. J. Anderson",
title = "Expenditure allocation across nondurables, services,
durables and savings: An empirical study of
separability in the long run",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "153--168",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Jaggia:1991:STB,
author = "Sanjiv Jaggia",
title = "Specification tests based on the heterogeneous
generalized gamma model of duration: With an
application to {Kennan}'s strike data",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "169--180",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Baccouche:1991:DSP,
author = "Rafiq Baccouche and Fran{\c{c}}ois Laisney",
title = "Describing the separability properties of empirical
demand systems",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "181--206",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Peterson:1991:SRR,
author = "Steven P. Peterson",
title = "Software review: A review of {Stata} 2.1",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "207--212",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Dineen:1991:PEM,
author = "Chris Dineen",
title = "Progressive econometric modelling {(PERM)}: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "213--217",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060209",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Persson:1991:BRD,
author = "Karl Gunnar Persson",
title = "Book Review: {{\booktitle{Domesday economy: A new
approach to Anglo--Norman history}}, J. McDonald and G.
D. Snooks. Clarendon Press, Oxford, 1986. ISBN
0-19-82854-8, cloth \pounds 27.50, pp. xv + 240}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "219--220",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060210",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Kusters:1991:BRE,
author = "Ulrich Kusters",
title = "Book Review: {{\booktitle{Elements of statistical
computing-numerical computation}}, R. A. Thisted.
Chapman and Hall, New York and London, 1988. ISBN
0-412-01371-1, cloth \pounds 28.50, pp. xx + 427}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "220--224",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060211",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Anonymous:1991:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "2",
pages = "fmi--fmi",
month = apr # "--" # jun,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1991",
}
@Article{Grogger:1991:MTC,
author = "J. T. Grogger and R. T. Carson",
title = "Models for truncated counts",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "225--238",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Lord:1991:PFC,
author = "M. J. Lord",
title = "Price formation in commodity markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "239--254",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Nymoen:1991:SLM,
author = "R. Nymoen",
title = "A small linear model of wage- and price-inflation in
the {Norwegian} economy",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "255--269",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Conrad:1991:DDN,
author = "K. Conrad and M. Schr{\"o}der",
title = "Demand for durable and nondurable goods, environmental
policy and consumer welfare",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "271--286",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Hols:1991:LDE,
author = "Martien C. A. B. Hols and Casper G. {De Vries}",
title = "The limiting distribution of extremal exchange rate
returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "287--302",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Denton:1991:RTS,
author = "F. T. Denton and B. G. Spencer",
title = "Resampling a time-series process: A method of
estimating the probabilities associated with
alternative plans for protecting pensions against
inflation",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "303--314",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Mackinnon:1991:A,
author = "James Mackinnon",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "315--315",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Veall:1991:SR,
author = "Michael R. Veall",
title = "Shazam 6.2: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "317--320",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Ericsson:1991:UPG,
author = "Neil R. Ericsson and Heidi Lyss",
title = "An update to {PC-give}: Version 6.01",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "321--325",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Milana:1991:BRF,
author = "Carlo Milana",
title = "Book Review: {{\booktitle{Functional form and utility.
A Review of Consumer Demand Theory}}, Arthur S.
Goldberger. Westview Press, Boulder, Colorado, 1987,
ISBN 0-8133-7489-8, paper \$24.95, pp. xii + 121}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "327--329",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060311",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Sabani:1991:BRF,
author = "Laura Sabani",
title = "Book Review: {{\booktitle{Forecasting structural time
series models and the Kalman filter}}, A. C. Harvey.
Cambridge University Press, Cambridge, 1989. ISBN
0-521-32196-4, cloth, \pounds 55.00 Pp. xvi + 554}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "329--331",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060312",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Anonymous:1991:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "3",
pages = "fmi--fmi",
month = jul # "--" # sep,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1991",
}
@Article{Anonymous:1991:EP,
author = "Anonymous",
title = "Editorial preface",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "i--i",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060414",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Phillips:1991:CCO,
author = "P. C. B. Phillips",
title = "To criticize the critics: An objective {Bayesian}
analysis of stochastic trends",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "333--364",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See comments
\cite{Koop:1991:CCC,Leamer:1991:CCC,Poirier:1991:CCC,Sims:1991:CCS}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Koop:1991:CCC,
author = "Gary Koop and Mark F. J. Steel",
title = "A comment on: {`To criticize the critics: An objective
Bayesian analysis of stochastic trends', By Peter C. B.
Phillips}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "365--370",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Phillips:1991:CCO}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Leamer:1991:CCC,
author = "Edward E. Leamer",
title = "Comment on `To criticize the critics'",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "371--373",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Phillips:1991:CCO}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Kim:1991:FPV,
author = "In-Moo Kim and G. S. Maddala",
title = "Flat priors vs. ignorance priors in the analysis of
the {$ {\rm AR}(1) $} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "375--380",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Poirier:1991:CCC,
author = "Dale J. Poirier",
title = "A comment on `To criticize the critics: An objective
{Bayesian} analysis of stochastic trends'",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "381--386",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Phillips:1991:CCO}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Schotman:1991:BRU,
author = "Peter C. Schotman and Herman K. {Van Dijk}",
title = "On {Bayesian} routes to unit roots",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "387--401",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Stock:1991:BAU,
author = "James H. Stock",
title = "{Bayesian} approaches to the `unit root' problem: A
comment",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "403--411",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Dejong:1991:CTS,
author = "David N. Dejong and Charles H. Whiteman",
title = "The case for trend-stationarity is stronger than we
thought",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "413--421",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Sims:1991:CCS,
author = "Christopher A. Sims",
title = "Comment by {Christopher A. Sims} on {`To criticize the
critics', by Peter C. B. Phillips}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "423--434",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060410",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Phillips:1991:CCO}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Phillips:1991:BRU,
author = "P. C. B. Phillips",
title = "{Bayesian} routes and unit roots: De rebus prioribus
semper est disputandum",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "435--473",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060411",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
keywords = "De rebus prioribus semper est disputandum (Latin) ==
Concerning the former, there is always a debate
(English)",
onlinedate = "October/December 1991",
}
@Article{Anonymous:1991:UPA,
author = "Anonymous",
title = "{UCLA Program in Applied Econometrics Conference on
Nonlinear Dynamics and Econometrics. April 5--6,
1991}",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "475--477",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060412",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Anonymous:1991:ICE,
author = "Anonymous",
title = "International conference on: Econometric inference
using simulation techniques",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "478--478",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060413",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Anonymous:1991:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "6",
number = "4",
pages = "fmi--fmi",
month = oct # "--" # dec,
year = "1991",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950060401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1991",
}
@Article{Pesaran:1992:Aa,
author = "M. Hashem Pesaran",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "1--2",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Anonymous:1992:ARa,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "3--3",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Bergstrom:1992:TAD,
author = "R. Bergstr{\"o}m and P.-A. Edin",
title = "Time aggregation and the distributional shape of
unemployment duration",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "5--30",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Cotterman:1992:CAA,
author = "R. Cotterman and F. Peracchi",
title = "Classification and aggregation: An application to
industrial classification in {CPS} data",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "31--51",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Chambers:1992:ECT,
author = "Marcus J. Chambers",
title = "Estimation of a continuous-time dynamic demand
system",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "53--64",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Koop:1992:OBU,
author = "G. Koop",
title = "`Objective' {Bayesian} unit root tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "65--82",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Hall:1992:TDS,
author = "S. G. Hall and S. G. B. Henry and M. Pemberton",
title = "Testing a discrete switching disequilibrium model of
the {UK} labour market",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "83--91",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Veall:1992:BPM,
author = "Michael R. Veall",
title = "Bootstrapping the process of model selection: an
econometric example",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "93--99",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Shiba:1992:MEL,
author = "Tsunemasa Shiba",
title = "{MICRO-EBA}: {Leamer}'s extreme bounds analysis on
{GAUSS}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "101--103",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070110",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Koop:1992:RP,
author = "Gary Koop",
title = "Review of {PCBRAP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "105--107",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070111",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
keywords = "PCBRAP (Bayesian Regression Analysis Package for the
Personal Computer)",
onlinedate = "January/March 1992",
}
@Article{Carlucci:1992:BRS,
author = "Francesco Carlucci",
title = "Book Review: {{\booktitle{State-Space Modeling of Time
Series}}, Masanao Aoki. Springer Verlag, Berlin, 1987.
ISBN 3-540-17257-2, paperback, DM 49.80, pp. xi +
314}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "109--110",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070112",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Gandolfo:1992:BRO,
author = "Giancarlo Gandolfo",
title = "Book Review: {{\booktitle{Optimal control}},
expectations and uncertainty, S. Holly and A. Hughes
Hallett. Cambridge University Press, Cambridge and New
York, 1989. ISBN 0-521-2644-8, cloth, \pounds 25. Pp.
i-ix + 244}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "110--114",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070113",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Anonymous:1992:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "1",
pages = "fmi--fmi",
month = jan # "--" # mar,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1992",
}
@Article{Horowitz:1992:RLP,
author = "Joel L. Horowitz",
title = "The role of the list price in housing markets: Theory
and an econometric model",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "115--129",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Rich:1992:RBF,
author = "R. W. Rich and J. E. Raymond and J. S. Butler",
title = "The relationship between forecast dispersion and
forecast uncertainty: Evidence from a survey data-arch
model",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "131--148",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Dionne:1992:AIR,
author = "G. Dionne and C. Vanasse",
title = "Automobile insurance ratemaking in the presence of
asymmetrical information",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "149--165",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Weale:1992:EDM,
author = "Martin Weale",
title = "Estimation of data measured with error and subject to
linear restrictions",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "167--174",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Robertson:1992:SSP,
author = "D. Robertson and J. Symons",
title = "Some strange properties of panel data estimators",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "175--189",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Vogelvang:1992:HTC,
author = "E. Vogelvang",
title = "Hypotheses testing concerning relationships between
spot prices of various types of coffee",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "191--201",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Greasley:1992:SBE,
author = "D. Greasley",
title = "The stationarity of {British} economic and
productivity growth 1856--1913",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "203--209",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Anonymous:1992:E,
author = "Anonymous",
title = "Erratum",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "211--213",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070209",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Anderson:1992:GPS,
author = "Richard G. Anderson",
title = "The {GAUSS} programming system: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "215--219",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070210",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Pissarides:1992:BRC,
author = "Christopher A. Pissarides",
title = "Book Review: {{\booktitle{Challenges for Macroeconomic
Modelling}}, W. Driehuis, M. M. G. Fase, and H. Den
Hartog (editors). North-Holland, Amsterdam, 1988. ISBN
0-444-70529-5, cloth, \$94.75. pp. xii + 487}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "221--223",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070211",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Mellano:1992:BRE,
author = "Mauro Mellano",
title = "Book Review: {{\booktitle{Econometric modelling of
agricultural commodity markets}}, D. Hallam, Routledge,
London and New York, 1990. ISBN 0-415-00405-5, cloth,
\$35. Pp. iii + 191}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "223--224",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070212",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Anonymous:1992:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "2",
pages = "fmi--fmi",
month = apr # "--" # jun,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1992",
}
@Article{Ivaldi:1992:SER,
author = "Marc Ivaldi",
title = "Survey evidence on the rationality of expectations",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "225--241",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Nijman:1992:NPD,
author = "Theo Nijman and Marno Verbeek",
title = "Nonresponse in panel data: The impact on estimates of
a life cycle consumption function",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "243--257",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Lin:1992:AEF,
author = "Wen-Ling Lin",
title = "Alternative estimators for factor {GARCH} models --- A
{Monte Carlo} comparison",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "259--279",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Raj:1992:IEP,
author = "Baldev Raj",
title = "International evidence on persistence in output in the
presence of an episodic change",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "281--293",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Blough:1992:RBP,
author = "Stephen R. Blough",
title = "The relationship between power and level for generic
unit root tests in finite samples",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "295--308",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Byron:1992:PAC,
author = "R. P. Byron",
title = "Polynomial approximations in cross-sectional models",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "309--322",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Kidd:1992:RET,
author = "Michael P. Kidd",
title = "A review of the econometrics toolkit {(ET)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "323--328",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Neild:1992:BRM,
author = "R. R. Neild",
title = "Book Review: {{\booktitle{Macroeconomic policy in
Britain 1974-1987}}, A. J. C. Britton. Cambridge
University Press, 1991, pp. 365. Price: \pounds 30.}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "329--332",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Coleman:1992:BRC,
author = "William Coleman",
title = "Book Review: {{\booktitle{Conceptual anomalies in
Economics and Statistics. Lessons from the Social
Experiment}}, L. G. Neuberg, first edition, Cambridge
University Press, New York, 1989, ISBN 0521-30444X,
Hardcover, \$54.40. Pp. xiv + 365}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "333--334",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Anonymous:1992:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "3",
pages = "fmi--fmi",
month = jul # "--" # sep,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1992",
}
@Article{Pesaran:1992:Ab,
author = "M. Hashem Pesaran",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "335--335",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Anonymous:1992:ARb,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "337--337",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Tunali:1992:MSS,
author = "Insan Tunali and Ragui Assaad",
title = "Market structure and spells of employment and
unemployment: Evidence from the construction sector in
{Egypt}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "339--367",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Mellander:1992:STE,
author = "E. Mellander and A. Vredin and A. Warne",
title = "Stochastic trends and economic fluctuations in a small
open economy",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "369--394",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Koop:1992:ASM,
author = "G. Koop",
title = "Aggregate shocks and macroeconomic fluctuations: A
{Bayesian} approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "395--411",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Vella:1992:STS,
author = "F. Vella",
title = "Simple tests for sample selection bias in censored and
discrete choice models",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "413--421",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Higgins:1992:MVR,
author = "Matthew L. Higgins and Nabil Ltaifa",
title = "Microtsp version 7.0: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "423--429",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Milana:1992:BRD,
author = "Carlo Milana",
title = "Book Review: {{\booktitle{Disaggregation in
Econometric Modelling}}, edited by Terry Barker and M.
Hashem Pesaran. Routledge, London, 1990, ISBN
0-415-00918-9, hardbound \pounds 45. pp. xiv + 348}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "431--432",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Kloek:1992:BRM,
author = "Teun Kloek",
title = "Book Review: {{\booktitle{Misspecification tests in
econometrics. L. G. Godfrey}}, Cambridge University
Press, Cambridge, 1988, pp. xii + 252. ISBN
0-521-26616-5. \pounds 35 hardcover}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "433--434",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070410",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{DeArcangelis:1992:BRS,
author = "Giuseppe {De Arcangelis}",
title = "Book Review: {{\booktitle{Statistical analysis and
forecasting of economic structural change. P. Hack
(ed.) Springer-Verlag}}, Berlin, Heidelberg, New York,
London, Paris, Tokyo, Hong Kong, 1989, pp. xix + 488.
ISBN 0-387-51454-6; hardbound}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "435--436",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070411",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Bollino:1992:BRR,
author = "Carlo Andrea Bollino",
title = "Book Review: {{\booktitle{Recent modelling approaches
in applied energy economics}}, O. Bjerkholt, O. Olsen
and J. Vislie (eds) Chapman and Hall, London, 1990, pp.
xix + 268, ISBN 0-412-35340-7,\pounds 40 hardbound}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "436--439",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070412",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Anonymous:1992:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "4",
pages = "fmi--fmi",
month = oct # "--" # dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1992",
}
@Article{Pesaran:1992:NDE,
author = "M. Hashem Pesaran and Simon M. Potter",
title = "Nonlinear dynamics and econometrics: an introduction",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S1--S7",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070502",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Day:1992:CED,
author = "R. H. Day",
title = "Complex economic dynamics: Obvious in history, generic
in theory, elusive in data",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S9--S23",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070503",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Liu:1992:UCE,
author = "T. Liu and C. W. J. Granger and W. P. Heller",
title = "Using the correlation exponent to decide whether an
economic series is chaotic",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S25--S39",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070504",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Dechert:1992:LEN,
author = "W. D. Dechert and R. Gencay",
title = "{Lyapunov} exponents as a nonparametric diagnostic for
stability analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S41--S60",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070505",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Hansen:1992:LRT,
author = "B. E. Hansen",
title = "The likelihood ratio test under nonstandard
conditions: Testing the {Markov} switching model of
{GNP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S61--S82",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070506",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Town:1992:MWS,
author = "R. J. Town",
title = "Merger waves and the structure of merger and
acquisition time-series",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S83--S100",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070507",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Burgess:1992:NDS,
author = "S. M. Burgess",
title = "Nonlinear dynamics in a structural model of
employment",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S101--S118",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070508",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Terasvirta:1992:CNB,
author = "T. Terasvirta and H. M. Anderson",
title = "Characterizing nonlinearities in business cycles using
smooth transition autoregressive models",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S119--S136",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070509",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Lebaron:1992:FIU,
author = "B. Lebaron",
title = "Forecast improvements using a volatility index",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S137--S149",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070510",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Mizrach:1992:MNN,
author = "B. Mizrach",
title = "Multivariate nearest-neighbour forecasts of {EMS}
exchange rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S151--S163",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070511",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Cao:1992:NTS,
author = "C. Q. Cao and R. S. Tsay",
title = "Nonlinear time-series analysis of stock volatilities",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S165--S185",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070512",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Rothman:1992:CPT,
author = "P. Rothman",
title = "The comparative power of the {TR} test against simple
threshold models",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S187--S195",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070513",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Anonymous:1992:TIJ,
author = "Anonymous",
title = "{Tinbergen Institute and \booktitle{Journal of Applied
Econometrics} Conference on: Econometric Inference
using Simulation Techniques. Erasmus University
Rotterdam, The Netherlands 5--6 June, 1992}",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S197--S199",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070514",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Anonymous:1992:SIC,
author = "Anonymous",
title = "For a special issue on calibration techniques and
econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "S201--S201",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070515",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Anonymous:1992:Me,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "7",
number = "S1",
pages = "fmi--fmi",
month = dec,
year = "1992",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950070501",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1992",
}
@Article{Goodhart:1993:NEH,
author = "C. A. E. Goodhart and S. G. Hall and S. G. B. Henry
and B. Pesaran",
title = "News effects in a high-frequency model of the
sterling-dollar exchange rate",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "1--13",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Locke:1993:IDF,
author = "P. R. Locke and C. L. Sayers",
title = "Intra-day futures price volatility: Information
effects and variance persistence",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "15--30",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Rabemananjara:1993:TAM,
author = "R. Rabemananjara and J. M. Zakoian",
title = "Threshold {ARCH} models and asymmetries in
volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "31--49",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Moon:1993:TDB,
author = "C.-G Moon and J. G. Stotsky",
title = "Testing the differences between the determinants of
{Moody}'s and {Standard and Poor}'s ratings: an
application of smooth simulated maximum likelihood
estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "51--69",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Hanse:1993:CSB,
author = "G. D. Hanse",
title = "The cyclical and secular behaviour of the labour
input: Comparing efficiency units and hours worked",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "71--80",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Kinal:1993:ESE,
author = "T. Kinal and K. Lahiri",
title = "On the estimation of simultaneous-equations
error-components models with an application to a model
of developing country foreign trade",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "81--92",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Trivedi:1993:APL,
author = "P. K. Trivedi",
title = "An analysis of publication lags in econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "93--100",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Harrison:1993:GR,
author = "A. Harrison",
title = "Gaim 1.1: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "101--107",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Kloek:1993:BRS,
author = "Teun Kloek",
title = "Book Review: {{\booktitle{Statistique et mod{\`e}les
econom{\'e}triques}}, (statistics and econometric
models), in 2 volumes, C. Gourieroux and A. Monfort,
Economica, Paris, 1989, ISBN 2-7178-1667-4 and
2-7178-1668-2, paperback, FF 200 each, pp. 565 and
587}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "109--111",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080110",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{DeArcangelis:1993:BRS,
author = "Giuseppe {De Arcangelis}",
title = "Book Review: {{\booktitle{Structural Equations with
Latent Variables}}, Kenneth A. Bollen. John Wiley and
Sons, Inc., New York, Chichester, Brisbane, Toronto,
Singapore, 1989, ISBN 0-471-01171-1, \pounds 39.90
hardbound, pp. xiv + 514}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "111--113",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080111",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Anonymous:1993:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "1",
pages = "fmi--fmi",
month = jan # "--" # mar,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1993",
}
@Article{Dejong:1993:BIL,
author = "D. N. Dejong",
title = "{Bayesian} inference in limited dependent variable
models. {An} application to measuring strike duration",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "115--128",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Wolfson:1993:CCA,
author = "P. Wolfson",
title = "Compositional change, aggregation, and dynamic factor
demand. {Estimates} on a panel of manufacturing firms",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "129--148",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Landesmann:1993:SSM,
author = "M. Landesmann and A. Snell",
title = "Structural shifts in the manufacturing export
performance of {OECD} economies",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "149--162",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Kugler:1993:IRI,
author = "P. Kugler and K. Neusser",
title = "International real interest rate equalization. {A}
multivariate time-series approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "163--174",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Nakamura:1993:ACM,
author = "S. Nakamura",
title = "An adjustment cost model of long-term employment in
{Japan}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "175--194",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Deschamps:1993:JTR,
author = "P. J. Deschamps",
title = "Joint tests for regularity and autocorrelation in
allocation systems",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "195--211",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Hallman:1993:RP,
author = "J. Hallman",
title = "Review of {S-Plus}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "213--219",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Kilduff:1993:PNR,
author = "A. P. Kilduff",
title = "Pc-naive 6.01: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "221--225",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080209",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Arbia:1993:BRC,
author = "Giuseppe Arbia",
title = "Book Review: {{\booktitle{Continuous time econometric
modelling}}, A. R. Bergstrom, Advanced Texts In
Econometrics, Oxford University Press, Oxford, 1990,
ISBN 0-19-828367-9, Paperback \$17.50; ISBN
0-19-829340-7, hardback \pounds 40.00; pp. x + 326}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "227--229",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080210",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Gill:1993:BRC,
author = "Leonard Gill",
title = "Book Review: {{\booktitle{A course in econometrics}},
by A. S. Goldberger, Harvard University Press, 1991,
ISBN 0-674-17544-1, XYP19.95 hardbound. pp. 405}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "229--230",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080211",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Anonymous:1993:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "2",
pages = "fmi--fmi",
month = apr # "--" # jun,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1993",
}
@Article{Harvey:1993:DSF,
author = "A. C. Harvey and A. Jaeger",
title = "Detrending, stylized facts and the business cycle",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "231--247",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Pudney:1993:IWI,
author = "S. Pudney",
title = "Income and wealth inequality and the life cycle. {A}
non-parametric analysis for {China}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "249--276",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Okunade:1993:PCS,
author = "A. A. Okunade",
title = "Production cost structure of us hospital pharmacies:
Time-series, cross-sectional bed size evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "277--294",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Rossana:1993:LRI,
author = "R. J. Rossana",
title = "The long-run implications of the production smoothing
model of inventories: An empirical test",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "295--306",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Rust:1993:GMC,
author = "J. Rust",
title = "{Gauss} and {MATLAB}: A comparison",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "307--324",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/matlab.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Baillie:1993:BRI,
author = "Richard T. Baillie",
title = "Book Review: {{\booktitle{Introduction to multiple
time series analysis}}, H. {L{\"U}TKEPOHL.}
Springer-Verlag. Berlin And New York, 1991. ISBN
0-387-53194-7, cloth \pounds 31, pp. 1 + 545}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "325--326",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Hallett:1993:BRC,
author = "Andrew Hughes Hallett",
title = "Book Review: {{\booktitle{Control Theory and Dynamic
Games in Economic Policy Analysis}}, M. L. Petit,
Cambridge University Press, Cambridge and New York,
1990, \pounds 30.00, ISBN 0521 385 237, pp. xiv +
338}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "326--327",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Greene:1993:BRC,
author = "William Greene",
title = "Book Review: {{\booktitle{Computational economics and
econometrics}}, (papers presented at the annual meeting
of the Society For Economic Dynamics and Control,
Minneapolis, Minnesota, USA, June, 1990), Edited By H.
Amman, D. Belsley, and L. Pau. Kluwer Academic
Publishers, Boston, USA, 1992, ISBN 0-7923-1287-2,
hardback, pp. viii + 171}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "328--330",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Moffitt:1993:BRM,
author = "Robert Moffitt",
title = "Book Review: {{\booktitle{Modelling and empirical
evaluation of labour supply behavior}}, Isolde
Woittiez. Springer-Verlag, 1991, ISBN 3-540-54054-7,
pp. 232}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "330--331",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Anonymous:1993:FA,
author = "Anonymous",
title = "First announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "333--333",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080311",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Anonymous:1993:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "3",
pages = "fmi--fmi",
month = jul # "--" # sep,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1993",
}
@Article{Anonymous:1993:AR,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "335--335",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Pesaran:1993:A,
author = "M Hashem Pesaran",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "337--337",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Anonymous:1993:AJA,
author = "Anonymous",
title = "Announcement. {{\booktitle{Journal of Applied
Econometrics}}} {FTP} archive site",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "339--340",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Narendranathan:1993:HDB,
author = "W. Narendranathan and M. B. Stewart",
title = "How does the benefit effect vary as unemployment
spells lengthen?",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "361--381",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{VanPraag:1993:CAM,
author = "B. M. S. {Van Praag} and E. M. Vermeulen",
title = "A count-amount model with endogenous recording of
observations",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "383--395",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Wedel:1993:LCP,
author = "M. Wedel and W. S. Desarbo and J. R. Bult and V.
Ramaswamy",
title = "A latent class {Poisson} regression model for
heterogeneous count data",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "397--411",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{McKenzie:1993:MR,
author = "C. R. McKenzie",
title = "Microfit 3.0: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "413--419",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Henry:1993:BRS,
author = "S. G. B. Henry",
title = "Book Reviews: {{\booktitle{Seasonal adjustment as a
practical problem}}, F. A. G. Den Butter and M. M. G.
Fase. North-Holland, 1991, ISBN 90-267-1264-3, US
\$94.50/DFL 165, pp. 226. \booktitle{Modelling
Seasonality}, Edited by S. Hylleberg. Oxford University
Press, 1992, ISBN 0-19-877317, \$45, pp. 476}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "421--423",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Andrews:1993:BRA,
author = "Martyn Andrews",
title = "Book Review: {{\booktitle{Applied econometric
techniques}}, K. Cuthbertson, S. G. Hall, and M. P.
Taylor. Philip Allan, Hemel Hempstead, 1992, ISBN
0-86003-084-9, \pounds 45 hardback}",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "423--424",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080410",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Kapteyn:1993:ICM,
author = "Arie Kapteyn",
title = "International conference on: The micro-econometrics of
dynamic decision making",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "425--425",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080411",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Anonymous:1993:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "4",
pages = "fmi--fmi",
month = oct # "--" # dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1993",
}
@Article{Brown:1993:I,
author = "Bryan W. Brown and Alain Monfort and Herman K. {Van
Dijk}",
title = "Introduction",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S1--S3",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080502",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Andrews:1993:BEM,
author = "R. W. Andrews and J. O. Berger and M. H. Smith",
title = "{Bayesian} estimation of manufacturing effects in a
fuel economy model",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S5--S18",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080503",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Geweke:1993:BTI,
author = "J. Geweke",
title = "{Bayesian} treatment of the independent student- t
linear model",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S19--S40",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080504",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Kleibergen:1993:NSG,
author = "F. Kleibergen and H. K. van Dijk",
title = "Non-stationarity in {GARCH} models: A {Bayesian}
analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S41--S61",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080505",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Smith:1993:ENT,
author = "A. A. {Smith, Jr.}",
title = "Estimating nonlinear time-series models using
simulated vector autoregressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S63--S84",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080506",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Gourieroux:1993:II,
author = "C. Gourieroux and A. Monfort and E. Renault",
title = "Indirect inference",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S85--S118",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080507",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Laroque:1993:SBE,
author = "G. Laroque and B. Salani{\'e}",
title = "Simulation-based estimation of models with lagged
latent variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S119--S133",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080508",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Shephard:1993:FNT,
author = "N. Shephard",
title = "Fitting nonlinear time-series models with applications
to stochastic variance models",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S135--S152",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080509",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Danielsson:1993:AGI,
author = "J. Danielsson and J.-F. Richard",
title = "Accelerated {Gaussian} importance sampler with
application to dynamic latent variable models",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S153--S173",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080510",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Anonymous:1993:ASI,
author = "Anonymous",
title = "Announcement. {A} special issue on calibration
techniques techniques and econometric",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S175--S175",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080511",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Anonymous:1993:CP,
author = "Anonymous",
title = "Call for papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "S177--S177",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080512",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Anonymous:1993:Me,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "8",
number = "S1",
pages = "fmi--fmi",
month = dec,
year = "1993",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950080501",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1993",
}
@Article{Arguea:1994:ECP,
author = "N. M. Arguea and C. Hsiao and G. A. Taylor",
title = "Estimating consumer preferences using market data ---
an application to us automobile demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "1--18",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Bonomo:1994:CWF,
author = "M. Bonomo and R. Garcia",
title = "Can a well-fitted equilibrium asset-pricing model
produce mean reversion?",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "19--29",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{DeJong:1994:UAE,
author = "F. {De Jong}",
title = "A univariate analysis of {EMS} exchange rates using a
target zone model",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "31--45",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Chirinko:1994:EFM,
author = "R. S. Chirinko and S. M. Fazzari",
title = "Economic fluctuations, market power, and returns to
scale: Evidence from firm-level data",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "47--69",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Yuengert:1994:IER,
author = "A. M. Yuengert",
title = "Immigrant earnings, relative to what? {The} importance
of earnings function specification and comparison
points",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "71--90",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Paarsch:1994:LVR,
author = "H. J. Paarsch",
title = "Limdep, version 6.0: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "91--98",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Clements:1994:BRN,
author = "Michael P. Clements",
title = "Book Review: {{\booktitle{New directions in
econometric practice}}, W. W. Charemza and D. F.
Deadman, Edward Elgar Publishing. Aldershot, 1992. ISBN
1-85278-461-x, hardcover, \pounds 45.00, pp. 370}",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "99--101",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Browning:1994:BRU,
author = "Martin Browning",
title = "Book Review: {{\booktitle{Understanding consumption}},
Angus Deaton, Oxford University Press, Oxford, 1992,
ISBN 0-19-828759-3, \pounds 17.95, hard cover, pp.
240}",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "101--103",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Anonymous:1994:CPa,
author = "Anonymous",
title = "Call for papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "105--105",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090110",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Anonymous:1994:GUa,
author = "Anonymous",
title = "Guidelines for users",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "106--107",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090111",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Anonymous:1994:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "1",
pages = "fmi--fmi",
month = jan # "--" # mar,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1994",
}
@Article{Hajivassiliou:1994:SEA,
author = "V. A. Hajivassiliou",
title = "A simulation estimation analysis of the external debt
crises of developing countries",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "109--131",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Eggink:1994:SAL,
author = "E. Eggink and J. P. Hop and B. M. S. {Van Praag}",
title = "A symmetric approach to the labour market with the
household as the unit of observation",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "133--161",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Tanizaki:1994:PFS,
author = "H. Tanizaki and R. S. Mariano",
title = "Prediction, filtering and smoothing in non-linear and
non-normal cases using {Monte Carlo} integration",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "163--179",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Balke:1994:LSS,
author = "Nathan S. Balke and Thomas B. Fomby",
title = "Large shocks, small shocks, and economic fluctuations:
Outliers in macroeconomic time series",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "181--200",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Hunt-McCool:1994:EDM,
author = "Janet Hunt-McCool and B. F. Kiker and Ying Chu Ng",
title = "Estimates of the demand for medical care under
different functional forms",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "201--218",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Austin:1994:SVR,
author = "G. Austin",
title = "{SC} version 1.107: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "219--223",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Szroeter:1994:BRL,
author = "Jerzy Szroeter",
title = "Book Review: {{\booktitle{Learning and practicing
econometrics}}, William E. Griffiths, R. Carter Hill
and George G. Judge. John Wiley, New York, 1993, ISBN
0-471-59951-4, pp. 866. price \pounds 19.95}",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "225--226",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Anonymous:1994:FPa,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "227--227",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090209",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Anonymous:1994:ACP,
author = "Anonymous",
title = "Announcement and call for papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "228--228",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090210",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Anonymous:1994:GUb,
author = "Anonymous",
title = "Guidelines for users",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "229--230",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090211",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Anonymous:1994:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "2",
pages = "fmi--fmi",
month = apr # "--" # jun,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1994",
}
@Article{Davidson:1994:MUG,
author = "J. Davidson and G. Madonia and P. Westaway",
title = "Modelling the {UK} gilt-edged market",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "231--253",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Kooreman:1994:EEM,
author = "Peter Kooreman",
title = "Estimation of econometric models of some discrete
games",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "255--268",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Morrison:1994:CNM,
author = "C. J. Morrison",
title = "The cyclical nature of markups in {Canadian}
manufacturing: A production theory approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "269--282",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Aigner:1994:RSM,
author = "D. J. Aigner and J. Newman and A. Tishler",
title = "The response of small and medium-size business
customers to {Time-of-Use (TOU)} electricity rates in
{Israel}",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "283--304",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Ilmakunnas:1994:ECC,
author = "P. Ilmakunnas and H. T{\"o}rm{\"a}",
title = "Energy crises and change of technology",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "305--320",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{McCall:1994:TPH,
author = "B. P. McCall",
title = "Testing the proportional hazards assumption in the
presence of unmeasured heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "321--334",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Davies:1994:RS,
author = "N. Davies and A. R. Tremayne",
title = "Review of statgraphics",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "335--341",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Abeysinghe:1994:BRE,
author = "Tilak Abeysinghe",
title = "Book Review: {{\booktitle{Econometrics: Alchemy or
science? essays in econometric methodology}}, David F.
Hendry. Oxford, UK and Cambridge, USA: Blackwell, 1993,
pp. 518, ISBN 1-55786-264-8, \pounds 50-00
(hardbound)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "343--344",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Anonymous:1994:FPb,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "345--345",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Anonymous:1994:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "3",
pages = "fmi--fmi",
month = jul # "--" # sep,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1994",
}
@Article{Pesaran:1994:A,
author = "M Hashem Pesaran",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "347--347",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Anonymous:1994:FPc,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "348--348",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Anonymous:1994:AR,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "349--349",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Kennet:1994:SMA,
author = "D. Mark Kennet",
title = "A structural model of aircraft engine maintenance",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "351--368",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Koop:1994:ROL,
author = "G. Koop and D. J. Poirier",
title = "Rank-ordered logit models: An empirical analysis of
{Ontario} voter preferences",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "369--388",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Storer:1994:UDL,
author = "P. Storer",
title = "Unemployment dynamics and labour market tightness: An
empirical evaluation of matching function models",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "389--419",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{DenVanBerg:1994:ALP,
author = "G. J. {Den Van Berg} and M. Lindeboom and G. Ridder",
title = "Attrition in longitudinal panel data and the empirical
analysis of dynamic labour market behaviour",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "421--435",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Hartog:1994:AIJ,
author = "J. Hartog and G. Ridder and M. Visser",
title = "Allocation of individuals to job levels under
rationing",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "437--451",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Borland:1994:DAT,
author = "J. Borland and S. Ouliaris",
title = "The determinants of {Australian} trade union
membership",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "453--468",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090410",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Ferrall:1994:SRR,
author = "C. Ferrall",
title = "Software review: a review of {Stata} 3.1",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "469--477",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090411",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{McKenzie:1994:BRM,
author = "Colin McKenzie",
title = "Book Review: {{\booktitle{Modelling nonlinear economic
relationships}}, C. W. J. Granger and T.
{Ter{\"a}svirta.} Oxford University Press: 1993, ISBN
0-19-877320x, \pounds 14.95 paperback, pp. x + 187}",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "479--480",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090412",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Watson:1994:CPa,
author = "Mark W. Watson",
title = "Call for papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "481--481",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090413",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Anonymous:1994:A,
author = "Anonymous",
title = "Announcements",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "483--483",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090414",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Anonymous:1994:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "4",
pages = "fmi--fmi",
month = oct # "--" # dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1994",
}
@Article{Pagan:1994:ICE,
author = "Adrian Pagan",
title = "Introduction calibration and econometric research: An
overview",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S1--S10",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090502",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Feve:1994:RMT,
author = "Patrick F{\'e}ve and Fran{\c{c}}ois Langot",
title = "The {RBC} models through statistical inference: An
application with {French} data",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S11--S35",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090503",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Nason:1994:TIL,
author = "James M. Nason and Timothy Cogley",
title = "Testing the implications of long-run neutrality for
monetary business cycle models",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S37--S70",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090504",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Fisher:1994:ATT,
author = "Stephen J. Fisher",
title = "Asset trading, transaction costs and the equity
premium",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S71--S94",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090505",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Favero:1994:DMI,
author = "Carlo A. Favero and M. Hashem Pesaran and Sunil
Sharma",
title = "A duration model of irreversible oil investment:
Theory and empirical evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S95--S112",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090506",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Soderlind:1994:CPR,
author = "Paul S{\"o}derlind",
title = "Cyclical properties of a real business cycle model",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S113--S122",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090507",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Canova:1994:SIC,
author = "Fabio Canova",
title = "Statistical inference in calibrated models",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S123--S144",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090508",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Engsted:1994:LQA,
author = "Tom Engsted and Niels Haldrup",
title = "The linear quadratic adjustment cost model and the
demand for labour",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S145--S159",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090509",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Watson:1994:CPb,
author = "Mark W. Watson",
title = "Call for papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S161--S161",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090510",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Anonymous:1994:CPb,
author = "Anonymous",
title = "Conference programme",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "S163--S163",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090511",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Anonymous:1994:Me,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "9",
number = "S1",
pages = "fmi--fmi",
month = dec,
year = "1994",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950090501",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1994",
}
@Article{Adang:1995:NCI,
author = "Pim Adang and Bertrand Melenberg",
title = "Nonnegativity constraints and intratemporal
uncertainty in a multi-good life-cycle model",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "1--15",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Timmermann:1995:CTP,
author = "Allan Timmermann",
title = "Cointegration tests of present value models with a
time-varying discount factor",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "17--31",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100103",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Kumbhakar:1995:LUE,
author = "Subal C. Kumbhakar and Lennart Hjalmarsson",
title = "Labour-use efficiency in {Swedish} social insurance
offices",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "33--47",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Lee:1995:STE,
author = "Byung-Joo Lee",
title = "Separability test for the electricity supply
industry",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "49--60",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Glass:1995:EPU,
author = "J. C. Glass and D. G. McKillop and N. Hyndman",
title = "Efficiency in the provision of university teaching and
research: An empirical analysis of {UK} universities",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "61--72",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Caudill:1995:CNR,
author = "Steven B. Caudill and Jon M. Ford and David L.
Kaserman",
title = "Certificate-of-need regulation and the diffusion of
innovations: A random coefficient model",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "73--78",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Escribano:1995:PPR,
author = "Alvaro Escribano",
title = "{PCgive} professional 8: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "79--86",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Phillips:1995:NTS,
author = "Peter C. B. Phillips",
title = "Nonstationary time series and cointegration",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "87--94",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Anonymous:1995:ACP,
author = "Anonymous",
title = "Announcement and call for papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "96--96",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100111",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Anonymous:1995:FPa,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "96--96",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100110",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Anonymous:1995:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "1",
pages = "fmi--fmi",
month = jan # "--" # mar,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January/March 1995",
}
@Article{Bernard:1995:CIO,
author = "Andrew B. Bernard and Steven N. Durlauf",
title = "Convergence in international output",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "97--108",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Potter:1995:NAU,
author = "Simon M. Potter",
title = "A nonlinear approach to {US} {GNP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "109--125",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Clements:1995:FCS,
author = "Michael P. Clements and David F. Hendry",
title = "Forecasting in cointegrated systems",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "127--146",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Ng:1995:THD,
author = "Serena Ng",
title = "Testing for homogeneity in demand systems when the
regressors are nonstationary",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "147--163",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Smith:1995:APC,
author = "Jeremy Smith and Michael McAleer",
title = "Alternative procedures for converting qualitative
response data to quantitative expectations: An
application to {Australian} manufacturing",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "165--185",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Lee:1995:SPE,
author = "Myoung-Jae Lee",
title = "Semi-parametric estimation of simultaneous equations
with limited dependent variables: A case study of
female labour supply",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "187--200",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{McDonald:1995:DPI,
author = "James B. McDonald and Anand Mantrala",
title = "The distribution of personal income: Revisited",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "201--204",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Ng:1995:RC,
author = "Serena Ng",
title = "Review of {Coint} 2.0",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "205--210",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100209",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Barker:1995:BRM,
author = "Terry Barker",
title = "Book Review: {{\booktitle{Macroeconomic modelling of
the long run}}, Colin Hargreaves (ed.) Edward Elgar,
Aldershot, 1992, ISBN 1-85278-657-4, pp. xv + 394.
Price \pounds 49.95 (hb)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "211--212",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100210",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Magnus:1995:EAE,
author = "Jan R. Magnus and Mary S. Morgan",
title = "An experiment in applied econometrics --- Call for
participants",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "213--216",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100211",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Anonymous:1995:GUJ,
author = "Anonymous",
title = "Guidelines for users: {{\booktitle{Journal of Applied
Econometrics}} Data Archive}",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "217--218",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100212",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Anonymous:1995:FPb,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "219--219",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100213",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Anonymous:1995:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "2",
pages = "fmi--fmi",
month = apr # "--" # jun,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "April/June 1995",
}
@Article{Rask:1995:STB,
author = "Kevin Rask",
title = "The structure of technology in {Brazilian} sugarcane
production, 1975-87: An application of a modified
symmetric generalized {McFadden} cost function",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "221--232",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Raj:1995:IHL,
author = "Baldev Raj",
title = "Institutional hypothesis of the long-run income
velocity of money and parameter stability of the
equilibrium relationship",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "233--253",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Fong:1995:STM,
author = "Wai Mun Fong and Sam Ouliaris",
title = "Spectral tests of the martingale hypothesis for
exchange rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "255--271",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Liu:1995:MLE,
author = "Shi-Miin Liu and B. Wade Brorsen",
title = "Maximum likelihood estimation of a {GARCH-stable}
model",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "273--285",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Fortin:1995:HBD,
author = "Nicole M. Fortin",
title = "Heterogeneity biases, distributional effects, and
aggregate consumption: An empirical analysis using
stratified microdata",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "287--311",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Breslaw:1995:SEM,
author = "Jon A. Breslaw and J. Barry Smith",
title = "A simple and efficient method for estimating the
magnitude and precision of welfare changes",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "313--327",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Hutton:1995:MCA,
author = "John Hutton and James Hutton",
title = "The {Maple} computer algebra system: A review",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "329--337",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Smith:1995:BRE,
author = "Richard J. Smith",
title = "Book Review: {{\booktitle{Estimation and inference in
econometrics}}, R. Davidson and J. G. Mackinnon. Oxford
University, New York, 1993, pp. 871, ISBN
0-19-506011-3. Price \pounds 25.00 hardbound}",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "339--341",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Anonymous:1995:JAEa,
author = "Anonymous",
title = "{{\booktitle{Journal of Applied Econometrics}} Data
Archive}: updated information for users",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "342--342",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Anonymous:1995:FPc,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "343--343",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100311",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Anonymous:1995:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "3",
pages = "fmi--fmi",
month = jul # "--" # sep,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July/September 1995",
}
@Article{Pesaran:1995:A,
author = "M. Hashem Pesaran",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "345--345",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Kuan:1995:FER,
author = "Chung-Ming Kuan and Tung Liu",
title = "Forecasting exchange rates using feedforward and
recurrent neural networks",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "347--364",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Durlauf:1995:MRC,
author = "Steven N. Durlauf and Paul A. Johnson",
title = "Multiple regimes and cross-country growth behaviour",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "365--384",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Gilbert:1995:MMF,
author = "Christopher L. Gilbert",
title = "Modelling market fundamentals: A model of the
aluminium market",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "385--410",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Sueyoshi:1995:CBR,
author = "Glenn T. Sueyoshi",
title = "A class of binary response models for grouped duration
data",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "411--431",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Weber:1995:COC,
author = "Christian E. Weber",
title = "Cyclical output, cyclical unemployment, and {Okun}'s
coefficient: A new approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "433--445",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Lin:1995:JFD,
author = "Wen-Ling Lin",
title = "{Japan}'s financial deregulation and linkage of the
{Gensaki} and {Euroyen} deposit markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "447--467",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Black:1995:RS,
author = "R. J. Black",
title = "Review of {SIMPC} 3.81",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "469--476",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Davidson:1995:BRE,
author = "James Davidson",
title = "Book Review: {{\booktitle{Estimation}}, inference and
specification analysis, by H. White. Econometric
Society Monographs No. 22, Cambridge University Press,
1994, pp. x + 380. ISBN 0-521-25280-6; Price \pounds 30
(hardback)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "477--479",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100410",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Anonymous:1995:AR,
author = "Anonymous",
title = "Acknowledge to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "481--482",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100411",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Anonymous:1995:FPd,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "483--483",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100412",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Anonymous:1995:JAEb,
author = "Anonymous",
title = "{{\booktitle{Journal of Applied Econometrics}} Data
Archive}: Updated information for users",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "484--484",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100413",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Anonymous:1995:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "4",
pages = "fmi--fmi",
month = oct # "--" # dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "October/December 1995",
}
@Article{Kapteyn:1995:MDD,
author = "Arie Kapteyn and Nicholas Kieffer and John Rust",
title = "The microeconometrics of dynamic decision making",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S1--S7",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100502",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Deaton:1995:ENR,
author = "Angus Deaton and Guy Laroque",
title = "Estimating a nonlinear rational expectations commodity
price model with unobservable state variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S9--S40",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100503",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Miranda:1995:EMA,
author = "Mario J. Miranda and Gary D. Schnitkey",
title = "An empirical model of asset replacement in dairy
production",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S41--S55",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100504",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Provencher:1995:IHD,
author = "Bill Provencher",
title = "An investigation of the harvest decision of timber
firms in the south-east {United States}",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S57--S74",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100505",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Rust:1995:ORS,
author = "John Rust and Geoffrey Rothwell",
title = "Optimal response to a shift in regulatory regime: The
case of the {US} nuclear power industry",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S75--S118",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100506",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Bowlus:1995:EEW,
author = "Audra J. Bowlus and Nicholas M. Kiefer and George R.
Neumann",
title = "Estimation of equilibrium wage distributions with
heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S119--S131",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100507",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Koning:1995:SFU,
author = "Pierre Koning and Geert Ridder and Gerard J. {Van Den
Berg}",
title = "Structural and frictional unemployment in an
equilibrium search model with heterogeneous agents",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S133--S151",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100508",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Magnac:1995:AII,
author = "Thierry Magnac and Jean-Marc Robin and Michael
Visser",
title = "Analysing incomplete individual employment histories
using indirect inference",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S153--S169",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100509",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Aubin:1995:RTP,
author = "Christophe Aubin and Denis Foug{\`e}re and Emmanuel
Husson and Marc Ivaldi",
title = "Real-time pricing of electricity for residential
customers: Econometric analysis of an experiment",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S171--S191",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100510",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Anonymous:1995:NBE,
author = "Anonymous",
title = "{National Bureau of Economic Research National Science
Foundation \booktitle{Journal of Applied Econometrics}:
Conference on forecasting}",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "S193--S193",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100511",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Anonymous:1995:Me,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "10",
number = "S1",
pages = "fmi--fmi",
month = dec,
year = "1995",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950100501",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:53:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "December 1995",
}
@Article{Phillips:1996:RTF,
author = "Peter C. B. Phillips and James W. McFarland and
Patrick C. McMahon",
title = "Robust tests of forward exchange market efficiency
with empirical evidence from the 1920s",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "1--22",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C1%3A%3AAID-JAE367%3E3.0.CO%3B2-Q",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Baillie:1996:AIF,
author = "Richard T. Baillie and Ching-Fan Chung and Margie A.
Tieslau",
title = "Analysing inflation by the fractionally integrated
{ARFIMA--GARCH} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "23--40",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C23%3A%3AAID-JAE374%3E3.0.CO%3B2-M",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Kim:1996:TFC,
author = "Chang-Jin Kim and Myung-Jig Kim",
title = "Transient fads and the crash of '87",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "41--58",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C41%3A%3AAID-JAE364%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Melenberg:1996:PSP,
author = "Bertrand Melenberg and Arthur {Van Soest}",
title = "Parametric and semi-parametric modelling of vacation
expenditures",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "59--76",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C59%3A%3AAID-JAE371%3E3.0.CO%3B2-A",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Coelli:1996:MTF,
author = "T. J. Coelli",
title = "Measurement of total factor productivity growth and
biases in technological change in {Western Australian}
agriculture",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "77--91",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C77%3A%3AAID-JAE370%3E3.0.CO%3B2-H",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Amano:1996:MST,
author = "Robert A. Amano and Tony S. Wirjanto",
title = "Money stock targeting and money supply: A closer
examination of the data",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "93--104",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C93%3A%3AAID-JAE368%3E3.0.CO%3B2-4",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Wohar:1996:PPV,
author = "Mark E. Wohar",
title = "{PcGive professional} (version 8) and reviews
({MicroTSP} for {Windows} version 1.1a): a comparative
review",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "105--115",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199601%2911%3A1%3C105%3A%3AAID-JAE387%3E3.0.CO%3B2-9",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Anonymous:1996:ACP,
author = "Anonymous",
title = "Announcements and calls for papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "117--117",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Anonymous:1996:Ma,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "1",
pages = "fmi--fmi",
month = jan,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1996",
}
@Article{Cooley:1996:TSA,
author = "Thomas F. Cooley and Masao Ogaki",
title = "A time series analysis of real wages, consumption and
asset returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "119--134",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C119%3A%3AAID-JAE397%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Garratt:1996:MUE,
author = "Anthony Garratt and Stephen G. Hall",
title = "Measuring underlying economic activity",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "135--151",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C135%3A%3AAID-JAE388%3E3.0.CO%3B2-Z",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Blattenberger:1996:MDR,
author = "Gail Blattenberger",
title = "Money demand revisited: An operational subjective
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "153--168",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C153%3A%3AAID-JAE390%3E3.0.CO%3B2-P",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Polachek:1996:PET,
author = "Solomon W. Polachek and Bong Joon Yoon",
title = "Panel estimates of a two-tiered earnings frontier",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "169--178",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C169%3A%3AAID-JAE373%3E3.0.CO%3B2-%23",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Terrell:1996:IMC,
author = "Dek Terrell",
title = "Incorporating monotonicity and concavity conditions in
flexible functional forms",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "179--194",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C179%3A%3AAID-JAE389%3E3.0.CO%3B2-G",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Hansen:1996:ELR,
author = "Bruce E. Hansen",
title = "Erratum: The likelihood ratio test under nonstandard
conditions: Testing the {Markov} switching model of
{GNP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "195--198",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C195%3A%3AAID-JAE375%3E3.0.CO%3B2-2",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Eddelbuttel:1996:SRO,
author = "Dirk Eddelb{\"u}ttel",
title = "Software review: Object-oriented econometrics: Matrix
programming in {C++} using {GCC} and {\tt newmat}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "199--209",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C199%3A%3AAID-JAE395%3E3.0.CO%3B2-P",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Oxley:1996:BRC,
author = "Les Oxley",
title = "Book Review: {{\booktitle{Cointegration analysis in
econometric modelling}}, R. I. D. Harris, Harvester,
Wheatsheaf, London, 1995, ISBN 0-13-35582-4, pp. ix +
176, \pounds 15.95}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "211--215",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199603%2911%3A2%3C211%3A%3AAID-JAE398%3E3.0.CO%3B2-8",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Anonymous:1996:FPa,
author = "Anonymous",
title = "Forthcoming Papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "217--217",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Anonymous:1996:JAEa,
author = "Anonymous",
title = "{{\booktitle{Journal of Applied Econometrics}} Data
Archive}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "218--218",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{Anonymous:1996:Mb,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "2",
pages = "fmi--fmi",
month = mar,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "March 1996",
}
@Article{vanNorden:1996:RST,
author = "Simon van Norden",
title = "Regime switching as a test for exchange rate bubbles",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "3",
pages = "219--251",
month = may,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C219%3A%3AAID-JAE394%3E3.0.CO%3B2-S",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "May 1996",
}
@Article{Li:1996:DTA,
author = "C. W. Li and W. K. Li",
title = "On a double-threshold autoregressive heteroscedastic
time series model",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "3",
pages = "253--274",
month = may,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C253%3A%3AAID-JAE393%3E3.0.CO%3B2-8",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "May 1996",
}
@Article{Deb:1996:ECM,
author = "Partha Deb and Pravin K. Trivedi and Panayotis
Varangis",
title = "The excess co-movement of commodity prices
reconsidered",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "3",
pages = "275--291",
month = may,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C275%3A%3AAID-JAE392%3E3.0.CO%3B2-3",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "May 1996",
}
@Article{Mealli:1996:OPJ,
author = "Fabrizia Mealli and Stephen Pudney",
title = "Occupational pensions and job mobility in {Britain}:
Estimation of a random-effects competing risks model",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "3",
pages = "293--320",
month = may,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C293%3A%3AAID-JAE399%3E3.0.CO%3B2-N",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "May 1996",
}
@Article{Gerfin:1996:PSP,
author = "Michael Gerfin",
title = "Parametric and semi-parametric estimation of the
binary response model of labour market participation",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "3",
pages = "321--339",
month = may,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199605%2911%3A3%3C321%3A%3AAID-JAE391%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "May 1996",
}
@Article{Anonymous:1996:FPb,
author = "Anonymous",
title = "Forthcoming Papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "3",
pages = "341--341",
month = may,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "May 1996",
}
@Article{Anonymous:1996:JAEb,
author = "Anonymous",
title = "{{\booktitle{Journal of Applied Econometrics}} Data
Archive}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "3",
pages = "342--342",
month = may,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "May 1996",
}
@Article{Anonymous:1996:Mc,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "3",
pages = "fmi--fmi",
month = may,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "May 1996",
}
@Article{Klette:1996:ICS,
author = "Tor Jakob Klette and Zvi Griliches",
title = "The inconsistency of common scale estimators when
output prices are unobserved and endogenous",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "343--361",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C343%3A%3AAID-JAE404%3E3.0.CO%3B2-4",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Soderlind:1996:ACA,
author = "Paul S{\"o}derlind and Anders Vredin",
title = "Applied cointegration analysis in the mirror of
macroeconomic theory",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "363--381",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C363%3A%3AAID-JAE402%3E3.0.CO%3B2-8",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Proietti:1996:PSS,
author = "Tommaso Proietti",
title = "Persistence of shocks on seasonal processes",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "383--398",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C383%3A%3AAID-JAE403%3E3.0.CO%3B2-3",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Fiorentini:1996:ADC,
author = "Gabriele Fiorentini and Giorgio Calzolari and Lorenzo
Panattoni",
title = "Analytic derivatives and the computation of {GARCH}
estimates",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "399--417",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C399%3A%3AAID-JAE401%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Galbraith:1996:CRT,
author = "John W. Galbraith",
title = "Credit rationing and threshold effects in the relation
between money and output",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "419--429",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C419%3A%3AAID-JAE400%3E3.0.CO%3B2-Z",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Fair:1996:CMU,
author = "Ray C. Fair",
title = "Computing median unbiased estimates in
macroeconometric models",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "431--435",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C431%3A%3AAID-JAE396%3E3.0.CO%3B2-X",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Silk:1996:SEC,
author = "Julian Silk",
title = "Systems estimation: A comparison of {SAS}, {SHAZAM}
and {TSP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "437--450",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199607%2911%3A4%3C437%3A%3AAID-JAE405%3E3.0.CO%3B2-O",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/sas.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Anonymous:1996:FPc,
author = "Anonymous",
title = "Forthcoming Papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "451--451",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Anonymous:1996:JAEc,
author = "Anonymous",
title = "{{\booktitle{Journal of Applied Econometrics}} Data
Archive}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "452--452",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Anonymous:1996:Md,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "4",
pages = "fmi--fmi",
month = jul,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "July 1996",
}
@Article{Diebold:1996:IEF,
author = "Francis X. Diebold and Mark W. Watson",
title = "Introduction: Econometric forecasting",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "453--454",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C453%3A%3AAID-JAE411%3E3.0.CO%3B2-3",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Granger:1996:CWI,
author = "Clive W. J. Granger",
title = "Can we improve the perceived quality of economic
forecasts?",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "455--473",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C455%3A%3AAID-JAE408%3E3.0.CO%3B2-E",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Clements:1996:ICS,
author = "Michael P. Clements and David F. Hendry",
title = "Intercept corrections and structural change",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "475--494",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C475%3A%3AAID-JAE409%3E3.0.CO%3B2-9",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Hoffman:1996:AFP,
author = "Dennis L. Hoffman and Robert H. Rasche",
title = "Assessing forecast performance in a cointegrated
system",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "495--517",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C495%3A%3AAID-JAE407%3E3.0.CO%3B2-D",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Lin:1996:CIC,
author = "Jin-Lung Lin and Ruey S. Tsay",
title = "{Co}-integration constraint and forecasting: An
empirical examination",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "519--538",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C519%3A%3AAID-JAE410%3E3.0.CO%3B2-Q",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Weiss:1996:ETS,
author = "Andrew A. Weiss",
title = "Estimating time series models using the relevant cost
function",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "539--560",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C539%3A%3AAID-JAE412%3E3.0.CO%3B2-I",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Christoffersen:1996:FRF,
author = "Peter F. Christoffersen and Francis X. Diebold",
title = "Further results on forecasting and model selection
under asymmetric loss",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "561--571",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C561%3A%3AAID-JAE406%3E3.0.CO%3B2-S",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Hamilton:1996:SMV,
author = "James D. Hamilton and Gang Lin",
title = "Stock market volatility and the business cycle",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "573--593",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199609%2911%3A5%3C573%3A%3AAID-JAE413%3E3.0.CO%3B2-T",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Anonymous:1996:FPd,
author = "Anonymous",
title = "Forthcoming Papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "595--596",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110502",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Anonymous:1996:JAEd,
author = "Anonymous",
title = "{{\booktitle{Journal of Applied Econometrics}} Data
Archive}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "597--597",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110503",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Anonymous:1996:Me,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "5",
pages = "fmi--fmi",
month = sep,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110501",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "September 1996",
}
@Article{Anonymous:1996:A,
author = "Anonymous",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "599--599",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110602",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{MacKinnon:1996:NDF,
author = "James G. MacKinnon",
title = "Numerical distribution functions for unit root and
cointegration tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "601--618",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C601%3A%3AAID-JAE417%3E3.0.CO%3B2-T",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{Papke:1996:EMF,
author = "Leslie E. Papke and Jeffrey M. Wooldridge",
title = "Econometric methods for fractional response variables
with an application to 401(k) plan participation
rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "619--632",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C619%3A%3AAID-JAE418%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{Anglin:1996:SEH,
author = "Paul M. Anglin and Ramazan Gen{\c{c}}ay",
title = "Semiparametric estimation of a hedonic price
function",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "633--648",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C633%3A%3AAID-JAE414%3E3.0.CO%3B2-T",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{Ivaldi:1996:CFT,
author = "Marc Ivaldi and Norbert Ladoux and Herv{\'e} Ossard
and Michel Simioni",
title = "Comparing {Fourier} and translog specifications of
multiproduct technology: Evidence from an incomplete
panel of {French} farmers",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "649--667",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C649%3A%3AAID-JAE416%3E3.0.CO%3B2-4",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{Creedy:1996:NLM,
author = "John Creedy and Jenny Lye and Vance L. Martin",
title = "A non-linear model of the real {US/UK} exchange rate",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "669--686",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C669%3A%3AAID-JAE415%3E3.0.CO%3B2-5",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{Pierse:1996:GV,
author = "Richard G. Pierse",
title = "{GAUSSX}: Version 3.4",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "687--693",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C687%3A%3AAID-JAE419%3E3.0.CO%3B2-Y",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{Fiebig:1996:BRB,
author = "Denzil G. Fiebig",
title = "Book Review: {{\booktitle{Book review: Bayesian
analysis in statistics and econometrics: Essays in
honor of Arnold Zellner. Edited by Donald A. Berry}},
Kathryn M. Challoner and John Geweke. John Wiley, New
York, 1996, ISBN 0-471-11856-7, hardbound, \pounds 90,
pp.xxii + 577}",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "695--697",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199611%2911%3A6%3C695%3A%3AAID-JAE420%3E3.0.CO%3B2-S",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{Anonymous:1996:Mf,
author = "Anonymous",
title = "Masthead",
journal = j-J-APPL-ECONOMETRICS,
volume = "11",
number = "6",
pages = "fmi--fmi",
month = nov,
year = "1996",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3950110601",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "November 1996",
}
@Article{Tunali:1997:CRA,
author = "Insan Tunali and Jonathan B. Pritchett",
title = "{Cox} regression with alternative concepts of waiting
time: the {New Orleans} yellow fever epidemic of 1853",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "1",
pages = "1--25",
month = jan,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C1%3A%3AAID-JAE423%3E3.0.CO%3B2-Z",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1997",
}
@Article{Ravn:1997:PTS,
author = "Morten O. Ravn",
title = "Permanent and transitory shocks, and the {UK} business
cycle",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "1",
pages = "27--48",
month = jan,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C27%3A%3AAID-JAE421%3E3.0.CO%3B2-H",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1997",
}
@Article{Fornari:1997:SVS,
author = "Fabio Fornari and Antonio Mele",
title = "Sign- and volatility-switching {ARCH} models: theory
and applications to international stock markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "1",
pages = "49--65",
month = jan,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C49%3A%3AAID-JAE422%3E3.0.CO%3B2-6",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1997",
}
@Article{Greenberg:1997:PAM,
author = "Edward Greenberg and Robert P. Parks",
title = "A predictive approach to model selection and
multicollinearity",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "1",
pages = "67--75",
month = jan,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C67%3A%3AAID-JAE427%3E3.0.CO%3B2-W",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1997",
}
@Article{Cribari-Neto:1997:EPE,
author = "Francisco Cribari-Neto",
title = "Econometric programming environments: {GAUSS}, {Ox}
and {S-Plus}",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "1",
pages = "77--89",
month = jan,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C77%3A%3AAID-JAE425%3E3.0.CO%3B2-0",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1997",
}
@Article{Imbens:1997:BRF,
author = "Guido W. Imbens",
title = "Book Review: {{\booktitle{The Foundations of
Econometric Analysis}}, David F. Hendry and Mary S.
Morgan, Cambridge University Press, Cambridge, ISBN
0-521-38043-X, 558pp, \pounds 40 hb.}",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "1",
pages = "91--94",
month = jan,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199701%2912%3A1%3C91%3A%3AAID-JAE428%3E3.0.CO%3B2-7",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "January 1997",
}
@Article{Kadiyala:1997:NME,
author = "K. Rao Kadiyala and Sune Karlsson",
title = "Numerical methods for estimation and inference in
{Bayesian} {VAR}-models",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "2",
pages = "99--132",
month = mar,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C99%3A%3AAID-JAE429%3E3.0.CO%3B2-A",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Mills:1997:SIB,
author = "Jeffrey A. Mills and Sourushe Zandvakili",
title = "Statistical inference via bootstrapping for measures
of inequality",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "2",
pages = "133--150",
month = mar,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C133%3A%3AAID-JAE433%3E3.0.CO%3B2-H",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Hall:1997:CCR,
author = "Stephen G. Hall and Zacharias Psaradakis and Martin
Sola",
title = "Cointegration and changes in regime: the {Japanese}
consumption function",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "2",
pages = "151--168",
month = mar,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C151%3A%3AAID-JAE424%3E3.0.CO%3B2-J",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Racine:1997:FCV,
author = "Jeff Racine",
title = "Feasible cross--validatory model selection for general
stationary processes",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "2",
pages = "169--179",
month = mar,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C169%3A%3AAID-JAE426%3E3.0.CO%3B2-P",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Mccullough:1997:RRV,
author = "B. D. Mccullough",
title = "A review of {RATS} v4.2: benchmarking numerical
accuracy",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "2",
pages = "181--190",
month = mar,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C181%3A%3AAID-JAE431%3E3.0.CO%3B2-O",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
keywords = "Regression Analysis of Time Series (RATS)",
onlinedate = "04 December 1998",
}
@Article{Mcaleer:1997:BR,
author = "Michael Mcaleer",
title = "Book review",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "2",
pages = "191--193",
month = mar,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199703%2912%3A2%3C191%3A%3AAID-JAE434%3E3.0.CO%3B2-E",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Trivedi:1997:EME,
author = "Pravin K. Trivedi",
title = "Econometric models of event counts",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "199--201",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C199%3A%3AAID-JAE442%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Cameron:1997:CDR,
author = "A. Colin Cameron and Per Johansson",
title = "Count data regression using series expansions: with
applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "203--223",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C203%3A%3AAID-JAE446%3E3.0.CO%3B2-2",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Gurmu:1997:SPE,
author = "Shiferaw Gurmu",
title = "Semi-parametric estimation of {Hurdle} regression
models with an application to Medicaid3 utilization",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "225--242",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C225%3A%3AAID-JAE445%3E3.0.CO%3B2-Y",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Crepon:1997:EIF,
author = "Bruno Cr{\'e}pon and Emmanuel Duguet",
title = "Estimating the innovation function from patent
numbers: {GMM} on count panel data",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "243--263",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C243%3A%3AAID-JAE444%3E3.0.CO%3B2-4",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Cincera:1997:PRT,
author = "Michele Cincera",
title = "Patents, {R\&D}, and technological spillovers at the
firm level: some evidence from econometric count models
for panel data",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "265--280",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C265%3A%3AAID-JAE439%3E3.0.CO%3B2-J",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Windmeijer:1997:ECD,
author = "F. A. G. Windmeijer and J. M. C. Santos Silva",
title = "Endogeneity in count data models: an application to
demand for health care",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "281--294",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C281%3A%3AAID-JAE436%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Geil:1997:EIH,
author = "Peter Geil and Andreas Million and Ralph Rotte and
Klaus F. Zimmermann",
title = "Economic incentives and hospitalization in {Germany}",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "295--311",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C295%3A%3AAID-JAE443%3E3.0.CO%3B2-X",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Deb:1997:DMC,
author = "Partha Deb and Pravin K. Trivedi",
title = "Demand for medical care by the elderly: a finite
mixture approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "313--336",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C313%3A%3AAID-JAE440%3E3.0.CO%3B2-G",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Mullahy:1997:HEZ,
author = "John Mullahy",
title = "Heterogeneity, excess zeros, and the structure of
count data models",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "3",
pages = "337--350",
month = may,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199705%2912%3A3%3C337%3A%3AAID-JAE438%3E3.0.CO%3B2-G",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Lee:1997:GCM,
author = "Kevin Lee and M. Hashem Pesaran and Ron Smith",
title = "Growth and convergence in a multi-country empirical
stochastic {Solow} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "4",
pages = "357--392",
month = jul,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C357%3A%3AAID-JAE441%3E3.0.CO%3B2-T",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Bianchi:1997:TCE,
author = "Marco Bianchi",
title = "Testing for convergence: evidence from non-parametric
multimodality tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "4",
pages = "393--409",
month = jul,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C393%3A%3AAID-JAE447%3E3.0.CO%3B2-J",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Gordon:1997:STD,
author = "Stephen Gordon",
title = "Stochastic trends, deterministic trends, and business
cycle turning points",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "4",
pages = "411--434",
month = jul,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C411%3A%3AAID-JAE432%3E3.0.CO%3B2-9",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Culver:1997:TUR,
author = "Sarah E. Culver and David H. Papell",
title = "Is there a unit root in the inflation rate? {Evidence}
from sequential break and panel data models",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "4",
pages = "435--444",
month = jul,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C435%3A%3AAID-JAE430%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Silk:1997:TR,
author = "Julian Silk",
title = "{TSP} 4.4: a review",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "4",
pages = "445--453",
month = jul,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C445%3A%3AAID-JAE448%3E3.0.CO%3B2-C",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Madsen:1997:BRQ,
author = "Jakob B. Madsen",
title = "Book review: {{\booktitle{Quantitative Financial
Economics: Stocks, Bonds and Foreign Exchange}}. Keith
Cuthbertson. John Wiley, New York, 1996. ISBN
0-471-95359-8 (cased), 0-471-95360-1 pp470. Price:
US\$95 (cased), US\$60 (paperback)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "4",
pages = "455--457",
month = jul,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199707%2912%3A4%3C455%3A%3AAID-JAE449%3E3.0.CO%3B2-8",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Magnus:1997:DE,
author = "Jan R. Magnus and Mary S. Morgan",
title = "Design of the experiment",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "459--465",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C459%3A%3AAID-JAE461%3E3.0.CO%3B2-M",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Magnus:1997:OE,
author = "Jan R. Magnus and Mary S. Morgan",
title = "Organization of the experiment",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "467--476",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C467%3A%3AAID-JAE462%3E3.0.CO%3B2-O",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Anderson:1997:CBI,
author = "Heather M. Anderson and Farshid Vahid",
title = "On the correspondence between individual and aggregate
food consumption functions: evidence from the {USA} and
{The Netherlands}",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "477--507",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C477%3A%3AAID-JAE452%3E3.0.CO%3B2-O",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{VanDriel:1997:DFU,
author = "Hans {Van Driel} and Venuta Nadall and Kees
Zeelenberg",
title = "The demand for food in the {United States} and {The
Netherlands}: a systems approach with the {CBS} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "509--532",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C509%3A%3AAID-JAE451%3E3.0.CO%3B2-P",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Leamer:1997:RTS,
author = "Edward E. Leamer",
title = "Revisiting {Tobin}'s 1950 study of food expenditure",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "533--561",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C533%3A%3AAID-JAE454%3E3.0.CO%3B2-V",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Bearse:1997:EEM,
author = "Peter M. Bearse and Hamparsum Bozdogan and Alan M.
Schlottmann",
title = "Empirical econometric modelling of food consumption
using a new informational complexity approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "563--592",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C563%3A%3AAID-JAE453%3E3.0.CO%3B2-V",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Song:1997:CSM,
author = "Haiyan Song and Xiaming Liu and Peter Romilly",
title = "A comparative study of modelling the demand for food
in the {United States} and {The Netherlands}",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "593--613",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C593%3A%3AAID-JAE450%3E3.0.CO%3B2-0",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{DeCrombrugghe:1997:SDF,
author = "Denis {De Crombrugghe} and Franz C. Palm and
Jean-Pierre Urbain",
title = "Statistical demand functions for food in the {USA} and
the {Netherlands}",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "615--645",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C615%3A%3AAID-JAE455%3E3.0.CO%3B2-L",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Tobin:1997:CPJ,
author = "James Tobin",
title = "Comments by {Professor} {James} Tobin",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "647--650",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C647%3A%3AAID-JAE463%3E3.0.CO%3B2-H",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Magnus:1997:DBD,
author = "Jan R. Magnus and Mary S. Morgan",
title = "The data: a brief description",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "5",
pages = "651--661",
month = sep # "--" # oct,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199709/10%2912%3A5%3C651%3A%3AAID-JAE464%3E3.0.CO%3B2-V",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Kapteyn:1997:IPE,
author = "Arie Kapteyn and Sara van de Geer and Huib {Van de
Stadt} and Tom Wansbeek",
title = "Interdependent preferences: an econometric analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "6",
pages = "665--686",
month = nov # "--" # dec,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C665%3A%3AAID-JAE437%3E3.0.CO%3B2-U",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Fleissig:1997:DLF,
author = "Adrian R. Fleissig",
title = "The dynamic {Laurent} flexible form and the demand for
money",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "6",
pages = "687--699",
month = nov # "--" # dec,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C687%3A%3AAID-JAE435%3E3.0.CO%3B2-S",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Davis:1997:FSU,
author = "E. Philip Davis and Gabriel Fagan",
title = "Are financial spreads useful indicators of future
inflation and output growth in {EU} countries?",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "6",
pages = "701--714",
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year = "1997",
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DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C701%3A%3AAID-JAE456%3E3.0.CO%3B2-9",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Hai:1997:USF,
author = "Weike Hai and Nelson C. Mark and Yangru Wu",
title = "Understanding spot and forward exchange rate
regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "6",
pages = "715--734",
month = nov # "--" # dec,
year = "1997",
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ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Cribari-Neto:1997:MEP,
author = "Francisco Cribari-Neto and Mark J. Jensen",
title = "{MATLAB} as an econometric programming environment",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "6",
pages = "735--744",
month = nov # "--" # dec,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C735%3A%3AAID-JAE471%3E3.0.CO%3B2-7",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/matlab.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{McKenzie:1997:BRU,
author = "Colin McKenzie",
title = "Book Reviews: {{\booktitle{Undergraduate
econometrics}}, R. C. Hill, W. E. Griffiths, and G. G.
Judge, John Wiley, New York, 1997, A\$57.95, ISBN
0-471-13993-9, pp. xiv + 366. \booktitle{Instructor's
resource guide to accompany undergraduate
econometrics}, W. E. Griffiths, R. C. Hill, and L. C.
Marsh, John Wiley, New York, 1997, ISBN 0-471-19189-2,
pp. 510 + floppy disk}",
journal = j-J-APPL-ECONOMETRICS,
volume = "12",
number = "6",
pages = "745--749",
month = nov # "--" # dec,
year = "1997",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199711/12%2912%3A6%3C745%3A%3AAID-JAE472%3E3.0.CO%3B2-3",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Buchinsky:1998:DCF,
author = "Moshe Buchinsky",
title = "The dynamics of changes in the female wage
distribution in the {USA}: a quantile regression
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "1",
pages = "1--30",
month = jan # "--" # feb,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C1%3A%3AAID-JAE474%3E3.0.CO%3B2-A",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Koedijk:1998:ETZ,
author = "Kees G. Koedijk and Philip A. Stork and Casper G. {De
Vries}",
title = "An {EMS} target zone model in discrete time",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "1",
pages = "31--48",
month = jan # "--" # feb,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C31%3A%3AAID-JAE458%3E3.0.CO%3B2-F",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Tse:1998:CHY,
author = "Y. K. Tse",
title = "The conditional heteroscedasticity of the yen-dollar
exchange rate",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "1",
pages = "49--55",
month = jan # "--" # feb,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C49%3A%3AAID-JAE459%3E3.0.CO%3B2-O",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Beyer:1998:MMD,
author = "Andreas Beyer",
title = "Modelling money demand in {Germany}",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "1",
pages = "57--76",
month = jan # "--" # feb,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C57%3A%3AAID-JAE457%3E3.0.CO%3B2-Z",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{McKenzie:1998:M,
author = "C. R. McKenzie",
title = "Microfit 4.0",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "1",
pages = "77--89",
month = jan # "--" # feb,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C77%3A%3AAID-JAE477%3E3.0.CO%3B2-V",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Leong:1998:BRP,
author = "Kenneth Leong",
title = "Book Review: {{\booktitle{Periodicity and Stochastic
Trends in Economic Time Series}}, Philip Hans Franses,
Oxford University Press, Oxford, 1996, \pounds 35.00
(hardback), ISBN 0-19-877453-2 (hardback), pp. xii +
230}",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "1",
pages = "91--95",
month = jan # "--" # feb,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199801/02%2913%3A1%3C91%3A%3AAID-JAE473%3E3.0.CO%3B2-M",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 1998",
}
@Article{Zellner:1998:AFF,
author = "Arnold Zellner and Hang Ryu",
title = "Alternative functional forms for production, cost and
returns to scale functions",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "2",
pages = "101--127",
month = mar # "--" # apr,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C101%3A%3AAID-JAE465%3E3.0.CO%3B2-V",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Ghysels:1998:BIP,
author = "Eric Ghysels and Robert E. McCulloch and Ruey S.
Tsay",
title = "{Bayesian} inference for periodic regime-switching
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "2",
pages = "129--143",
month = mar # "--" # apr,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C129%3A%3AAID-JAE466%3E3.0.CO%3B2-2",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Delgado:1998:TNN,
author = "Miguel A. Delgado and Juan Mora",
title = "Testing non-nested semiparametric models: an
application to {Engel} curves specification",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "2",
pages = "145--162",
month = mar # "--" # apr,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C145%3A%3AAID-JAE467%3E3.0.CO%3B2-9",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Vella:1998:WWD,
author = "Francis Vella and Marno Verbeek",
title = "Whose wages do unions raise? {A} dynamic model of
unionism and wage rate determination for young men",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "2",
pages = "163--183",
month = mar # "--" # apr,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C163%3A%3AAID-JAE460%3E3.0.CO%3B2-Y",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Butler:1998:DMC,
author = "J. S. Butler and T. Aldrich Finegan and John J.
Siegfried",
title = "Does more calculus improve student learning in
intermediate micro- and macroeconomic theory?",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "2",
pages = "185--202",
month = mar # "--" # apr,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C185%3A%3AAID-JAE478%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Sephton:1998:EV,
author = "Peter S. Sephton",
title = "Easyreg: version 1.12",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "2",
pages = "203--207",
month = mar # "--" # apr,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C203%3A%3AAID-JAE487%3E3.0.CO%3B2-E",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Madsen:1998:BRB,
author = "Jakob B. Madsen",
title = "Book review: {{\booktitle{Basic Econometrics}},
Damodar N. Gujarati, McGraw-Hill, New York, 1995, ISBN
0-07-025214-9 (paperback), pp. 838. Price {US\$74.95},
\pounds 23.50 (paperback)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "2",
pages = "209--212",
month = mar # "--" # apr,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199803/04%2913%3A2%3C209%3A%3AAID-JAE488%3E3.0.CO%3B2-U",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Ryden:1998:SFD,
author = "Tobias Ryd{\'e}n and Timo Ter{\"a}svirta and Stefan
{\AA}sbrink",
title = "Stylized facts of daily return series and the hidden
{Markov} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "3",
pages = "217--244",
month = may # "--" # jun,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C217%3A%3AAID-JAE476%3E3.0.CO%3B2-V",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Martens:1998:TEC,
author = "Martin Martens and Paul Kofman and Ton C. F. Vorst",
title = "A threshold error-correction model for intraday
futures and index returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "3",
pages = "245--263",
month = may # "--" # jun,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C245%3A%3AAID-JAE480%3E3.0.CO%3B2-E",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Normandin:1998:SRA,
author = "Michel Normandin and Pascal St-Amour",
title = "Substitution, risk aversion, taste shocks and equity
premia",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "3",
pages = "265--281",
month = may # "--" # jun,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C265%3A%3AAID-JAE475%3E3.0.CO%3B2-Z",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Bianchi:1998:UPD,
author = "Marco Bianchi and Gylfi Zoega",
title = "Unemployment persistence: does the size of the shock
matter?",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "3",
pages = "283--304",
month = may # "--" # jun,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C283%3A%3AAID-JAE469%3E3.0.CO%3B2-S",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Kasa:1998:ISD,
author = "Kenneth Kasa",
title = "Identifying the source of dynamics in disaggregated
import data",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "3",
pages = "305--320",
month = may # "--" # jun,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C305%3A%3AAID-JAE468%3E3.0.CO%3B2-U",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Tufte:1998:CRC,
author = "David Tufte",
title = "{CATS} in {RATS}: cointegration analysis of time
series: version 1.01",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "3",
pages = "321--330",
month = may # "--" # jun,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199805/06%2913%3A3%3C321%3A%3AAID-JAE491%3E3.0.CO%3B2-L",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
keywords = "Regression Analysis of Time Series (RATS)",
onlinedate = "21 December 1998",
}
@Article{Mahieu:1998:EAS,
author = "Ronald J. Mahieu and Peter C. Schotman",
title = "An empirical application of stochastic volatility
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "4",
pages = "333--360",
month = jul # "--" # aug,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C333%3A%3AAID-JAE479%3E3.0.CO%3B2-I",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Temple:1998:RTA,
author = "Jonathan R. W. Temple",
title = "Robustness tests of the augmented {Solow} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "4",
pages = "361--375",
month = jul # "--" # aug,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C361%3A%3AAID-JAE483%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Sickles:1998:ATP,
author = "Robin C. Sickles and Mary L. Streitwieser",
title = "An analysis of technology, productivity, and
regulatory distortion in the interstate natural gas
transmission industry: 1977--1985",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "4",
pages = "377--395",
month = jul # "--" # aug,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C377%3A%3AAID-JAE484%3E3.0.CO%3B2-G",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Trede:1998:APM,
author = "Mark M. Trede",
title = "The age profile of mobility measures: an application
to earnings in {West} {Germany}",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "4",
pages = "397--409",
month = jul # "--" # aug,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C397%3A%3AAID-JAE482%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Marquez:1998:RPP,
author = "Jaime Marquez",
title = "Review of {PcGive} Professional 9.0 For {Windows}",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "4",
pages = "411--420",
month = jul # "--" # aug,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C411%3A%3AAID-JAE494%3E3.0.CO%3B2-%23",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Turkington:1998:BRH,
author = "Darrell Turkington",
title = "Book review: {{\booktitle{Handbook of Matrices}},
Helmut L{\"u}tkepohl, Wiley, New York, 1996, ISBN
0-471-96688-6 (hardback), pp. xvi + 304. Price
A\$195.95 (hardback), A\$89.95 (paperback)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "4",
pages = "421--423",
month = jul # "--" # aug,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199807/08%2913%3A4%3C421%3A%3AAID-JAE496%3E3.0.CO%3B2-T",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 1998",
}
@Article{Horowitz:1998:IAS,
author = "Joel Horowitz and Myoung-Jae Lee and Bertrand
Melenberg and Arthur van Soest",
title = "Introduction: application of semiparametric methods
for micro-data",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "5",
pages = "431--433",
month = sep # "--" # oct,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C431%3A%3AAID-JAE505%3E3.0.CO%3B2-Z",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 1999",
remark = "Special issues on Application of Semiparametric
Methods for Micro-Data.",
}
@Article{Blundell:1998:SEC,
author = "Richard Blundell and Alan Duncan and Krishna
Pendakur",
title = "Semiparametric estimation and consumer demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "5",
pages = "435--461",
month = sep # "--" # oct,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C435%3A%3AAID-JAE506%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 1999",
remark = "Special issues on Application of Semiparametric
Methods for Micro-Data.",
}
@Article{Bhalotra:1998:IRA,
author = "Sonia Bhalotra and Cliff Attfield",
title = "Intrahousehold resource allocation in rural
{Pakistan}: a semiparametric analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "5",
pages = "463--480",
month = sep # "--" # oct,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C463%3A%3AAID-JAE510%3E3.0.CO%3B2-3",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 1999",
remark = "Special issues on Application of Semiparametric
Methods for Micro-Data.",
}
@Article{Schafgans:1998:EWD,
author = "Marcia M. A. Schafgans",
title = "Ethnic wage differences in {Malaysia}: parametric and
semiparametric estimation of the {Chinese--Malay} wage
gap",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "5",
pages = "481--504",
month = sep # "--" # oct,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C481%3A%3AAID-JAE509%3E3.0.CO%3B2-I",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 1999",
remark = "Special issues on Application of Semiparametric
Methods for Micro-Data.",
}
@Article{Chesher:1998:IDH,
author = "Andrew Chesher",
title = "Individual demands from household aggregates: time and
age variation in the composition of diet",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "5",
pages = "505--524",
month = sep # "--" # oct,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C505%3A%3AAID-JAE504%3E3.0.CO%3B2-Q",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 1999",
remark = "Special issues on Application of Semiparametric
Methods for Micro-Data.",
}
@Article{Burda:1998:SAG,
author = "Michael C. Burda and Wolfgang H{\"a}rdle and Marlene
M{\"u}ller and Axel Werwatz",
title = "Semiparametric analysis of {German East-West}
migration intentions: facts and theory",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "5",
pages = "525--541",
month = sep # "--" # oct,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C525%3A%3AAID-JAE508%3E3.0.CO%3B2-C",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 1999",
remark = "Special issues on Application of Semiparametric
Methods for Micro-Data.",
}
@Article{Olson:1998:CPS,
author = "Craig A. Olson",
title = "A comparison of parametric and semiparametric
estimates of the effect of spousal health insurance
coverage on weekly hours worked by wives",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "5",
pages = "543--565",
month = sep # "--" # oct,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C543%3A%3AAID-JAE507%3E3.0.CO%3B2-J",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 1999",
remark = "Special issues on Application of Semiparametric
Methods for Micro-Data.",
}
@Article{Euwals:1998:TPV,
author = "Rob Euwals and Bertrand Melenberg and Arthur van
Soest",
title = "Testing the predictive value of subjective labour
supply data",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "5",
pages = "567--585",
month = sep # "--" # oct,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%281998090%2913%3A5%3C567%3A%3AAID-JAE511%3E3.0.CO%3B2-M",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 1999",
remark = "Special issues on Application of Semiparametric
Methods for Micro-Data.",
}
@Article{DeLaCroix:1998:ISI,
author = "David {De La Croix} and Jean-Pierre Urbain",
title = "Intertemporal substitution in import demand and habit
formation",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "6",
pages = "589--612",
month = nov # "--" # dec,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C589%3A%3AAID-JAE489%3E3.0.CO%3B2-2",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 December 1998",
}
@Article{Perez:1998:COB,
author = "Stephen J. Perez",
title = "Causal ordering and `The bank lending channel'",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "6",
pages = "613--626",
month = nov # "--" # dec,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C613%3A%3AAID-JAE492%3E3.0.CO%3B2-7",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 December 1998",
}
@Article{Johnson:1998:GDT,
author = "David Johnson and Robert McClelland",
title = "A general dependence test and applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "6",
pages = "627--644",
month = nov # "--" # dec,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C627%3A%3AAID-JAE486%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 December 1998",
}
@Article{Baltagi:1998:ECP,
author = "Badi H. Baltagi and James M. Griffin and Sharada R.
Vadali",
title = "Excess capacity: a permanent characteristic of {US}
airlines?",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "6",
pages = "645--657",
month = nov # "--" # dec,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C645%3A%3AAID-JAE485%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 December 1998",
}
@Article{Bidarkota:1998:OUI,
author = "Prasad V. Bidarkota and J. Huston McCulloch",
title = "Optimal univariate inflation forecasting with
symmetric stable shocks",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "6",
pages = "659--670",
month = nov # "--" # dec,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C659%3A%3AAID-JAE481%3E3.0.CO%3B2-Q",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 December 1998",
}
@Article{Vickner:1998:CES,
author = "Steven S. Vickner and Stephen P. Davies",
title = "Comment: on the estimation of simultaneous-equations
error-components models with an application to a model
of developing country foreign trade",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "6",
pages = "671--671",
month = nov # "--" # dec,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C671%3A%3AAID-JAE522%3E3.0.CO%3B2-B",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 December 1998",
}
@Article{Teyssiere:1998:XIS,
author = "Gilles Teyssi{\`e}re",
title = "{XploRe} 4.0, an interactive statistical computing
environment",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "6",
pages = "673--679",
month = nov # "--" # dec,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C673%3A%3AAID-JAE512%3E3.0.CO%3B2-6",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 December 1998",
}
@Article{McKenzie:1998:BRT,
author = "Colin McKenzie",
title = "Book Review: {{\booktitle{Time Series and Dynamic
Models}}, Christian Gourieroux and Alain Monfort,
Cambridge University Press, Cambridge, 1997, ISBN
0-521-41146-7 (hardbound), ISBN 0-521-42308-2
(paperback), pp. xv + 668. Price \pounds 65.00
(hardbound), \pounds 22.95 (paperback)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "13",
number = "6",
pages = "681--684",
month = nov # "--" # dec,
year = "1998",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199811/12%2913%3A6%3C681%3A%3AAID-JAE518%3E3.0.CO%3B2-U",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 December 1998",
}
@Article{Salemi:1999:ENR,
author = "Michael K. Salemi",
title = "Estimating the natural rate of unemployment and
testing the natural rate hypothesis",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "1",
pages = "1--25",
month = jan # "--" # feb,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C1%3A%3AAID-JAE495%3E3.0.CO%3B2-%23",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 February 1999",
}
@Article{Cati:1999:URP,
author = "Regina Celia Cati and Marcio G. P. Garcia and Pierre
Perron",
title = "Unit roots in the presence of abrupt governmental
interventions with an application to {Brazilian} data",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "1",
pages = "27--56",
month = jan # "--" # feb,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C27%3A%3AAID-JAE490%3E3.0.CO%3B2-G",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 February 1999",
}
@Article{Angrist:1999:JIV,
author = "J. D. Angrist and G. W. Imbens and A. B. Krueger",
title = "Jackknife instrumental variables estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "1",
pages = "57--67",
month = jan # "--" # feb,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C57%3A%3AAID-JAE501%3E3.0.CO%3B2-G",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See replication report \cite{Nakov:2010:JIV}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 February 1999",
}
@Article{Blomquist:1999:SSP,
author = "S{\"o}ren Blomquist and Matz Dahlberg",
title = "Small sample properties of {LIML} and jackknife {IV}
estimators: experiments with weak instruments",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "1",
pages = "69--88",
month = jan # "--" # feb,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C69%3A%3AAID-JAE521%3E3.0.CO%3B2-7",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 February 1999",
}
@Article{McCullough:1999:BRM,
author = "B. D. McCullough",
title = "Book review: {{\booktitle{Mathematical Statistics for
Economics and Business}}, Ron C. Mittelhammer,
Springer-Verlag, New York, 1996, xviii + 723 pp.
\$57.95, hardback only; solutions manual free to
instructors who adopt the text.}",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "1",
pages = "89--93",
month = jan # "--" # feb,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199901/02%2914%3A1%3C89%3A%3AAID-JAE523%3E3.0.CO%3B2-%23",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 February 1999",
}
@Article{Watanabe:1999:NLF,
author = "Toshiaki Watanabe",
title = "A non-linear filtering approach to stochastic
volatility models with an application to daily stock
returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "2",
pages = "101--121",
month = mar # "--" # apr,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C101%3A%3AAID-JAE499%3E3.0.CO%3B2-A",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 April 1999",
}
@Article{Clements:1999:MCS,
author = "Michael P. Clements and Jeremy Smith",
title = "A {Monte Carlo} study of the forecasting performance
of empirical {SETAR} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "2",
pages = "123--141",
month = mar # "--" # apr,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C123%3A%3AAID-JAE493%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 April 1999",
}
@Article{Hall:1999:DPC,
author = "Stephen G. Hall and Zacharias Psaradakis and Martin
Sola",
title = "Detecting periodically collapsing bubbles: a
{Markov}-switching unit root test",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "2",
pages = "143--154",
month = mar # "--" # apr,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C143%3A%3AAID-JAE500%3E3.0.CO%3B2-X",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 April 1999",
}
@Article{Engsted:1999:ELM,
author = "Tom Engsted and Niels Haldrup",
title = "Estimating the {LQAC} model with {$ {\rm I}(2) $}
variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "2",
pages = "155--170",
month = mar # "--" # apr,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C155%3A%3AAID-JAE497%3E3.0.CO%3B2-%23",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 April 1999",
}
@Article{Bekdache:1999:TVB,
author = "Basma Bekdache",
title = "The time-varying behaviour of real interest rates: a
re-evaluation of the recent evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "2",
pages = "171--190",
month = mar # "--" # apr,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C171%3A%3AAID-JAE502%3E3.0.CO%3B2-U",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 April 1999",
}
@Article{McCullough:1999:ESR,
author = "B. D. McCullough",
title = "Econometric software reliability: {EViews}, {LIMDEP},
{SHAZAM} and {TSP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "2",
pages = "191--202",
month = mar # "--" # apr,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199903/04%2914%3A2%3C191%3A%3AAID-JAE524%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 April 1999",
}
@Article{Blundell:1999:ELD,
author = "Richard Blundell and Jean Marc Robin",
title = "Estimation in large and disaggregated demand systems:
an estimator for conditionally linear systems",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "3",
pages = "209--232",
month = may # "--" # jun,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C209%3A%3AAID-JAE532%3E3.0.CO%3B2-X",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 1999",
}
@Article{Amacher:1999:EST,
author = "Gregory S. Amacher and Daniel Hellerstein",
title = "The error structure of time series cross-section
hedonic models with sporadic event timing and serial
correlation",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "3",
pages = "233--252",
month = may # "--" # jun,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C233%3A%3AAID-JAE513%3E3.0.CO%3B2-A",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 1999",
}
@Article{Burkhauser:1999:TSI,
author = "Richard V. Burkhauser and Amy Crews Cutts and Mary C.
Daly and Stephen P. Jenkins",
title = "Testing the significance of income distribution
changes over the 1980s business cycle: a cross-national
comparison",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "3",
pages = "253--272",
month = may # "--" # jun,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C253%3A%3AAID-JAE519%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 1999",
}
@Article{Cubadda:1999:CCS,
author = "Gianluca Cubadda",
title = "Common cycles in seasonal non-stationary time series",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "3",
pages = "273--291",
month = may # "--" # jun,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C273%3A%3AAID-JAE498%3E3.0.CO%3B2-N",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 1999",
}
@Article{Choi:1999:TRW,
author = "In Choi",
title = "Testing the random walk hypothesis for real exchange
rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "3",
pages = "293--308",
month = may # "--" # jun,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C293%3A%3AAID-JAE503%3E3.0.CO%3B2-5",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 1999",
}
@Article{Wright:1999:TUR,
author = "Jonathan H. Wright",
title = "Testing for a unit root in the volatility of asset
returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "3",
pages = "309--318",
month = may # "--" # jun,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C309%3A%3AAID-JAE531%3E3.0.CO%3B2-X",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 1999",
}
@Article{Cribari-Neto:1999:RYA,
author = "Francisco Cribari-Neto and Spyros G. Zarkos",
title = "{R}: yet another econometric programming environment",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "3",
pages = "319--329",
month = may # "--" # jun,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199905/06%2914%3A3%3C319%3A%3AAID-JAE533%3E3.0.CO%3B2-Q",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 1999",
}
@Article{Romeo:1999:LDC,
author = "Charles Romeo and Barry Sopher",
title = "Learning and decision costs in one-person games",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "4",
pages = "335--357",
month = jul # "--" # aug,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C335%3A%3AAID-JAE537%3E3.0.CO%3B2-D",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 1999",
}
@Article{Skalin:1999:ALS,
author = "Joakim Skalin and Timo Ter{\"a}svirta",
title = "Another look at {Swedish} business cycles,
1861--1988",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "4",
pages = "359--378",
month = jul # "--" # aug,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C359%3A%3AAID-JAE517%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 1999",
}
@Article{Choi:1999:EDR,
author = "Woon Gyu Choi",
title = "Estimating the discount rate policy reaction function
of the monetary authority",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "4",
pages = "379--401",
month = jul # "--" # aug,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C379%3A%3AAID-JAE516%3E3.0.CO%3B2-2",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 1999",
}
@Article{Aaberge:1999:LSI,
author = "Rolf Aaberge and Ugo Colombino and Steinar Str{\o}m",
title = "Labour supply in {Italy}: an empirical analysis of
joint household decisions, with taxes and quantity
constraints",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "4",
pages = "403--422",
month = jul # "--" # aug,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C403%3A%3AAID-JAE520%3E3.0.CO%3B2-4",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 1999",
}
@Article{Baltagi:1999:AER,
author = "Badi H. Baltagi",
title = "Applied econometrics rankings: 1989--1995",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "4",
pages = "423--441",
month = jul # "--" # aug,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C423%3A%3AAID-JAE536%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 1999",
}
@Article{MacKinnon:1999:LOS,
author = "James G. MacKinnon",
title = "The {Linux} operating system: {Debian GNU\slash
Linux}",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "4",
pages = "443--452",
month = jul # "--" # aug,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199907/08%2914%3A4%3C443%3A%3AAID-JAE535%3E3.0.CO%3B2-L",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 30 09:50:34 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/linux.bib;
https://www.math.utah.edu/pub/tex/bib/unix.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 1999",
}
@Article{Li:1999:ERT,
author = "Kai Li",
title = "Exchange rate target zone models: a {Bayesian}
evaluation",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "5",
pages = "461--490",
month = sep # "--" # oct,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C461%3A%3AAID-JAE540%3E3.0.CO%3B2-Z",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 1999",
}
@Article{Kilian:1999:ERM,
author = "Lutz Kilian",
title = "Exchange rates and monetary fundamentals: what do we
learn from long-horizon regressions?",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "5",
pages = "491--510",
month = sep # "--" # oct,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C491%3A%3AAID-JAE527%3E3.0.CO%3B2-D",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 1999",
}
@Article{Lutkepohl:1999:ISL,
author = "Helmut L{\"u}tkepohl and Timo Ter{\"a}svirta and
J{\"u}rgen Wolters",
title = "Investigating stability and linearity of a {German}
{M1} money demand function",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "5",
pages = "511--525",
month = sep # "--" # oct,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C511%3A%3AAID-JAE529%3E3.0.CO%3B2-C",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 1999",
}
@Article{Liu:1999:NLC,
author = "Zhenjuan Liu and Thanasis Stengos",
title = "Non-linearities in cross-country growth regressions: a
semiparametric approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "5",
pages = "527--538",
month = sep # "--" # oct,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C527%3A%3AAID-JAE528%3E3.0.CO%3B2-X",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 1999",
}
@Article{VanDijk:1999:TAP,
author = "Dick {Van Dijk} and Philip Hans Franses and Andr{\'e}
Lucas",
title = "Testing for {ARCH} in the presence of additive
outliers",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "5",
pages = "539--562",
month = sep # "--" # oct,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C539%3A%3AAID-JAE526%3E3.0.CO%3B2-W",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 1999",
}
@Article{MacKinnon:1999:NDF,
author = "James G. MacKinnon and Alfred A. Haug and Leo
Michelis",
title = "Numerical distribution functions of likelihood ratio
tests for cointegration",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "5",
pages = "563--577",
month = sep # "--" # oct,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C563%3A%3AAID-JAE530%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 1999",
}
@Article{Sena:1999:SFE,
author = "Vania Sena",
title = "Stochastic frontier estimation: a review of the
software options",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "5",
pages = "579--586",
month = sep # "--" # oct,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199909/10%2914%3A5%3C579%3A%3AAID-JAE545%3E3.0.CO%3B2-T",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 1999",
}
@Article{Romeo:1999:CIS,
author = "Charles J. Romeo",
title = "Conducting inference in semiparametric duration models
under inequality restrictions on the shape of the
hazard implied by job search theory",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "6",
pages = "587--605",
month = nov # "--" # dec,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C587%3A%3AAID-JAE541%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 January 2000",
}
@Article{Aronsson:1999:IIB,
author = "Thomas Aronsson and S{\"o}ren Blomquist and Hans
Sackl{\'e}n",
title = "Identifying interdependent behaviour in an empirical
model of labour supply",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "6",
pages = "607--626",
month = nov # "--" # dec,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C607%3A%3AAID-JAE538%3E3.0.CO%3B2-C",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 January 2000",
}
@Article{Hodgson:1999:AEC,
author = "Douglas J. Hodgson",
title = "Adaptive estimation of cointegrated models: simulation
evidence and an application to the forward exchange
market",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "6",
pages = "627--650",
month = nov # "--" # dec,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C627%3A%3AAID-JAE525%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 January 2000",
}
@Article{Sareen:1999:POC,
author = "Samita Sareen",
title = "Posterior odds comparison of a symmetric low-price,
sealed-bid auction within the common-value and the
independent-private-values paradigms",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "6",
pages = "651--676",
month = nov # "--" # dec,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C651%3A%3AAID-JAE539%3E3.0.CO%3B2-M",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 January 2000",
}
@Article{Koop:1999:BAC,
author = "Gary Koop",
title = "{Bayesian} analysis, computation and communication
software",
journal = j-J-APPL-ECONOMETRICS,
volume = "14",
number = "6",
pages = "677--689",
month = nov # "--" # dec,
year = "1999",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28199911/12%2914%3A6%3C677%3A%3AAID-JAE553%3E3.0.CO%3B2-I",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 January 2000",
}
@Article{Horrace:2000:MCB,
author = "William C. Horrace and Peter Schmidt",
title = "Multiple comparisons with the best, with economic
applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "1",
pages = "1--26",
month = jan # "--" # feb,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C1%3A%3AAID-JAE551%3E3.0.CO%3B2-Y",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 March 2000",
}
@Article{Ocal:2000:BCN,
author = "Nadir {\"O}cal and Denise R. Osborn",
title = "Business cycle non-linearities in {UK} consumption and
production",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "1",
pages = "27--43",
month = jan # "--" # feb,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C27%3A%3AAID-JAE552%3E3.0.CO%3B2-F",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 March 2000",
}
@Article{Grier:2000:ERN,
author = "Kevin B. Grier and Mark J. Perry",
title = "The effects of real and nominal uncertainty on
inflation and output growth: some {GARCH-M} evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "1",
pages = "45--58",
month = jan # "--" # feb,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C45%3A%3AAID-JAE542%3E3.0.CO%3B2-K",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 March 2000",
}
@Article{Hobijn:2000:APR,
author = "Bart Hobijn and Philip Hans Franses",
title = "Asymptotically perfect and relative convergence of
productivity",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "1",
pages = "59--81",
month = jan # "--" # feb,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C59%3A%3AAID-JAE544%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 March 2000",
}
@Article{Martin:2000:UDS,
author = "Gael M. Martin",
title = "{US} deficit sustainability: a new approach based on
multiple endogenous breaks",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "1",
pages = "83--105",
month = jan # "--" # feb,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C83%3A%3AAID-JAE543%3E3.0.CO%3B2-J",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 March 2000",
}
@Article{Lilien:2000:ESR,
author = "David M. Lilien",
title = "Econometric software reliability and nonlinear
estimation in {EViews}: comment",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "1",
pages = "107--110",
month = jan # "--" # feb,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C107%3A%3AAID-JAE554%3E3.0.CO%3B2-4",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 March 2000",
}
@Article{McCullough:2000:R,
author = "B. D. McCullough",
title = "Reply",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "1",
pages = "111--111",
month = jan # "--" # feb,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200001/02%2915%3A1%3C111%3A%3AAID-JAE555%3E3.0.CO%3B2-I",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 March 2000",
}
@Article{Loudon:2000:EAA,
author = "Geoffrey F. Loudon and Wing H. Watt and Pradeep K.
Yadav",
title = "An empirical analysis of alternative parametric {ARCH}
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "2",
pages = "117--136",
month = mar # "--" # apr,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C117%3A%3AAID-JAE550%3E3.0.CO%3B2-4",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2000",
}
@Article{Liesenfeld:2000:SVM,
author = "Roman Liesenfeld and Robert C. Jung",
title = "Stochastic volatility models: conditional normality
versus heavy-tailed distributions",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "2",
pages = "137--160",
month = mar # "--" # apr,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C137%3A%3AAID-JAE546%3E3.0.CO%3B2-M",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2000",
}
@Article{Luintel:2000:RER,
author = "Kul B. Luintel",
title = "Real exchange rate behaviour: evidence from black
markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "2",
pages = "161--185",
month = mar # "--" # apr,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C161%3A%3AAID-JAE547%3E3.0.CO%3B2-Y",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2000",
}
@Article{Yatchew:2000:SEE,
author = "A. Yatchew",
title = "Scale economies in electricity distribution: a
semiparametric analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "2",
pages = "187--210",
month = mar # "--" # apr,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C187%3A%3AAID-JAE548%3E3.0.CO%3B2-B",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2000",
}
@Article{Vinod:2000:RGW,
author = "H. D. Vinod",
title = "Review of {GAUSS} for {Windows}, including its
numerical accuracy",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "2",
pages = "211--220",
month = mar # "--" # apr,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/%28SICI%291099-1255%28200003/04%2915%3A2%3C211%3A%3AAID-JAE556%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2000",
}
@Article{Raper:2000:DMP,
author = "Kellie Curry Raper and H. Alan Love and C. Richard
Shumway",
title = "Determining market power exertion between buyers and
sellers",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "3",
pages = "225--252",
month = may # "--" # jun,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C225%3A%3AAID-JAE561%3E3.0.CO%3B2-S",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2000",
}
@Article{Machado:2000:BCQ,
author = "Jos{\'e} A. F. Machado and Jos{\'e} Mata",
title = "{Box--Cox} quantile regression and the distribution of
firm sizes",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "3",
pages = "253--274",
month = may # "--" # jun,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C253%3A%3AAID-JAE559%3E3.0.CO%3B2-8",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2000",
}
@Article{Bollino:2000:LHT,
author = "C. Andrea Bollino and Federico Perali and Nicola
Rossi",
title = "Linear household technologies",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "3",
pages = "275--287",
month = may # "--" # jun,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C275%3A%3AAID-JAE560%3E3.0.CO%3B2-Q",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2000",
}
@Article{Arulampalam:2000:USY,
author = "Wiji Arulampalam and Alison L. Booth",
title = "Union status of young men in {Britain}: a decade of
change",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "3",
pages = "289--310",
month = may # "--" # jun,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C289%3A%3AAID-JAE549%3E3.0.CO%3B2-P",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2000",
}
@Article{DeJong:2000:KIV,
author = "David N. DeJong and Beth F. Ingram and Charles H.
Whiteman",
title = "{Keynesian} impulses versus {Solow} residuals:
identifying sources of business cycle fluctuations",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "3",
pages = "311--329",
month = may # "--" # jun,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C311%3A%3AAID-JAE557%3E3.0.CO%3B2-L",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2000",
}
@Article{Racine:2000:CTG,
author = "J. Racine",
title = "The {Cygwin} tools: a {GNU} toolkit for {Windows}",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "3",
pages = "331--341",
month = may # "--" # jun,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200005/06%2915%3A3%3C331%3A%3AAID-JAE558%3E3.0.CO%3B2-G",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:19:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2000",
}
@Article{Cardoso:2000:WDA,
author = "A. R. Cardoso",
title = "Wage differentials across firms: an application of
multilevel modelling",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "4",
pages = "343--354",
month = jul # "--" # aug,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C343%3A%3AAID-JAE565%3E3.0.CO%3B2-6",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2000",
}
@Article{Demery:2000:IIT,
author = "David Demery and Nigel W. Duck",
title = "Incomplete information and the time series behaviour
of consumption",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "4",
pages = "355--366",
month = jul # "--" # aug,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C355%3A%3AAID-JAE566%3E3.0.CO%3B2-X",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2000",
}
@Article{Pudney:2000:GRP,
author = "Stephen Pudney and Michael Shields",
title = "Gender, race, pay and promotion in the {British}
nursing profession: estimation of a generalized ordered
probit model",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "4",
pages = "367--399",
month = jul # "--" # aug,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C367%3A%3AAID-JAE563%3E3.0.CO%3B2-Z",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2000",
}
@Article{Dahlberg:2000:EDB,
author = "Matz Dahlberg and Eva Johansson",
title = "An examination of the dynamic behaviour of local
governments using {GMM} bootstrapping methods",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "4",
pages = "401--416",
month = jul # "--" # aug,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C401%3A%3AAID-JAE564%3E3.0.CO%3B2-G",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2000",
}
@Article{Gagne:2000:CTS,
author = "Robert Gagn{\'e} and Carmine Nappi",
title = "The cost and technological structure of aluminium
smelters worldwide",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "4",
pages = "417--432",
month = jul # "--" # aug,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C417%3A%3AAID-JAE562%3E3.0.CO%3B2-3",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2000",
}
@Article{Sephton:2000:FAP,
author = "P. S. Sephton",
title = "Financial analysis package for {GAUSS}",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "4",
pages = "433--438",
month = jul # "--" # aug,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200007/08%2915%3A4%3C433%3A%3AAID-JAE569%3E3.0.CO%3B2-T",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2000",
}
@Article{Pakes:2000:ZG,
author = "Ariel Pakes",
title = "{Zvi Griliches} 1930--1999",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "5",
pages = "443--444",
month = sep # "--" # oct,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C443%3A%3AAID-JAE574%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 December 2000",
}
@Article{McFadden:2000:MMM,
author = "Daniel McFadden and Kenneth Train",
title = "Mixed {MNL} models for discrete response",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "5",
pages = "447--470",
month = sep # "--" # oct,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C447%3A%3AAID-JAE570%3E3.0.CO%3B2-1",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 December 2000",
}
@Article{Harvey:2000:TMF,
author = "David Harvey and Paul Newbold",
title = "Tests for multiple forecast encompassing",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "5",
pages = "471--482",
month = sep # "--" # oct,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C471%3A%3AAID-JAE567%3E3.0.CO%3B2-X",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 December 2000",
}
@Article{Ruge-Murcia:2000:UFM,
author = "Francisco J. Ruge-Murcia",
title = "Uncovering financial markets' beliefs about inflation
targets",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "5",
pages = "483--512",
month = sep # "--" # oct,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C483%3A%3AAID-JAE571%3E3.0.CO%3B2-6",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 December 2000",
}
@Article{Lanne:2000:NUR,
author = "Markku Lanne",
title = "Near unit roots, cointegration, and the term structure
of interest rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "5",
pages = "513--529",
month = sep # "--" # oct,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C513%3A%3AAID-JAE568%3E3.0.CO%3B2-R",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 December 2000",
}
@Article{Eddelbuttel:2000:EO,
author = "Dirk Eddelb{\"u}ttel",
title = "Econometrics with {Octave}",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "5",
pages = "531--542",
month = sep # "--" # oct,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C531%3A%3AAID-JAE573%3E3.0.CO%3B2-8",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/matlab.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 December 2000",
}
@Article{Pesaran:2000:EC,
author = "M. Hashem Pesaran",
title = "Editorial clarification",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "5",
pages = "543--543",
month = sep # "--" # oct,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/1099-1255%28200009/10%2915%3A5%3C543%3A%3AAID-JAE575%3E3.0.CO%3B2-W",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 December 2000",
}
@Article{Geweke:2000:IID,
author = "John Geweke and John Rust and Herman K. {Van Dijk}",
title = "Introduction: inference and decision making",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "545--546",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.576",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{VanVuuren:2000:MEE,
author = "Aico {Van Vuuren} and Gerard J. {Van Den Berg} and
Geert Ridder",
title = "Measuring the equilibrium effects of unemployment
benefits dispersion",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "547--574",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.581",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{Bilias:2000:STD,
author = "Yannis Bilias",
title = "Sequential testing of duration data: the case of the
{Pennsylvania} `reemployment bonus' experiment",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "575--594",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.579",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{Stinebrickner:2000:SCV,
author = "Todd R. Stinebrickner",
title = "Serially correlated variables in dynamic, discrete
choice models",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "595--624",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.578",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{Chamberlain:2000:EAM,
author = "Gary Chamberlain",
title = "Econometric applications of maxmin expected utility",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "625--644",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.583",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{Schorfheide:2000:LFB,
author = "Frank Schorfheide",
title = "Loss function-based evaluation of {DSGE} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "645--670",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.582",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{Bos:2000:DER,
author = "Charles S. Bos and Ronald J. Mahieu and Herman K. {Van
Dijk}",
title = "Daily exchange rate behaviour and hedging of currency
risk",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "671--696",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.577",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{Dungey:2000:MLF,
author = "Mardi Dungey and Vance L. Martin and Adrian R. Pagan",
title = "A multivariate latent factor decomposition of
international bond yield spreads",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "697--715",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.584",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{Paap:2000:DMP,
author = "Richard Paap and Philip Hans Franses",
title = "A dynamic multinomial probit model for brand choice
with different long-run and short-run effects of
marketing-mix variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "15",
number = "6",
pages = "717--744",
month = nov # "--" # dec,
year = "2000",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.580",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2001",
}
@Article{Campolieti:2001:BSE,
author = "Michele Campolieti",
title = "{Bayesian} semiparametric estimation of discrete
duration models: an application of the {Dirichlet}
process prior",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "1",
pages = "1--22",
month = jan # "--" # feb,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.587",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 April 2001",
}
@Article{Martins:2001:PSE,
author = "Maria Fraga O. Martins",
title = "Parametric and semiparametric estimation of sample
selection models: an empirical application to the
female labour force in {Portugal}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "1",
pages = "23--39",
month = jan # "--" # feb,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.572",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 April 2001",
}
@Article{Kim:2001:QFI,
author = "H. Youn Kim and Junsoo Lee",
title = "Quasi-fixed inputs and long-run equilibrium in
production: a cointegration analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "1",
pages = "41--57",
month = jan # "--" # feb,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.589",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 April 2001",
}
@Article{Fisher:2001:ECF,
author = "Douglas Fisher and Adrian R. Fleissig and Apostolos
Serletis",
title = "An empirical comparison of flexible demand system
functional forms",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "1",
pages = "59--80",
month = jan # "--" # feb,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.585",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 April 2001",
}
@Article{Koning:2001:CDL,
author = "Ruud H. Koning",
title = "A comparison of different {\LaTeX} programs",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "1",
pages = "81--92",
month = jan # "--" # feb,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.588",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/texbook3.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 April 2001",
}
@Article{Pesaran:2001:RSP,
author = "M Hashem Pesaran",
title = "The {Richard} Stone Prize in Applied Econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "1",
pages = "93--93",
month = jan # "--" # feb,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.593",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 April 2001",
}
@Article{Anonymous:2001:JAEa,
author = "Anonymous",
title = "Journal of Applied Econometrics Annual Lecture
Series",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "1",
pages = "94--94",
month = jan # "--" # feb,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.594",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 April 2001",
}
@Article{Gil-Alana:2001:TSF,
author = "L. A. Gil-Ala{\~n}a and P. M. Robinson",
title = "Testing of seasonal fractional integration in {UK} and
{Japanese} consumption and income",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "2",
pages = "95--114",
month = mar # "--" # apr,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.597",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2001",
}
@Article{Beck:2001:ACH,
author = "Stacie Beck",
title = "Autoregressive conditional heteroscedasticity in
commodity spot prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "2",
pages = "115--132",
month = mar # "--" # apr,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.591",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2001",
}
@Article{Fong:2001:MCV,
author = "Wai Mun Fong and Kim Hock See",
title = "Modelling the conditional volatility of commodity
index futures as a regime switching process",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "2",
pages = "133--163",
month = mar # "--" # apr,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.590",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2001",
}
@Article{Kenkel:2001:EPA,
author = "Donald S. Kenkel and Joseph V. Terza",
title = "The effect of physician advice on alcohol consumption:
count regression with an endogenous treatment effect",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "2",
pages = "165--184",
month = mar # "--" # apr,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.596",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2001",
}
@Article{Swann:2001:SPC,
author = "Christopher A. Swann",
title = "Software for parallel computing: the {LAM}
implementation of {MPI}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "2",
pages = "185--194",
month = mar # "--" # apr,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.595",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/pvm.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2001",
}
@Article{Anonymous:2001:JAEb,
author = "Anonymous",
title = "Journal of Applied Econometrics Annual Lecture
Series",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "2",
pages = "195--195",
month = mar # "--" # apr,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.607",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2001",
}
@Article{Anonymous:2001:FPa,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "2",
pages = "196--196",
month = mar # "--" # apr,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.608",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2001",
}
@Article{Hendry:2001:SIM,
author = "David F. Hendry and M. Hashem Pesaran",
title = "A special issue in memory of {John Denis Sargan}:
studies in empirical macroeconometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "197--202",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.602",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Cameron:2001:EUH,
author = "Gavin Cameron and John Muellbauer",
title = "Earnings, unemployment, and housing in {Britain}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "203--220",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.612",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Banerjee:2001:AIM,
author = "Anindya Banerjee and Lynne Cockerell and Bill
Russell",
title = "An {I(2)} analysis of inflation and the markup",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "221--240",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.609",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Ericsson:2001:OIL,
author = "Neil R. Ericsson and John S. Irons and Ralph W.
Tryon",
title = "Output and inflation in the long run",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "241--253",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.614",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Hendry:2001:MUI,
author = "David F. Hendry",
title = "Modelling {UK} inflation, 1875--1991",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "255--275",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.615",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Terasvirta:2001:NLE,
author = "Timo Ter{\"a}svirta and Ann-Charlotte Eliasson",
title = "Non-linear error correction and the {UK} demand for
broad money, 1878--1993",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "277--288",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.611",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Pesaran:2001:BTA,
author = "M. Hashem Pesaran and Yongcheol Shin and Richard J.
Smith",
title = "Bounds testing approaches to the analysis of level
relationships",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "289--326",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.616",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See replication work \cite{Natsiopoulos:2022:ABT}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Bergstrom:2001:SWA,
author = "A. R. Bergstrom",
title = "Stability and wage acceleration in macroeconomic
models of cyclical growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "327--340",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.592",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Juselius:2001:EIM,
author = "Katarina Juselius",
title = "{European} integration and monetary transmission
mechanisms: the case of {Italy}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "341--358",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.603",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Marcellino:2001:SSM,
author = "Massimiliano Marcellino and Grayham E. Mizon",
title = "Small-system modelling of real wages, inflation,
unemployment and output per capita in {Italy}
1970--1994",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "359--370",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.610",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Wickens:2001:ESI,
author = "Michael R. Wickens and Roberto Motto",
title = "Estimating shocks and impulse response functions",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "371--387",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.617",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Phillips:2001:DEN,
author = "Peter C. B. Phillips",
title = "Descriptive econometrics for non-stationary time
series with empirical illustrations",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "389--413",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.600",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Nyblom:2001:TAS,
author = "Jukka Nyblom and Andrew Harvey",
title = "Testing against smooth stochastic trends",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "415--429",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.604",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Marinucci:2001:FSI,
author = "D. Marinucci and P. M. Robinson",
title = "Finite sample improvements in statistical inference
with {I(1)} processes",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "431--444",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.613",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Hirschberg:2001:CAW,
author = "Joseph G. Hirschberg and Esfandiar Maasoumi and Daniel
J. Slottje",
title = "Clusters of attributes and well-being in the {USA}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "3",
pages = "445--460",
month = may # "--" # jun,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.605",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2001",
remark = "Special issue in Memory of John Denis Sargan
1924--1996: Studies in Empirical Macroeconometrics.",
}
@Article{Altissimo:2001:NLD,
author = "Filippo Altissimo and Giovanni L. Violante",
title = "The non-linear dynamics of output and unemployment in
the {U.S.}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "4",
pages = "461--486",
month = jul # "--" # aug,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.599",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 August 2001",
}
@Article{Jacobson:2001:MPA,
author = "Tor Jacobson and Per Jansson and Anders Vredin and
Anders Warne",
title = "Monetary policy analysis and inflation targeting in a
small open economy: a {VAR} approach*",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "4",
pages = "487--520",
month = jul # "--" # aug,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.586",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 August 2001",
}
@Article{Wang:2001:FPG,
author = "Kai-Li Wang and Christopher Fawson and Christopher B.
Barrett and James B. McDonald",
title = "A flexible parametric {GARCH} model with an
application to exchange rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "4",
pages = "521--536",
month = jul # "--" # aug,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.606",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 August 2001",
}
@Article{Shively:2001:TSG,
author = "Philip A. Shively",
title = "Trend-stationary {GNP}: evidence from a new exact
pointwise most powerful invariant unit root test",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "4",
pages = "537--551",
month = jul # "--" # aug,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.598",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 August 2001",
}
@Article{Mrkaic:2001:SEP,
author = "Mico Mrkaic",
title = "Scilab as an econometric programming system",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "4",
pages = "553--559",
month = jul # "--" # aug,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.622",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 August 2001",
}
@Article{Pesaran:2001:JAEa,
author = "M. Hashem Pesaran",
title = "Journal of Applied Econometrics Conference Sponsorship
Grants",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "4",
pages = "561--561",
month = jul # "--" # aug,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.626",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 August 2001",
}
@Article{Anonymous:2001:FPb,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "4",
pages = "562--562",
month = jul # "--" # aug,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.625",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 August 2001",
}
@Article{Fernandez:2001:MUC,
author = "Carmen Fern{\'a}ndez and Eduardo Ley and Mark F. J.
Steel",
title = "Model uncertainty in cross-country growth
regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "5",
pages = "563--576",
month = sep # "--" # oct,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.623",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2001",
}
@Article{Silva:2001:STN,
author = "J. M. C. Santos Silva",
title = "A score test for non-nested hypotheses with
applications to discrete data models",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "5",
pages = "577--597",
month = sep # "--" # oct,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.601",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2001",
}
@Article{Dutta:2001:IDI,
author = "Jayasri Dutta and J. A. Sefton and M. R. Weale",
title = "Income distribution and income dynamics in the {United
Kingdom}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "5",
pages = "599--617",
month = sep # "--" # oct,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.620",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2001",
}
@Article{Belzil:2001:UIS,
author = "Christian Belzil",
title = "Unemployment insurance and subsequent job duration:
job matching versus unobserved heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "5",
pages = "619--636",
month = sep # "--" # oct,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.618",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2001",
}
@Article{Kolenikov:2001:SRR,
author = "Stanislav Kolenikov",
title = "Software review: Review of {Stata} 7",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "5",
pages = "637--646",
month = sep # "--" # oct,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.631",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2001",
}
@Article{Garratt:2001:BRA,
author = "Anthony Garratt",
title = "Book Review: {{\booktitle{Applied macroeconometrics}},
Carlo A. Favero, Oxford University Press, Oxford, 2001,
ISBN 0-19-877583-0 (hardback), pp. xi + 282, \pounds
40.00}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "5",
pages = "647--652",
month = sep # "--" # oct,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.632",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2001",
}
@Article{Pesaran:2001:JAEb,
author = "M. Hashem Pesaran",
title = "Journal of Applied Econometrics distinguished
authors",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "5",
pages = "653--654",
month = sep # "--" # oct,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.633",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2001",
}
@Article{Anonymous:2001:FPc,
author = "Anonymous",
title = "Forthcoming papers",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "5",
pages = "655--655",
month = sep # "--" # oct,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.642",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2001",
}
@Article{Diebold:2001:MPT,
author = "Francis X. Diebold and Lutz Kilian",
title = "Measuring predictability: theory and macroeconomic
applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "6",
pages = "657--669",
month = nov # "--" # dec,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.619",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 December 2001",
}
@Article{Maynard:2001:ROE,
author = "Alex Maynard and Peter C. B. Phillips",
title = "Rethinking an old empirical puzzle: econometric
evidence on the forward discount anomaly",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "6",
pages = "671--708",
month = nov # "--" # dec,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.624",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 December 2001",
}
@Article{ODonnell:2001:EER,
author = "Christopher J. O'Donnell and Alicia N. Rambaldi and
Howard E. Doran",
title = "Estimating economic relationships subject to firm- and
time-varying equality and inequality constraints",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "6",
pages = "709--726",
month = nov # "--" # dec,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.639",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 December 2001",
}
@Article{Coenen:2001:DME,
author = "G. Coenen and J.-L. Vega",
title = "The demand for {M3} in the euro area",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "6",
pages = "727--748",
month = nov # "--" # dec,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.629",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 December 2001",
}
@Article{Weeks:2001:BRM,
author = "Melvyn Weeks",
title = "Book Review: {{\booktitle{Measurement error and latent
variables in econometrics}}, Tom Wansbeek and Erik
Meijer, advanced textbooks in economics: editors C.
Bliss and M. D. Intriligator, North-Holland,
Amsterdam}",
journal = j-J-APPL-ECONOMETRICS,
volume = "16",
number = "6",
pages = "749--753",
month = nov # "--" # dec,
year = "2001",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.648",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 December 2001",
}
@Article{Aassve:2002:THM,
author = "Arnstein Aassve and Simon Burgess and Andrew Chesher
and Carol Propper",
title = "Transitions from home to marriage of young
{Americans}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "1",
pages = "1--23",
month = jan # "--" # feb,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.636",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2002",
}
@Article{Laroque:2002:LMI,
author = "Guy Laroque and Bernard Salani{\'e}",
title = "Labour market institutions and employment in
{France}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "1",
pages = "25--48",
month = jan # "--" # feb,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.656",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2002",
}
@Article{Vakratsas:2002:SLH,
author = "Demetrios Vakratsas and Frank M. Bass",
title = "A segment-level hazard approach to studying household
purchase timing decisions",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "1",
pages = "49--59",
month = jan # "--" # feb,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.653",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2002",
}
@Article{Camacho:2002:WLI,
author = "Maximo Camacho and Gabriel Perez-Quiros",
title = "This is what the leading indicators lead",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "1",
pages = "61--80",
month = jan # "--" # feb,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.641",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2002",
}
@Article{Irvine:2002:SEM,
author = "Ian J. Irvine and William A. Sims",
title = "A simple and efficient method for estimating the
magnitude and precision of welfare changes: comment",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "1",
pages = "81--83",
month = jan # "--" # feb,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.654",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2002",
}
@Article{March:2002:RSW,
author = "Richard A. March",
title = "A review of {SORITEC} for {Windows}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "1",
pages = "85--90",
month = jan # "--" # feb,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.649",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2002",
}
@Article{Moosa:2002:MTS,
author = "I. A. Moosa and J. L. Baxter",
title = "Modelling the trend and seasonals within an {AIDS}
model of the demand for alcoholic beverages in the
{United Kingdom}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "2",
pages = "95--106",
month = mar # "--" # apr,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.634",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2002",
}
@Article{Kilian:2002:QUA,
author = "Lutz Kilian and Tao Zha",
title = "Quantifying the uncertainty about the half-life of
deviations from {PPP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "2",
pages = "107--125",
month = mar # "--" # apr,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.621",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 February 2002",
}
@Article{Tsionas:2002:SFM,
author = "Efthymios G. Tsionas",
title = "Stochastic frontier models with random coefficients",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "2",
pages = "127--147",
month = mar # "--" # apr,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.637",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2002",
}
@Article{Otrok:2002:EAP,
author = "Christopher Otrok and B. Ravikumar and Charles H.
Whiteman",
title = "Evaluating asset-pricing models using the
{Hansen--Jagannathan} bound: a {Monte Carlo}
investigation",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "2",
pages = "149--174",
month = mar # "--" # apr,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.640",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2002",
}
@Article{Racine:2002:URT,
author = "Jeff Racine and Rob Hyndman",
title = "Using {R} to teach econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "2",
pages = "175--189",
month = mar # "--" # apr,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.657",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2002",
}
@Article{Weeks:2002:BRI,
author = "Melvyn Weeks",
title = "Book Reviews: {{\booktitle{Introductory Econometrics:
A Modern Approach}}, Jeffrey M. Wooldridge,
South-Western College Publishing, 2000, 1-538-85013-2,
824, Price (hb) \$98.75}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "2",
pages = "191--193",
month = mar # "--" # apr,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.665",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2002",
}
@Article{Collard:2002:SMU,
author = "Fabrice Collard and Patrick F{\`e}ve and
Fran{\c{c}}ois Langot and Corinne Perraudin",
title = "A structural model of {US} aggregate job flows",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "3",
pages = "197--223",
month = may # "--" # jun,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.644",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 May 2002",
}
@Article{Blume:2002:LCS,
author = "Andreas Blume and Douglas V. DeJong and George R.
Neumann and N. E. Savin",
title = "Learning and communication in sender-receiver games:
an econometric investigation",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "3",
pages = "225--247",
month = may # "--" # jun,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.647",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 May 2002",
}
@Article{Bloemen:2002:RBW,
author = "Hans G. Bloemen",
title = "The relation between wealth and labour market
transitions: an empirical study for the {Netherlands}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "3",
pages = "249--268",
month = may # "--" # jun,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.630",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2002",
}
@Article{Haigh:2002:CSH,
author = "Michael S. Haigh and Matthew T. Holt",
title = "Crack spread hedging: accounting for time-varying
volatility spillovers in the energy futures markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "3",
pages = "269--289",
month = may # "--" # jun,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.628",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2002",
}
@Article{Pollock:2002:RTW,
author = "D. S. G. Pollock",
title = "A review of {TSW}: the {Windows} version of the
{TRAMO--SEATS} program",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "3",
pages = "291--299",
month = may # "--" # jun,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.655",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 May 2002",
}
@Article{Conley:2002:SED,
author = "Timothy G. Conley and Giorgio Topa",
title = "Socio-economic distance and spatial patterns in
unemployment",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "4",
pages = "303--327",
month = jul # "--" # aug,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.670",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 August 2002",
}
@Article{Jalan:2002:GPT,
author = "Jyotsna Jalan and Martin Ravallion",
title = "Geographic poverty traps? {A} micro model of
consumption growth in rural {China}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "4",
pages = "329--346",
month = jul # "--" # aug,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.645",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 August 2002",
}
@Article{Franses:2002:CLE,
author = "Philip Hans Franses and Richard Paap",
title = "Censored latent effects autoregression, with an
application to {US} unemployment",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "4",
pages = "347--366",
month = jul # "--" # aug,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.627",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2002",
}
@Article{Prieger:2002:FPS,
author = "James E. Prieger",
title = "A flexible parametric selection model for non-normal
data with application to health care usage",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "4",
pages = "367--392",
month = jul # "--" # aug,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.638",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 August 2002",
}
@Article{Terza:2002:AAE,
author = "Joseph V. Terza",
title = "Alcohol abuse and employment: a second look",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "4",
pages = "393--404",
month = jul # "--" # aug,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.671",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 August 2002",
}
@Article{Baiocchi:2002:VET,
author = "Giovanni Baiocchi and Walter Distaso",
title = "Visual econometrics: teaching and practising
econometrics using {ViSta}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "4",
pages = "405--414",
month = jul # "--" # aug,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.663",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 August 2002",
}
@Article{McCullough:2002:BRP,
author = "B. D. McCullough",
title = "Book Review: {{\booktitle{Probability theory and
statistical inference: econometric modelling with
observational data}}, Aris Spanos, Cambridge University
Press, 1999, pp. 815 + xxviii, price (pb) \$49.95, (hb)
\$105.00}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "4",
pages = "415--418",
month = jul # "--" # aug,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.675",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 August 2002",
}
@Article{Franses:2002:FVI,
author = "Philip Hans Franses and Michael McAleer",
title = "Financial volatility: an introduction",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "419--424",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.693",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Engle:2002:NFA,
author = "Robert Engle",
title = "New frontiers for {ARCH} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "425--446",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.683",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Granger:2002:SCR,
author = "Clive W. J. Granger",
title = "Some comments on risk",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "447--456",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.687",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Barndorff-Nielsen:2002:EQV,
author = "Ole E. Barndorff-Nielsen and Neil Shephard",
title = "Estimating quadratic variation using realized
variance",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "457--477",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.691",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Meddahi:2002:TCB,
author = "Nour Meddahi",
title = "A theoretical comparison between integrated and
realized volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "479--508",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.689",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Chan:2002:MLE,
author = "Felix Chan and Michael McAleer",
title = "Maximum likelihood estimation of {STAR} and
{STAR--GARCH} models: theory and {Monte Carlo}
evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "509--534",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.686",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Forsberg:2002:BGB,
author = "Lars Forsberg and Tim Bollerslev",
title = "Bridging the gap between the distribution of realized
{(ECU)} volatility and {ARCH} modelling (of the Euro):
the {GARCH--NIG} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "535--548",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.685",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{vanderWeide:2002:GGM,
author = "Roy van der Weide",
title = "{GO--GARCH}: a multivariate generalized orthogonal
{GARCH} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "549--564",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.688",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Chen:2002:TIE,
author = "Yi-Ting Chen and Chung-Ming Kuan",
title = "Time irreversibility and {EGARCH} effects in {US}
stock index returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "565--578",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.692",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Andreou:2002:DMB,
author = "Elena Andreou and Eric Ghysels",
title = "Detecting multiple breaks in financial market
volatility dynamics",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "579--600",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.684",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Franses:2002:MFL,
author = "Philip Hans Franses and Marco {Van Der Leij} and
Richard Paap",
title = "Modelling and forecasting level shifts in absolute
returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "5",
pages = "601--616",
month = sep # "--" # oct,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.690",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2002",
}
@Article{Hodgson:2002:TCA,
author = "Douglas J. Hodgson and Oliver Linton and Keith
Vorkink",
title = "Testing the capital asset pricing model efficiently
under elliptical symmetry: a semiparametric approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "6",
pages = "617--639",
month = dec,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.646",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 December 2002",
}
@Article{Chattopadhyay:2002:DAH,
author = "Sudip Chattopadhyay",
title = "Divergence in alternative {Hicksian} welfare measures:
the case of revealed preference for public amenities",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "6",
pages = "641--666",
month = dec,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.635",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2002",
}
@Article{Koopman:2002:SVM,
author = "Siem Jan Koopman and Eugenie Hol Uspensky",
title = "The stochastic volatility in mean model: empirical
evidence from international stock markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "6",
pages = "667--689",
month = dec,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.652",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 November 2002",
}
@Article{Belaire-Franch:2002:HCB,
author = "Jorge Belaire-Franch and Dulce Contreras",
title = "How to compute the {BDS} test: a software comparison",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "6",
pages = "691--699",
month = dec,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.679",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Kuklys:2002:BRS,
author = "Wiebke Kuklys",
title = "Book Review: {{\booktitle{Stated choice methods:
analysis and application}}, Jordan J. Louviere, David
A. Hensher and Joffre D. Swait, Cambridge University
Press, ISBN: 0-521-78830-7}",
journal = j-J-APPL-ECONOMETRICS,
volume = "17",
number = "6",
pages = "701--704",
month = dec,
year = "2002",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.701",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 December 2002",
}
@Article{Bai:2003:CAM,
author = "Jushan Bai and Pierre Perron",
title = "Computation and analysis of multiple structural change
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "1--22",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.659",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Pagan:2003:SFA,
author = "Adrian R. Pagan and Kirill A. Sossounov",
title = "A simple framework for analysing bull and bear
markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "23--46",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.664",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Geroski:2003:DFS,
author = "P. A. Geroski and S. Lazarova and G. Urga and C. F.
Walters",
title = "Are differences in firm size transitory or
permanent?",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "47--59",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.676",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See erratum \cite{Anonymous:2003:EJA}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Hochguertel:2003:PMP,
author = "Stefan Hochguertel",
title = "Precautionary motives and portfolio decisions",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "61--77",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.658",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 October 2002",
}
@Article{Wheeler:2003:EAE,
author = "Christopher H. Wheeler",
title = "Evidence on agglomeration economies, diseconomies, and
growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "79--104",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.678",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Baiocchi:2003:GES,
author = "Giovanni Baiocchi and Walter Distaso",
title = "{GRETL}: Econometric software for the {GNU}
generation",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "105--110",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.704",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 February 2003",
}
@Article{Pesaran:2003:IRS,
author = "Hashem Pesaran",
title = "Introducing a replication section",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "111--111",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.709",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 February 2003",
}
@Article{Schmidt-Dengler:2003:SMA,
author = "Philipp Schmidt-Dengler",
title = "A structural model of aggregate {US} job flows:
another look",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "113--118",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.702",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 February 2003",
}
@Article{Drukker:2003:RRE,
author = "David M. Drukker and Weihua Guan",
title = "``{Replicating the results in `On efficient estimation
with panel data: an empirical comparison of
instrumental variables estimators'\,'': by Baltagi, B.
H. and Khanti-Akom, S. (1990), Journal of Applied
Econometrics, Vol {\bf 5}, pages 401--406}",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "1",
pages = "119--119",
month = jan # "--" # feb,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.708",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Baltagi:1990:EEP}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 February 2003",
}
@Article{Lewbel:2003:RRF,
author = "Arthur Lewbel",
title = "A rational rank four demand system",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "2",
pages = "127--135",
month = mar # "--" # apr,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.677",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 October 2002",
}
@Article{Dolado:2003:LRD,
author = "Juan J. Dolado and Jes{\'u}s Gonzalo and Laura
Mayoral",
title = "Long-range dependence in {Spanish} political opinion
poll series",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "2",
pages = "137--155",
month = mar # "--" # apr,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.700",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 January 2003",
}
@Article{Jones:2003:IHC,
author = "Andrew M. Jones and Jos{\'e} M. Labeaga",
title = "Individual heterogeneity and censoring in panel data
estimates of tobacco expenditure",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "2",
pages = "157--177",
month = mar # "--" # apr,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.673",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Campo:2003:AFP,
author = "Sandra Campo and Isabelle Perrigne and Quang Vuong",
title = "Asymmetry in first-price auctions with affiliated
private values",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "2",
pages = "179--207",
month = mar # "--" # apr,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.697",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 January 2003",
}
@Article{Deschamps:2003:TVI,
author = "Philippe J. Deschamps",
title = "Time-varying intercepts and equilibrium analysis: an
extension of the dynamic almost ideal demand model",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "2",
pages = "209--236",
month = mar # "--" # apr,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.674",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Wells:2003:RFM,
author = "Curt Wells",
title = "Retesting {Fair}'s (1978) model on infidelity",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "2",
pages = "237--239",
month = mar # "--" # apr,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.699",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 January 2003",
}
@Article{McKenzie:2003:LO,
author = "C. R. McKenzie and Sumiko Takaoka",
title = "2002: A {LIMDEP} odyssey",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "2",
pages = "241--247",
month = mar # "--" # apr,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.705",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 April 2003",
}
@Article{Anonymous:2003:EJA,
author = "Anonymous",
title = "Erratum: {{\booktitle{Journal of Applied
Econometrics}} Vol {\bf 18} No 1 2003, pages 47--59.
Are differences in firm size transitory or permanent?
P. A. Geroski, S. Lazarova, G. Urga and C. F.
Walters}",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "2",
pages = "249--249",
month = mar # "--" # apr,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.714",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Geroski:2003:DFS}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 April 2003",
}
@Article{Shachar:2003:PLH,
author = "Ron Shachar",
title = "Party loyalty as habit formation",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "3",
pages = "251--269",
month = may # "--" # jun,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.698",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 June 2003",
}
@Article{Psaradakis:2003:DCA,
author = "Zacharias Psaradakis and Martin Sola",
title = "On detrending and cyclical asymmetry",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "3",
pages = "271--289",
month = may # "--" # jun,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.681",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Minicozzi:2003:ESI,
author = "Alexandra L. Minicozzi",
title = "Estimation of sons' intergenerational earnings
mobility in the presence of censoring",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "3",
pages = "291--314",
month = may # "--" # jun,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.682",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Tobias:2003:FSH,
author = "Justin L. Tobias and Mingliang Li",
title = "A finite-sample hierarchical analysis of wage
variation across public high schools: evidence from the
{NLSY} and high school and beyond",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "3",
pages = "315--336",
month = may # "--" # jun,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.696",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2002",
}
@Article{Kerkhofs:2003:IEC,
author = "Marcel Kerkhofs and Peter Kooreman",
title = "Identification and estimation of a class of household
production models",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "3",
pages = "337--369",
month = may # "--" # jun,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.706",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2003",
}
@Article{Baiocchi:2003:MEP,
author = "Giovanni Baiocchi",
title = "Managing econometric projects using {Perl}",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "3",
pages = "371--378",
month = may # "--" # jun,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.713",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 June 2003",
}
@Article{Weeks:2003:BRD,
author = "M. Weeks",
title = "Book Review: {{\booktitle{Discrete choice methods with
simulation}}, Kenneth E. Train, Cambridge University
Press, 2003, ISBN: 0-521-81696-3, pp. 334}",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "3",
pages = "379--383",
month = may # "--" # jun,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.719",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 June 2003",
}
@Article{Riphahn:2003:IED,
author = "Regina T. Riphahn and Achim Wambach and Andreas
Million",
title = "Incentive effects in the demand for health care: a
bivariate panel count data estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "4",
pages = "387--405",
month = jul # "--" # aug,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.680",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2002",
}
@Article{Holt:2003:QRE,
author = "Matthew T. Holt and Andrew M. McKenzie",
title = "Quasi-rational and ex ante price expectations in
commodity supply models: an empirical analysis of the
{US} broiler market",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "4",
pages = "407--426",
month = jul # "--" # aug,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.694",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 August 2003",
}
@Article{Mariano:2003:NCI,
author = "Roberto S. Mariano and Yasutomo Murasawa",
title = "A new coincident index of business cycles based on
monthly and quarterly series",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "4",
pages = "427--443",
month = jul # "--" # aug,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.695",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2002",
}
@Article{Clements:2003:EIF,
author = "Michael P. Clements and Nick Taylor",
title = "Evaluating interval forecasts of high-frequency
financial data",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "4",
pages = "445--456",
month = jul # "--" # aug,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.703",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 January 2003",
}
@Article{Nyholm:2003:IPI,
author = "Ken Nyholm",
title = "Inferring the private information content of trades: a
regime-switching approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "4",
pages = "457--470",
month = jul # "--" # aug,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.707",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 March 2003",
}
@Article{Falk:2003:TLR,
author = "Barry Falk and Chun-Hsuan Wang",
title = "Testing long-run {PPP} with infinite-variance
returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "4",
pages = "471--484",
month = jul # "--" # aug,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.711",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 April 2003",
}
@Article{Vinod:2003:RMV,
author = "H. D. Vinod",
title = "Review of {mathStatica} (v.1): an add-on to
{Mathematica}",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "4",
pages = "485--491",
month = jul # "--" # aug,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.718",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/mathematica.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 August 2003",
}
@Article{Durlauf:2003:SIE,
author = "Steven N. Durlauf and Robert A. Moffitt",
title = "Special issue on empirical analysis of social
interactions",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "5",
pages = "499--499",
month = sep # "--" # oct,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.742",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2003",
}
@Article{Epple:2003:PEF,
author = "Dennis Epple and Richard Romano and Holger Sieg",
title = "Peer effects, financial aid and selection of students
into colleges and universities: an empirical analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "5",
pages = "501--525",
month = sep # "--" # oct,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.737",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2003",
}
@Article{Hanushek:2003:DPA,
author = "Eric A. Hanushek and John F. Kain and Jacob M. Markman
and Steven G. Rivkin",
title = "Does peer ability affect student achievement?",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "5",
pages = "527--544",
month = sep # "--" # oct,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.741",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2003",
}
@Article{Page:2003:CBS,
author = "Marianne E. Page and Gary Solon",
title = "Correlations between sisters and neighbouring girls in
their subsequent income as adults",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "5",
pages = "545--562",
month = sep # "--" # oct,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.739",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2003",
}
@Article{Ioannides:2003:NEH,
author = "Yannis M. Ioannides and Jeffrey E. Zabel",
title = "Neighbourhood effects and housing demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "5",
pages = "563--584",
month = sep # "--" # oct,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.740",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2003",
}
@Article{Rees:2003:IWP,
author = "Daniel I. Rees and Jeffrey S. Zax and Joshua Herries",
title = "Interdependence in worker productivity",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "5",
pages = "585--604",
month = sep # "--" # oct,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.738",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2003",
}
@Article{Conley:2003:ILI,
author = "Timothy G. Conley and Giorgio Topa",
title = "Identification of local interaction models with
imperfect location data",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "5",
pages = "605--618",
month = sep # "--" # oct,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.736",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2003",
}
@Article{Pesaran:2003:JAE,
author = "M. Hashem Pesaran",
title = "Journal of applied econometrics scholars programme",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "5",
pages = "619--619",
month = sep # "--" # oct,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.748",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2003",
}
@Article{Anderson:2003:PAW,
author = "Gordon Anderson",
title = "Poverty in {America} 1970--1990: who did gain ground?
{An} application of stochastic dominance criteria
employing simultaneous inequality tests in a partial
panel",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "6",
pages = "621--640",
month = nov # "--" # dec,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.712",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 September 2003",
}
@Article{Giot:2003:VRL,
author = "Pierre Giot and S{\'e}bastien Laurent",
title = "Value-at-risk for long and short trading positions",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "6",
pages = "641--663",
month = nov # "--" # dec,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.710",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 May 2003",
}
@Article{Albuquerque:2003:PLL,
author = "Pedro H. Albuquerque",
title = "A practical log-linear aggregation method with
examples: heterogeneous income growth in the {USA}",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "6",
pages = "665--678",
month = nov # "--" # dec,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.715",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 September 2003",
}
@Article{Belzil:2003:SEI,
author = "Christian Belzil and J{\"o}rgen Hansen",
title = "Structural estimates of the intergenerational
education correlation",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "6",
pages = "679--696",
month = nov # "--" # dec,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.716",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 July 2003",
}
@Article{Fougere:2003:BIM,
author = "Denis Foug{\`e}re and Thierry Kamionka",
title = "{Bayesian} inference for the mover-stayer model in
continuous time with an application to labour market
transition data",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "6",
pages = "697--723",
month = nov # "--" # dec,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.727",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 October 2003",
}
@Article{Brooks:2003:MGM,
author = "Chris Brooks and Simon P. Burke and Gita Persand",
title = "Multivariate {GARCH} models: software choice and
estimation issues",
journal = j-J-APPL-ECONOMETRICS,
volume = "18",
number = "6",
pages = "725--734",
month = nov # "--" # dec,
year = "2003",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.717",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 September 2003",
}
@Article{Baum:2004:NEE,
author = "Christopher F. Baum and Mustafa Caglayan and Neslihan
Ozkan",
title = "Nonlinear effects of exchange rate volatility on the
volume of bilateral exports",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "1",
pages = "1--23",
month = jan # "--" # feb,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.725",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 September 2003",
}
@Article{Haley:2004:SIR,
author = "M. Ryan Haley and Harry J. Paarsch",
title = "The stochastic implications of rent maximization: an
application to stumpage rates for timber in {British}
{Columbia}",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "1",
pages = "25--48",
month = jan # "--" # feb,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.730",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2004",
}
@Article{Mavromaras:2004:TLS,
author = "Kostas G. Mavromaras and Chris D. Orme",
title = "Temporary layoffs and split population models",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "1",
pages = "49--67",
month = jan # "--" # feb,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.734",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2004",
}
@Article{Psaradakis:2004:MEC,
author = "Zacharias Psaradakis and Martin Sola and Fabio
Spagnolo",
title = "On {Markov} error-correction models, with an
application to stock prices and dividends",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "1",
pages = "69--88",
month = jan # "--" # feb,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.729",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2004",
}
@Article{Gregory:2004:MSA,
author = "Allan W. Gregory and Alfred A. Haug and Nicoletta
Lomuto",
title = "Mixed signals among tests for cointegration",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "1",
pages = "89--98",
month = jan # "--" # feb,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.733",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2004",
}
@Article{Isacsson:2004:EER,
author = "Gunnar Isacsson",
title = "Estimating the economic return to educational levels
using data on twins",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "1",
pages = "99--119",
month = jan # "--" # feb,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.724",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2004",
}
@Article{Planas:2004:CID,
author = "Christophe Planas and Alessandro Rossi",
title = "Can inflation data improve the real-time reliability
of output gap estimates?",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "1",
pages = "121--133",
month = jan # "--" # feb,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.726",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2004",
}
@Article{Cziraky:2004:LPS,
author = "Dario Czir{\'a}ky",
title = "{LISREL} 8.54: A program for structural equation
modelling with latent variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "1",
pages = "135--141",
month = jan # "--" # feb,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.767",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2004",
}
@Article{Smith:2004:MPP,
author = "L. Vanessa Smith and Stephen Leybourne and Tae-Hwan
Kim and Paul Newbold",
title = "More powerful panel data unit root tests with an
application to mean reversion in real exchange rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "2",
pages = "147--170",
month = mar # "--" # apr,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.723",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 March 2004",
}
@Article{Masanjala:2004:SMC,
author = "Winford H. Masanjala and Chris Papageorgiou",
title = "The {Solow} model with {CES} technology:
nonlinearities and parameter heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "2",
pages = "171--201",
month = mar # "--" # apr,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.722",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 March 2004",
}
@Article{Li:2004:DDS,
author = "Mingliang Li and Dale J. Poirier and Justin L.
Tobias",
title = "Do dropouts suffer from dropping out? {Estimation} and
prediction of outcome gains in generalized selection
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "2",
pages = "203--225",
month = mar # "--" # apr,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.731",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 March 2004",
}
@Article{Egger:2004:DTF,
author = "Peter Egger and Michael Pfaffermayr",
title = "Distance, trade and {FDI}: a {Hausman--Taylor} {SUR}
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "2",
pages = "227--246",
month = mar # "--" # apr,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.721",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 March 2004",
}
@Article{Camba-Mendez:2004:STM,
author = "Gonzalo Camba-Mendez and Ana Lamo",
title = "Short-term monitoring of fiscal policy discipline",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "2",
pages = "247--265",
month = mar # "--" # apr,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.728",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 March 2004",
}
@Article{Adebayo:2004:BGM,
author = "Samson B. Adebayo",
title = "{Bayesian} geoadditive modelling of breastfeeding
initiation in {Nigeria}",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "2",
pages = "267--281",
month = mar # "--" # apr,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.732",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 March 2004",
}
@Article{Koning:2004:FAF,
author = "Ruud H. Koning",
title = "{FinMetrics}: analysis of financial data in {S-PLUS}",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "2",
pages = "283--290",
month = mar # "--" # apr,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.775",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 April 2004",
}
@Article{Chou:2004:HIS,
author = "Shin-Yi Chou and Jin-Tan Liu and Cliff J. Huang",
title = "Health insurance and savings over the life cycle --- a
semiparametric smooth coefficient estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "3",
pages = "295--322",
month = may # "--" # jun,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.735",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 March 2004",
}
@Article{Lee:2004:SCS,
author = "Myoung-Jae Lee",
title = "Selection correction and sensitivity analysis for
ordered treatment effect on count response",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "3",
pages = "323--337",
month = may # "--" # jun,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.743",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 March 2004",
}
@Article{Basistha:2004:WWC,
author = "Arabinda Basistha and Richard Startz",
title = "Why were changes in the federal funds rate smaller in
the 1990s?",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "3",
pages = "339--354",
month = may # "--" # jun,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.745",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 March 2004",
}
@Article{Coe:2004:LRM,
author = "Patrick J. Coe and James M. Nason",
title = "Long-run monetary neutrality and long-horizon
regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "3",
pages = "355--373",
month = may # "--" # jun,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.749",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 June 2004",
}
@Article{Frolich:2004:MER,
author = "Markus Fr{\"o}lich and Almas Heshmati and Michael
Lechner",
title = "A microeconometric evaluation of rehabilitation of
long-term sickness in {Sweden}",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "3",
pages = "375--396",
month = may # "--" # jun,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.757",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 June 2004",
}
@Article{Das:2004:PPR,
author = "Sanghamitra Das and Ramprasad Sengupta",
title = "Projection pursuit regression and disaggregate
productivity effects: the case of the {Indian} blast
furnaces",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "3",
pages = "397--418",
month = may # "--" # jun,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.756",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 June 2004",
}
@Article{Zheng:2004:PCD,
author = "Buhong Zheng",
title = "Poverty comparisons with dependent samples",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "3",
pages = "419--428",
month = may # "--" # jun,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.779",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 June 2004",
}
@Article{Romeu:2004:EGC,
author = "Andr{\'e}s Romeu",
title = "{ExpEnd}: {GAUSS} code for panel count-data models",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "3",
pages = "429--434",
month = may # "--" # jun,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.782",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 June 2004",
}
@Article{Pudney:2004:KGE,
author = "Stephen Pudney",
title = "Keeping off the grass? {An} econometric model of
cannabis consumption in {Britain}",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "4",
pages = "435--453",
month = jul # "--" # aug,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.746",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 May 2004",
}
@Article{Winkelmann:2004:HCR,
author = "Rainer Winkelmann",
title = "Health care reform and the number of doctor visits ---
an econometric analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "4",
pages = "455--472",
month = jul # "--" # aug,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.764",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 2004",
}
@Article{Contoyannis:2004:DHB,
author = "Paul Contoyannis and Andrew M. Jones and Nigel Rice",
title = "The dynamics of health in the {British} Household
Panel Survey",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "4",
pages = "473--503",
month = jul # "--" # aug,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.755",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 2004",
}
@Article{Wilson:2004:NAR,
author = "Paul W. Wilson and Kathleen Carey",
title = "Nonparametric analysis of returns to scale in the {US}
hospital industry",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "4",
pages = "505--524",
month = jul # "--" # aug,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.801",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 2004",
}
@Article{Hayo:2004:RP,
author = "Bernd Hayo",
title = "Review of {PcGive} 10",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "4",
pages = "525--531",
month = jul # "--" # aug,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.789",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 2004",
}
@Article{Li:2004:PRE,
author = "Qi Li and Jeff Racine",
title = "Predictor relevance and extramarital affairs",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "4",
pages = "533--535",
month = jul # "--" # aug,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.777",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 2004",
}
@Article{Anderson:2004:MIA,
author = "Gordon Anderson",
title = "Making inferences about the polarization, welfare and
poverty of nations: a study of 101 countries
1970--1995",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "5",
pages = "537--550",
month = sep # "--" # oct,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.750",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 May 2004",
}
@Article{Grier:2004:AEU,
author = "Kevin B. Grier and {\'O}lan T. Henry and Nilss
Olekalns and Kalvinder Shields",
title = "The asymmetric effects of uncertainty on inflation and
output growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "5",
pages = "551--565",
month = sep # "--" # oct,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.763",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See replication report \cite{Savva:2016:RGH}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 September 2004",
}
@Article{Jeon:2004:REF,
author = "Byung M. Jeon and Robin C. Sickles",
title = "The role of environmental factors in growth
accounting",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "5",
pages = "567--591",
month = sep # "--" # oct,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.769",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 September 2004",
}
@Article{Cappellari:2004:MLI,
author = "Lorenzo Cappellari and Stephen P. Jenkins",
title = "Modelling low income transitions",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "5",
pages = "593--610",
month = sep # "--" # oct,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.778",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 September 2004",
}
@Article{Luginbuhl:2004:CEG,
author = "Rob Luginbuhl and Siem Jan Koopman",
title = "Convergence in {European} {GDP} series: a multivariate
common converging trend-cycle decomposition",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "5",
pages = "611--636",
month = sep # "--" # oct,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.785",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 September 2004",
}
@Article{Tsui:2004:CHE,
author = "Albert K. Tsui and Kin-Yip Ho",
title = "Conditional heteroscedasticity of exchange rates:
further results based on the fractionally integrated
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "5",
pages = "637--642",
month = sep # "--" # oct,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.802",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 September 2004",
}
@Article{Christensen:2004:SIE,
author = "Bent Jesper Christensen and Nabanita Datta Gupta and
John Rust",
title = "Special issue on the econometrics of social
insurance",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "647--648",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.803",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Benitez-Silva:2004:HLB,
author = "Hugo Ben{\'\i}tez-Silva and Moshe Buchinsky and Hiu
Man Chan and Sofia Cheidvasser and John Rust",
title = "How large is the bias in self-reported disability?",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "649--670",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.797",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Burkhauser:2004:DPM,
author = "Richard V. Burkhauser and J. S. Butler and Gulcin
Gumus",
title = "Dynamic programming model estimates of Social Security
Disability Insurance application timing",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "671--685",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.804",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{An:2004:MMP,
author = "Mark Y. An and Bent Jesper Christensen and Nabanita
Datta Gupta",
title = "Multivariate mixed proportional hazard modelling of
the joint retirement of married couples",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "687--704",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.783",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{French:2004:DDH,
author = "Eric French and John Bailey Jones",
title = "On the distribution and dynamics of health care
costs",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "705--721",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.790",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Gustman:2004:SSP,
author = "Alan L. Gustman and Thomas L. Steinmeier",
title = "Social security, pensions and retirement behaviour
within the family",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "723--737",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.753",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 May 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Heyma:2004:SDA,
author = "Arjan Heyma",
title = "A structural dynamic analysis of retirement behaviour
in the {Netherlands}",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "739--759",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.781",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Hurd:2004:ESS,
author = "Michael D. Hurd and James P. Smith and Julie M.
Zissimopoulos",
title = "The effects of subjective survival on retirement and
Social Security claiming",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "761--775",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.752",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 May 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Mastrogiacomo:2004:RBD,
author = "Mauro Mastrogiacomo and Rob Alessie and Maarten
Lindeboom",
title = "Retirement behaviour of {Dutch} elderly households",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "777--793",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.784",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Karlstrom:2004:DPA,
author = "Anders Karlstrom and Marten Palme and Ingemar
Svensson",
title = "A dynamic programming approach to model the retirement
behaviour of blue-collar workers in {Sweden}",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "795--807",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.798",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Thoursie:2004:RSS,
author = "Peter Skogman Thoursie",
title = "Reporting sick: are sporting events contagious?",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "6",
pages = "809--823",
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.758",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2004",
remark = "Special issue on the econometrics of social
insurance.",
}
@Article{Koop:2004:LAH,
author = "Gary Koop and Justin L. Tobias",
title = "Learning about heterogeneity in returns to schooling",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "7",
pages = "827--849",
month = nov # "--" # dec,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.744",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 March 2004",
}
@Article{Hu:2004:DFF,
author = "Ling Hu and Peter C. B. Phillips",
title = "Dynamics of the federal funds target rate: a
nonstationary discrete choice approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "7",
pages = "851--867",
month = nov # "--" # dec,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.747",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 May 2004",
}
@Article{Sun:2004:UFE,
author = "Yixiao Sun and Peter C. B. Phillips",
title = "Understanding the {Fisher} equation",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "7",
pages = "869--886",
month = nov # "--" # dec,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.760",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 November 2004",
}
@Article{McCluskey:2004:MIC,
author = "Jill J. McCluskey and Kwamena K. Quagrainie",
title = "Measurement of industry conduct with a latent
structure",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "7",
pages = "887--897",
month = nov # "--" # dec,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.793",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 November 2004",
}
@Article{Becker:2004:GTT,
author = "Ralf Becker and Walter Enders and Stan Hurn",
title = "A general test for time dependence in parameters",
journal = j-J-APPL-ECONOMETRICS,
volume = "19",
number = "7",
pages = "899--906",
month = nov # "--" # dec,
year = "2004",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.751",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 May 2004",
}
@Article{Cockx:2005:DDE,
author = "Bart Cockx and Muriel Dejemeppe",
title = "Duration dependence in the exit rate out of
unemployment in {Belgium}. {Is} it true or spurious?",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "1",
pages = "1--23",
month = jan # "--" # feb,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.761",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 December 2004",
}
@Article{Herranz:2005:ARO,
author = "Neus Herranz and Ricardo Mora and Javier
Ruiz-Castillo",
title = "An algorithm to reduce the occupational space in
gender segregation studies",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "1",
pages = "25--37",
month = jan # "--" # feb,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.829",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 February 2005",
}
@Article{Wooldridge:2005:SSI,
author = "Jeffrey M. Wooldridge",
title = "Simple solutions to the initial conditions problem in
dynamic, nonlinear panel data models with unobserved
heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "1",
pages = "39--54",
month = jan # "--" # feb,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.770",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 February 2005",
}
@Article{Maasoumi:2005:RIC,
author = "Esfandiar Maasoumi and Daniel L. Millimet",
title = "Robust inference concerning recent trends in {US}
environmental quality",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "1",
pages = "55--77",
month = jan # "--" # feb,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.759",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 December 2004",
}
@Article{Sollis:2005:EPP,
author = "Robert Sollis",
title = "Evidence on purchasing power parity from univariate
models: the case of smooth transition
trend-stationarity",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "1",
pages = "79--98",
month = jan # "--" # feb,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.772",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 February 2005",
}
@Article{Zeileis:2005:MSC,
author = "Achim Zeileis and Friedrich Leisch and Christian
Kleiber and Kurt Hornik",
title = "Monitoring structural change in dynamic econometric
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "1",
pages = "99--121",
month = jan # "--" # feb,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.776",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 February 2005",
}
@Article{Schuermann:2005:RRB,
author = "Til Schuermann",
title = "A review of recent books on credit risk",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "1",
pages = "123--130",
month = jan # "--" # feb,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.827",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 February 2005",
}
@Article{Laurent:2005:BGB,
author = "S{\'e}bastien Laurent and Jean-Pierre Urbain",
title = "Bridging the gap between {Ox} and {Gauss} using
{OxGauss}",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "1",
pages = "131--139",
month = jan # "--" # feb,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.809",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 February 2005",
}
@Article{vanDijk:2005:DBC,
author = "Dick van Dijk and Herman K. van Dijk and Philip Hans
Franses",
title = "On the dynamics of business cycle analysis: {Editors}'
introduction",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "147--150",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.844",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Harding:2005:SFC,
author = "Don Harding and Adrian Pagan",
title = "A suggested framework for classifying the modes of
cycle research",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "151--159",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.838",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Smets:2005:CSF,
author = "Frank Smets and Raf Wouters",
title = "Comparing shocks and frictions in {US} and euro area
business cycles: a {Bayesian} {DSGE} Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "161--183",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.834",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Peersman:2005:WCE,
author = "Gert Peersman",
title = "What caused the early millennium slowdown? {Evidence}
based on vector autoregressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "185--207",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.832",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Jacobs:2005:CSS,
author = "Jan P. A. M. Jacobs and Kenneth F. Wallis",
title = "Comparing {SVARs} and {SEMs}: two models of the {UK}
economy",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "209--228",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.839",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Canova:2005:TUS,
author = "Fabio Canova",
title = "The transmission of {US} shocks to {Latin} {America}",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "229--251",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.837",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Smith:2005:HWD,
author = "Penelope A. Smith and Peter M. Summers",
title = "How well do {Markov} switching models describe actual
business cycles? {The} case of synchronization",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "253--274",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.845",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Carvalho:2005:CTC,
author = "Vasco M. Carvalho and Andrew C. Harvey",
title = "Convergence in the trends and cycles of {Euro}-zone
income",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "275--289",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.820",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Kim:2005:NPE,
author = "Chang-Jin Kim and James Morley and Jeremy Piger",
title = "Nonlinearity and the permanent effects of recessions",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "291--309",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.831",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Koopman:2005:BDC,
author = "Siem Jan Koopman and Andr{\'e} Lucas",
title = "Business and default cycles for credit risk",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "2",
pages = "311--323",
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.833",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2005",
remark = "Special Issue: Recent Developments in Business Cycle
Analysis",
}
@Article{Rapach:2005:VRL,
author = "David E. Rapach and Mark E. Wohar",
title = "Valuation ratios and long-horizon stock price
predictability",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "3",
pages = "327--344",
month = mar # "--" # apr,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.774",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2005",
}
@Article{Sarno:2005:MFS,
author = "Lucio Sarno and Giorgio Valente",
title = "Modelling and forecasting stock returns: exploiting
the futures market, regime shifts and international
spillovers",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "3",
pages = "345--376",
month = mar # "--" # apr,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.787",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 March 2005",
}
@Article{Lim:2005:PPH,
author = "G. C. Lim and G. M. Martin and V. L. Martin",
title = "Parametric pricing of higher order moments in
{S\&P500} options",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "3",
pages = "377--404",
month = mar # "--" # apr,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.762",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 December 2004",
}
@Article{Smith:2005:POT,
author = "Aaron Smith",
title = "Partially overlapping time series: a new model for
volatility dynamics in commodity futures",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "3",
pages = "405--422",
month = mar # "--" # apr,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.846",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2005",
}
@Article{Spagnolo:2005:TUF,
author = "Fabio Spagnolo and Zacharias Psaradakis and Martin
Sola",
title = "Testing the unbiased forward exchange rate hypothesis
using a {Markov} switching model and instrumental
variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "3",
pages = "423--437",
month = mar # "--" # apr,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.773",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2005",
}
@Article{Chan:2005:RRL,
author = "Joshua C. C. Chan",
title = "Replication of the results in `learning about
heterogeneity in returns to schooling'",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "3",
pages = "439--443",
month = mar # "--" # apr,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.847",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2005",
}
@Article{Machado:2005:CDC,
author = "Jos{\'e} A. F. Machado and Jos{\'e} Mata",
title = "Counterfactual decomposition of changes in wage
distributions using quantile regression",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "4",
pages = "445--465",
month = may # "--" # jun,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.788",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2005",
}
@Article{Grammig:2005:DCM,
author = "Joachim Grammig and Reinhard Hujer and Michael
Scheidler",
title = "Discrete choice modelling in airline network
management",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "4",
pages = "467--486",
month = may # "--" # jun,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.799",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 March 2005",
}
@Article{Pendakur:2005:SEL,
author = "Krishna Pendakur",
title = "Semiparametric estimation of lifetime equivalence
scales",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "4",
pages = "487--507",
month = may # "--" # jun,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.768",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2005",
}
@Article{Gong:2005:EGC,
author = "Xiaodong Gong and Arthur van Soest and Ping Zhang",
title = "The effects of the gender of children on expenditure
patterns in rural {China}: a semiparametric analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "4",
pages = "509--527",
month = may # "--" # jun,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.780",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 March 2005",
}
@Article{Das:2005:WWE,
author = "Sanghamitra Das and Charles F. Manski and Mark D.
Manuszak",
title = "Walk or wait? {An} empirical analysis of street
crossing decisions",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "4",
pages = "529--548",
month = may # "--" # jun,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.791",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 March 2005",
}
@Article{Lee:2005:AJT,
author = "Myoung-jae Lee and Sang-jun Lee",
title = "Analysis of job-training effects on {Korean} women",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "4",
pages = "549--562",
month = may # "--" # jun,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.771",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 April 2005",
}
@Article{Bollinger:2005:DTW,
author = "Christopher R. Bollinger and Martin H. David",
title = "{I} didn't tell, and {I} won't tell: dynamic response
error in the {SIPP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "4",
pages = "563--569",
month = may # "--" # jun,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.794",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 April 2005",
}
@Article{Teyssiere:2005:STS,
author = "Gilles Teyssi{\`e}re",
title = "Structural time series modelling with {STAMP} 6.02",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "4",
pages = "571--577",
month = may # "--" # jun,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.826",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2005",
}
@Article{Hsiao:2005:AVD,
author = "Cheng Hsiao and Yan Shen and Hiroshi Fujiki",
title = "Aggregate vs. disaggregate data analysis --- a paradox
in the estimation of a money demand function of {Japan}
under the low interest rate policy",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "5",
pages = "579--601",
month = jul # "--" # aug,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.806",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2005",
}
@Article{Favero:2005:PCW,
author = "Carlo A. Favero and Massimiliano Marcellino and
Francesca Neglia",
title = "Principal components at work: the empirical analysis
of monetary policy with large data sets",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "5",
pages = "603--620",
month = jul # "--" # aug,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.815",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2005",
}
@Article{Kim:2005:NFM,
author = "Dong Heon Kim and Denise R. Osborn and Marianne
Sensier",
title = "Nonlinearity in the {Fed}'s monetary policy rule",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "5",
pages = "621--639",
month = jul # "--" # aug,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.792",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2005",
}
@Article{El-Gamal:2005:IHT,
author = "Mahmoud A. El-Gamal and Hulusi Inanoglu",
title = "Inefficiency and heterogeneity in {Turkish} banking:
1990--2000",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "5",
pages = "641--664",
month = jul # "--" # aug,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.835",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2005",
}
@Article{Psaradakis:2005:MSC,
author = "Zacharias Psaradakis and Morten O. Ravn and Martin
Sola",
title = "{Markov} switching causality and the money-output
relationship",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "5",
pages = "665--683",
month = jul # "--" # aug,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.819",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2005",
}
@Article{Zeileis:2005:VMS,
author = "Achim Zeileis and Christian Kleiber",
title = "Validating multiple structural change models --- a
case study",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "5",
pages = "685--690",
month = jul # "--" # aug,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.856",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2005",
}
@Article{Fuertes:2005:GTT,
author = "Ana-Maria Fuertes and Marwan Izzeldin and Anthony
Murphy",
title = "A guided tour of {TSMod} 4.03",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "5",
pages = "691--698",
month = jul # "--" # aug,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.825",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2005",
}
@Article{Rodriguez-Poo:2005:STS,
author = "Juan M. Rodr{\'\i}guez-P{\'o}o and Stefan Sperlich and
Ana I. Fern{\'a}ndez",
title = "Semiparametric three-step estimation methods for
simultaneous equation systems",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "6",
pages = "699--721",
month = sep # "--" # oct,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.796",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 March 2005",
}
@Article{Koop:2005:SBI,
author = "Gary Koop and Dale J. Poirier and Justin Tobias",
title = "Semiparametric {Bayesian} inference in multiple
equation models",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "6",
pages = "723--747",
month = sep # "--" # oct,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.810",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 June 2005",
}
@Article{Bacchiocchi:2005:TPP,
author = "Emanuele Bacchiocchi and Luca Fanelli",
title = "Testing the purchasing power parity through {$ {\rm
I}(2) $} cointegration techniques",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "6",
pages = "749--770",
month = sep # "--" # oct,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.786",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 June 2005",
}
@Article{Gonzalez:2005:NBR,
author = "Libertad Gonz{\'a}lez",
title = "Nonparametric bounds on the returns to language
skills",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "6",
pages = "771--795",
month = sep # "--" # oct,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.795",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2005",
}
@Article{Boswijk:2005:DAC,
author = "H. Peter Boswijk and Jurgen A. Doornik",
title = "Distribution approximations for cointegration tests
with stationary exogenous regressors",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "6",
pages = "797--810",
month = sep # "--" # oct,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.811",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 June 2005",
}
@Article{Fok:2005:MLP,
author = "Dennis Fok and Dick van Dijk and Philip Hans Franses",
title = "A multi-level panel {STAR} model for {US}
manufacturing sectors",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "6",
pages = "811--827",
month = sep # "--" # oct,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.822",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 September 2005",
}
@Article{Davig:2005:PED,
author = "Troy Davig",
title = "Periodically expanding discounted debt: a threat to
fiscal policy sustainability?",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "7",
pages = "829--840",
month = dec,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.807",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 April 2005",
}
@Article{Nishiyama:2005:CEE,
author = "Shin-Ichi Nishiyama",
title = "The cross-{Euler} equation approach to intertemporal
substitution in import demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "7",
pages = "841--872",
month = dec,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.816",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2005",
}
@Article{Hansen:2005:FCV,
author = "Peter R. Hansen and Asger Lunde",
title = "A forecast comparison of volatility models: does
anything beat a {GARCH(1,1)}?",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "7",
pages = "873--889",
month = dec,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.800",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 March 2005",
}
@Article{Fernandez-Villaverde:2005:EDE,
author = "Jes{\'u}s Fern{\'a}ndez-Villaverde and Juan F.
Rubio-Ram{\'\i}rez",
title = "Estimating dynamic equilibrium economies: linear
versus nonlinear likelihood",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "7",
pages = "891--910",
month = dec,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.814",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2005",
}
@Article{Fernandez-Rodriguez:2005:TCD,
author = "Fernando Fern{\'a}ndez-Rodr{\'\i}guez and Sim{\'o}n
Sosvilla-Rivero and Juli{\'a}n Andrada-F{\'e}lix",
title = "Testing chaotic dynamics via {Lyapunov} exponents",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "7",
pages = "911--930",
month = dec,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.805",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2005",
}
@Article{Pepper:2005:BAG,
author = "John V. Pepper",
title = "{{\booktitle{The Bias Against Guns: why almost
everything you've heard about gun control is wrong}}.
John Lott, Jr., Regnery Publishing, Inc. 2003, pp.
349}",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "7",
pages = "931--942",
month = dec,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.882",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2005",
}
@Article{Anonymous:2005:A,
author = "Anonymous",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "7",
pages = "943--944",
month = dec,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.883",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2005",
}
@Article{Anonymous:2005:AR,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "20",
number = "7",
pages = "947--949",
month = dec,
year = "2005",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.884",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2005",
}
@Article{Guidolin:2006:EMN,
author = "Massimo Guidolin and Allan Timmermann",
title = "An econometric model of nonlinear dynamics in the
joint distribution of stock and bond returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "1",
pages = "1--22",
month = jan # "--" # feb,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.824",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2006",
}
@Article{Li:2006:HSC,
author = "Mingliang Li",
title = "High school completion and future youth unemployment:
new evidence from High School and Beyond",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "1",
pages = "23--53",
month = jan # "--" # feb,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.817",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 October 2005",
}
@Article{Dennis:2006:PPU,
author = "Richard Dennis",
title = "The policy preferences of the {US} {Federal} Reserve",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "1",
pages = "55--77",
month = jan # "--" # feb,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.808",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 June 2005",
}
@Article{Bauwens:2006:MGM,
author = "Luc Bauwens and S{\'e}bastien Laurent and Jeroen V. K.
Rombouts",
title = "Multivariate {GARCH} models: a survey",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "1",
pages = "79--109",
month = jan # "--" # feb,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.842",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2006",
}
@Article{Mamuneas:2006:EDR,
author = "Theofanis P. Mamuneas and Andreas Savvides and
Thanasis Stengos",
title = "Economic development and the return to human capital:
a smooth coefficient semiparametric approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "1",
pages = "111--132",
month = jan # "--" # feb,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.813",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 June 2005",
}
@Article{Racine:2006:SRG,
author = "Jeff Racine",
title = "Software review: {\tt gnuplot} 4.0: a portable
interactive plotting utility",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "1",
pages = "133--141",
month = jan # "--" # feb,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.885",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2006",
}
@Article{Patton:2006:EMM,
author = "Andrew J. Patton",
title = "Estimation of multivariate models for time series of
possibly different lengths",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "2",
pages = "147--173",
month = mar,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.865",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2006",
}
@Article{DeJong:2006:TSC,
author = "David N. DeJong and Roman Liesenfeld and
Jean-Fran{\c{c}}ois Richard",
title = "Timing structural change: a conditional probabilistic
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "2",
pages = "175--190",
month = mar,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.821",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2006",
}
@Article{Kleijn:2006:BMA,
author = "Richard Kleijn and Herman K. van Dijk",
title = "{Bayes} model averaging of cyclical decompositions in
economic time series",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "2",
pages = "191--212",
month = mar,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.823",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2006",
}
@Article{Hellstrom:2006:BCD,
author = "J{\"o}rgen Hellstr{\"o}m",
title = "A bivariate count data model for household tourism
demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "2",
pages = "213--226",
month = mar,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.812",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 June 2005",
}
@Article{Meijer:2006:MWE,
author = "Erik Meijer and Jan Rouwendal",
title = "Measuring welfare effects in models with random
coefficients",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "2",
pages = "227--244",
month = mar,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.841",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2006",
}
@Article{Garcia-Perez:2006:JSN,
author = "J. Ignacio Garc{\'\i}a-P{\'e}rez",
title = "Job separation in a non-stationary search model: a
structural estimation to evaluate alternative
unemployment insurance systems",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "2",
pages = "245--272",
month = mar,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.818",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2006",
}
@Article{Anonymous:2006:JAE,
author = "Anonymous",
title = "Journal of Applied Econometrics distinguished
authors",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "2",
pages = "273--274",
month = mar,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.913",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2006",
}
@Article{Fruhwirth-Schnatter:2006:HDC,
author = "Sylvia Fr{\"u}hwirth-Schnatter and Sylvia Kaufmann",
title = "How do changes in monetary policy affect bank lending?
{An} analysis of {Austrian} bank data",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "3",
pages = "275--305",
month = apr,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.830",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2006",
}
@Article{Alexander:2006:NMG,
author = "Carol Alexander and Emese Lazar",
title = "Normal mixture {GARCH(1,1)}: applications to exchange
rate modelling",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "3",
pages = "307--336",
month = apr,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.849",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2006",
}
@Article{Willis:2006:MPR,
author = "Jonathan L. Willis",
title = "Magazine prices revisited",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "3",
pages = "337--344",
month = apr,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.836",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 March 2006",
}
@Article{Audrino:2006:EPM,
author = "Francesco Audrino and Fabio Trojani",
title = "Estimating and predicting multivariate volatility
thresholds in global stock markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "3",
pages = "345--369",
month = apr,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.869",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2006",
}
@Article{Stengos:2006:IPP,
author = "T. Stengos and E. Zacharias",
title = "Intertemporal pricing and price discrimination: a
semiparametric hedonic analysis of the personal
computer market",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "3",
pages = "371--386",
month = apr,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.828",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 March 2006",
}
@Article{Kordas:2006:SBR,
author = "Gregory Kordas",
title = "Smoothed binary regression quantiles",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "3",
pages = "387--407",
month = apr,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.843",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2006",
}
@Article{Smallwood:2006:GLM,
author = "Aaron D. Smallwood and Stefan C. Norrbin",
title = "Generalized long memory processes, failure of
cointegration tests and exchange rate dynamics",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "4",
pages = "409--417",
month = may # "--" # jun,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.857",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2006",
}
@Article{Busetti:2006:TSI,
author = "Fabio Busetti",
title = "Tests of seasonal integration and cointegration in
multivariate unobserved component models",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "4",
pages = "419--438",
month = may # "--" # jun,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.852",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2006",
}
@Article{Dewachter:2006:JMT,
author = "Hans Dewachter and Marco Lyrio and Konstantijn Maes",
title = "A joint model for the term structure of interest rates
and the macroeconomy",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "4",
pages = "439--462",
month = may # "--" # jun,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.848",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 June 2006",
}
@Article{Galvao:2006:SBT,
author = "Ana Beatriz C. Galv{\~a}o",
title = "Structural break threshold {VARs} for predicting {US}
recessions using the spread",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "4",
pages = "463--487",
month = may # "--" # jun,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.840",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 June 2006",
}
@Article{Abrevaya:2006:EES,
author = "Jason Abrevaya",
title = "Estimating the effect of smoking on birth outcomes
using a matched panel data approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "4",
pages = "489--519",
month = may # "--" # jun,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.851",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2006",
}
@Article{Garratt:2006:PVT,
author = "Anthony Garratt and Donald Robertson and Stephen
Wright",
title = "Permanent vs transitory components and economic
fundamentals",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "4",
pages = "521--542",
month = may # "--" # jun,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.850",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 March 2006",
}
@Article{Baltagi:2006:EEM,
author = "Badi H. Baltagi",
title = "Estimating an economic model of crime using panel data
from {North} {Carolina}",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "4",
pages = "543--547",
month = may # "--" # jun,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.861",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 June 2006",
}
@Article{Donkers:2006:DTS,
author = "Bas Donkers and Richard Paap and Jedid-Jah Jonker and
Philip Hans Franses",
title = "Deriving target selection rules from endogenously
selected samples",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "549--562",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.858",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2006",
}
@Article{Clark:2006:DEP,
author = "Todd E. Clark",
title = "Disaggregate evidence on the persistence of consumer
price inflation",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "563--587",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.859",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2006",
}
@Article{Shintani:2006:NMC,
author = "Mototsugu Shintani",
title = "A nonparametric measure of convergence towards
purchasing power parity",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "589--604",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.867",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2006",
}
@Article{Pittau:2006:EEI,
author = "Maria Grazia Pittau and Roberto Zelli",
title = "Empirical evidence of income dynamics across {EU}
regions",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "605--628",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.855",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2006",
}
@Article{Stengos:2006:ESE,
author = "Thanasis Stengos and Yiguo Sun and Dianqin Wang",
title = "Estimates of semiparametric equivalence scales",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "629--639",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.863",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2006",
}
@Article{Yang:2006:MFS,
author = "Z. L. Yang and Y. K. Tse",
title = "Modelling firm-size distribution using {Box--Cox}
heteroscedastic regression",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "641--653",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.870",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2006",
}
@Article{Paya:2006:TAE,
author = "Ivan Paya and David A. Peel",
title = "Temporal aggregation of an {ESTAR} process: some
implications for purchasing power parity adjustment",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "655--668",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.860",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2006",
}
@Article{Tsionas:2006:IDS,
author = "Efthymios G. Tsionas",
title = "Inference in dynamic stochastic frontier models",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "669--676",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.862",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2006",
}
@Article{McCullough:2006:RT,
author = "B. D. McCullough",
title = "A review of {TESTU01}",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "5",
pages = "677--682",
month = jul # "--" # aug,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.917",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2006",
}
@Article{Bruggemann:2006:SMS,
author = "Ralf Br{\"u}ggemann and Helmut L{\"u}tkepohl",
title = "A small monetary system for the euro area based on
{German} data",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "683--702",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.864",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2006",
}
@Article{Isiklar:2006:HQD,
author = "Gultekin Isiklar and Kajal Lahiri and Prakash
Loungani",
title = "How quickly do forecasters incorporate news?
{Evidence} from cross-country surveys",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "703--725",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.886",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Yang:2006:EMC,
author = "Jian Yang and Cheng Hsiao and Qi Li and Zijun Wang",
title = "The emerging market crisis and stock market linkages:
further evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "727--744",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.889",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Armantier:2006:ECF,
author = "Olivier Armantier and Erwann Sba{\"I}",
title = "Estimation and comparison of [{French}] {Treasury}
auction formats when bidders are asymmetric",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "745--779",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.875",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Wilke:2006:SPE,
author = "Ralf A. Wilke",
title = "Semi-parametric estimation of consumption-based
equivalence scales: the case of {Germany}",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "781--802",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.888",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Dagsvik:2006:SLS,
author = "John K. Dagsvik and Steinar Str{\O}m",
title = "Sectoral labour supply, choice restrictions and
functional form",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "803--826",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.866",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Davidson:2006:CAJ,
author = "Russell Davidson and James G. MacKinnon",
title = "The case against {JIVE}",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "827--833",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.873",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Ackerberg:2006:CCA,Blomquist:2006:CAJ} and
reply \cite{Davidson:2006:RAD}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Ackerberg:2006:CCA,
author = "Daniel A. Ackerberg and Paul J. Devereux",
title = "Comment on {`The case against JIVE'}",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "835--838",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.871",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Davidson:2006:CAJ}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Blomquist:2006:CAJ,
author = "S{\"o}ren Blomquist and Matz Dahlberg",
title = "The case against {JIVE}: a comment",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "839--841",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.872",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Davidson:2006:CAJ}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Davidson:2006:RAD,
author = "Russell Davidson and James G. MacKinnon",
title = "Reply to {Ackerberg} and {Devereux} and {Blomquist}
and {Dahlberg} on {`The case against JIVE'}",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "843--844",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.874",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Hill:2006:WDR,
author = "Daniel H. Hill",
title = "Wealth dynamics: reducing noise in panel data",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "845--860",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.878",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Hensher:2006:HDR,
author = "David A. Hensher",
title = "How do respondents process stated choice experiments?
{Attribute} consideration under varying information
load",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "861--878",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.877",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Ornaghi:2006:AEM,
author = "Carmine Ornaghi",
title = "Assessing the effects of measurement errors on the
estimation of production functions",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "879--891",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.887",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{Li:2006:CAG,
author = "Mingliang Li and Justin L. Tobias",
title = "Calculus attainment and grades received in
intermediate economic theory",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "6",
pages = "893--896",
month = sep # "--" # oct,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.876",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2006",
}
@Article{vanOurs:2006:CCJ,
author = "Jan C. van Ours",
title = "Cannabis, cocaine and jobs",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "897--917",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.868",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2006",
}
@Article{Simonsen:2006:CMA,
author = "Marianne Simonsen and Lars Skipper",
title = "The costs of motherhood: an analysis using matching
estimators",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "919--934",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.893",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2006",
}
@Article{Blau:2006:HIR,
author = "David M. Blau and Donna B. Gilleskie",
title = "Health insurance and retirement of married couples",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "935--953",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.921",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 November 2006",
}
@Article{Carro:2006:DMC,
author = "Jes{\'u}s M. Carro and Pedro Mira",
title = "A dynamic model of contraceptive choice of {Spanish}
couples",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "955--980",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.879",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2006",
}
@Article{Fukuda:2006:APC,
author = "Kosei Fukuda",
title = "Age-period-cohort decomposition of aggregate data: an
application to {US} and {Japanese} household saving
rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "981--998",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.906",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2006",
}
@Article{Maitra:2006:EHC,
author = "Pushkar Maitra and Farshid Vahid",
title = "The effect of household characteristics on living
standards in {South Africa} 1993--1998: a quantile
regression analysis with sample attrition",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "999--1018",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.853",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2006",
}
@Article{Unayama:2006:ECA,
author = "Takashi Unayama",
title = "The {Engel} curve for alcohol and the rank of demand
systems",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "1019--1038",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.881",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2006",
}
@Article{Ho:2006:WER,
author = "Katherine Ho",
title = "The welfare effects of restricted hospital choice in
the {US} medical care market",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "1039--1079",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.896",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 November 2006",
}
@Article{Deb:2006:BAT,
author = "Partha Deb and Murat K. Munkin and Pravin K. Trivedi",
title = "{Bayesian} analysis of the two-part model with
endogeneity: application to health care expenditure",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "1081--1099",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.891",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2006",
}
@Article{Wang:2006:CPC,
author = "Zijun Wang",
title = "Convergence of productivity: a comment",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "1101--1102",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.895",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2006",
}
@Article{Mixon:2006:TUE,
author = "J. Wilson {Mixon, Jr.} and Ryan J. Smith",
title = "Teaching undergraduate econometrics with {GRETL}",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "7",
pages = "1103--1107",
month = nov,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.927",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2006",
}
@Article{Co:2006:ISD,
author = "Catherine Y. Co and John S. Landon-Lane and Myeong-Su
Yun",
title = "Inter-state dynamics of invention activities,
1930--2000",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1111--1134",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.909",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2006",
}
@Article{Pesavento:2006:SSC,
author = "Elena Pesavento and Barbara Rossi",
title = "Small-sample confidence intervals for multivariate
impulse response functions at long horizons",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1135--1155",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.894",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2006",
}
@Article{Lanne:2006:NDI,
author = "Markku Lanne",
title = "Nonlinear dynamics of interest rate and inflation",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1157--1168",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.908",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2006",
}
@Article{Bali:2006:TRR,
author = "Turan G. Bali and Lin Peng",
title = "Is there a risk-return trade-off? {Evidence} from
high-frequency data",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1169--1198",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.911",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2006",
}
@Article{Lahiri:2006:MMP,
author = "Kajal Lahiri and Fushang Liu",
title = "Modelling multi-period inflation uncertainty using a
panel of density forecasts",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1199--1219",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.880",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 November 2006",
}
@Article{Donald:2006:EMM,
author = "Stephen G. Donald and Harry J. Paarsch and Jacques
Robert",
title = "An empirical model of the multi-unit, sequential,
clock auction",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1221--1247",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.854",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2006",
}
@Article{Banerjee:2006:RIL,
author = "Anindya Banerjee and Paul Mizen",
title = "A re-interpretation of the linear quadratic model when
inventories and sales are polynomially cointegrated",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1249--1264",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.892",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2006",
}
@Article{Francesconi:2006:IMS,
author = "Marco Francesconi and Cheti Nicoletti",
title = "Intergenerational mobility and sample selection in
short panels",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1265--1293",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.910",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2006",
}
@Article{Dominitz:2006:IEB,
author = "Jeff Dominitz and Robert P. Sherman",
title = "Identification and estimation of bounds on school
performance measures: a nonparametric analysis of a
mixture model with verification",
journal = j-J-APPL-ECONOMETRICS,
volume = "21",
number = "8",
pages = "1295--1326",
month = dec,
year = "2006",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.912",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:49:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2006",
}
@Article{Dees:2007:EIL,
author = "Stephane Dees and Filippo di Mauro and M. Hashem
Pesaran and L. Vanessa Smith",
title = "Exploring the international linkages of the euro area:
a global {VAR} analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "1--38",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.932",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 March 2007",
}
@Article{Artis:2007:TMC,
author = "Michael Artis and Ana Beatriz Galv{\~a}o and
Massimiliano Marcellino",
title = "The transmission mechanism in a changing world",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "39--61",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.923",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Anderson:2007:NAL,
author = "Heather M. Anderson and George Athanasopoulos and
Farshid Vahid",
title = "Nonlinear autoregressive leading indicator models of
output in {G-7} countries",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "63--87",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.935",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Dungey:2007:UFM,
author = "Mardi Dungey and Vance L. Martin",
title = "Unravelling financial market linkages during crises",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "89--119",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.936",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 March 2007",
}
@Article{Clements:2007:EFF,
author = "Michael P. Clements and Fred Joutz and Herman O.
Stekler",
title = "An evaluation of the forecasts of the federal reserve:
a pooled approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "121--136",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.954",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Schleicher:2007:CCA,
author = "Christoph Schleicher",
title = "Codependence in cointegrated autoregressive models",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "137--159",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.930",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Lee:2007:EHP,
author = "Jaejoon Lee and Charles R. Nelson",
title = "Expectation horizon and the {Phillips} Curve: the
solution to an empirical puzzle",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "161--178",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.928",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Giannoni:2007:ROM,
author = "Marc P. Giannoni",
title = "Robust optimal monetary policy in a forward-looking
model with parameter and shock uncertainty",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "179--213",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.934",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Creel:2007:RFM,
author = "Michael Creel",
title = "{I} ran four million probits last night: {HPC}
clustering with {ParallelKnoppix}",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "1",
pages = "215--223",
month = jan # "--" # feb,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.945",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Baltagi:2007:HCS,
author = "Badi H. Baltagi and M. Hashem Pesaran",
title = "Heterogeneity and cross section dependence in panel
data models: theory and applications introduction",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "229--232",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.955",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Choi:2007:SHT,
author = "In Choi and Timothy K. Chue",
title = "Subsampling hypothesis tests for nonstationary panels
with applications to exchange rates and stock prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "233--264",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.920",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Pesaran:2007:SPU,
author = "M. Hashem Pesaran",
title = "A simple panel unit root test in the presence of
cross-section dependence",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "265--312",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.951",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2007",
}
@Article{Kapetanios:2007:DFE,
author = "George Kapetanios",
title = "Dynamic factor extraction of cross-sectional
dependence in panel unit root tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "313--338",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.943",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Baltagi:2007:PUR,
author = "Badi H. Baltagi and Georges Bresson and Alain
Pirotte",
title = "Panel unit root tests and spatial dependence",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "339--360",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.950",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Serlenga:2007:GMI,
author = "Laura Serlenga and Yongcheol Shin",
title = "Gravity models of {intra-EU} trade: application of the
{CCEP--HT} estimation in heterogeneous panels with
unobserved common time-specific factors",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "361--381",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.944",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See replication report \cite{Baltagi:2010:NRS}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Moon:2007:EAN,
author = "Hyungsik Roger Moon and Benoit Perron",
title = "An empirical analysis of nonstationarity in a panel of
interest rates with factors",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "383--400",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.931",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Fachin:2007:LRT,
author = "Stefano Fachin",
title = "Long-run trends in internal migrations in {Italy}: a
study in panel cointegration with dependent units",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "401--428",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.907",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Pedroni:2007:SCB,
author = "Peter Pedroni",
title = "Social capital, barriers to production and capital
shares: implications for the importance of parameter
heterogeneity from a nonstationary panel approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "429--451",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.948",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Hsiao:2007:EIW,
author = "Cheng Hsiao and Yan Shen and Boqing Wang and Greg
Weeks",
title = "Evaluating the impacts of {Washington} state repeated
job search services on the earnings of prime-age female
{TANF} recipients",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "2",
pages = "453--475",
month = mar,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.949",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2007",
}
@Article{Hajivassiliou:2007:ULC,
author = "Vassilis A. Hajivassiliou and Yannis M. Ioannides",
title = "Unemployment and liquidity constraints",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "479--510",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.953",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Stewart:2007:IDU,
author = "Mark B. Stewart",
title = "The interrelated dynamics of unemployment and low-wage
employment",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "511--531",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.922",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Augurzky:2007:APM,
author = "Boris Augurzky and Jochen Kluve",
title = "Assessing the performance of matching algorithms when
selection into treatment is strong",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "533--557",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.919",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Egger:2007:SAE,
author = "Peter Egger and Michael Pfaffermayr and Andrea Weber",
title = "Sectoral adjustment of employment to shifts in
outsourcing and trade: evidence from a dynamic fixed
effects multinomial logit model",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "559--580",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.914",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Hernandez:2007:WCM,
author = "Monica Hernandez and Stephen Pudney and Ruth Hancock",
title = "The welfare cost of means-testing: pensioner
participation in income support",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "581--598",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.940",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Soetevent:2007:DCM,
author = "Adriaan R. Soetevent and Peter Kooreman",
title = "A discrete-choice model with social interactions: with
an application to high school teen behavior",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "599--624",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.924",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Browning:2007:HHD,
author = "Martin Browning and M. Dolores Collado",
title = "Habits and heterogeneity in demands: a panel data
analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "625--640",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.952",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Groom:2007:DDF,
author = "Ben Groom and Phoebe Koundouri and Ekaterini
Panopoulou and Theologos Pantelidis",
title = "Discounting the distant future: How much does model
selection affect the certainty equivalent rate?",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "641--656",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.937",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Shachar:2007:CBR,
author = "Ron Shachar and Zvi Eckstein",
title = "Correcting for bias in retrospective data",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "657--675",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.939",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Flores-Lagunes:2007:FSE,
author = "Alfonso Flores-Lagunes",
title = "Finite sample evidence of {IV} estimators under weak
instruments",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "677--694",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.916",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Parmeter:2007:NEH,
author = "Christopher F. Parmeter and Daniel J. Henderson and
Subal C. Kumbhakar",
title = "Nonparametric estimation of a hedonic price function",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "695--699",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.929",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Watson:2007:JAE,
author = "Mark Watson",
title = "Journal of Applied Econometrics Annual Lecture
Series",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "701--701",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.969",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Anonymous:2007:JAE,
author = "Anonymous",
title = "Journal Of Applied Econometrics Scholars Programme",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "3",
pages = "702--702",
month = apr # "--" # may,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.970",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2007",
}
@Article{Getachew:2007:PER,
author = "Lullit Getachew and Robin C. Sickles",
title = "The policy environment and relative price efficiency
of {Egyptian} private sector manufacturing:
1987/88--1995/96",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "4",
pages = "703--728",
month = jun # "--" # jul,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.933",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2007",
}
@Article{Flores-Lagunes:2007:ITE,
author = "Alfonso Flores-Lagunes and William C. Horrace and Kurt
E. Schnier",
title = "Identifying technically efficient fishing vessels: a
non-empty, minimal subset approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "4",
pages = "729--745",
month = jun # "--" # jul,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.942",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2007",
}
@Article{Hill:2007:ETL,
author = "Jonathan B. Hill",
title = "Efficient tests of long-run causation in trivariate
{VAR} processes with a rolling window study of the
money-income relationship",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "4",
pages = "747--765",
month = jun # "--" # jul,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.925",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2007",
}
@Article{Bae:2007:MDF,
author = "Youngsoo Bae and Robert M. de Jong",
title = "Money demand function estimation by nonlinear
cointegration",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "4",
pages = "767--793",
month = jun # "--" # jul,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.915",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Allon:2007:NEC,
author = "Gad Allon and Michael Beenstock and Steven Hackman and
Ury Passy and Alexander Shapiro",
title = "Nonparametric estimation of concave production
technologies by entropic methods",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "4",
pages = "795--816",
month = jun # "--" # jul,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.918",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2007",
}
@Article{Ranjan:2007:BIG,
author = "Priya Ranjan and Justin L. Tobias",
title = "{Bayesian} inference for the gravity model",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "4",
pages = "817--838",
month = jun # "--" # jul,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.926",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2007",
}
@Article{Devereux:2007:SSB,
author = "Paul J. Devereux",
title = "Small-sample bias in synthetic cohort models of labor
supply",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "4",
pages = "839--848",
month = jun # "--" # jul,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.938",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2007",
}
@Article{Yalta:2007:GNA,
author = "A. Talha Yalta and A. Yasemin Yalta",
title = "{GRETL} 1.6.0 and its numerical accuracy",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "4",
pages = "849--854",
month = jun # "--" # jul,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.946",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2007",
}
@Article{Chung:2007:MFE,
author = "Jaehun Chung and Yongmiao Hong",
title = "Model-free evaluation of directional predictability in
foreign exchange markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "5",
pages = "855--889",
month = aug,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.965",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 August 2007",
}
@Article{Komunjer:2007:APD,
author = "Ivana Komunjer",
title = "Asymmetric power distribution: Theory and applications
to risk measurement",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "5",
pages = "891--921",
month = aug,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.961",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 July 2007",
}
@Article{Jimenez-Martin:2007:ELC,
author = "Sergi Jim{\'e}nez-Mart{\'\i}n and Alfonso R.
S{\'a}nchez Mart{\'\i}n",
title = "An evaluation of the life cycle effects of minimum
pensions on retirement behavior",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "5",
pages = "923--950",
month = aug,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.956",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 June 2007",
}
@Article{McCaig:2007:IWC,
author = "Brian McCaig and Adonis Yatchew",
title = "International welfare comparisons and nonparametric
testing of multivariate stochastic dominance",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "5",
pages = "951--969",
month = aug,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.964",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 June 2007",
}
@Article{Bierens:2007:SNC,
author = "Herman J. Bierens and Jose R. Carvalho",
title = "Semi-nonparametric competing risks analysis of
recidivism",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "5",
pages = "971--993",
month = aug,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.960",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 August 2007",
}
@Article{Offstein:2007:EGM,
author = "Norman Offstein",
title = "An extortionary guerrilla movement",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "6",
pages = "995--1011",
month = sep # "--" # oct,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.962",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 June 2007",
}
@Article{Banzhaf:2007:MAM,
author = "H. Spencer Banzhaf and V. Kerry Smith",
title = "Meta-analysis in model implementation: choice sets and
the valuation of air quality improvements",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "6",
pages = "1013--1031",
month = sep # "--" # oct,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.977",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 October 2007",
}
@Article{Ertur:2007:GTI,
author = "Cem Ertur and Wilfried Koch",
title = "Growth, technological interdependence and spatial
externalities: theory and evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "6",
pages = "1033--1062",
month = sep # "--" # oct,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.963",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 August 2007",
}
@Article{Kalwij:2007:PTW,
author = "Adriaan S. Kalwij and Rob Alessie",
title = "Permanent and transitory wages of {British} men,
1975--2001: year, age and cohort effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "6",
pages = "1063--1093",
month = sep # "--" # oct,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.941",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 June 2007",
}
@Article{Walker:2007:IPN,
author = "Joan L. Walker and Moshe Ben-Akiva and Denis Bolduc",
title = "Identification of parameters in normal error component
logit-mixture {(NECLM)} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "6",
pages = "1095--1125",
month = sep # "--" # oct,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.971",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 October 2007",
}
@Article{Metaxoglou:2007:ECE,
author = "Konstantinos Metaxoglou and Aaron Smith",
title = "Efficiency of the {California} electricity reserves
market",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "6",
pages = "1127--1144",
month = sep # "--" # oct,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.982",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 October 2007",
}
@Article{McKenzie:2007:E,
author = "C. R. McKenzie and Sumiko Takaoka",
title = "{EViews} 5.1",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "6",
pages = "1145--1152",
month = sep # "--" # oct,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.947",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 October 2007",
}
@Article{Bauwens:2007:EIO,
author = "Luc Bauwens and Alvaro Escribano and Michel Lubrano",
title = "The Econometrics of Industrial Organization",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1153--1156",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1000",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Hausman:2007:CBI,
author = "Jerry Hausman and Ephraim Leibtag",
title = "Consumer benefits from increased competition in
shopping outlets: Measuring the effect of {Wal-Mart}",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1157--1177",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.994",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Wolak:2007:QSS,
author = "Frank A. Wolak",
title = "Quantifying the supply-side benefits from forward
contracting in wholesale electricity markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1179--1209",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.989",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Bernard:2007:FSI,
author = "Jean-Thomas Bernard and Nadhem Idoudi and Lynda Khalaf
and Cl{\'e}ment Y{\'e}lou",
title = "Finite sample inference methods for dynamic energy
demand models",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1211--1226",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.996",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Pinkse:2007:SSM,
author = "Joris Pinkse and Margaret Slade",
title = "Semi-structural models of advertising competition",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1227--1246",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.983",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Argentesi:2007:EMP,
author = "Elena Argentesi and Lapo Filistrucchi",
title = "Estimating market power in a two-sided market: The
case of newspapers",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1247--1266",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.997",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Guasch:2007:CIL,
author = "J. Luis Guasch and Jean-Jacques Laffont and
St{\'e}phane Straub",
title = "Concessions of infrastructure in {Latin} {America}:
Government-led renegotiation",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1267--1294",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.987",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Mouchart:2007:BPM,
author = "Michel Mouchart and Marie Vandresse",
title = "Bargaining powers and market segmentation in freight
transport",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1295--1313",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.988",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{VanBiesebroeck:2007:CAP,
author = "Johannes {Van Biesebroeck}",
title = "Complementarities in automobile production",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1315--1345",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.995",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Czarnitzki:2007:RBR,
author = "Dirk Czarnitzki and Bernd Ebersberger and Andreas
Fier",
title = "The relationship between {R\&D} collaboration,
subsidies and {R\&D} performance: Empirical evidence
from {Finland} and {Germany}",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1347--1366",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.992",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Simar:2007:SIA,
author = "L{\'e}opold Simar and Valentin Zelenyuk",
title = "Statistical inference for aggregates of {Farrell}-type
efficiencies",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1367--1394",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.991",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Pesaran:2007:JAE,
author = "M. Hashem Pesaran",
title = "Journal of Applied Econometrics Dissertation Prize",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1395--1395",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1001",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Anonymous:2007:AR,
author = "Anonymous",
title = "Acknowledgement to Referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "22",
number = "7",
pages = "1397--1398",
month = dec,
year = "2007",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.999",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2007",
}
@Article{Cavaliere:2008:IDR,
author = "Giuseppe Cavaliere and Luca Fanelli and Attilio
Gardini",
title = "International dynamic risk sharing",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "1",
pages = "1--16",
month = jan # "--" # feb,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.968",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2008",
}
@Article{Straetmans:2008:EUS,
author = "S. T. M. Straetmans and W. F. C. Verschoor and C. C.
P. Wolff",
title = "Extreme {US} stock market fluctuations in the wake of
9/11",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "1",
pages = "17--42",
month = jan # "--" # feb,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.973",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2008",
}
@Article{Gallizo:2008:MPA,
author = "Jose Luis Gallizo and Pilar Gargallo and Manuel
Salvador",
title = "Multivariate partial adjustment of financial ratios: a
{Bayesian} hierarchical approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "1",
pages = "43--64",
month = jan # "--" # feb,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.966",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2008",
}
@Article{Rapach:2008:SBG,
author = "David E. Rapach and Jack K. Strauss",
title = "Structural breaks and {GARCH} models of exchange rate
volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "1",
pages = "65--90",
month = jan # "--" # feb,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.976",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2008",
}
@Article{Ray:2008:PHA,
author = "Surajit Ray and N. E. Savin",
title = "The performance of heteroskedasticity and
autocorrelation robust tests: a {Monte Carlo} study
with an application to the three-factor {FAMA--French}
asset-pricing model",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "1",
pages = "91--109",
month = jan # "--" # feb,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.972",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 August 2007",
}
@Article{Chen:2008:UAS,
author = "Yi-Ting Chen",
title = "A unified approach to standardized-residuals-based
correlation tests for {GARCH-type} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "1",
pages = "111--133",
month = jan # "--" # feb,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.985",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2008",
}
@Article{Anonymous:2008:BRJ,
author = "Anonymous",
title = "Book Review: {{\booktitle{Journal of Applied
Econometrics}}}: Call for papers for Special Issue:
{``Forecast Uncertainty in Macroeconomics and
Finance''}",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "1",
pages = "135--135",
month = jan # "--" # feb,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1002",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2008",
}
@Article{Henderson:2008:GL,
author = "Daniel J. Henderson and Daniel L. Millimet",
title = "Is gravity linear?",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "2",
pages = "137--172",
month = mar,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.974",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 February 2008",
}
@Article{Kim:2008:BCA,
author = "Chang-Jin Kim and James Morley and Jeremy Piger",
title = "{Bayesian} counterfactual analysis of the sources of
the great moderation",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "2",
pages = "173--191",
month = mar,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.978",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 November 2007",
}
@Article{Westerlund:2008:PCT,
author = "Joakim Westerlund",
title = "Panel cointegration tests of the {Fisher} effect",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "2",
pages = "193--233",
month = mar,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.967",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 August 2007",
}
@Article{Parent:2008:UVS,
author = "Olivier Parent and James P. LeSage",
title = "Using the variance structure of the conditional
autoregressive spatial specification to model knowledge
spillovers",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "2",
pages = "235--256",
month = mar,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.981",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 February 2008",
}
@Article{Matas-Mir:2008:ESA,
author = "Antonio Matas-Mir and Denise R. Osborn and Marco J.
Lombardi",
title = "The effect of seasonal adjustment on the properties of
business cycle regimes",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "2",
pages = "257--278",
month = mar,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.980",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 February 2008",
}
@Article{Yalta:2008:GLP,
author = "A. Talha Yalta and Riccardo Lucchetti",
title = "The {GNU/Linux} platform and freedom respecting
software for economists",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "2",
pages = "279--286",
month = mar,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.990",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 February 2008",
}
@Article{Gorgens:2008:BAS,
author = "Tue G{\o}rgens and Chris Ryan",
title = "A bounds analysis of school completion rates in
{Australia}",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "3",
pages = "287--304",
month = apr,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.975",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 February 2008",
}
@Article{Ichino:2008:THJ,
author = "Andrea Ichino and Fabrizia Mealli and Tommaso
Nannicini",
title = "From temporary help jobs to permanent employment: what
can we learn from matching estimators and their
sensitivity?",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "3",
pages = "305--327",
month = apr,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.998",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 April 2008",
}
@Article{Kreider:2008:IDS,
author = "Brent Kreider and John Pepper",
title = "Inferring disability status from corrupt data",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "3",
pages = "329--349",
month = apr,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.979",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 April 2008",
}
@Article{Savage:2008:LFD,
author = "Scott J. Savage and Donald M. Waldman",
title = "Learning and fatigue during choice experiments: a
comparison of online and mail survey modes",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "3",
pages = "351--371",
month = apr,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.984",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 February 2008",
}
@Article{Heiss:2008:SNI,
author = "Florian Heiss",
title = "Sequential numerical integration in nonlinear state
space models for microeconometric panel data",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "3",
pages = "373--389",
month = apr,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.993",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 February 2008",
}
@Article{Pesaran:2008:MAJ,
author = "M. Hashem Pesaran",
title = "{March 2008} Announcement: {{\booktitle{Journal of
Applied Econometrics}}} Distinguished Authors",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "3",
pages = "391--393",
month = apr,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1012",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 April 2008",
}
@Article{Bloemen:2008:EUC,
author = "Hans G. Bloemen and Arie Kapteyn",
title = "The estimation of utility-consistent labor supply
models by means of simulated scores",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "4",
pages = "395--422",
month = jun,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1010",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2008",
}
@Article{Leuven:2008:AAE,
author = "Edwin Leuven and Hessel Oosterbeek",
title = "An alternative approach to estimate the wage returns
to private-sector training",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "4",
pages = "423--434",
month = jun,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1005",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2008",
}
@Article{Deschamps:2008:CST,
author = "Philippe J. Deschamps",
title = "Comparing smooth transition and {Markov} switching
autoregressive models of {US} unemployment",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "4",
pages = "435--462",
month = jun,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1014",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2008",
}
@Article{Mora:2008:NDM,
author = "Ricardo Mora",
title = "A nonparametric decomposition of the {Mexican}
{American} average wage gap",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "4",
pages = "463--485",
month = jun,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1006",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2008",
}
@Article{Alfo:2008:TCH,
author = "Marco Alf{\`o} and Giovanni Trovato and Robert J.
Waldmann",
title = "Testing for country heterogeneity in growth models
using a finite mixture approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "4",
pages = "487--514",
month = jun,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1008",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2008",
}
@Article{Li:2008:MOS,
author = "Jinhu Li and Jeffrey S. Racine",
title = "{Maxima}: An open source computer algebra system",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "4",
pages = "515--523",
month = jun,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1007",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/macsyma.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2008",
}
@Article{Nason:2008:INK,
author = "James M. Nason and Gregor W. Smith",
title = "Identifying the new {Keynesian} {Phillips} curve",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "5",
pages = "525--551",
month = aug,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1011",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2008",
}
@Article{Maheu:2008:LFS,
author = "John M. Maheu and Stephen Gordon",
title = "Learning, forecasting and structural breaks",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "5",
pages = "553--583",
month = aug,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1018",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2008",
}
@Article{Gonzalez-Rivera:2008:JCS,
author = "Gloria Gonz{\'a}lez-Rivera and Tae-Hwy Lee and Santosh
Mishra",
title = "Jumps in cross-sectional rank and expected returns: a
mixture model",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "5",
pages = "585--606",
month = aug,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1015",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2008",
}
@Article{Henderson:2008:MWM,
author = "Daniel J. Henderson and Christopher F. Parmeter and R.
Robert Russell",
title = "Modes, weighted modes, and calibrated modes: evidence
of clustering using modality tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "5",
pages = "607--638",
month = aug,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1023",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2008",
}
@Article{Fagiolo:2008:OGR,
author = "Giorgio Fagiolo and Mauro Napoletano and Andrea
Roventini",
title = "Are output growth-rate distributions fat-tailed?
{Some} evidence from {OECD} countries",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "5",
pages = "639--669",
month = aug,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1003",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2008",
}
@Article{Masanjala:2008:RLR,
author = "Winford H. Masanjala and Chris Papageorgiou",
title = "Rough and lonely road to prosperity: a reexamination
of the sources of growth in {Africa} using {Bayesian}
model averaging",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "5",
pages = "671--682",
month = aug,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1020",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See comments
\cite{Cuaresma:2011:HDA,Papageorgiou:2011:HUI}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2008",
}
@Article{Holloway:2008:BED,
author = "Garth Holloway and Simeon Ehui and Amare Teklu",
title = "{Bayes} estimates of distance-to-market: transactions
costs, cooperatives and milk-market development in the
{Ethiopian} highlands",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "5",
pages = "683--696",
month = aug,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1019",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2008",
}
@Article{Anonymous:2008:AR,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "5",
pages = "697--698",
month = aug,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1029",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2008",
}
@Article{Li:2008:SBI,
author = "Tong Li and Xiaoyong Zheng",
title = "Semiparametric {Bayesian} inference for dynamic Tobit
panel data models with unobserved heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "6",
pages = "699--728",
month = sep # "--" # oct,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1017",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2008",
}
@Article{Hussinger:2008:RSF,
author = "Katrin Hussinger",
title = "{R\&D} and subsidies at the firm level: an application
of parametric and semiparametric two-step selection
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "6",
pages = "729--747",
month = sep # "--" # oct,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1016",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2008",
}
@Article{Iyer:2008:EET,
author = "Krishna G. Iyer and Alicia N. Rambaldi and Kam Ki
Tang",
title = "Efficiency externalities of trade and alternative
forms of foreign investment in {OECD} countries",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "6",
pages = "749--766",
month = sep # "--" # oct,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1024",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2008",
}
@Article{Kline:2008:WBB,
author = "Brendan Kline and Justin L. Tobias",
title = "The wages of {BMI}: {Bayesian} analysis of a skewed
treatment-response model with nonparametric
endogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "6",
pages = "767--793",
month = sep # "--" # oct,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1028",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2008",
}
@Article{Barnett:2008:RMV,
author = "William A. Barnett and Ousmane Seck",
title = "{Rotterdam} model versus almost ideal demand system:
will the best specification please stand up?",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "6",
pages = "795--824",
month = sep # "--" # oct,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1009",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2008",
}
@Article{Bontemps:2008:SHP,
author = "Christophe Bontemps and Michel Simioni and Yves
Surry",
title = "Semiparametric hedonic price models: assessing the
effects of agricultural nonpoint source pollution",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "6",
pages = "825--842",
month = sep # "--" # oct,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1022",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2008",
}
@Article{BenMansour:2008:RAA,
author = "Selima {Ben Mansour} and Ely{\`e}s Jouini and
Jean-Michel Marin and Clotilde Napp and Christian
Robert",
title = "Are risk-averse agents more optimistic? {A} {Bayesian}
estimation approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "6",
pages = "843--860",
month = sep # "--" # oct,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1027",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2008",
}
@Article{Harrison:2008:SRR,
author = "Teresa D. Harrison",
title = "Software review: Review of {\tt np} software for {R}",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "6",
pages = "861--865",
month = sep # "--" # oct,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1004",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2008",
}
@Article{Dubois:2008:ISI,
author = "Pierre Dubois and Marc Ivaldi and Thierry Magnac",
title = "Introduction to the special issue on the Econometrics
of Auctions",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "7",
pages = "867--869",
month = nov # "--" # dec,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1042",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 November 2008",
}
@Article{Lu:2008:ERA,
author = "Jingfeng Lu and Isabelle Perrigne",
title = "Estimating risk aversion from ascending and sealed-bid
auctions: the case of timber auction data",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "7",
pages = "871--896",
month = nov # "--" # dec,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1032",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 November 2008",
}
@Article{Ji:2008:MRP,
author = "Lu Ji and Tong Li",
title = "Multi-round procurement auctions with secret reserve
prices: theory and evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "7",
pages = "897--923",
month = nov # "--" # dec,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1031",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 October 2008",
}
@Article{Rezende:2008:EAL,
author = "Leonardo Rezende",
title = "Econometrics of auctions by least squares",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "7",
pages = "925--948",
month = nov # "--" # dec,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1036",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 November 2008",
}
@Article{Fevrier:2008:NIE,
author = "Philippe F{\'e}vrier",
title = "Nonparametric identification and estimation of a class
of common value auction models",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "7",
pages = "949--964",
month = nov # "--" # dec,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1041",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 November 2008",
}
@Article{Armantier:2008:ANE,
author = "Olivier Armantier and Jean-Pierre Florens and
Jean-Fran{\c{c}}ois Richard",
title = "Approximation of {Nash} equilibria in {Bayesian}
games",
journal = j-J-APPL-ECONOMETRICS,
volume = "23",
number = "7",
pages = "965--981",
month = nov # "--" # dec,
year = "2008",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1040",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 November 2008",
}
@Article{Engers:2009:AMD,
author = "Maxim Engers and Monica Hartmann and Steven Stern",
title = "Annual miles drive used car prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "1",
pages = "1--33",
month = jan # "--" # feb,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1034",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2008",
}
@Article{Balke:2009:MFV,
author = "Nathan S. Balke and Mark E. Wohar",
title = "Market fundamentals versus rational bubbles in stock
prices: a {Bayesian} perspective",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "1",
pages = "35--75",
month = jan # "--" # feb,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1025",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2008",
}
@Article{Martin:2009:DOM,
author = "Gael M. Martin and Andrew Reidy and Jill Wright",
title = "Does the option market produce superior forecasts of
noise-corrected volatility measures?",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "1",
pages = "77--104",
month = jan # "--" # feb,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1033",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2008",
}
@Article{Feng:2009:EPU,
author = "Guohua Feng and Apostolos Serletis",
title = "Efficiency and productivity of the {US} banking
industry, 1998--2005: evidence from the {Fourier} cost
function satisfying global regularity conditions",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "1",
pages = "105--138",
month = jan # "--" # feb,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1021",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2008",
}
@Article{Caggiano:2009:IOC,
author = "Giovanni Caggiano and Leone Leonida",
title = "International output convergence: evidence from an
autocorrelation function approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "1",
pages = "139--162",
month = jan # "--" # feb,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1038",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2008",
}
@Article{Porro:2009:RRP,
author = "Giuseppe Porro and Stefano Maria Iacus",
title = "Random Recursive Partitioning: a matching method for
the estimation of the average treatment effect",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "1",
pages = "163--185",
month = jan # "--" # feb,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1026",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2008",
}
@Article{Basistha:2009:HPC,
author = "Arabinda Basistha",
title = "Hours per capita and productivity: evidence from
correlated unobserved components models",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "1",
pages = "187--206",
month = jan # "--" # feb,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1013",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2008",
}
@Article{Pesaran:2009:JAE,
author = "M. Hashem Pesaran",
title = "Journal of Applied Econometrics Dissertation Prize",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "1",
pages = "207--207",
month = jan # "--" # feb,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1043",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 December 2008",
}
@Article{Doppelhofer:2009:JGDa,
author = "Gernot Doppelhofer and Melvyn Weeks",
title = "Jointness of growth determinants",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "209--244",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1046",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See comments \cite{Strachan:2009:CJG,Ley:2009:CJG} and
reply \cite{Doppelhofer:2009:JGDb}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Strachan:2009:CJG,
author = "Rodney W. Strachan",
title = "Comment on {`Jointness of growth determinants' by
Gernot Doppelhofer and Melvyn Weeks}",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "245--247",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1050",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Doppelhofer:2009:JGDa}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Ley:2009:CJG,
author = "Eduardo Ley and Mark F. J. Steel",
title = "Comments on `Jointness of growth determinants'",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "248--251",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1049",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Doppelhofer:2009:JGDa}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Doppelhofer:2009:JGDb,
author = "Gernot Doppelhofer and Melvyn Weeks",
title = "`{Jointness} of growth determinants': Reply to
comments by {Rodney Strachan}, {Eduardo Ley} and {Mark
F. J. Steel}",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "252--256",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1047",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See
\cite{Doppelhofer:2009:JGDa,Strachan:2009:CJG,Ley:2009:CJG}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Li:2009:BCU,
author = "Ji Li and Lung-fei Lee",
title = "Binary choice under social interactions: an empirical
study with and without subjective data on
expectations",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "257--281",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1035",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Maynard:2009:PIP,
author = "Alex Maynard and Jiaping Qiu",
title = "Public insurance and private savings: who is affected
and by how much?",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "282--308",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1039",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Alan:2009:EEE,
author = "Sule Alan and Orazio Attanasio and Martin Browning",
title = "Estimating {Euler} equations with noisy data: two
exact {GMM} estimators",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "309--324",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1037",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Ashley:2009:ACI,
author = "Richard Ashley",
title = "Assessing the credibility of instrumental variables
inference with imperfect instruments via sensitivity
analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "325--337",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1044",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Rosholm:2009:LMT,
author = "Michael Rosholm and Lars Skipper",
title = "Is labour market training a curse for the unemployed?
{Evidence} from a social experiment",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "338--365",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1048",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Meredith:2009:TRE,
author = "Evan Meredith and Jeffrey S. Racine",
title = "Towards reproducible econometric research: the {{\tt
Sweave}} framework",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "2",
pages = "366--374",
month = mar,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1030",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/litprog.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2009",
}
@Article{Chintagunta:2009:ISI,
author = "Pradeep Chintagunta and Philip Hans Franses and
Richard Paap",
title = "Introduction to the special issue on new econometric
models in marketing",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "3",
pages = "375--376",
month = apr # "--" # may,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1055",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2009",
}
@Article{Bockenholt:2009:DRR,
author = "Ulf B{\"o}ckenholt and Sema Barlas and Peter G. M. van
der Heijden",
title = "Do randomized-response designs eliminate response
biases? {An} empirical study of non-compliance
behavior",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "3",
pages = "377--392",
month = apr # "--" # may,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1052",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2009",
}
@Article{Ching:2009:PCM,
author = "Andrew Ching and T{\"u}lin Erdem and Michael Keane",
title = "The price consideration model of brand choice",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "3",
pages = "393--420",
month = apr # "--" # may,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1053",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2009",
}
@Article{Chintagunta:2009:MMM,
author = "Pradeep K. Chintagunta and Harikesh S. Nair and R.
Sukumar",
title = "Measuring marketing-mix effects in the 32/64 bit
video-game console market",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "3",
pages = "421--445",
month = apr # "--" # may,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1056",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2009",
}
@Article{Ebbes:2009:FIA,
author = "Peter Ebbes and Michel Wedel and Ulf B{\"o}ckenholt",
title = "Frugal {IV} alternatives to identify the parameter for
an endogenous regressor",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "3",
pages = "446--468",
month = apr # "--" # may,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1058",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2009",
}
@Article{Fok:2009:MCL,
author = "Dennis Fok and Richard Paap",
title = "Modeling category-level purchase timing with
brand-level marketing variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "3",
pages = "469--489",
month = apr # "--" # may,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1059",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2009",
}
@Article{Musalem:2009:BER,
author = "Andr{\'e}s Musalem and Eric T. Bradlow and Jagmohan S.
Raju",
title = "{Bayesian} estimation of random-coefficients choice
models using aggregate data",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "3",
pages = "490--516",
month = apr # "--" # may,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1060",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2009",
}
@Article{Sandor:2009:CPE,
author = "Zsolt S{\'a}ndor and Philip Hans Franses",
title = "Consumer price evaluations through choice
experiments",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "3",
pages = "517--535",
month = apr # "--" # may,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1061",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2009",
}
@Article{Mohtadi:2009:RCT,
author = "Hamid Mohtadi and Antu Panini Murshid",
title = "Risk of catastrophic terrorism: an extreme value
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "537--559",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1066",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Liu:2009:POH,
author = "Qianqiu Liu",
title = "On portfolio optimization: How and when do we benefit
from high-frequency data?",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "560--582",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1062",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Christodoulakis:2009:APE,
author = "G. A. Christodoulakis and E. C. Mamatzakis",
title = "Assessing the prudence of economic forecasts in the
{EU}",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "583--606",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1045",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Bai:2009:BDI,
author = "Jushan Bai and Serena Ng",
title = "Boosting diffusion indices",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "607--629",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1063",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Villani:2009:SSP,
author = "Mattias Villani",
title = "Steady-state priors for vector autoregressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "630--650",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1065",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Ley:2009:EPA,
author = "Eduardo Ley and Mark F. J. Steel",
title = "On the effect of prior assumptions in {Bayesian} model
averaging with applications to growth regression",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "651--674",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1057",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Atkinson:2009:FEF,
author = "Scott E. Atkinson and Jeffrey H. Dorfman",
title = "Feasible estimation of firm-specific allocative
inefficiency through {Bayesian} numerical methods",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "675--697",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1051",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Choirat:2009:EP,
author = "Christine Choirat and Raffello Seri",
title = "Econometrics with {Python}",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "698--704",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1088",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/python.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Anonymous:2009:ARa,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "4",
pages = "705--707",
month = jun # "--" # jul,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1089",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 April 2009",
}
@Article{Liu:2009:FRV,
author = "Chun Liu and John M. Maheu",
title = "Forecasting realized volatility: a {Bayesian}
model-averaging approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "709--733",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1070",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Klein:2009:SMB,
author = "Roger Klein and Francis Vella",
title = "A semiparametric model for binary response and
continuous outcomes under index heteroscedasticity",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "735--762",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1064",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Bonhomme:2009:PAC,
author = "St{\'e}phane Bonhomme and Gr{\'e}gory Jolivet",
title = "The pervasive absence of compensating differentials",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "763--795",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1074",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Bergemann:2009:EDE,
author = "Annette Bergemann and Bernd Fitzenberger and Stefan
Speckesser",
title = "Evaluating the dynamic employment effects of training
programs in {East} {Germany} using conditional
difference-in-differences",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "797--823",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1054",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Turner:2009:TCU,
author = "Paul Turner",
title = "Testing for cointegration using the {Johansen}
approach: are we using the correct critical values?",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "825--831",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1073",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Koenker:2009:RER,
author = "Roger Koenker and Achim Zeileis",
title = "On reproducible econometric research",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "833--847",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1083",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Baiocchi:2009:POO,
author = "Giovanni Baiocchi",
title = "{PDL}: an object-oriented programming environment for
econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "849--856",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1096",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Stoye:2009:BRC,
author = "J. Stoye",
title = "Book Review: {Charles F. Manski,
\booktitle{Identification for Prediction and Decision}
(Harvard University Press 2007)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "857--862",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1067",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Pesaran:2009:RSP,
author = "M. Hashem Pesaran",
title = "The {Richard} Stone Prize in Applied Econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "863--863",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.76",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Pesaran:2009:A,
author = "M. Hashem Pesaran",
title = "Announcement",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "865--865",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.77",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Anonymous:2009:EAR,
author = "Anonymous",
title = "Erratum: Acknowledgement to Referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "5",
pages = "867--869",
month = aug,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1108",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 July 2009",
}
@Article{Hendry:2009:MCG,
author = "David F. Hendry and M. Hashem Pesaran",
title = "In memory of {Clive Granger}: an advisory board member
of the {Journal}",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "871--873",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1125",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Gadea:2009:ASP,
author = "M. Dolores Gadea and Laura Mayoral",
title = "Aggregation is not the solution: the {PPP} puzzle
strikes back",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "875--894",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1078",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Mumtaz:2009:TVY,
author = "Haroon Mumtaz and Paolo Surico",
title = "Time-varying yield curve dynamics and monetary
policy",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "895--913",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1084",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Gladden:2009:RBW,
author = "Tricia Gladden and Christopher Taber",
title = "The relationship between wage growth and wage levels",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "914--932",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1072",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Eickmeier:2009:CHE,
author = "Sandra Eickmeier",
title = "Comovements and heterogeneity in the euro area
analyzed in a non-stationary dynamic factor model",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "933--959",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1068",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Mountford:2009:WEF,
author = "Andrew Mountford and Harald Uhlig",
title = "What are the effects of fiscal policy shocks?",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "960--992",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1079",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Hochguertel:2009:CIV,
author = "Stefan Hochguertel and Henry Ohlsson",
title = "Compensatory inter vivos gifts",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "993--1023",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1071",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Lindeboom:2009:HWE,
author = "Maarten Lindeboom and Marcel Kerkhofs",
title = "Health and work of the elderly: subjective health
measures, reporting errors and endogeneity in the
relationship between health and work",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "1024--1046",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1077",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Cook:2009:RES,
author = "Steven Cook",
title = "A re-examination of the stationarity of inflation",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "1047--1053",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1098",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Anonymous:2009:RNS,
author = "Anonymous",
title = "Replications in the `Narrow Sense'",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "1054--1054",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1145",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 October 2009",
}
@Article{Anonymous:2009:E,
author = "Anonymous",
title = "Erratum",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "6",
pages = "1055--1055",
month = sep # "--" # oct,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1126",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2009",
}
@Article{Chen:2009:LAE,
author = "Xiaohong Chen and Sydney C. Ludvigson",
title = "Land of addicts? {An} empirical investigation of
habit-based asset pricing models",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "7",
pages = "1057--1093",
month = nov # "--" # dec,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1091",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2009",
}
@Article{Biewen:2009:MSD,
author = "Martin Biewen",
title = "Measuring state dependence in individual poverty
histories when there is feedback to employment status
and household composition",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "7",
pages = "1095--1116",
month = nov # "--" # dec,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1081",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2009",
}
@Article{Costanigro:2009:ECS,
author = "Marco Costanigro and Ron C. Mittelhammer and Jill J.
McCluskey",
title = "Estimating class-specific parametric models under
class uncertainty: local polynomial regression
clustering in an hedonic analysis of wine markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "7",
pages = "1117--1135",
month = nov # "--" # dec,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1094",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2009",
}
@Article{Balcombe:2009:DCC,
author = "Kelvin Balcombe and Iain Fraser",
title = "Dichotomous-choice contingent valuation with `dont
know' responses and misreporting",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "7",
pages = "1137--1152",
month = nov # "--" # dec,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1109",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2009",
}
@Article{Phillips:2009:ETG,
author = "Peter C. B. Phillips and Donggyu Sul",
title = "Economic transition and growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "7",
pages = "1153--1185",
month = nov # "--" # dec,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1080",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2009",
}
@Article{Clements:2009:FUO,
author = "Michael P. Clements and Ana Beatriz Galv{\~a}o",
title = "Forecasting {US} output growth using leading
indicators: an appraisal using {MIDAS} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "7",
pages = "1187--1206",
month = nov # "--" # dec,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1075",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2009",
}
@Article{Huang:2009:PEF,
author = "Yongfu Huang",
title = "The political economy of financial reform: are {Abiad}
and {Mody} right?",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "7",
pages = "1207--1213",
month = nov # "--" # dec,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1093",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See comments \cite{Zandberg:2012:PEF}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2009",
}
@Article{Anonymous:2009:ARb,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "24",
number = "7",
pages = "1215--1217",
month = nov # "--" # dec,
year = "2009",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1144",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2009",
}
@Article{Durlauf:2010:IMU,
author = "Steven N. Durlauf and Shaun P. Vahey",
title = "Introduction: `Model uncertainty and macroeconomics'",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "1--3",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1135",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Clark:2010:AFV,
author = "Todd E. Clark and Michael W. McCracken",
title = "Averaging forecasts from {VARs} with uncertain
instabilities",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "5--29",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1127",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Korenok:2010:IEE,
author = "Oleg Korenok and Stanislav Radchenko and Norman R.
Swanson",
title = "International evidence on the efficacy of
new-{Keynesian} models of inflation persistence",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "31--54",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1128",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Fukac:2010:LIE,
author = "Martin Fukac and Adrian Pagan",
title = "Limited information estimation and evaluation of
{DSGE} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "55--70",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1130",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Banbura:2010:LBV,
author = "Marta Ba{\'n}bura and Domenico Giannone and Lucrezia
Reichlin",
title = "Large {Bayesian} vector auto regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "71--92",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1137",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Justiniano:2010:MPU,
author = "Alejandro Justiniano and Bruce Preston",
title = "Monetary policy and uncertainty in an empirical small
open-economy model",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "93--128",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1153",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Edge:2010:WMM,
author = "Rochelle M. Edge and Thomas Laubach and John C.
Williams",
title = "Welfare-maximizing monetary policy under parameter
uncertainty",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "129--143",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1136",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Onatski:2010:EPP,
author = "Alexei Onatski and Noah Williams",
title = "Empirical and policy performance of a forward-looking
monetary model",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "145--176",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1131",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Lubik:2010:LCS,
author = "Thomas A. Lubik and Paolo Surico",
title = "The {Lucas} critique and the stability of empirical
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "177--194",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1129",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Pesaran:2010:JAE,
author = "M. Hashem Pesaran",
title = "Journal of applied econometrics distinguished
authors",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "1",
pages = "195--195",
month = jan # "--" # feb,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1164",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2010",
}
@Article{Shephard:2010:RFF,
author = "Neil Shephard and Kevin Sheppard",
title = "Realising the future: forecasting with
high-frequency-based volatility {(HEAVY)} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "2",
pages = "197--231",
month = mar,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1158",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2010",
}
@Article{Andersen:2010:CTM,
author = "Torben G. Andersen and Tim Bollerslev and Per
Frederiksen and Morten {\O}rregaard Nielsen",
title = "Continuous-time models, realized volatilities, and
testable distributional implications for daily stock
returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "2",
pages = "233--261",
month = mar,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1105",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2010",
}
@Article{Dufour:2010:MRB,
author = "Jean-Marie Dufour and Lynda Khalaf and Marie-Claude
Beaulieu",
title = "Multivariate residual-based finite-sample tests for
serial dependence and {ARCH} effects with applications
to asset pricing models",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "2",
pages = "263--285",
month = mar,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1092",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2010",
}
@Article{Lancaster:2010:BQR,
author = "Tony Lancaster and Sung Jae Jun",
title = "{Bayesian} quantile regression methods",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "2",
pages = "287--307",
month = mar,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1069",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2010",
}
@Article{Kaufmann:2010:DFT,
author = "Sylvia Kaufmann",
title = "Dating and forecasting turning points by {Bayesian}
clustering with dynamic structure: a suggestion with an
application to {Austrian} data",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "2",
pages = "309--344",
month = mar,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1076",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2010",
}
@Article{Bao:2010:GIV,
author = "Yong Bao and Melody Lo and Franklin G. {Mixon, Jr.}",
title = "General-interest versus specialty journals: Using
intellectual influence of econometrics research to rank
economics journals and articles",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "2",
pages = "345--353",
month = mar,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1104",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2010",
}
@Article{Kelchtermans:2010:PSD,
author = "Stijn Kelchtermans and Frank Verboven",
title = "Participation and study decisions in a public system
of higher education",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "3",
pages = "355--391",
month = apr # "--" # may,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1087",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2010",
}
@Article{Huang:2010:DTE,
author = "Fali Huang and Myoung-Jae Lee",
title = "Dynamic treatment effect analysis of {TV} effects on
child cognitive development",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "3",
pages = "392--419",
month = apr # "--" # may,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1165",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2010",
}
@Article{Pendakur:2010:SEC,
author = "Krishna Pendakur and Stefan Sperlich",
title = "Semiparametric estimation of consumer demand systems
in real expenditure",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "3",
pages = "420--457",
month = apr # "--" # may,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1085",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2010",
}
@Article{Henderson:2010:TMR,
author = "Daniel J. Henderson",
title = "A test for multimodality of regression derivatives
with application to nonparametric growth regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "3",
pages = "458--480",
month = apr # "--" # may,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1099",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2010",
}
@Article{Miniaci:2010:MVE,
author = "Raffaele Miniaci and Sergio Pastorello",
title = "Mean-variance econometric analysis of household
portfolios",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "3",
pages = "481--504",
month = apr # "--" # may,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1107",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2010",
}
@Article{Baltagi:2010:NRS,
author = "Badi H. Baltagi",
title = "Narrow Replication of {Serlenga and Shin (2007)
Gravity models of intra-EU trade: application of the
CCEP--HT estimation in heterogeneous panels with
unobserved common time-specific factors}",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "3",
pages = "505--506",
month = apr # "--" # may,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1169",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Serlenga:2007:GMI}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2010",
}
@Article{Anonymous:2010:JAE,
author = "Anonymous",
title = "Journal of Applied Econometrics dissertation prize",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "3",
pages = "507--507",
month = apr # "--" # may,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1170",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2010",
}
@Article{Ciccarelli:2010:FUS,
author = "Matteo Ciccarelli and Kirstin Hubrich",
title = "Forecast uncertainty: sources, measurement and
evaluation",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "509--513",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1179",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Lahiri:2010:MFU,
author = "Kajal Lahiri and Xuguang Sheng",
title = "Measuring forecast uncertainty by disagreement: The
missing link",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "514--538",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1167",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Alquist:2010:WDW,
author = "Ron Alquist and Lutz Kilian",
title = "What do we learn from the price of crude oil
futures?",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "539--573",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1159",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Hubrich:2010:FES,
author = "Kirstin Hubrich and Kenneth D. West",
title = "Forecast evaluation of small nested model sets",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "574--594",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1176",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Giacomini:2010:FCU,
author = "Raffaella Giacomini and Barbara Rossi",
title = "Forecast comparisons in unstable environments",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "595--620",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1177",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Jore:2010:CFD,
author = "Anne Sofie Jore and James Mitchell and Shaun P.
Vahey",
title = "Combining forecast densities from {VARs} with
uncertain instabilities",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "621--634",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1162",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Jorda:2010:PFE,
author = "{\`O}scar Jord{\`a} and Massimiliano Marcellino",
title = "Path forecast evaluation",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "635--662",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1166",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Camacho:2010:IES,
author = "Maximo Camacho and Gabriel Perez-Quiros",
title = "Introducing the euro-sting: Short-term indicator of
euro area growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "663--694",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1174",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Creal:2010:ERU,
author = "Drew Creal and Siem Jan Koopman and Eric Zivot",
title = "Extracting a robust {US} business cycle using a
time-varying multivariate model-based bandpass filter",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "695--719",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1185",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Edge:2010:CFP,
author = "Rochelle M. Edge and Michael T. Kiley and
Jean-Philippe Laforte",
title = "A comparison of forecast performance between federal
reserve staff forecasts, simple reduced-form models,
and a {DSGE} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "4",
pages = "720--754",
month = jun # "--" # jul,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1175",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Canova:2010:ETS,
author = "Fabio Canova and David Lopez-Salido and Claudio
Michelacci",
title = "The effects of technology shocks on hours and output:
a robustness analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "5",
pages = "755--773",
month = aug,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1090",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2010",
}
@Article{Guerron-Quintana:2010:WYM,
author = "Pablo A. Guerron-Quintana",
title = "What you match does matter: the effects of data on
{DSGE} estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "5",
pages = "774--804",
month = aug,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1106",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2010",
}
@Article{Bosco:2010:LRR,
author = "Bruno Bosco and Lucia Parisio and Matteo Pelagatti and
Fabio Baldi",
title = "Long-run relations in {European} electricity prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "5",
pages = "805--832",
month = aug,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1095",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2010",
}
@Article{Jarocinski:2010:RMP,
author = "Marek Jaroci{\'n}ski",
title = "Responses to monetary policy shocks in the east and
the west of {Europe}: a comparison",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "5",
pages = "833--868",
month = aug,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1082",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2010",
}
@Article{Kapetanios:2010:ETV,
author = "George Kapetanios and Tony Yates",
title = "Estimating time variation in measurement error from
data revisions: an application to backcasting and
forecasting in dynamic models",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "5",
pages = "869--893",
month = aug,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1121",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2010",
}
@Article{Haupt:2010:NEH,
author = "Harry Haupt and Joachim Schnurbus and Rolf Tschernig",
title = "On nonparametric estimation of a hedonic price
function",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "5",
pages = "894--901",
month = aug,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1186",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2010",
}
@Article{Douglas:2010:WGP,
author = "Christopher Douglas and Ana Mar{\'\i}a Herrera",
title = "Why are gasoline prices sticky? {A} test of
alternative models of price adjustment",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "6",
pages = "903--928",
month = sep # "--" # oct,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1115",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 September 2009",
}
@Article{Prat:2010:RLD,
author = "Julien Prat",
title = "The rate of learning-by-doing: estimates from a
search-matching model",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "6",
pages = "929--962",
month = sep # "--" # oct,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1114",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 October 2009",
}
@Article{Blavatskyy:2010:MSC,
author = "Pavlo R. Blavatskyy and Ganna Pogrebna",
title = "Models of stochastic choice and decision theories: why
both are important for analyzing decisions",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "6",
pages = "963--986",
month = sep # "--" # oct,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1116",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 September 2009",
}
@Article{deRoos:2010:DMU,
author = "Nicolas de Roos and Yianis Sarafidis",
title = "Decision making under risk in Deal or No Deal",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "6",
pages = "987--1027",
month = sep # "--" # oct,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1110",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 September 2009",
}
@Article{Clements:2010:FET,
author = "Michael P. Clements and David I. Harvey",
title = "Forecast encompassing tests and probability
forecasts",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "6",
pages = "1028--1062",
month = sep # "--" # oct,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1097",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2009",
}
@Article{Nakov:2010:JIV,
author = "Anton Nakov",
title = "Jackknife instrumental variables estimation:
replication and extension of {Angrist}, {Imbens} and
{Krueger} (1999)",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "6",
pages = "1063--1066",
month = sep # "--" # oct,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1191",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Angrist:1999:JIV}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2010",
}
@Article{Pesaran:2010:RSP,
author = "M Hashem Pesaran",
title = "The {Richard} Stone Prize in Applied Econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "6",
pages = "1067--1068",
month = sep # "--" # oct,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1210",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 September 2010",
}
@Article{Anonymous:2010:AR,
author = "Anonymous",
title = "Acknowledgement to Referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "6",
pages = "1069--1072",
month = sep # "--" # oct,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1212",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 September 2010",
}
@Article{Bond:2010:CAG,
author = "Steve Bond and Asli Leblebicio{\u{g}}lu and Fabio
Schiantarelli",
title = "Capital accumulation and growth: a new look at the
empirical evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "7",
pages = "1073--1099",
month = nov # "--" # dec,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1163",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 November 2010",
}
@Article{Tan:2010:NOT,
author = "Chih Ming Tan",
title = "No one true path: uncovering the interplay between
geography, institutions, and fractionalization in
economic development",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "7",
pages = "1100--1127",
month = nov # "--" # dec,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1102",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 November 2010",
}
@Article{Juarez:2010:NGD,
author = "Miguel A. Ju{\'a}rez and Mark F. J. Steel",
title = "Non-{Gaussian} dynamic {Bayesian} modelling for panel
data",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "7",
pages = "1128--1154",
month = nov # "--" # dec,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1113",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 November 2010",
}
@Article{Park:2010:HDC,
author = "Cheolbeom Park",
title = "How does changing age distribution impact stock
prices? {A} nonparametric approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "7",
pages = "1155--1178",
month = nov # "--" # dec,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1101",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 November 2010",
}
@Article{Mehta:2010:IAP,
author = "Aditi Mehta and Marc Rysman and Tim Simcoe",
title = "Identifying the age profile of patent citations: new
estimates of knowledge diffusion",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "7",
pages = "1179--1204",
month = nov # "--" # dec,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1086",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 November 2010",
}
@Article{Finger:2010:RRS,
author = "Robert Finger",
title = "Review of `Robustbase' software for {R}",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "7",
pages = "1205--1210",
month = nov # "--" # dec,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1194",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 November 2010",
}
@Article{Huynh:2010:FSD,
author = "Kim P. Huynh and David T. Jacho-Ch{\'a}vez",
title = "Firm size distributions through the lens of functional
principal components analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "7",
pages = "1211--1214",
month = nov # "--" # dec,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1200",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 November 2010",
}
@Article{Perrigne:2010:BRH,
author = "Isabelle Perrigne",
title = "Book Review: {Harry J. Paarsch and Han Hong,
\booktitle{An Introduction to the Structural
Econometrics of Auction Data} (The MIT Press 2006)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "25",
number = "7",
pages = "1215--1222",
month = nov # "--" # dec,
year = "2010",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1195",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 November 2010",
}
@Article{Geweke:2011:HMN,
author = "John Geweke and Gianni Amisano",
title = "Hierarchical {Markov} normal mixture models with
applications to financial asset returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "1",
pages = "1--29",
month = jan # "--" # feb,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1119",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2011",
}
@Article{Eicher:2011:DPP,
author = "Theo S. Eicher and Chris Papageorgiou and Adrian E.
Raftery",
title = "Default priors and predictive performance in
{Bayesian} model averaging, with application to growth
determinants",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "1",
pages = "30--55",
month = jan # "--" # feb,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1112",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2011",
}
@Article{Westerlund:2011:NPT,
author = "Joakim Westerlund and Wolfgang Hess",
title = "A new poolability test for cointegrated panels",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "1",
pages = "56--88",
month = jan # "--" # feb,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1143",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2011",
}
@Article{Fujita:2011:DWF,
author = "Shigeru Fujita",
title = "Dynamics of worker flows and vacancies: evidence from
the sign restriction approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "1",
pages = "89--121",
month = jan # "--" # feb,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1111",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2011",
}
@Article{Cho:2011:EMM,
author = "Sung-Jin Cho",
title = "An empirical model of mainframe computer investment",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "1",
pages = "122--150",
month = jan # "--" # feb,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1207",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 September 2010",
}
@Article{DeHaan:2011:EIS,
author = "Monique {De Haan} and Erik Plug",
title = "Estimating intergenerational schooling mobility on
censored samples: consequences and remedies",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "1",
pages = "151--166",
month = jan # "--" # feb,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1123",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2011",
}
@Article{Chang:2011:MLM,
author = "Jae Bong Chang and Jayson L. Lusk",
title = "Mixed logit models: accuracy and software choice",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "1",
pages = "167--172",
month = jan # "--" # feb,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1201",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2011",
}
@Article{Kiefer:2011:DEC,
author = "Nicholas M. Kiefer",
title = "Default estimation, correlated defaults, and expert
information",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "2",
pages = "173--192",
month = mar,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1124",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2011",
}
@Article{DiezDeLosRios:2011:AVN,
author = "Antonio {Diez De Los Rios} and Ren{\'e} Garcia",
title = "Assessing and valuing the nonlinear structure of hedge
fund returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "2",
pages = "193--212",
month = mar,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1147",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2011",
}
@Article{Brady:2011:MDH,
author = "Ryan R. Brady",
title = "Measuring the diffusion of housing prices across space
and over time",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "2",
pages = "213--231",
month = mar,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1118",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2011",
}
@Article{Copeland:2011:RPS,
author = "Adam Copeland and George Hall",
title = "The response of prices, sales, and output to temporary
changes in demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "2",
pages = "232--269",
month = mar,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1120",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2011",
}
@Article{Kumbhakar:2011:SES,
author = "Subal C. Kumbhakar and Efthymios G. Tsionas",
title = "Stochastic error specification in primal and dual
production systems",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "2",
pages = "270--297",
month = mar,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1100",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2011",
}
@Article{Berenguer-Rico:2011:RSS,
author = "Vanessa Berenguer-Rico and Josep Llu{\'\i}s
Carrion-i-Silvestre",
title = "Regime shifts in stock-flow {$ {\rm I}(2)$--$ {\rm
I}(1)$} systems: the case of {US} fiscal
sustainability",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "2",
pages = "298--321",
month = mar,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1139",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2011",
}
@Article{Attanasio:2011:ICC,
author = "Orazio P. Attanasio and Monica Paiella",
title = "Intertemporal consumption choices, transaction costs
and limited participation in financial markets:
reconciling data and theory",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "2",
pages = "322--343",
month = mar,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1154",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2011",
}
@Article{Ho:2011:NPP,
author = "Anson T. Y. Ho and Kim P. Huynh and David T.
Jacho-Ch{\'a}vez",
title = "{{\tt npRmpi}}: A package for parallel distributed
kernel estimation in {R}",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "2",
pages = "344--349",
month = mar,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1221",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 November 2010",
}
@Article{Bellemare:2011:IMA,
author = "Charles Bellemare and Charles F. Manski",
title = "Introduction: `Measurement and analysis of subjective
expectations'",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "351--351",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1241",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 March 2011",
}
@Article{Dominitz:2011:MIE,
author = "Jeff Dominitz and Charles F. Manski",
title = "Measuring and interpreting expectations of equity
returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "352--370",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1225",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 November 2010",
}
@Article{Gouret:2011:WKM,
author = "Fabian Gouret and Guillaume Hollard",
title = "When {Kahneman} meets {Manski}: Using dual systems of
reasoning to interpret subjective expectations of
equity returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "371--392",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1224",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 November 2010",
}
@Article{Hudomiet:2011:SMC,
author = "P{\'e}ter Hudomiet and G{\'a}bor K{\'e}zdi and Robert
J. Willis",
title = "Stock market crash and expectations of {American}
households",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "393--415",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1226",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 November 2010",
}
@Article{Hurd:2011:SME,
author = "Michael Hurd and Maarten {Van Rooij} and Joachim
Winter",
title = "Stock market expectations of {Dutch} households",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "416--436",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1242",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 March 2011",
}
@Article{Bellemare:2011:MWP,
author = "Charles Bellemare and Alexander Sebald and Martin
Strobel",
title = "Measuring the willingness to pay to avoid guilt:
estimation using equilibrium and stated belief models",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "437--453",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1227",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2010",
}
@Article{DeBruin:2011:MCU,
author = "W{\"a}ndi Bruine {De Bruin} and Charles F. Manski and
Giorgio Topa and Wilbert van der Klaauw",
title = "Measuring consumer uncertainty about future
inflation",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "454--478",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1239",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 March 2011",
}
@Article{Delavande:2011:EPE,
author = "Adeline Delavande and Xavier Gin{\'e} and David
McKenzie",
title = "Eliciting probabilistic expectations with visual aids
in developing countries: how sensitive are answers to
variations in elicitation design?",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "479--497",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1233",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2011",
}
@Article{Delavande:2011:IUA,
author = "Adeline Delavande and Susann Rohwedder",
title = "Individuals' uncertainty about future social security
benefits and portfolio choice",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "498--519",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1235",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 March 2011",
}
@Article{Zafar:2011:CSE,
author = "Basit Zafar",
title = "Can subjective expectations data be used in choice
models? {Evidence} on cognitive biases",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "520--544",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1236",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 March 2011",
}
@Article{Pesaran:2011:JAE,
author = "M. Hashem Pesaran",
title = "Journal of Applied Econometrics distinguished
authors",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "545--546",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1240",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 March 2011",
}
@Article{Anonymous:2011:JAE,
author = "Anonymous",
title = "Journal of Applied Econometrics dissertation prize",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "3",
pages = "547--547",
month = apr # "--" # may,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1244",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 March 2011",
}
@Article{Jones:2011:HDH,
author = "Andrew M. Jones and Stefanie Schurer",
title = "How does heterogeneity shape the socioeconomic
gradient in health satisfaction?",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "4",
pages = "549--579",
month = jun # "--" # jul,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1134",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 May 2011",
}
@Article{Eckstein:2011:JWM,
author = "Zvi Eckstein and Suqin Ge and Barbara Petrongolo",
title = "Job and wage mobility with minimum wages and imperfect
compliance",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "4",
pages = "580--612",
month = jun # "--" # jul,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1142",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 May 2011",
}
@Article{Dagsvik:2011:ERS,
author = "John K. Dagsvik and Torbj{\o}rn H{\ae}geland and Arvid
Raknerud",
title = "Estimating the returns to schooling: a likelihood
approach based on normal mixtures",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "4",
pages = "613--640",
month = jun # "--" # jul,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1172",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 May 2011",
}
@Article{Michaud:2011:FFE,
author = "Pierre-Carl Michaud and Konstantinos Tatsiramos",
title = "Fertility and female employment dynamics in {Europe}:
the effect of using alternative econometric modeling
assumptions",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "4",
pages = "641--668",
month = jun # "--" # jul,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1133",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 May 2011",
}
@Article{Bien:2011:IMI,
author = "Katarzyna Bien and Ingmar Nolte and Winfried
Pohlmeier",
title = "An inflated multivariate integer count hurdle model:
an application to bid and ask quote dynamics",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "4",
pages = "669--707",
month = jun # "--" # jul,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1122",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 May 2011",
}
@Article{Sun:2011:BAL,
author = "Kai Sun and Daniel J. Henderson and Subal C.
Kumbhakar",
title = "Biases in approximating log production",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "4",
pages = "708--714",
month = jun # "--" # jul,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1229",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2010",
}
@Article{Bai:2011:CMC,
author = "Jushan Bai and Peng Wang",
title = "Conditional {Markov} chain and its application in
economic time series analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "715--734",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1140",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{Carriero:2011:FLD,
author = "Andrea Carriero and George Kapetanios and Massimiliano
Marcellino",
title = "Forecasting large datasets with {Bayesian} reduced
rank multivariate models",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "735--761",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1150",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{Fanelli:2011:SBT,
author = "Luca Fanelli and Giulio Palomba",
title = "Simulation-based tests of forward-looking models under
{VAR} learning dynamics",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "762--782",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1138",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{Giustinelli:2011:NPB,
author = "Pamela Giustinelli",
title = "Non-parametric bounds on quantiles under monotonicity
assumptions: with an application to the {Italian}
education returns",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "783--824",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1132",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{Khwaja:2011:CTE,
author = "Ahmed Khwaja and Gabriel Picone and Martin Salm and
Justin G. Trogdon",
title = "A comparison of treatment effects estimators using a
structural model of {AMI} treatment choices and
severity of illness information from hospital charts",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "825--853",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1181",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{Chang:2011:SET,
author = "Sheng-Kai Chang",
title = "Simulation estimation of two-tiered dynamic panel
Tobit models with an application to the labor supply of
married women",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "854--871",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1141",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{VanOphem:2011:FVD,
author = "Hans {Van Ophem}",
title = "The frequency of visiting a doctor: Is the decision to
go independent of the frequency?",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "872--879",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1252",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2011",
}
@Article{Adkins:2011:UGM,
author = "Lee C. Adkins",
title = "Using {\tt gretl} for {Monte Carlo} experiments",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "880--885",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1228",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/gnu.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 December 2010",
}
@Article{Park:2011:HDC,
author = "Cheolbeom Park",
title = "How does changing age distribution impact stock
prices? {A} nonparametric approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "886--887",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1117",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{Park:2011:AR,
author = "Cheolbeom Park",
title = "Acknowledgement to Referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "5",
pages = "888--891",
month = aug,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1255",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 2011",
}
@Article{Lahaye:2011:JCM,
author = "J{\'e}r{\^o}me Lahaye and S{\'e}bastien Laurent and
Christopher J. Neely",
title = "Jumps, cojumps and macro announcements",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "893--921",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1149",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2011",
}
@Article{Chiriac:2011:MFM,
author = "Roxana Chiriac and Valeri Voev",
title = "Modelling and forecasting multivariate realized
volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "922--947",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1152",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2011",
}
@Article{Ehrmann:2011:SBM,
author = "Michael Ehrmann and Marcel Fratzscher and Roberto
Rigobon",
title = "{Stocks}, bonds, money markets and exchange rates:
measuring international financial transmission",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "948--974",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1173",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2011",
}
@Article{Senyuz:2011:FAP,
author = "Zeynep Senyuz",
title = "Factor analysis of permanent and transitory dynamics
of the {US} economy and the stock market",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "975--998",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1193",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2011",
}
@Article{Audrino:2011:MFS,
author = "Francesco Audrino and Marcelo C. Medeiros",
title = "Modeling and forecasting short-term interest rates:
The benefits of smooth regimes, macroeconomic
variables, and bagging",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "999--1022",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1171",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2011",
}
@Article{Mitchell:2011:EDF,
author = "James Mitchell and Kenneth F. Wallis",
title = "Evaluating density forecasts: forecast combinations,
model mixtures, calibration and sharpness",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "1023--1040",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1192",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2011",
}
@Article{Cuaresma:2011:HDA,
author = "Jesus Crespo Cuaresma",
title = "How different is {Africa}? {A} comment on {Masanjala}
and {Papageorgiou}",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "1041--1047",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1180",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Masanjala:2008:RLR} and comment
\cite{Papageorgiou:2011:HUI}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2011",
}
@Article{Papageorgiou:2011:HUI,
author = "Chris Papageorgiou",
title = "How to use interaction terms in {BMA}: Reply to
{Crespo Cuaresma}'s comment on {Masanjala} and
{Papageorgiou} (2008)",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "1048--1050",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1263",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Masanjala:2008:RLR,Cuaresma:2011:HDA}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 August 2011",
}
@Article{Ropponen:2011:REC,
author = "Olli Ropponen",
title = "Reconciling the evidence of {Card} and {Krueger}
(1994) and {Neumark} and {Wascher} (2000)",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "6",
pages = "1051--1057",
month = sep # "--" # oct,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1258",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "The research referred to appears in Card and Krueger
(\booktitle{American Economic Review} 1994; {\bf 84}:
772--793) and Neumark and Wascher (\booktitle{American
Economic Review} 2000; {\bf 90}: 1362--1396).",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2011",
}
@Article{Engelberg:2011:ATV,
author = "Joseph Engelberg and Charles F. Manski and Jared
Williams",
title = "Assessing the temporal variation of macroeconomic
forecasts by a panel of changing composition",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "7",
pages = "1059--1078",
month = nov # "--" # dec,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1206",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 September 2010",
}
@Article{Gobillon:2011:ELF,
author = "Laurent Gobillon and Thierry Magnac and Harris Selod",
title = "The effect of location on finding a job in the {Paris}
region",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "7",
pages = "1079--1112",
month = nov # "--" # dec,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1168",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 October 2011",
}
@Article{Campbell:2011:CLM,
author = "Jeffrey R. Campbell",
title = "Competition in large markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "7",
pages = "1113--1136",
month = nov # "--" # dec,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1155",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 October 2011",
}
@Article{vanOurs:2011:CUM,
author = "Jan C. van Ours and Jenny Williams",
title = "Cannabis use and mental health problems",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "7",
pages = "1137--1156",
month = nov # "--" # dec,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1182",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 October 2011",
}
@Article{Bretteville-Jensen:2011:CDS,
author = "Anne Line Bretteville-Jensen and Liana Jacobi",
title = "Climbing the drug staircase: a {Bayesian} analysis of
the initiation of hard drug use",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "7",
pages = "1157--1186",
month = nov # "--" # dec,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1160",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 October 2011",
}
@Article{Davis:2011:EEG,
author = "Lucas W. Davis and Lutz Kilian",
title = "Estimating the effect of a gasoline tax on carbon
emissions",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "7",
pages = "1187--1214",
month = nov # "--" # dec,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1156",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 October 2011",
}
@Article{Gomes:2011:NRY,
author = "F{\'a}bio Augusto Reis Gomes and Louren{\c{c}}o S.
Paz",
title = "Narrow Replication of Yogo (2004) Estimating the
Elasticity of Intertemporal Substitution when
Instruments are Weak",
journal = j-J-APPL-ECONOMETRICS,
volume = "26",
number = "7",
pages = "1215--1216",
month = nov # "--" # dec,
year = "2011",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1264",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 August 2011",
}
@Article{Smith:2012:DES,
author = "Loren K. Smith",
title = "Dynamics and equilibrium in a structural model of
wide-body commercial aircraft markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "1",
pages = "1--33",
month = jan # "--" # feb,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1151",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2012",
}
@Article{Li:2012:TSV,
author = "Shanjun Li",
title = "Traffic safety and vehicle choice: quantifying the
effects of the `arms race' on {American} roads",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "1",
pages = "34--62",
month = jan # "--" # feb,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1161",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2012",
}
@Article{Gautier:2012:SFE,
author = "Pieter A. Gautier and Bas van der Klaauw",
title = "Selection in a field experiment with voluntary
participation",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "1",
pages = "63--84",
month = jan # "--" # feb,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1184",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2012",
}
@Article{Dardanoni:2012:SMI,
author = "Valentino Dardanoni and Mario Fiorini and Antonio
Forcina",
title = "Stochastic monotonicity in intergenerational mobility
tables",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "1",
pages = "85--107",
month = jan # "--" # feb,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1146",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2012",
}
@Article{Kraay:2012:IVR,
author = "Aart Kraay",
title = "Instrumental variables regressions with uncertain
exclusion restrictions: a {Bayesian} approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "1",
pages = "108--128",
month = jan # "--" # feb,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1148",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2012",
}
@Article{Xie:2012:MIN,
author = "Hui Xie and Yi Qian",
title = "Measuring the impact of nonignorability in panel data
with non-monotone nonresponse",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "1",
pages = "129--159",
month = jan # "--" # feb,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1157",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2012",
}
@Article{Correa:2012:ICU,
author = "Juan A. Correa",
title = "Innovation and competition: An unstable relationship",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "1",
pages = "160--166",
month = jan # "--" # feb,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1262",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{Racine:2012:RPI,
author = "Jeffrey S. Racine",
title = "{RStudio}: A Platform-Independent {IDE} for {R} and
{Sweave}",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "1",
pages = "167--172",
month = jan # "--" # feb,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1278",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/litprog.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 October 2011",
}
@Article{Flores-Lagunes:2012:ESS,
author = "Alfonso Flores-Lagunes and Kurt Erik Schnier",
title = "Estimation of sample selection models with spatial
dependence",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "173--204",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1189",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2012",
}
@Article{Das:2012:PED,
author = "Abhiman Das and Subal C. Kumbhakar",
title = "Productivity and efficiency dynamics in {Indian}
banking: An input distance function approach
incorporating quality of inputs and outputs",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "205--234",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1183",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2012",
}
@Article{McAndrew:2012:IRP,
author = "Clare McAndrew and James L. Smith and Rex Thompson",
title = "The impact of reserve prices on the perceived bias of
expert appraisals of fine art",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "235--252",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1188",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2012",
}
@Article{Feng:2012:ATE,
author = "Qu Feng and William C. Horrace",
title = "Alternative technical efficiency measures: Skew, bias
and scale",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "253--268",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1190",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2012",
}
@Article{Hafner:2012:DSC,
author = "Christian M. Hafner and Hans Manner",
title = "Dynamic stochastic copula models: estimation,
inference and applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "269--295",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1197",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2012",
}
@Article{Eicher:2012:TCD,
author = "Theo S. Eicher and Christian Henn and Chris
Papageorgiou",
title = "Trade creation and diversion revisited: Accounting for
model uncertainty and natural trading partner effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "296--321",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1198",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2012",
}
@Article{Dhaene:2012:STM,
author = "Geert Dhaene and J. M. C. Santos Silva",
title = "Specification and testing of models estimated by
quadrature",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "322--332",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1196",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2012",
}
@Article{Kalouptsidi:2012:MSC,
author = "Myrto Kalouptsidi",
title = "From market shares to consumer types: Duality in
differentiated product demand estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "333--342",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1187",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2012",
}
@Article{Farbmacher:2012:GMW,
author = "Helmut Farbmacher",
title = "{GMM} with many weak moment conditions: Replication
and application of {Newey} and {Windmeijer} (2009)",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "2",
pages = "343--346",
month = mar,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1277",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 November 2011",
}
@Article{Hu:2012:ENM,
author = "Yingyao Hu and Geert Ridder",
title = "Estimation of nonlinear models with mismeasured
regressors using marginal information",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "3",
pages = "347--385",
month = apr # "--" # may,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1202",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2012",
}
@Article{Hospido:2012:MHD,
author = "L. Hospido",
title = "Modelling heterogeneity and dynamics in the volatility
of individual wages",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "3",
pages = "386--414",
month = apr # "--" # may,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1204",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2012",
}
@Article{Kumar:2012:NEI,
author = "Anil Kumar",
title = "Nonparametric estimation of the impact of taxes on
female labor supply",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "3",
pages = "415--439",
month = apr # "--" # may,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1205",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 September 2010",
}
@Article{Ilbas:2012:RPU,
author = "Pelin Ilbas",
title = "Revealing the preferences of the {US} {Federal}
Reserve",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "3",
pages = "440--473",
month = apr # "--" # may,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1199",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2012",
}
@Article{Iglesias:2012:IIV,
author = "Emma M. Iglesias and Garry D. A. Phillips",
title = "Improved instrumental variables estimation of
simultaneous equations under conditionally
heteroskedastic disturbances",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "3",
pages = "474--499",
month = apr # "--" # may,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1203",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2012",
}
@Article{Smith:2012:MDU,
author = "Michael S. Smith and Quan Gan and Robert J. Kohn",
title = "Modelling dependence using skew t copulas: {Bayesian}
inference and applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "3",
pages = "500--522",
month = apr # "--" # may,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1215",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 October 2010",
}
@Article{Anonymous:2012:JAE,
author = "Anonymous",
title = "Journal of Applied Econometrics Dissertation Prize",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "3",
pages = "523--523",
month = apr # "--" # may,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2271",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:20:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2012",
}
@Article{Polito:2012:OMP,
author = "Vito Polito and Mike Wickens",
title = "Optimal monetary policy using an unrestricted {VAR}",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "525--553",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1219",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 October 2010",
}
@Article{Greenwood-Nimmo:2012:PFO,
author = "Matthew Greenwood-Nimmo and Viet Hoang Nguyen and
Yongcheol Shin",
title = "Probabilistic forecasting of output growth, inflation
and the balance of trade in a {GVAR} framework",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "554--573",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1208",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 September 2010",
}
@Article{Moench:2012:TSS,
author = "Emanuel Moench",
title = "Term structure surprises: the predictive content of
curvature, level, and slope",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "574--602",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1220",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2010",
}
@Article{Bernard:2012:IRT,
author = "Jean-Thomas Bernard and Jean-Marie Dufour and Lynda
Khalaf and Maral Kichian",
title = "An identification-robust test for time-varying
parameters in the dynamics of energy prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "603--624",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1213",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 November 2010",
}
@Article{Hautsch:2012:BRA,
author = "Nikolaus Hautsch and Lada M. Kyj and Roel C. A.
Oomen",
title = "A blocking and regularization approach to
high-dimensional realized covariance estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "625--645",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1218",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 October 2010",
}
@Article{Mroz:2012:SFE,
author = "Thomas A. Mroz",
title = "A simple, flexible estimator for count and other
ordered discrete data",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "646--665",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1211",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 October 2010",
}
@Article{Kan:2012:LWR,
author = "Kamhon Kan and Myoung-Jae Lee",
title = "Lose weight for a raise only if overweight: Marginal
integration for semi-linear panel models",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "666--685",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1209",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 September 2010",
}
@Article{Feldkircher:2012:IDR,
author = "Martin Feldkircher and Stefan Zeugner",
title = "The impact of data revisions on the robustness of
growth determinants --- a note on `determinants of
economic growth: Will data tell?'",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "686--694",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2265",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2014",
}
@Article{Zandberg:2012:PEF,
author = "Eelco Zandberg and Jakob {De Haan} and J. Paul
Elhorst",
title = "The political economy of financial reform: How robust
are {Huang}'s findings?",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "695--699",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2269",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Huang:2009:PEF}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 March 2012",
}
@Article{Anonymous:2012:AR,
author = "Anonymous",
title = "Acknowledgement to referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "4",
pages = "700--703",
month = jun # "--" # jul,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2284",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2014",
}
@Article{Hsiao:2012:PDA,
author = "Cheng Hsiao and H. Steve Ching and Shui Ki Wan",
title = "A panel data approach for program evaluation:
measuring the benefits of political and economic
integration of {Hong Kong} with {Mainland China}",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "5",
pages = "705--740",
month = aug,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1230",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 January 2011",
}
@Article{Fiorini:2012:FEE,
author = "Mario Fiorini",
title = "Fostering educational enrolment through subsidies: the
issue of timing",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "5",
pages = "741--772",
month = aug,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1214",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 October 2010",
}
@Article{Behrens:2012:DGU,
author = "Kristian Behrens and Cem Ertur and Wilfried Koch",
title = "`Dual' gravity: using spatial econometrics to control
for multilateral resistance",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "5",
pages = "773--794",
month = aug,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1231",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2010",
}
@Article{Becker:2012:WST,
author = "Ralf Becker and Denise R. Osborn",
title = "Weighted smooth transition regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "5",
pages = "795--811",
month = aug,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1222",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 November 2010",
}
@Article{Lanne:2012:BMS,
author = "Markku Lanne and Arto Luoma and Jani Luoto",
title = "{Bayesian} model selection and forecasting in
noncausal autoregressive models",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "5",
pages = "812--830",
month = aug,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1217",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2010",
}
@Article{Fok:2012:ROL,
author = "Dennis Fok and Richard Paap and Bram {Van Dijk}",
title = "a rank-ordered logit model with unobserved
heterogeneity in ranking capabilities",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "5",
pages = "831--846",
month = aug,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1223",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 November 2010",
}
@Article{Paluch:2012:IVA,
author = "Michal Paluch and Alois Kneip and Werner Hildenbrand",
title = "Individual versus aggregate income elasticities for
heterogeneous populations",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "5",
pages = "847--869",
month = aug,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1237",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 March 2011",
}
@Article{Amini:2012:CMA,
author = "Shahram M. Amini and Christopher F. Parmeter",
title = "Comparison of model averaging techniques: assessing
growth determinants",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "5",
pages = "870--876",
month = aug,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2288",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 June 2012",
}
@Article{Hansen:2012:RGJ,
author = "Peter Reinhard Hansen and Zhuo Huang and Howard Howan
Shek",
title = "Realized {GARCH}: a joint model for returns and
realized measures of volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "6",
pages = "877--906",
month = sep # "--" # oct,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1234",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 March 2011",
}
@Article{Noureldin:2012:MHF,
author = "Diaa Noureldin and Neil Shephard and Kevin Sheppard",
title = "Multivariate high-frequency-based volatility {(HEAVY)}
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "6",
pages = "907--933",
month = sep # "--" # oct,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1260",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 August 2011",
}
@Article{Laurent:2012:FAM,
author = "S{\'e}bastien Laurent and Jeroen V. K. Rombouts and
Francesco Violante",
title = "On the forecasting accuracy of multivariate {GARCH}
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "6",
pages = "934--955",
month = sep # "--" # oct,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1248",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 April 2011",
}
@Article{Christiansen:2012:CLF,
author = "Charlotte Christiansen and Maik Schmeling and Andreas
Schrimpf",
title = "A comprehensive look at financial volatility
prediction by economic variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "6",
pages = "956--977",
month = sep # "--" # oct,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2298",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 August 2012",
}
@Article{Bontemps:2012:TDA,
author = "Christian Bontemps and Nour Meddahi",
title = "Testing distributional assumptions: A {GMM} approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "6",
pages = "978--1012",
month = sep # "--" # oct,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1250",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2011",
}
@Article{Garcia:2012:RAI,
author = "Ren{\'e} Garcia and Richard Luger",
title = "Risk aversion, intertemporal substitution, and the
term structure of interest rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "6",
pages = "1013--1036",
month = sep # "--" # oct,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1247",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 April 2011",
}
@Article{Liu:2012:LPS,
author = "Xiaodong Liu and John H. Kagel and Lung-Fei Lee",
title = "Learning from peers in signaling game experiments",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1037--1058",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1253",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2011",
}
@Article{Durlauf:2012:GDR,
author = "Steven N. Durlauf and Andros Kourtellos and Chih Ming
Tan",
title = "Is {God} in the details? {A} reexamination of the role
of religion in economic growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1059--1075",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1245",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 April 2011",
}
@Article{DeLuca:2012:EEC,
author = "Giuseppe {De Luca} and Franco Peracchi",
title = "Estimating {Engel} curves under unit and item
nonresponse",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1076--1099",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1232",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 January 2011",
}
@Article{Kuo:2012:ECU,
author = "Tzu-Chun Kuo",
title = "Evaluating {Californian} under-age drunk driving laws:
endogenous policy lags",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1100--1115",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1243",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 April 2011",
}
@Article{Fruhwirth-Schnatter:2012:LME,
author = "Sylvia Fr{\"u}hwirth-Schnatter and Christoph Pamminger
and Andrea Weber and Rudolf Winter-Ebmer",
title = "Labor market entry and earnings dynamics: {Bayesian}
inference using mixtures-of-experts {Markov} chain
clustering",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1116--1137",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1249",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2011",
}
@Article{Guggenberger:2012:SDT,
author = "Patrik Guggenberger and Gitanjali Kumar",
title = "On the size distortion of tests after an
overidentifying restrictions pretest",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1138--1160",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1251",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2011",
}
@Article{Murtazashvili:2012:AMI,
author = "Irina Murtazashvili",
title = "An alternative measure of intergenerational income
mobility based on a random coefficient model",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1161--1173",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1246",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 April 2011",
}
@Article{Benoit:2012:BQR,
author = "Dries F. Benoit and Dirk {Van den Poel}",
title = "Binary quantile regression: a {Bayesian} approach
based on the asymmetric {Laplace} distribution",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1174--1188",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1216",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 October 2010",
}
@Article{Akay:2012:FSC,
author = "Alpaslan Akay",
title = "Finite-sample comparison of alternative methods for
estimating dynamic panel data models",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1189--1204",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1254",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2011",
}
@Article{McKenzie:2012:E,
author = "C. R. McKenzie and Sumiko Takaoka",
title = "{EViews} 7.2",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1205--1210",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2303",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 September 2012",
}
@Article{Anonymous:2012:RSP,
author = "Anonymous",
title = "The {Richard} Stone Prize in Applied Econometrics",
journal = j-J-APPL-ECONOMETRICS,
volume = "27",
number = "7",
pages = "1211--1212",
month = nov # "--" # dec,
year = "2012",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2307",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2012",
}
@Article{Dobbelaere:2013:PDE,
author = "Sabien Dobbelaere and Jacques Mairesse",
title = "Panel data estimates of the production function and
product and labor market imperfections",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "1--46",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1256",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 August 2011",
}
@Article{Semykina:2013:EDP,
author = "Anastasia Semykina and Jeffrey M. Wooldridge",
title = "Estimation of dynamic panel data models with sample
selection",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "47--61",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1266",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2011",
}
@Article{Jochmann:2013:SSV,
author = "Markus Jochmann and Gary Koop and Roberto
Leon-Gonzalez and Rodney W. Strachan",
title = "Stochastic search variable selection in vector error
correction models with an application to a model of the
{UK} macroeconomy",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "62--81",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1238",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 March 2011",
}
@Article{DAgostino:2013:MFS,
author = "Antonello D'Agostino and Luca Gambetti and Domenico
Giannone",
title = "Macroeconomic forecasting and structural change",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "82--101",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1257",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2011",
}
@Article{Sheng:2013:DCD,
author = "Liugang Sheng",
title = "Did {China} diversify its foreign reserves?",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "102--125",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1268",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 October 2011",
}
@Article{Bruckner:2013:SPA,
author = "Markus Br{\"u}ckner",
title = "On the simultaneity problem in the aid and growth
debate",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "126--150",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1259",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2011",
}
@Article{Drakos:2013:IDM,
author = "Konstantinos Drakos and Panagiotis Th. Konstantinou",
title = "Investment decisions in manufacturing: assessing the
effects of real oil prices and their uncertainty",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "151--165",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2297",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 August 2012",
}
@Article{Deconinck:2013:NSR,
author = "Koen Deconinck and Marijke Verpoorten",
title = "Narrow and scientific replication of {`The slave trade
and the origins of mistrust in Africa'}",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "166--169",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2309",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 November 2012",
}
@Article{McKenzie:2013:M,
author = "C. R. McKenzie and Sumiko Takaoka",
title = "Microfit 5.0",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "1",
pages = "170--175",
month = jan # "--" # feb,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2308",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 November 2012",
}
@Article{Koop:2013:FML,
author = "Gary M. Koop",
title = "Forecasting with Medium and Large {Bayesian} {VARS}",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "2",
pages = "177--203",
month = mar,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1270",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 October 2011",
}
@Article{Korobilis:2013:VFU,
author = "Dimitris Korobilis",
title = "Var forecasting using {Bayesian} variable selection",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "2",
pages = "204--230",
month = mar,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1271",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 October 2011",
}
@Article{Fagan:2013:WGS,
author = "Gabriel Fagan and James R. Lothian and Paul D.
Mcnelis",
title = "Was the gold standard really destabilizing?",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "2",
pages = "231--249",
month = mar,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2262",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2012",
}
@Article{Groen:2013:MMM,
author = "Jan J. J. Groen and George Kapetanios and Simon
Price",
title = "Multivariate methods for monitoring structural
change",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "2",
pages = "250--274",
month = mar,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1272",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 October 2011",
}
@Article{VanderKlaauw:2013:CSH,
author = "Bas {Van der Klaauw} and Jan C. {Van Ours}",
title = "Carrot and stick: how re-employment bonuses and
benefit sanctions affect exit rates from welfare",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "2",
pages = "275--296",
month = mar,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1265",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 October 2011",
}
@Article{Hong:2013:MEN,
author = "Seung-Hyun Hong",
title = "Measuring the effect of {Napster} on recorded music
sales: difference-in-differences estimates under
compositional changes",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "2",
pages = "297--324",
month = mar,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1269",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 October 2011",
}
@Article{Richardson:2013:DDV,
author = "Katarina Richardson and Gerard J. van den Berg",
title = "Duration dependence versus unobserved heterogeneity in
treatment effects: {Swedish} labor market training and
the transition rate to employment",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "2",
pages = "325--351",
month = mar,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2263",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2012",
}
@Article{Wei:2013:RRL,
author = "Min Wei and Jonathan H. Wright",
title = "Reverse regressions and long--horizon forecasting",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "353--371",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1274",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 November 2011",
}
@Article{Castagnetti:2013:ECB,
author = "Carolina Castagnetti and Eduardo Rossi",
title = "Euro corporate bond risk factors",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "372--391",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1280",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 December 2011",
}
@Article{Kuzin:2013:PVM,
author = "Vladimir Kuzin and Massimiliano Marcellino and
Christian Schumacher",
title = "Pooling versus model selection for nowcasting {GDP}
with many predictors: empirical evidence for six
industrialized countries",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "392--411",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2279",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 May 2012",
}
@Article{Fomby:2013:GAN,
author = "Thomas Fomby and Yuki Ikeda and Norman V. Loayza",
title = "The growth aftermath of natural disasters",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "412--434",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1273",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2011",
}
@Article{Chortareas:2013:HPP,
author = "Georgios Chortareas and George Kapetanios",
title = "How puzzling is the {PPP} puzzle? {An} alternative
half-life measure of convergence to {PPP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "435--457",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2261",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
keywords = "purchasing power parity (PPP)",
onlinedate = "20 January 2012",
}
@Article{Clements:2013:RTF,
author = "Michael P. Clements and Ana Beatriz Galv{\~a}o",
title = "Real-time forecasting of inflation and output growth
with autoregressive models in the presence of data
revisions",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "458--477",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2274",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 May 2012",
}
@Article{Doh:2013:LRR,
author = "Taeyoung Doh",
title = "Long-run risks in the term structure of interest
rates: estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "478--497",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2266",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2012",
}
@Article{Mumtaz:2013:TVD,
author = "Haroon Mumtaz and Laura Sunder-Plassmann",
title = "Time-varying dynamics of the real exchange rate: an
empirical analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "498--525",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2270",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 May 2012",
}
@Article{Anonymous:2013:JAE,
author = "Anonymous",
title = "Journal of applied econometrics dissertation prize",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "3",
pages = "526--526",
month = apr # "--" # may,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2324",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 March 2013",
}
@Article{Goldman:2013:MER,
author = "Dana Goldman and Nicole Maestas",
title = "Medical expenditure risk and household portfolio
choice",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "527--550",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2278",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 May 2012",
}
@Article{Li:2013:CSV,
author = "Qi Li and Desheng Ouyang and Jeffrey S. Racine",
title = "Categorical semiparametric varying-coefficient
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "551--579",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1261",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 August 2011",
}
@Article{Mitchell:2013:EAP,
author = "James Mitchell and Richard J. Smith and Martin R.
Weale",
title = "Efficient aggregation of panel qualitative survey
data",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "580--603",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2273",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 May 2012",
}
@Article{Caliendo:2013:BDU,
author = "Marco Caliendo and Konstantinos Tatsiramos and Arne
Uhlendorff",
title = "Benefit duration, unemployment duration and job match
quality: a regression--discontinuity approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "604--627",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2293",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 July 2012",
}
@Article{Humlum:2013:RYC,
author = "Maria Knoth Humlum and Rune Majlund Vejlin",
title = "The responses of youth to a cash transfer conditional
on schooling: a quasi--experimental study",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "628--649",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1267",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 September 2011",
}
@Article{Henry:2013:ERP,
author = "Marc Henry and Ismael Mourifi{\'e}",
title = "{Euclidean} revealed preferences: testing the spatial
voting model",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "650--666",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1276",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 October 2011",
}
@Article{Amisano:2013:EPS,
author = "Gianni Amisano and Maria Letizia Giorgetti",
title = "Entry into pharmaceutical submarkets: a {Bayesian}
panel probit analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "667--701",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2267",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 August 2012",
}
@Article{Fell:2013:SCC,
author = "Harrison Fell and Alan C. Haynie",
title = "Spatial competition with changing market
institutions",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "702--719",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2272",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 May 2012",
}
@Article{Cuaresma:2013:SFM,
author = "Jes{\'u}s Crespo Cuaresma and Martin Feldkircher",
title = "Spatial filtering, model uncertainty and the speed of
income convergence in {Europe}",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "4",
pages = "720--741",
month = jun # "--" # jul,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2277",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 May 2012",
}
@Article{Bauwens:2013:MVM,
author = "Luc Bauwens and Christian M. Hafner and Diane
Pierret",
title = "Multivariate volatility modeling of electricity
futures",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "743--761",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2280",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 May 2012",
}
@Article{Wright:2013:ERT,
author = "Jonathan H. Wright",
title = "Evaluating real--time var forecasts with an
informative democratic prior",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "762--776",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2268",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2012",
}
@Article{Creal:2013:GAS,
author = "Drew Creal and Siem Jan Koopman and Andr{\'e} Lucas",
title = "Generalized autoregressive score models with
applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "777--795",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1279",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 January 2012",
}
@Article{Ermisch:2013:EPE,
author = "John Ermisch and Marco Francesconi",
title = "The effect of parental employment on child schooling",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "796--822",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2260",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 January 2012",
}
@Article{DiPorto:2013:TLR,
author = "Edoardo {Di Porto} and Federico Revelli",
title = "Tax--limited reaction functions",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "823--839",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.1275",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 October 2011",
}
@Article{Pollak:2013:UHC,
author = "Andreas Pollak",
title = "Unemployment, human capital depreciation, and
unemployment insurance policy",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "840--863",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2275",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 May 2012",
}
@Article{Li:2013:HIE,
author = "Shanjun Li and Yanyan Liu and Klaus Deininger",
title = "How important are endogenous peer effects in group
lending? {Estimating} a static game of incomplete
information",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "864--882",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2276",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 May 2012",
}
@Article{Arin:2013:NGE,
author = "K. Peren Arin and Michael Berlemann and Faik Koray and
Torben Kuhlenkasper",
title = "Nonlinear growth effects of taxation: a
semi--parametric approach using average marginal tax
rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "883--899",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2311",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 January 2013",
}
@Article{Pesaran:2013:DA,
author = "M. Hashem Pesaran",
title = "Distinguished authors",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "5",
pages = "900--901",
month = aug,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2344",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 July 2013",
}
@Article{Onatski:2013:FAL,
author = "Alexei Onatski and Francisco Ruge-Murcia",
title = "Factor analysis of a large {DSGE} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "6",
pages = "903--928",
month = sep # "--" # oct,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2287",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2012",
}
@Article{Andreasen:2013:NLD,
author = "Martin M. Andreasen",
title = "Non-linear {DSGE} models and the central difference
{Kalman} filter",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "6",
pages = "929--955",
month = sep # "--" # oct,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2282",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 May 2012",
}
@Article{Burda:2013:PPF,
author = "Martin Burda and Matthew Harding",
title = "Panel probit with flexible correlated effects:
quantifying technology spillovers in the presence of
latent heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "6",
pages = "956--981",
month = sep # "--" # oct,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2285",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 June 2012",
}
@Article{Millimet:2013:ETE,
author = "Daniel L. Millimet and Rusty Tchernis",
title = "Estimation of treatment effects without an exclusion
restriction: with an application to the analysis of the
school breakfast program",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "6",
pages = "982--1017",
month = sep # "--" # oct,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2286",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 May 2012",
}
@Article{Keane:2013:CAM,
author = "Michael Keane and Nada Wasi",
title = "Comparing alternative models of heterogeneity in
consumer choice behavior",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "6",
pages = "1018--1045",
month = sep # "--" # oct,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2304",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 September 2012",
}
@Article{Xu:2013:NEE,
author = "Pai Xu",
title = "Nonparametric estimation of entry cost in first--price
procurement auctions",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "6",
pages = "1046--1065",
month = sep # "--" # oct,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2264",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 March 2012",
}
@Article{Cipollini:2013:SVM,
author = "Fabrizio Cipollini and Robert F. Engle and Giampiero
M. Gallo",
title = "Semiparametric vector mem",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1067--1086",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2292",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 September 2012",
}
@Article{Baumeister:2013:RTV,
author = "Christiane Baumeister and Gert Peersman",
title = "The role of time--varying price elasticities in
accounting for volatility changes in the crude oil
market",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1087--1109",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2283",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 June 2012",
}
@Article{Dovonon:2013:CHF,
author = "Prosper Dovonon",
title = "Conditionally heteroskedastic factor models with
skewness and leverage effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1110--1137",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2281",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2012",
}
@Article{Preve:2013:ETV,
author = "Daniel Preve and Yiu-Kuen Tse",
title = "Estimation of time--varying adjusted probability of
informed trading and probability of symmetric
order--flow shock",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1138--1152",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2302",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 August 2012",
}
@Article{Arni:2013:HEU,
author = "Patrick Arni and Rafael Lalive and Jan C. {Van Ours}",
title = "How effective are unemployment benefit sanctions?
{Looking} beyond unemployment exit",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1153--1178",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2289",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2012",
}
@Article{Schoder:2013:CAI,
author = "Christian Schoder and Christian R. Proa{\~n}o and
Willi Semmler",
title = "Are the current account imbalances between {EMU}
countries sustainable? {Evidence} from parametric and
non-parametric tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1179--1204",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2291",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 July 2012",
}
@Article{Moraga-Gonzalez:2013:SNE,
author = "Jos{\'e} Luis Moraga-Gonz{\'a}lez and Zsolt S{\'a}ndor
and Matthijs R. Wildenbeest",
title = "Semi-nonparametric estimation of consumer search
costs",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1205--1223",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2290",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 June 2012",
}
@Article{Delgado:2013:EEE,
author = "Michael S. Delgado and Christopher F. Parmeter",
title = "Embarrassingly easy embarrassingly parallel processing
in {R}",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1224--1230",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2362",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 October 2013",
}
@Article{Anonymous:2013:AR,
author = "Anonymous",
title = "Acknowledgement to Referees",
journal = j-J-APPL-ECONOMETRICS,
volume = "28",
number = "7",
pages = "1231--1234",
month = nov # "--" # dec,
year = "2013",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2370",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 November 2013",
}
@Article{Esfahani:2014:EGM,
author = "Hadi Salehi Esfahani and Kamiar Mohaddes and M. Hashem
Pesaran",
title = "An empirical growth model for major oil exporters",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "1--21",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2294",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 August 2012",
}
@Article{Gramacy:2014:ERF,
author = "Robert Gramacy and Samuel W. Malone and Enrique Ter
Horst",
title = "Exchange rate fundamentals, forecasting, and
speculation: {Bayesian} models in black markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "22--41",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2314",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 January 2013",
}
@Article{Dewachter:2014:IYC,
author = "Hans Dewachter and Leonardo Iania and Marco Lyrio",
title = "Information in the yield curve: a macro--finance
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "42--64",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2305",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 October 2012",
}
@Article{Jungbacker:2014:SDF,
author = "Borus Jungbacker and Siem Jan Koopman and Michel van
der Wel",
title = "Smooth dynamic factor analysis with application to the
us term structure of interest rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "65--90",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2319",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 June 2013",
}
@Article{Boucher:2014:DPA,
author = "Vincent Boucher and Yann Bramoull{\'e} and Habiba
Djebbari and Bernard Fortin",
title = "Do peers affect student achievement? {Evidence} from
{Canada} using group size variation",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "91--109",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2299",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 August 2012",
}
@Article{Tsionas:2014:FHP,
author = "Efthymios G. Tsionas and Subal C. Kumbhakar",
title = "Firm heterogeneity, persistent and transient technical
inefficiency: a generalized true random--effects
model",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "110--132",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2300",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 September 2012",
}
@Article{Banbura:2014:MLE,
author = "Marta Ba{\'n}bura and Michele Modugno",
title = "Maximum likelihood estimation of factor models on
datasets with arbitrary pattern of missing data",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "133--160",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2306",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 November 2012",
}
@Article{MacKinnon:2014:NDF,
author = "James G. MacKinnon and Morten {\O}rregaard Nielsen",
title = "Numerical distribution functions of fractional unit
root and cointegration tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "161--171",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2295",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2012",
}
@Article{Klossner:2014:EAV,
author = "Stefan Kl{\"o}{\ss}ner and Sven Wagner",
title = "Exploring all {VAR} orderings for calculating
spillovers? {Yes}, we can! --- a note on {Diebold} and
{Yilmaz} (2009)",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "1",
pages = "172--179",
month = jan # "--" # feb,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2366",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 December 2013",
}
@Article{Carro:2014:SDH,
author = "Jesus M. Carro and Alejandra Traferri",
title = "State dependence and heterogeneity in health using a
bias--corrected fixed--effects estimator",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "181--207",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2301",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2012",
}
@Article{Ziebarth:2014:EEG,
author = "Nicolas R. Ziebarth and Martin Karlsson",
title = "The effects of expanding the generosity of the
statutory sickness insurance system",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "208--230",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2317",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 March 2013",
}
@Article{Kim:2014:DLR,
author = "Dukpa Kim and Tatsushi Oka",
title = "Divorce law reforms and divorce rates in the {USA}: an
interactive fixed--effects approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "231--245",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2310",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2013",
}
@Article{VanSoest:2014:HSR,
author = "Arthur {Van Soest} and Hana Vonkova",
title = "How sensitive are retirement decisions to financial
incentives? {A} stated preference analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "246--264",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2313",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 January 2013",
}
@Article{Campolieti:2014:TVD,
author = "Michele Campolieti and Deborah Gefang and Gary Koop",
title = "Time variation in the dynamics of worker flows:
evidence from {North America} and {Europe}",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "265--290",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2296",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 August 2012",
}
@Article{Chang:2014:DGE,
author = "Dongfeng Chang and Apostolos Serletis",
title = "The demand for gasoline: evidence from household
survey data",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "291--313",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2312",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 January 2013",
}
@Article{Laroque:2014:IRF,
author = "Guy Laroque and Bernard Salani{\'e}",
title = "Identifying the response of fertility to financial
incentives",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "314--332",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2332",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 June 2013",
}
@Article{Restrepo-Tobon:2014:EQL,
author = "Diego Restrepo-Tob{\'o}n and Subal C. Kumbhakar",
title = "Enjoying the quiet life under deregulation? {Not}
quite",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "333--343",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2374",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 March 2014",
}
@Article{Moser:2014:MPR,
author = "Mathias Moser and Paul Hofmarcher",
title = "Model priors revisited: interaction terms in {BMA}
growth applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "344--347",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2365",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 November 2013",
}
@Article{Ho:2014:CPN,
author = "Anson T. Y. Ho and Kim P. Huynh and David T.
Jacho-Ch{\'a}vez",
title = "{CRS}: a package for nonparametric spline estimation
in {R}",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "2",
pages = "348--352",
month = mar,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2381",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2014",
}
@Article{Hoevenaars:2014:SAA,
author = "Roy P. P. M. Hoevenaars and Roderick D. J. Molenaar
and Peter C. Schotman and Tom B. M. Steenkamp",
title = "Strategic asset allocation for long--term investors:
parameter uncertainty and prior information",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "353--376",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2331",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 May 2013",
}
@Article{Dungey:2014:MLO,
author = "Mardi Dungey and Denise R. Osborn",
title = "Modelling large open economies with international
linkages: the {USA} and euro area",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "377--393",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2323",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2013",
}
@Article{Wagenvoort:2014:UCR,
author = "Rien J. L. M. Wagenvoort and Sanne Zwart",
title = "Uncovering the common risk--free rate in the {European
Monetary Union}",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "394--414",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2335",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 July 2013",
}
@Article{Clark:2014:TEF,
author = "Todd E. Clark and Michael W. Mccracken",
title = "Tests of equal forecast accuracy for overlapping
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "415--430",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2316",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 March 2013",
}
@Article{Everaert:2014:PAC,
author = "Gerdie Everaert and Lorenzo Pozzi",
title = "The predictability of aggregate consumption growth in
{OECD} countries: a panel data analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "431--453",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2338",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 June 2013",
}
@Article{Kilian:2014:RIS,
author = "Lutz Kilian and Daniel P. Murphy",
title = "The role of inventories and speculative trading in the
global market for crude oil",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "454--478",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2322",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 April 2013",
}
@Article{Lutkepohl:2014:DDS,
author = "Helmut L{\"u}tkepohl and Aleksei NetSunajev",
title = "Disentangling demand and supply shocks in the crude
oil market: how to check sign restrictions in
structural vars",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "479--496",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2330",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 May 2013",
}
@Article{Teulings:2014:ERM,
author = "Coen N. Teulings and Nikolay Zubanov",
title = "Is economic recovery a myth? {Robust} estimation of
impulse responses",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "497--514",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2333",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2013",
}
@Article{Baltagi:2014:FES,
author = "Badi H. Baltagi and Jing Li",
title = "Further evidence on the spatio--temporal model of
house prices in the {United States}",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "3",
pages = "515--522",
month = apr # "--" # may,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2372",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
note = "See replication report \cite{Millo:2015:NRS}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2013",
}
@Article{Abrevaya:2014:ECP,
author = "Jason Abrevaya and Shu Shen",
title = "Estimation of censored panel--data models with slope
heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "4",
pages = "523--548",
month = jun # "--" # jul,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2325",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 April 2013",
}
@Article{Ormosi:2014:TIP,
author = "Peter L. Ormosi",
title = "A tip of the iceberg? {The} probability of catching
cartels",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "4",
pages = "549--566",
month = jun # "--" # jul,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2326",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 April 2013",
}
@Article{Kleinjans:2014:RFP,
author = "Kristin J. Kleinjans and Arthur {Van Soest}",
title = "Rounding, focal point answers and nonresponse to
subjective probability questions",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "4",
pages = "567--585",
month = jun # "--" # jul,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2321",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 April 2013",
}
@Article{Eren:2014:WBJ,
author = "Ozkan Eren and Serkan Ozbeklik",
title = "Who benefits from job corps? {A} distributional
analysis of an active labor market program",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "4",
pages = "586--611",
month = jun # "--" # jul,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2345",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2013",
}
@Article{Lee:2014:MTH,
author = "Soohyung Lee and Azeem M. Shaikh",
title = "Multiple testing and heterogeneous treatment effects:
re--evaluating the effect of progresa on school
enrollment",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "4",
pages = "612--626",
month = jun # "--" # jul,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2327",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 April 2013",
}
@Article{Watkins:2014:MEI,
author = "John G. T. Watkins and Andrey L. Vasnev and Richard
Gerlach",
title = "Multiple event incidence and duration analysis for
credit data incorporating non-stochastic loan
maturity",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "4",
pages = "627--648",
month = jun # "--" # jul,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2329",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 May 2013",
}
@Article{Jones:2014:ABT,
author = "Andrew M. Jones and James Lomas and Nigel Rice",
title = "Applying beta--type size distributions to healthcare
cost regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "4",
pages = "649--670",
month = jun # "--" # jul,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2334",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 July 2013",
}
@Article{Basu:2014:EPC,
author = "Anirban Basu",
title = "Estimating person-centered treatment (pet) effects
using instrumental variables: an application to
evaluating prostate cancer treatments",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "4",
pages = "671--691",
month = jun # "--" # jul,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2343",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 October 2013",
}
@Article{vanDijk:2014:FIR,
author = "Dick van Dijk and Siem Jan Koopman and Michel van der
Wel and Jonathan H. Wright",
title = "Forecasting interest rates with shifting endpoints",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "5",
pages = "693--712",
month = aug,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2358",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 October 2013",
}
@Article{Berge:2014:FDE,
author = "Travis J. Berge",
title = "Forecasting disconnected exchange rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "5",
pages = "713--735",
month = aug,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2350",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 October 2013",
}
@Article{Gaglianone:2014:COD,
author = "Wagner Piazza Gaglianone and Luiz Renato Lima",
title = "Constructing optimal density forecasts from point
forecast combinations",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "5",
pages = "736--757",
month = aug,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2352",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 September 2013",
}
@Article{Kaufmann:2014:DRE,
author = "Hendrik Kaufmann and Florian Heinen and Philipp
Sibbertsen",
title = "The dynamics of real exchange rates: a
reconsideration",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "5",
pages = "758--773",
month = aug,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2336",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 June 2013",
}
@Article{Hansen:2014:RBG,
author = "Peter Reinhard Hansen and Asger Lunde and Valeri
Voev",
title = "Realized beta {GARCH}: a multivariate {GARCH} model
with realized measures of volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "5",
pages = "774--799",
month = aug,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2389",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2014",
}
@Article{Prono:2014:RCH,
author = "Todd Prono",
title = "The role of conditional heteroskedasticity in
identifying and estimating linear triangular systems,
with applications to asset pricing models that include
a mismeasured factor",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "5",
pages = "800--824",
month = aug,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2340",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 June 2013",
}
@Article{Song:2014:MRS,
author = "Yong Song",
title = "Modelling regime switching and structural breaks with
an infinite hidden {Markov} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "5",
pages = "825--842",
month = aug,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2337",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 June 2013",
}
@Article{Gospodinov:2014:MMM,
author = "Nikolay Gospodinov and Damba Lkhagvasuren",
title = "A moment-matching method for approximating vector
autoregressive processes by finite-state {Markov}
chains",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "5",
pages = "843--859",
month = aug,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2354",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 September 2013",
}
@Article{Hartley:2014:WRW,
author = "Roger Hartley and Gauthier Lanot and Ian Walker",
title = "Who really wants to be a millionaire? {Estimates} of
risk aversion from gameshow data",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "6",
pages = "861--879",
month = sep # "--" # oct,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2353",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 September 2013",
}
@Article{Johnston:2014:CMH,
author = "David Johnston and Carol Propper and Stephen Pudney
and Michael Shields",
title = "Child mental health and educational attainment:
multiple observers and the measurement error problem",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "6",
pages = "880--900",
month = sep # "--" # oct,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2359",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 October 2013",
}
@Article{Chen:2014:SPE,
author = "Stacey H. Chen and Shakeeb Khan",
title = "Semi-parametric estimation of program impacts on
dispersion of potential wages",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "6",
pages = "901--919",
month = sep # "--" # oct,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2351",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 October 2013",
}
@Article{Huber:2014:ICM,
author = "Martin Huber",
title = "Identifying causal mechanisms (primarily) based on
inverse probability weighting",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "6",
pages = "920--943",
month = sep # "--" # oct,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2341",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 June 2013",
}
@Article{DePaula:2014:HBA,
author = "{\'A}ureo {De Paula} and Gil Shapira and Petra E.
Todd",
title = "How beliefs about {HIV} status affect risky behaviors:
evidence from {Malawi}",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "6",
pages = "944--964",
month = sep # "--" # oct,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2342",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 August 2013",
}
@Article{Johar:2014:DCI,
author = "Meliyanni Johar and Shiko Maruyama",
title = "Does coresidence improve an elderly parent's health?",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "6",
pages = "965--983",
month = sep # "--" # oct,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2339",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 June 2013",
}
@Article{Sorensen:2014:REI,
author = "Kenneth L. S{\o}rensen and Rune Vejlin",
title = "Return to experience and initial wage level: do low
wage workers catch up?",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "6",
pages = "984--1006",
month = sep # "--" # oct,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2346",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 August 2013",
}
@Article{Haupt:2014:SQB,
author = "Harry Haupt and Kathrin Kagerer and Winfried J.
Steiner",
title = "Smooth quantile--based modeling of brand sales, price
and promotional effects from retail scanner panels",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "6",
pages = "1007--1028",
month = sep # "--" # oct,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2347",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 October 2013",
}
@Article{Canova:2014:IRA,
author = "Fabio Canova and Frank Schorfheide and Herman van
Dijk",
title = "Introduction to recent advances in methods and
applications for {DSGE} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1029--1030",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2415",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2014",
}
@Article{Curdia:2014:RSG,
author = "Vasco C{\'u}rdia and Marco {Del Negro} and Daniel L.
Greenwald",
title = "Rare shocks, great recessions",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1031--1052",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2395",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 May 2014",
}
@Article{Bi:2014:EFL,
author = "Huixin Bi and Nora Traum",
title = "Estimating fiscal limits: the case of {Greece}",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1053--1072",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2401",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 July 2014",
}
@Article{Herbst:2014:SMC,
author = "Edward Herbst and Frank Schorfheide",
title = "Sequential {Monte Carlo} sampling for {DSGE} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1073--1098",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2397",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 July 2014",
}
@Article{Canova:2014:CVE,
author = "Fabio Canova and Filippo Ferroni and Christian
Matthes",
title = "Choosing the variables to estimate singular {DSGE}
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1099--1117",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2414",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 September 2014",
}
@Article{Foroni:2014:MFS,
author = "Claudia Foroni and Massimiliano Marcellino",
title = "Mixed-frequency structural models: identification,
estimation, and policy analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1118--1144",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2396",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 May 2014",
}
@Article{Caldara:2014:PTP,
author = "Dario Caldara and Richard Harrison and Anna
Lipi{\'n}ska",
title = "Practical tools for policy analysis in {DSGE} models
with missing shocks",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1145--1163",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2409",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 October 2014",
}
@Article{Basturk:2014:PPE,
author = "Nalan Bast{\"u}rk and Cem {\c{C}}akmakli and S. Pinar
Ceyhan and Herman K. {Van Dijk}",
title = "Posterior-predictive evidence on {US} inflation using
extended new {Keynesian} {Phillips} curve models with
non-filtered data",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1164--1182",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2411",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 November 2014",
}
@Article{Kleibergen:2014:IIL,
author = "Frank Kleibergen and Sophocles Mavroeidis",
title = "Identification issues in limited--information
{Bayesian} analysis of structural macroeconomic
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1183--1209",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2398",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 August 2014",
}
@Article{Benati:2014:SIR,
author = "Luca Benati and Thomas A. Lubik",
title = "Sales, inventories and real interest rates: a century
of stylized facts",
journal = j-J-APPL-ECONOMETRICS,
volume = "29",
number = "7",
pages = "1210--1222",
month = nov # "--" # dec,
year = "2014",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2408",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 September 2014",
}
@Article{Banerjee:2015:CPD,
author = "Anindya Banerjee and Josep Llu{\'\i}s
Carrion-i-Silvestre",
title = "Cointegration in Panel Data with Structural Breaks and
Cross-Section Dependence",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "1",
pages = "1--23",
month = jan # "--" # feb,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2348",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2015",
}
@Article{Traum:2015:WDG,
author = "Nora Traum and Shu-Chun S. Yang",
title = "When Does Government Debt Crowd Out Investment?",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "1",
pages = "24--45",
month = jan # "--" # feb,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2356",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2015",
}
@Article{Carriero:2015:BVS,
author = "Andrea Carriero and Todd E. Clark and Massimiliano
Marcellino",
title = "{Bayesian} {VARs}: Specification Choices and Forecast
Accuracy",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "1",
pages = "46--73",
month = jan # "--" # feb,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2315",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 March 2013",
}
@Article{Wolters:2015:EPD,
author = "Maik H. Wolters",
title = "Evaluating Point and Density Forecasts of {DSGE}
Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "1",
pages = "74--96",
month = jan # "--" # feb,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2363",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2015",
}
@Article{Krippner:2015:TFN,
author = "Leo Krippner",
title = "A Theoretical Foundation for the {Nelson--Siegel}
Class of Yield Curve Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "1",
pages = "97--118",
month = jan # "--" # feb,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2360",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2015",
}
@Article{Perron:2015:UOE,
author = "Pierre Perron and Yohei Yamamoto",
title = "Using {OLS} to Estimate and Test for Structural
Changes in Models with Endogenous Regressors",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "1",
pages = "119--144",
month = jan # "--" # feb,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2320",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2015",
}
@Article{Anundsen:2015:ERS,
author = "Andr{\'e} K. Anundsen",
title = "Econometric Regime Shifts and the {US} Subprime
Bubble",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "1",
pages = "145--169",
month = jan # "--" # feb,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2367",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2015",
}
@Article{Brzezinski:2015:RRA,
author = "Micha{\l} Brzezinski",
title = "Relative Risk Aversion and Power-Law Distribution of
Macroeconomic Disasters",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "1",
pages = "170--175",
month = jan # "--" # feb,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2402",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2015",
}
@Article{Calderon:2015:ICP,
author = "C{\'e}sar Calder{\'o}n and Enrique Moral-Benito and
Luis Serv{\'e}n",
title = "Is infrastructure capital productive? {A} dynamic
heterogeneous approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "177--198",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2373",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 January 2014",
}
@Article{Luciani:2015:MPH,
author = "Matteo Luciani",
title = "Monetary Policy and the Housing Market: A Structural
Factor Analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "199--218",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2318",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 April 2013",
}
@Article{Sala:2015:DMF,
author = "Luca Sala",
title = "{DSGE} Models in the Frequency Domains",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "219--240",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2375",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 January 2014",
}
@Article{Canova:2015:EMP,
author = "Fabio Canova and Alain Schlaepfer",
title = "Has the {Euro--Mediterranean} Partnership Affected
{Mediterranean} Business Cycles?",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "241--262",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2364",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 October 2013",
}
@Article{Hautsch:2015:DHF,
author = "Nikolaus Hautsch and Lada M. Kyj and Peter Malec",
title = "Do High-Frequency Data Improve High-Dimensional
Portfolio Allocations?",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "263--290",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2361",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2013",
}
@Article{Bocart:2015:VPI,
author = "Fabian Y. R. P. Bocart and Christian M. Hafner",
title = "Volatility of Price Indices for Heterogeneous Goods
with Applications to the Fine Art Market",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "291--312",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2355",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 September 2013",
}
@Article{Sanroman:2015:CPH,
author = "Graciela Sanroman",
title = "Cost and Preference Heterogeneity in Risky Financial
Markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "313--332",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2328",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 June 2013",
}
@Article{Siikamaki:2015:FSS,
author = "Juha Siikam{\"a}ki and Douglas M. Larson",
title = "Finding Sensitivity to Scope in Nonmarket Valuation",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "333--349",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2357",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 October 2013",
}
@Article{Bottasso:2015:RIK,
author = "Anna Bottasso and Carolina Castagnetti and Maurizio
Conti",
title = "{R\&D}, Innovation and Knowledge Spillovers: A
Reappraisal of {Bottazzi} and {Peri} (2007) in the
Presence of Cross-Sectional Dependence",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "2",
pages = "350--352",
month = mar,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2392",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2014",
}
@Article{Burda:2015:BSC,
author = "Martin Burda and Matthew Harding and Jerry Hausman",
title = "A {Bayesian} Semiparametric Competing Risk Model with
Unobserved Heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "3",
pages = "353--376",
month = apr # "--" # may,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2368",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 March 2014",
}
@Article{Corsi:2015:MAK,
author = "Fulvio Corsi and Stefano Peluso and Francesco
Audrino",
title = "Missing in Asynchronicity: A {Kalman}-em Approach for
Multivariate Realized Covariance Estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "3",
pages = "377--397",
month = apr # "--" # may,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2378",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 January 2014",
}
@Article{Gaynor:2015:AHP,
author = "Martin S. Gaynor and Samuel A. Kleiner and William B.
Vogt",
title = "Analysis of Hospital Production: An Output Index
Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "3",
pages = "398--421",
month = apr # "--" # may,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2371",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2013",
}
@Article{Dong:2015:RDA,
author = "Yingying Dong",
title = "Regression Discontinuity Applications with Rounding
Errors in the Running Variable",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "3",
pages = "422--446",
month = apr # "--" # may,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2369",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 March 2014",
}
@Article{Balcombe:2015:VAA,
author = "Kelvin Balcombe and Iain Fraser and Eugene McSorley",
title = "Visual Attention and Attribute Attendance in
Multi-Attribute Choice Experiments",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "3",
pages = "447--467",
month = apr # "--" # may,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2383",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 January 2014",
}
@Article{Berlemann:2015:URB,
author = "Michael Berlemann and S{\"o}ren Enkelmann and Torben
Kuhlenkasper",
title = "Unraveling the Relationship Between {Presidential}
Approval and the Economy: A Multidimensional
Semiparametric Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "3",
pages = "468--486",
month = apr # "--" # may,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2380",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2014",
}
@Article{Battistin:2015:IEE,
author = "Erich Battistin and Michele {De Nadai}",
title = "Identification and Estimation of {Engel} Curves with
Endogenous and Unobserved Expenditures",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "3",
pages = "487--508",
month = apr # "--" # may,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2349",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 September 2013",
}
@Article{Baltagi:2015:HHP,
author = "Badi H. Baltagi and Georges Bresson and Jean-Michel
Etienne",
title = "Hedonic Housing Prices in {Paris}: An Unbalanced
Spatial Lag Pseudo-Panel Model with Nested Random
Effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "3",
pages = "509--528",
month = apr # "--" # may,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2377",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 February 2014",
}
@Article{Hardle:2015:LAM,
author = "Wolfgang K. H{\"a}rdle and Nikolaus Hautsch and
Andrija Mihoci",
title = "Local Adaptive Multiplicative Error Models for
High-Frequency Forecasts",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "4",
pages = "529--550",
month = jun # "--" # jul,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2376",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2014",
}
@Article{Clark:2015:MFP,
author = "Todd E. Clark and Francesco Ravazzolo",
title = "Macroeconomic Forecasting Performance under
Alternative Specifications of Time-Varying Volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "4",
pages = "551--575",
month = jun # "--" # jul,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2379",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 January 2014",
}
@Article{Fuentes:2015:SPL,
author = "Julieta Fuentes and Pilar Poncela and Julio
Rodr{\'\i}guez",
title = "Sparse Partial Least Squares in Time Series for
Macroeconomic Forecasting",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "4",
pages = "576--595",
month = jun # "--" # jul,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2384",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 March 2014",
}
@Article{Bauwens:2015:CSB,
author = "Luc Bauwens and Gary Koop and Dimitris Korobilis and
Jeroen V. K. Rombouts",
title = "The Contribution of Structural Break Models to
Forecasting Macroeconomic Series",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "4",
pages = "596--620",
month = jun # "--" # jul,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2387",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 March 2014",
}
@Article{Juvenal:2015:SOM,
author = "Luciana Juvenal and Ivan Petrella",
title = "Speculation in the Oil Market",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "4",
pages = "621--649",
month = jun # "--" # jul,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2388",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 March 2014",
}
@Article{Chan:2015:PPC,
author = "Joshua C. C. Chan and Justin L. Tobias",
title = "Priors and Posterior Computation in Linear Endogenous
Variable Models with Imperfect Instruments",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "4",
pages = "650--674",
month = jun # "--" # jul,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2390",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 March 2014",
}
@Article{Kascha:2015:SIS,
author = "Christian Kascha and Carsten Trenkler",
title = "Simple Identification and Specification of
Cointegrated {VARMA} Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "4",
pages = "675--702",
month = jun # "--" # jul,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2393",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
keywords = "vector autoregressive moving-average (VARMA) model",
onlinedate = "22 April 2014",
}
@Article{Millo:2015:NRS,
author = "Giovanni Millo",
title = "Narrow Replication of {`A Spatio--Temporal Model of
House Prices in the USA'} Using {R}",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "4",
pages = "703--704",
month = jun # "--" # jul,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2424",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
note = "See \cite{Baltagi:2014:FES}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 October 2014",
}
@Article{Ma:2015:SRP,
author = "Shujie Ma and Jeffrey S. Racine and Lijian Yang",
title = "Spline Regression in the Presence of Categorical
Predictors",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "5",
pages = "705--717",
month = aug,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2410",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2014",
}
@Article{Frolich:2015:CMN,
author = "Markus Fr{\"o}lich and Michael Lechner",
title = "Combining Matching and Nonparametric Instrumental
Variable Estimation: Theory and An Application to the
Evaluation of Active Labour Market Policies",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "5",
pages = "718--738",
month = aug,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2417",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 October 2014",
}
@Article{Hickman:2015:RST,
author = "Brent R. Hickman and Timothy P. Hubbard",
title = "Replacing Sample Trimming with Boundary Correction in
Nonparametric Estimation of First-Price Auctions",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "5",
pages = "739--762",
month = aug,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2385",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2014",
}
@Article{Uysal:2015:DRE,
author = "S. Derya Uysal",
title = "Doubly Robust Estimation of Causal Effects with
Multivalued Treatments: An Application to the Returns
to Schooling",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "5",
pages = "763--786",
month = aug,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2386",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 March 2014",
}
@Article{Givord:2015:WDS,
author = "Pauline Givord and Lionel Wilner",
title = "When Does the Stepping-Stone Work? {Fixed}-Term
Contracts Versus Temporary Agency Work in Changing
Economic Conditions",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "5",
pages = "787--805",
month = aug,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2394",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 May 2014",
}
@Article{Bhat:2015:NUC,
author = "Chandra R. Bhat and Rajesh Paleti and Marisol Castro",
title = "A New Utility-Consistent Econometric Approach to
Multivariate Count Data Modeling",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "5",
pages = "806--825",
month = aug,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2405",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 July 2014",
}
@Article{Mastromarco:2015:EFT,
author = "Camilla Mastromarco and L{\'e}opold Simar",
title = "Effect of {FDI} and Time on Catching Up: New Insights
from a Conditional Nonparametric Frontier Analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "5",
pages = "826--847",
month = aug,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2382",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2014",
}
@Article{Chakravarty:2015:GBB,
author = "Abhishek Chakravarty",
title = "Gender-Biased Breastfeeding in {Egypt}: Examining the
Fertility Preference Hypotheses of {Jayachandran} and
{Kuziemko} (2011)",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "5",
pages = "848--855",
month = aug,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2445",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 February 2015",
}
@Article{Cavalcanti:2015:CPV,
author = "Tiago V. De V. Cavalcanti and Kamiar Mohaddes and
Mehdi Raissi",
title = "Commodity Price Volatility and the Sources of Growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "6",
pages = "857--873",
month = sep # "--" # oct,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2407",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 September 2014",
}
@Article{Kim:2015:PPP,
author = "Hyeongwoo Kim and Ippei Fujiwara and Bruce E. Hansen
and Masao Ogaki",
title = "Purchasing Power Parity and the {Taylor} Rule",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "6",
pages = "874--903",
month = sep # "--" # oct,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2391",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 April 2014",
}
@Article{Pelagatti:2015:EFP,
author = "Matteo Pelagatti and Emilio Colombo",
title = "On the Empirical Failure of Purchasing Power Parity
Tests",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "6",
pages = "904--923",
month = sep # "--" # oct,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2418",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2014",
}
@Article{Castelnuovo:2015:MPI,
author = "Efrem Castelnuovo and Luca Fanelli",
title = "Monetary Policy Indeterminacy and Identification
Failures in the {U.S.}: Results from a Robust Test",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "6",
pages = "924--947",
month = sep # "--" # oct,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2423",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 October 2014",
}
@Article{Wagner:2015:EKC,
author = "Martin Wagner",
title = "The Environmental {Kuznets} Curve, Cointegration and
Nonlinearity",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "6",
pages = "948--967",
month = sep # "--" # oct,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2421",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2014",
}
@Article{Anzuini:2015:MEP,
author = "Alessio Anzuini and Patrizio Pagano and Massimiliano
Pisani",
title = "Macroeconomic Effects of Precautionary Demand for
Oil",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "6",
pages = "968--986",
month = sep # "--" # oct,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2419",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2014",
}
@Article{Hevia:2015:EFY,
author = "Constantino Hevia and Martin Gonzalez-Rozada and
Martin Sola and Fabio Spagnolo",
title = "Estimating and Forecasting the Yield Curve Using A
{Markov} Switching Dynamic {Nelson} and {Siegel}
Model",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "6",
pages = "987--1009",
month = sep # "--" # oct,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2399",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 June 2014",
}
@Article{Kulaksizoglu:2015:LOC,
author = "Tamer Kulaksizoglu",
title = "Lag Order and Critical Values of the Augmented
{Dickey--Fuller} Test: A Replication",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "6",
pages = "1010--1010",
month = sep # "--" # oct,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2458",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 April 2015",
}
@Article{Aastveit:2015:WDO,
author = "Knut Are Aastveit and Hilde C. Bj{\o}rnland and Leif
Anders Thorsrud",
title = "What Drives Oil Prices? {Emerging} Versus Developed
Economies",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1013--1028",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2406",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 September 2014",
}
@Article{Boero:2015:MCP,
author = "Gianna Boero and Jeremy Smith and Kenneth F. Wallis",
title = "The Measurement and Characteristics of Professional
Forecasters' Uncertainty",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1029--1046",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2400",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 June 2014",
}
@Article{Ferraresi:2015:FPC,
author = "Tommaso Ferraresi and Andrea Roventini and Giorgio
Fagiolo",
title = "Fiscal Policies and Credit Regimes: A {TVAR}
Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1047--1072",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2420",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 October 2014",
}
@Article{Camacho:2015:ENS,
author = "Maximo Camacho and Gabriel Perez-Quiros and Pilar
Poncela",
title = "Extracting Nonlinear Signals from Several Economic
Indicators",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1073--1089",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2416",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2014",
}
@Article{Conrad:2015:ALT,
author = "Christian Conrad and Karin Loch",
title = "Anticipating Long-Term Stock Market Volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1090--1114",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2404",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 August 2014",
}
@Article{Hu:2015:EIS,
author = "Xuequn Hu and Murat K. Munkin and Pravin K. Trivedi",
title = "Estimating Incentive and Selection Effects in the
{Medigap} Insurance Market: An Application with
{Dirichlet} Process Mixture Model",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1115--1143",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2403",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 July 2014",
}
@Article{Huber:2015:TCI,
author = "Martin Huber and Blaise Melly",
title = "A Test of the Conditional Independence Assumption in
Sample Selection Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1144--1168",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2431",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 January 2015",
}
@Article{Elder:2015:IRI,
author = "Todd E. Elder and John H. Goddeeris and Steven J.
Haider",
title = "Isolating the Roles of Individual Covariates in
Reweighting Estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1169--1191",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2433",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 January 2015",
}
@Article{DeGraeve:2015:RSF,
author = "Ferre {De Graeve} and Karl Walentin",
title = "Refining Stylized Facts from Factor Models of
Inflation",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1192--1209",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2413",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 September 2014",
}
@Article{Yin:2015:HMM,
author = "Xiangkang Yin and Jing Zhao",
title = "A Hidden {Markov} Model Approach to Information-Based
Trading: Theory and Applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "30",
number = "7",
pages = "1210--1234",
month = nov # "--" # dec,
year = "2015",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2412",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 September 2014",
}
@Article{Anonymous:2016:CSD,
author = "Anonymous",
title = "Cross-Sectional {Dependence} in {Panel Data Models}:
{A Special Issue}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "1--3",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2507",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 January 2016",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Demetrescu:2016:DTN,
author = "Matei Demetrescu and Ulrich Homm",
title = "Directed Tests of No Cross-Sectional Correlation in
Large-{$N$} Panel Data Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "4--31",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2496",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 December 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Bhattacharjee:2016:ESR,
author = "Arnab Bhattacharjee and Eduardo Castro and Taps Maiti
and Jo{\~a}o Marques",
title = "Endogenous {Spatial Regression} and {Delineation} of
{Submarkets}: {A New Framework} with {Application} to
{Housing Markets}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "32--57",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2478",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 July 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Giraitis:2016:EDP,
author = "Liudas Giraitis and George Kapetanios and Anne
Wetherilt and Filip Zikes",
title = "Estimating the {Dynamics} and {Persistence} of
{Financial Networks}, with an {Application} to the
{Sterling Money Market}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "58--84",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2457",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Verdier:2016:EDP,
author = "Valentin Verdier",
title = "Estimation of Dynamic Panel Data Models with
Cross-Sectional Dependence: Using Cluster Dependence
for Efficiency",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "85--105",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2486",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 September 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Mirestean:2016:GDR,
author = "Alin Mirestean and Charalambos G. Tsangarides",
title = "Growth {Determinants Revisited Using
Limited-Information Bayesian Model Averaging}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "106--132",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2472",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 June 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Lee:2016:ISD,
author = "Lung-fei Lee and Jihai Yu",
title = "Identification of {Spatial Durbin Panel Models}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "133--162",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2450",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Ando:2016:PDM,
author = "Tomohiro Ando and Jushan Bai",
title = "Panel {Data Models} with {Grouped Factor Structure
Under Unknown Group Membership}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "163--191",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2467",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 May 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Boneva:2016:EFT,
author = "Lena Boneva and Oliver Linton and Michael Vogt",
title = "The {Effect} of {Fragmentation} in {Trading} on
{Market Quality} in the {UK Equity Market}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "192--213",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2438",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 April 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Baltagi:2016:FLP,
author = "Badi H. Baltagi and Peter H. Egger and Michaela
Kesina",
title = "Firm-Level Productivity Spillovers in {China}'s
Chemical Industry: A Spatial {Hausman--Taylor}
Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "214--248",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2460",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 May 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Bailey:2016:TSA,
author = "Natalia Bailey and Sean Holly and M. Hashem Pesaran",
title = "A {Two-Stage Approach} to {Spatio-Temporal Analysis}
with {Strong} and {Weak Cross-Sectional Dependence}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "249--280",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2468",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 June 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Mastromarco:2016:MTE,
author = "Camilla Mastromarco and Laura Serlenga and Yongcheol
Shin",
title = "Modelling {Technical Efficiency} in {Cross Sectionally
Dependent Stochastic Frontier Panels}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "1",
pages = "281--297",
month = jan # "--" # feb,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2439",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2015",
remark = "Special issue on Cross-Sectional Dependence in Panel
Data Models.",
}
@Article{Hsieh:2016:SIM,
author = "Chih-Sheng Hsieh and Lung Fei Lee",
title = "A Social Interactions Model with Endogenous Friendship
Formation and Selectivity",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "2",
pages = "301--319",
month = mar,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2426",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 January 2015",
}
@Article{Simonsen:2016:PSD,
author = "Marianne Simonsen and Lars Skipper and Niels Skipper",
title = "Price Sensitivity of Demand for Prescription Drugs:
Exploiting a Regression Kink Design",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "2",
pages = "320--337",
month = mar,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2436",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2015",
}
@Article{Beare:2016:ETP,
author = "Brendan K. Beare and Lawrence D. W. Schmidt",
title = "An Empirical Test of Pricing Kernel Monotonicity",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "2",
pages = "338--356",
month = mar,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2422",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 October 2014",
}
@Article{Ahelegbey:2016:BGM,
author = "Daniel Felix Ahelegbey and Monica Billio and Roberto
Casarin",
title = "{Bayesian} graphical models for structural vector
autoregressive processes",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "2",
pages = "357--386",
month = mar,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2443",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2015",
}
@Article{Kelejian:2016:ETS,
author = "Harry H. Kelejian and Gianfranco Piras",
title = "An Extension of the {$J$}-Test to a Spatial Panel Data
Framework",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "2",
pages = "387--402",
month = mar,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2425",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 January 2015",
}
@Article{Ho:2016:SLS,
author = "Tai-kuang Ho and Cheng-chung Lai",
title = "A Silver Lifeboat, not Silver Fetters: Why and how the
Silver Standard Insulated {China} from the {1929 Great
Depression}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "2",
pages = "403--419",
month = mar,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2435",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2015",
}
@Article{Barigozzi:2016:IIS,
author = "Matteo Barigozzi and Alessio Moneta",
title = "Identifying the Independent Sources of Consumption
Variation",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "2",
pages = "420--449",
month = mar,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2441",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2015",
}
@Article{Spindler:2016:LIV,
author = "Martin Spindler",
title = "Lasso for Instrumental Variable Selection: A
Replication Study",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "2",
pages = "450--454",
month = mar,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2432",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 January 2015",
}
@Article{Firpo:2016:IED,
author = "Sergio Firpo and Cristine Pinto",
title = "Identification and Estimation of Distributional
Impacts of Interventions Using Changes in Inequality
Measures",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "3",
pages = "457--486",
month = apr # "--" # may,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2448",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2015",
}
@Article{Dagsvik:2016:LSC,
author = "John K. Dagsvik and Zhiyang Jia",
title = "Labor Supply as a Choice Among Latent Jobs: Unobserved
Heterogeneity and Identification",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "3",
pages = "487--506",
month = apr # "--" # may,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2428",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 January 2015",
}
@Article{Rossi:2016:FRT,
author = "Barbara Rossi and Tatevik Sekhposyan",
title = "Forecast Rationality Tests in the Presence of
Instabilities, with Applications to {Federal} Reserve
and Survey Forecasts",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "3",
pages = "507--532",
month = apr # "--" # may,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2440",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 January 2015",
}
@Article{Abel:2016:MBU,
author = "Joshua Abel and Robert Rich and Joseph Song and Joseph
Tracy",
title = "The Measurement and Behavior of Uncertainty: Evidence
from the {ECB} Survey of Professional Forecasters",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "3",
pages = "533--550",
month = apr # "--" # may,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2430",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 January 2015",
}
@Article{Chan:2016:BMT,
author = "Joshua C. C. Chan and Gary Koop and Simon M. Potter",
title = "A Bounded Model of Time Variation in Trend Inflation,
{Nairu} and the {Phillips Curve}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "3",
pages = "551--565",
month = apr # "--" # may,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2442",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 January 2015",
}
@Article{Kliem:2016:LFR,
author = "Martin Kliem and Alexander Kriwoluzky and Samad
Sarferaz",
title = "On the Low-Frequency Relationship Between Public
Deficits and Inflation",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "3",
pages = "566--583",
month = apr # "--" # may,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2427",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 January 2015",
}
@Article{Moral-Benito:2016:GEP,
author = "Enrique Moral-Benito",
title = "Growth Empirics in Panel Data Under Model Uncertainty
and Weak Exogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "3",
pages = "584--602",
month = apr # "--" # may,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2429",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 December 2014",
}
@Article{Ho:2016:FEC,
author = "Anson T. Y. Ho and Kim P. Huynh and David T.
Jacho-Ch{\'a}vez",
title = "Flexible Estimation of Copulas: An Application to the
{US} Housing Crisis",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "3",
pages = "603--610",
month = apr # "--" # may,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2437",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 January 2015",
}
@Article{Winkelmann:2016:EMP,
author = "Lars Winkelmann and Markus Bibinger and Tobias
Linzert",
title = "{ECB} Monetary Policy Surprises: Identification
Through Cojumps in Interest Rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "4",
pages = "613--629",
month = jun # "--" # jul,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2453",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 March 2015",
}
@Article{Hirose:2016:ZLB,
author = "Yasuo Hirose and Atsushi Inoue",
title = "The Zero Lower Bound and Parameter Bias in an
Estimated {DSGE} Model",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "4",
pages = "630--651",
month = jun # "--" # jul,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2447",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 February 2015",
}
@Article{Millimet:2016:ETP,
author = "Daniel L. Millimet and Jayjit Roy",
title = "Empirical Tests of the Pollution Haven Hypothesis When
Environmental Regulation is Endogenous",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "4",
pages = "652--677",
month = jun # "--" # jul,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2451",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 February 2015",
}
@Article{Chaudhuri:2016:GMM,
author = "Saraswata Chaudhuri and David K. Guilkey",
title = "{GMM} with Multiple Missing Variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "4",
pages = "678--706",
month = jun # "--" # jul,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2444",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 February 2015",
}
@Article{Hurn:2016:STL,
author = "A. Stan Hurn and Annastiina Silvennoinen and Timo
Ter{\"a}svirta",
title = "A Smooth Transition Logit Model of The Effects of
Deregulation in the Electricity Market",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "4",
pages = "707--733",
month = jun # "--" # jul,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2452",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 March 2015",
}
@Article{Piatek:2016:MLC,
author = "R{\'e}mi Piatek and Pia Pinger",
title = "Maintaining (Locus of) Control? {Data} Combination for
the Identification and Inference of Factor Structure
Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "4",
pages = "734--755",
month = jun # "--" # jul,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2456",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 April 2015",
}
@Article{Xun:2016:SET,
author = "Zhou Xun and Michel Lubrano",
title = "Simulation Estimation of Two-tiered Dynamic Panel
Tobit Models with an Application to the labour Supply
of Married Women: A Comment",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "4",
pages = "756--761",
month = jun # "--" # jul,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2434",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2015",
}
@Article{Hansen:2016:EBD,
author = "Stephen Hansen and Michael McMahon and Sorawoot
Srisuma",
title = "Estimating {Bayesian} Decision Problems with
Heterogeneous Expertise",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "4",
pages = "762--771",
month = jun # "--" # jul,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2446",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 March 2015",
}
@Article{Blevins:2016:SMC,
author = "Jason R. Blevins",
title = "Sequential {Monte Carlo} Methods for Estimating
Dynamic Microeconomic Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "5",
pages = "773--804",
month = aug,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2470",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 June 2015",
}
@Article{Eisenstat:2016:MIV,
author = "Eric Eisenstat and Rodney W. Strachan",
title = "Modelling Inflation Volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "5",
pages = "805--820",
month = aug,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2469",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 May 2015",
}
@Article{Kapetanios:2016:FBI,
author = "Georges Kapetanios and Lynda Khalaf and Massimiliano
Marcellino",
title = "Factor-Based Identification-Robust Interference in
{IV} Regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "5",
pages = "821--842",
month = aug,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2466",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2015",
}
@Article{Sokullu:2016:SPA,
author = "Senay Sokullu",
title = "A Semi-Parametric Analysis of Two-Sided Markets: An
Application to the Local Daily Newspapers in the
{USA}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "5",
pages = "843--864",
month = aug,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2464",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2015",
}
@Article{Ruiz-Tagle:2016:BCC,
author = "Jaime Ruiz-Tagle and Francis Vella",
title = "Borrowing Constraints and Credit Demand in a
Developing Economy",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "5",
pages = "865--891",
month = aug,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2465",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 May 2015",
}
@Article{Fisher:2016:EMM,
author = "Lance A. Fisher and Hyeon-Seung Huh and Adrian R.
Pagan",
title = "Econometric Methods for Modelling Systems With a
Mixture of i (1) and i (0) Variables",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "5",
pages = "892--911",
month = aug,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2459",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 April 2015",
}
@Article{Kamhofer:2016:RZR,
author = "Daniel A. Kamh{\"o}fer and Hendrik Schmitz",
title = "Reanalyzing Zero Returns to Education in {Germany}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "5",
pages = "912--919",
month = aug,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2461",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 April 2015",
}
@Article{Jones:2016:SSR,
author = "Lauren E. Jones and Nicolas R. Ziebarth",
title = "Successful Scientific Replication and Extension of
{Levitt} (2008): Child Seats are Still No Safer Than
Seat Belts",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "5",
pages = "920--928",
month = aug,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2449",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2015",
}
@Article{Bailey:2016:ECS,
author = "Natalia Bailey and George Kapetanios and M. Hashem
Pesaran",
title = "Exponent of Cross-Sectional Dependence: Estimation and
Inference",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "929--960",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2476",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 July 2015",
}
@Article{Reese:2016:PPC,
author = "Simon Reese and Joakim Westerlund",
title = "{Panicca}: Panic on Cross-Section Averages",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "961--981",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2487",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 August 2015",
}
@Article{Gengenbach:2016:ECT,
author = "Christian Gengenbach and Jean-Pierre Urbain and Joakim
Westerlund",
title = "Error Correction Testing in Panels with Common
Stochastic Trends",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "982--1004",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2475",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2015",
}
@Article{Bollerslev:2016:DHP,
author = "Tim Bollerslev and Andrew J. Patton and Wenjing Wang",
title = "Daily House Price Indices: Construction, Modeling, and
Longer-run Predictions",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1005--1025",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2471",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 June 2015",
}
@Article{Chib:2016:BFR,
author = "Siddhartha Chib and Liana Jacobi",
title = "{Bayesian} Fuzzy Regression Discontinuity Analysis and
Returns to Compulsory Schooling",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1026--1047",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2481",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2015",
}
@Article{Scheffel:2016:APU,
author = "Eric M. Scheffel",
title = "Accounting for the Political Uncertainty Factor",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1048--1064",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2455",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 April 2015",
}
@Article{Dimitrakopoulos:2016:SDS,
author = "Stefanos Dimitrakopoulos and Michalis Kolossiatis",
title = "State Dependence and Stickiness of Sovereign Credit
Ratings: Evidence from a Panel of Countries",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1065--1082",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2479",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 July 2015",
}
@Article{Frey:2016:FBV,
author = "Christoph Frey and Frieder Mokinski",
title = "Forecasting with {Bayesian} Vector Autoregressions
Estimated Using Professional Forecasts",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1083--1099",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2483",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 August 2015",
}
@Article{Athanasopoulos:2016:DLR,
author = "George Athanasopoulos and Donald S. Poskitt and
Farshid Vahid and Wenying Yao",
title = "Determination of Long-run and Short-run Dynamics in
{EC--VARMA} Models via Canonical Correlations",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1100--1119",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2484",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 September 2015",
}
@Article{Lee:2016:EOD,
author = "Soohyung Lee",
title = "Effect of Online Dating on Assortative Mating:
Evidence from South {Korea}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1120--1139",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2480",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 August 2015",
}
@Article{Mukherji:2016:EHD,
author = "Arnab Mukherji and Satrajit Roychoudhury and Pulak
Ghosh and Sarah Brown",
title = "Estimating Health Demand for an Aging Population: A
Flexible and Robust {Bayesian} Joint Model",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1140--1158",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2463",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 April 2015",
}
@Article{Herwartz:2016:MHA,
author = "Helmut Herwartz and Nadja Klein and Christoph
Strumann",
title = "Modelling Hospital Admission and Length of Stay by
Means of Generalised Count Data Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1159--1182",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2454",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 March 2015",
}
@Article{Croushore:2016:RRP,
author = "Dean Croushore and Katherine Marsten",
title = "Reassessing the Relative Power of the Yield Spread in
Forecasting Recessions",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1183--1191",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2485",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 September 2015",
}
@Article{Savva:2016:RGH,
author = "Christos S. Savva",
title = "Replication of {Grier}, {Henry}, {Olekalns} and
{Shields} (2004): the Asymmetric Effects of Uncertainty
on Inflation and Output Growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "6",
pages = "1192--1196",
month = sep # "--" # oct,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2462",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Grier:2004:AEU}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 April 2015",
}
@Article{Furlanetto:2016:MSU,
author = "Francesco Furlanetto and Nicolas Groshenny",
title = "Mismatch Shocks and Unemployment During the Great
Recession",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1197--1214",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2498",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 January 2016",
}
@Article{Prieto:2016:TVM,
author = "Esteban Prieto and Sandra Eickmeier and Massimiliano
Marcellino",
title = "Time Variation in Macro-Financial Linkages",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1215--1233",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2499",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2016",
}
@Article{Beck:2016:ISR,
author = "Guenter W. Beck and Kirstin Hubrich and Massimiliano
Marcellino",
title = "On the Importance of Sectoral and Regional Shocks for
Price-Setting",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1234--1253",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2490",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 November 2015",
}
@Article{Lahiri:2016:FCR,
author = "Kajal Lahiri and George Monokroussos and Yongchen
Zhao",
title = "Forecasting Consumption: the Role of Consumer
Confidence in Real Time with many Predictors",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1254--1275",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2494",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2015",
}
@Article{Cimadomo:2016:CTV,
author = "Jacopo Cimadomo and Antonello D'Agostino",
title = "Combining Time Variation and Mixed Frequencies: an
Analysis of Government Spending Multipliers in
{Italy}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1276--1290",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2489",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 November 2015",
}
@Article{Anundsen:2016:BCR,
author = "Andr{\'e} K. Anundsen and Karsten Gerdrup and Frank
Hansen and Kasper Kragh-S{\o}rensen",
title = "Bubbles and Crises: The Role of House Prices and
Credit",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1291--1311",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2503",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2016",
}
@Article{Pettenuzzo:2016:OPC,
author = "Davide Pettenuzzo and Francesco Ravazzolo",
title = "Optimal Portfolio Choice Under Decision-Based Model
Combinations",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1312--1332",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2502",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 January 2016",
}
@Article{Diks:2016:NGC,
author = "Cees Diks and Marcin Wolski",
title = "Nonlinear {Granger} Causality: Guidelines for
Multivariate Analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1333--1351",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2495",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2015",
}
@Article{Billio:2016:IBE,
author = "Monica Billio and Roberto Casarin and Francesco
Ravazzolo and Herman K. {Van Dijk}",
title = "Interconnections Between {Eurozone} and {US} Booms and
Busts Using a {Bayesian} Panel {Markov}-Switching {VAR}
Model",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1352--1370",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2501",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 January 2016",
}
@Article{Cuaresma:2016:FGV,
author = "Jes{\'u}s Crespo Cuaresma and Martin Feldkircher and
Florian Huber",
title = "Forecasting with Global Vector Autoregressive Models:
a {Bayesian} Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1371--1391",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2504",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2016",
}
@Article{Lanne:2016:NBV,
author = "Markku Lanne and Jani Luoto",
title = "Noncausal {Bayesian} Vector Autoregression",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1392--1406",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2497",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 January 2016",
}
@Article{Malikov:2016:CSA,
author = "Emir Malikov and Subal C. Kumbhakar and Mike G.
Tsionas",
title = "A Cost System Approach to the Stochastic Directional
Technology Distance Function with Undesirable Outputs:
The Case of {US} Banks in 2001--2010",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1407--1429",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2491",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 November 2015",
}
@Article{Polito:2016:OCH,
author = "Vito Polito and Peter Spencer",
title = "Optimal Control of Heteroscedastic Macroeconomic
Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1430--1444",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2488",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 September 2015",
}
@Article{Benoit:2016:ORB,
author = "Dries F. Benoit and Stefan {Van Aelst} and Dirk {Van
den Poel}",
title = "Outlier-Robust {Bayesian} Multinomial Choice
Modeling",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1445--1466",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2482",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2015",
}
@Article{Everaert:2016:DBC,
author = "Gerdie Everaert and Hauke Vierke",
title = "Demographics and Business Cycle Volatility: A Spurious
Relationship?",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1467--1477",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2519",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2016",
}
@Article{Nonejad:2016:RRN,
author = "Nima Nonejad",
title = "Replicating the Results in {`A New Model of Trend
Inflation' Using Particle Markov Chain Monte Carlo}",
journal = j-J-APPL-ECONOMETRICS,
volume = "31",
number = "7",
pages = "1478--1483",
month = nov # "--" # dec,
year = "2016",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2493",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 November 2015",
remark = "The research referred to appears in Chan et al.
(2013), \booktitle{Journal of Business and Economic
Statistics}.",
}
@Article{Coglianese:2017:ATA,
author = "John Coglianese and Lucas W. Davis and Lutz Kilian and
James H. Stock",
title = "Anticipation, Tax Avoidance, and the Price Elasticity
of Gasoline Demand",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "1--15",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2500",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 January 2016",
}
@Article{Carneiro:2017:AMR,
author = "Pedro Carneiro and Michael Lokshin and Nithin
Umapathi",
title = "Average and Marginal Returns to Upper Secondary
Schooling in {Indonesia}",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "16--36",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2523",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 May 2016",
}
@Article{Lee:2017:EPT,
author = "Nayoung Lee and Geert Ridder and John Strauss",
title = "Estimation of Poverty Transition Matrices with Noisy
Data",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "37--55",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2506",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 February 2016",
}
@Article{Huber:2017:SIB,
author = "Martin Huber and Lukas Laffers and Giovanni Mellace",
title = "Sharp {IV} Bounds on Average Treatment Effects on the
Treated and Other Populations Under Endogeneity and
Noncompliance",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "56--79",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2473",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 June 2015",
}
@Article{An:2017:IEO,
author = "Yonghong An and Michael R. Baye and Yingyao Hu and
John Morgan and Matt Shum",
title = "Identification and Estimation of Online Price
Competition With an Unknown Number of Firms",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "80--102",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2492",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 November 2015",
}
@Article{Warne:2017:MPL,
author = "Anders Warne and G{\"u}nter Coenen and Kai
Christoffel",
title = "Marginalized Predictive Likelihood Comparisons of
Linear {Gaussian} State-Space Models with Applications
to {DSGE}, {DSGE--VAR}, and {VAR} Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "103--119",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2514",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 February 2016",
}
@Article{Kole:2017:HIF,
author = "Erik Kole and Dick van Dijk",
title = "How to Identify and Forecast Bull and Bear Markets?",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "120--139",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2511",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 March 2016",
}
@Article{Callot:2017:MFL,
author = "Laurent A. F. Callot and Anders B. Kock and Marcelo C.
Medeiros",
title = "Modeling and Forecasting Large Realized Covariance
Matrices and Portfolio Choice",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "140--158",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2512",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2016",
}
@Article{DeNicolo:2017:FTR,
author = "Gianni {De Nicol{\`o}} and Marcella Lucchetta",
title = "Forecasting Tail Risks",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "159--170",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2509",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 March 2016",
}
@Article{Lucas:2017:MFS,
author = "Andr{\'e} Lucas and Bernd Schwaab and Xin Zhang",
title = "Modeling Financial Sector Joint Tail Risk in the
{Euro} Area",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "171--191",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2518",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 April 2016",
}
@Article{Metaxoglou:2017:SPC,
author = "Konstantinos Metaxoglou and Aaron Smith",
title = "State Prices of Conditional Quantiles: New Evidence on
Time Variation in the Pricing Kernel",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "192--217",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2515",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 March 2016",
}
@Article{Baltagi:2017:RUQ,
author = "Badi H. Baltagi and Pallab Kumar Ghosh",
title = "Replication of unconditional Quantile Regressions by
{Firpo}, {Fortin} and {Lemieux} (2009)",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "218--223",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2477",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2015",
remark = "The research referred to appears in
\booktitle{Econometrica} 2009, {\bf 77}(3): 953--973.",
}
@Article{Grant:2017:EMS,
author = "Angelia L. Grant",
title = "The Early Millennium Slowdown: Replicating the
{Peersman} (2005) Results",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "1",
pages = "224--232",
month = jan # "--" # feb,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2474",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 June 2015",
}
@Article{Mackinnon:2017:WBI,
author = "James G. Mackinnon and Matthew D. Webb",
title = "Wild Bootstrap Inference for Wildly Different Cluster
Sizes",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "233--254",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2508",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2016",
}
@Article{Kulish:2017:ESM,
author = "Mariano Kulish and Adrian Pagan",
title = "Estimation and Solution of Models with Expectations
and Structural Changes",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "255--274",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2527",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 May 2016",
}
@Article{Baumeister:2017:ICB,
author = "Christiane Baumeister and Lutz Kilian and Thomas K.
Lee",
title = "Inside the Crystal Ball: New Approaches to Predicting
the Gasoline Price at the Pump",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "275--295",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2510",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 March 2016",
}
@Article{Schwaab:2017:GCR,
author = "Bernd Schwaab and Siem Jan Koopman and Andr{\'e}
Lucas",
title = "Global Credit Risk: World, Country and Industry
Factors",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "296--317",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2521",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 April 2016",
}
@Article{Grassi:2017:FSS,
author = "Stefano Grassi and Nima Nonejad and Paolo {Santucci De
Magistris}",
title = "Forecasting With the Standardized Self-Perturbed
{Kalman} Filter",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "318--341",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2522",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 April 2016",
}
@Article{Harding:2017:PQR,
author = "Matthew Harding and Carlos Lamarche",
title = "Penalized Quantile Regression with Semiparametric
Correlated Effects: An Application with Heterogeneous
Preferences",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "342--358",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2520",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 April 2016",
}
@Article{Ward:2017:SDZ,
author = "Felix Ward",
title = "Spotting the Danger Zone: Forecasting Financial Crises
With Classification Tree Ensembles and Many
Predictors",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "359--378",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2525",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 May 2016",
}
@Article{Ruge-Murcia:2017:SRB,
author = "Francisco Ruge-Murcia",
title = "Skewness Risk and Bond Prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "379--400",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2528",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 May 2016",
}
@Article{Dahlhaus:2017:CMP,
author = "Tatjana Dahlhaus",
title = "Conventional Monetary Policy Transmission During
Financial Crises: An Empirical Analysis",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "401--421",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2524",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 May 2016",
}
@Article{Elhorst:2017:TDM,
author = "J. Paul Elhorst and Pim Heijnen and Anna Samarina and
Jan P. A. M. Jacobs",
title = "Transitions at Different Moments in Time: A Spatial
Probit Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "422--439",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2505",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2016",
}
@Article{Avdic:2017:AGM,
author = "Daniel Avdic and Per Johansson",
title = "Absenteeism, Gender and the Morbidity--Mortality
Paradox",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "440--462",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2516",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 April 2016",
}
@Article{Lien:2017:SWB,
author = "Donald Lien and Yue Hu and Long Liu",
title = "Subjective Well-Being and Income: A Re-Examination of
Satiation Using the Regression Kink Model With an
Unknown Threshold",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "463--469",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2526",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 May 2016",
}
@Article{Elshiewy:2017:DBC,
author = "Ossama Elshiewy and German Zenetti and Yasemin
Boztug",
title = "Differences Between Classical and {Bayesian} Estimates
for Mixed Logit Models: A Replication Study",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "2",
pages = "470--476",
month = mar,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2513",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 March 2016",
}
@Article{Ertur:2017:WSC,
author = "Cem Ertur and Antonio Musolesi",
title = "Weak and Strong Cross-Sectional Dependence: A Panel
Data Analysis of International Technology Diffusion",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "477--503",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2538",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 July 2016",
}
@Article{Maneesoonthorn:2017:ISE,
author = "Worapree Maneesoonthorn and Catherine S. Forbes and
Gael M. Martin",
title = "Inference on Self-Exciting Jumps in Prices and
Volatility Using High-Frequency Measures",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "504--532",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2547",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 November 2016",
}
@Article{Clark:2017:TPA,
author = "Todd E. Clark and Michael W. McCracken",
title = "Tests of Predictive Ability for Vector Autoregressions
Used for Conditional Forecasting",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "533--553",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2529",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 June 2016",
}
@Article{Westerlund:2017:TPP,
author = "Joakim Westerlund and Hande Karabiyik and Paresh
Narayan",
title = "Testing for Predictability in panels with General
Predictors",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "554--574",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2535",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 June 2016",
}
@Article{Gu:2017:EBR,
author = "Jiaying Gu and Roger Koenker",
title = "Empirical {Bayesball} Remixed: Empirical {Bayes}
Methods for Longitudinal Data",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "575--599",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2530",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2016",
}
@Article{Liesenfeld:2017:LBI,
author = "Roman Liesenfeld and Jean-Fran{\c{c}}ois Richard and
Jan Vogler",
title = "Likelihood-Based Inference and Prediction in
Spatio-Temporal Panel Count Models for Urban Crimes",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "600--620",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2534",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 June 2016",
}
@Article{Krause:2017:MPC,
author = "Melanie Krause",
title = "The {Millennium} Peak in Club Convergence: A New Look
at Distributional Changes in The Wealth of Nations",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "621--642",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2542",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 August 2016",
}
@Article{Gerritsen:2017:TQS,
author = "Sander Gerritsen and Erik Plug and Dinand Webbink",
title = "Teacher Quality and Student Achievement: Evidence from
a Sample of {Dutch} Twins",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "643--660",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2539",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 August 2016",
}
@Article{Wrenn:2017:CPE,
author = "Douglas H. Wrenn and H. Allen Klaiber and David A.
Newburn",
title = "Confronting Price Endogeneity in a Duration Model of
Residential Subdivision Development",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "661--682",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2546",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 September 2016",
}
@Article{Proietti:2017:EDE,
author = "Tommaso Proietti and Martyna Marczak and Gianluigi
Mazzi",
title = "{Euromind-$ \cal D $}: A Density Estimate of Monthly
Gross Domestic Product for the {Euro} Area",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "683--703",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2556",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 November 2016",
}
@Article{Feve:2017:STM,
author = "Patrick F{\`e}ve and Jean-Guillaume Sahuc",
title = "In Search of the Transmission Mechanism of Fiscal
Policy in the {Euro} Area",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "704--718",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2517",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2016",
}
@Article{Lundberg:2017:IDS,
author = "Alexander L. Lundberg and Kim P. Huynh and David T.
Jacho-Ch{\'a}vez",
title = "Income and Democracy: A Smooth Varying Coefficient
Redux",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "3",
pages = "719--724",
month = apr # "--" # may,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2536",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 June 2016",
}
@Article{Millimet:2017:DPD,
author = "Daniel L. Millimet and Ian K. McDonough",
title = "Dynamic Panel Data Models With Irregular Spacing: With
an Application to Early Childhood Development",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "725--743",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2548",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2016",
}
@Article{Gouel:2017:ECS,
author = "Christophe Gouel and Nicolas Legrand",
title = "Estimating the Competitive Storage Model with Trending
Commodity Prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "744--763",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2553",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 October 2016",
}
@Article{Gambetti:2017:LSS,
author = "Luca Gambetti and Alberto Musso",
title = "Loan Supply Shocks and the Business Cycle",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "764--782",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2537",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 July 2016",
}
@Article{Aastveit:2017:DFM,
author = "Knut Are Aastveit and Claudia Foroni and Francesco
Ravazzolo",
title = "Density Forecasts With {Midas} Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "783--801",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2545",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 September 2016",
}
@Article{Droumaguet:2017:GCR,
author = "Matthieu Droumaguet and Anders Warne and Tomasz
Wo{\'z}niak",
title = "{Granger} Causality and Regime Inference in {Markov}
Switching {VAR} Models with {Bayesian} Methods",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "802--818",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2531",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 June 2016",
}
@Article{Everaert:2017:SES,
author = "Gerdie Everaert and Lorenzo Pozzi and Ruben
Schoonackers",
title = "On the Stability of the Excess Sensitivity of
Aggregate Consumption Growth in the {USA}",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "819--840",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2552",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 October 2016",
}
@Article{James:2017:MAG,
author = "Jonathan James",
title = "{MM} Algorithm for General Mixed Multinomial Logit
Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "841--857",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2532",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2016",
}
@Article{VanVuuren:2017:USF,
author = "Aico {Van Vuuren}",
title = "Using a Structural-Form Model to Analyze the Impact of
Home Ownership on Unemployment Duration",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "858--876",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2551",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 October 2016",
}
@Article{Lima:2017:SRP,
author = "Luiz Renato Lima and Fanning Meng",
title = "Out-of-Sample Return Predictability: A Quantile
Combination Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "877--895",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2549",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 October 2016",
}
@Article{Nowak:2017:TAR,
author = "Adam Nowak and Patrick Smith",
title = "Textual Analysis in Real Estate",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "896--918",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2550",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 October 2016",
}
@Article{Albergaria:2017:NRF,
author = "Matheus Albergaria and Luiz Paulo F{\'a}vero",
title = "Narrow Replication of {Fisman} and {Miguel}'s (2007a)
{`Corruption, Norms, and Legal Enforcement: Evidence
from Diplomatic Parking Tickets'}",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "919--922",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2540",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 August 2016",
remark = "The research referred to appears in \booktitle{Journal
of Political Economy}, 2007a; {\bf 115}(6):
1020--1048.",
}
@Article{Sanso-Navarro:2017:HCS,
author = "Marcos Sanso-Navarro and Maria Vera-Cabello and
Domingo P. Xim{\'e}nez-De-Emb{\'u}n",
title = "Human Capital Spillovers and Regional Development",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "4",
pages = "923--930",
month = jun # "--" # jul,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2541",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 August 2016",
}
@Article{Aastveit:2017:SVR,
author = "Knut Are Aastveit and Andrea Carriero and Todd E.
Clark and Massimiliano Marcellino",
title = "Have Standard {VARS} Remained Stable Since the
Crisis?",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "931--951",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2555",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 November 2016",
}
@Article{Altavilla:2017:ENS,
author = "Carlo Altavilla and Domenico Giannone",
title = "The Effectiveness of Non-Standard Monetary Policy
Measures: Evidence from Survey Data",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "952--964",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2559",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 December 2016",
}
@Article{Hur:2017:MPA,
author = "Joonyoung Hur",
title = "Monetary Policy and Asset Prices: A {Markov}-Switching
{DSGE} Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "965--982",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2560",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2017",
}
@Article{Gardeazabal:2017:ECB,
author = "Javier Gardeazabal and Ainhoa Vega-Bayo",
title = "An Empirical Comparison Between the Synthetic Control
Method and {HSIAO} et al. 's Panel Data Approach to
Program Evaluation",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "983--1002",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2557",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 December 2016",
}
@Article{Barra:2017:JBA,
author = "Istv{\'a}n Barra and Lennart Hoogerheide and Siem Jan
Koopman and Andr{\'e} Lucas",
title = "Joint {Bayesian} Analysis of Parameters and States in
Nonlinear non-{Gaussian} State Space Models",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "1003--1026",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2533",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 July 2016",
}
@Article{Chu:2017:RRB,
author = "Chi-Yang Chu and Daniel J. Henderson and Le Wang",
title = "The Robust Relationship Between {US} Food Aid and
Civil Conflict",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "1027--1032",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2558",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 November 2016",
}
@Article{Summers:2017:CBG,
author = "Peter M. Summers",
title = "Credit Booms Gone Bust: Replication of {Schularick}
and {Taylor} ({AER} 2012)",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "1033--1038",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2554",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 November 2016",
}
@Article{Schnurbus:2017:ETG,
author = "Joachim Schnurbus and Harry Haupt and Verena Meier",
title = "Economic Transition and Growth: A Replication",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "1039--1042",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2544",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 September 2016",
}
@Article{Colvin:2017:WES,
author = "Christopher L. Colvin and Matthew McCracken",
title = "Work Ethic, Social Ethic, no Ethic: Measuring the
Economic Values of Modern {Christians}",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "5",
pages = "1043--1053",
month = aug,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2543",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 August 2016",
}
@Article{Altavilla:2017:AYC,
author = "Carlo Altavilla and Raffaella Giacomini and Giuseppe
Ragusa",
title = "Anchoring the yield curve using survey expectations",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1055--1068",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2588",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 July 2017",
}
@Article{Banerjee:2017:SFC,
author = "Anindya Banerjee and Massimiliano Marcellino and Igor
Masten",
title = "Structural {FECM}: Cointegration in large-scale
structural {FAVAR} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1069--1086",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2570",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 May 2017",
}
@Article{Fosten:2017:MSE,
author = "Jack Fosten",
title = "Model selection with estimated factors and
idiosyncratic components",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1087--1106",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2567",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 April 2017",
}
@Article{Heinemann:2017:EEF,
author = "Alexander Heinemann",
title = "Efficient estimation of factor models with time and
cross-sectional dependence",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1107--1122",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2571",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 April 2017",
}
@Article{Kaufmann:2017:IRI,
author = "Sylvia Kaufmann and Christian Schumacher",
title = "Identifying relevant and irrelevant variables in
sparse factor models",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1123--1144",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2566",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 April 2017",
}
@Article{Juselius:2017:RER,
author = "Katarina Juselius and Katrin Assenmacher",
title = "Real exchange rate persistence and the excess return
puzzle: The case of {Switzerland} versus the {US}",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1145--1155",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2562",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 February 2017",
}
@Article{Toda:2017:FTS,
author = "Alexis Akira Toda and Kieran James Walsh",
title = "Fat tails and spurious estimation of consumption-based
asset pricing models",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1156--1177",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2564",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 February 2017",
}
@Article{Catania:2017:DSA,
author = "Leopoldo Catania and Anna Gloria Bill{\'e}",
title = "Dynamic spatial autoregressive models with
autoregressive and heteroskedastic disturbances",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1178--1196",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2565",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 February 2017",
}
@Article{Asali:2017:CVS,
author = "Muhammad Asali and Aamer S. Abu-Qarn and Michael
Beenstock",
title = "The cycle of violence in the {Second Intifada}:
Causality in nonlinear vector autoregressive models",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "6",
pages = "1197--1205",
month = sep # "--" # oct,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2563",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 February 2017",
}
@Article{Lee:2017:DRU,
author = "Sokbae Lee and Ryo Okui and Yoon-Jae Whang",
title = "Doubly robust uniform confidence band for the
conditional average treatment effect function",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1207--1225",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2574",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 May 2017",
}
@Article{Boneva:2017:DCM,
author = "Lena Boneva and Oliver Linton",
title = "A discrete-choice model for large heterogeneous panels
with interactive fixed effects with an application to
the determinants of corporate bond issuance",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1226--1243",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2568",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2017",
}
@Article{Fernholz:2017:NML,
author = "Ricardo T. Fernholz",
title = "Nonparametric methods and local-time-based estimation
for dynamic power law distributions",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1244--1260",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2573",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 May 2017",
}
@Article{Francis:2017:ECF,
author = "Neville Francis and Michael T. Owyang and Ozge
Savascin",
title = "An endogenously clustered factor approach to
international business cycles",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1261--1276",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2577",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 May 2017",
}
@Article{Chan:2017:EEB,
author = "Joshua C. C. Chan and Eric Eisenstat",
title = "Efficient estimation of {Bayesian} {VARMAs} with
time-varying coefficients",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1277--1297",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2576",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 June 2017",
}
@Article{Opschoor:2017:CDF,
author = "Anne Opschoor and Dick van Dijk and Michel van der
Wel",
title = "Combining density forecasts using focused scoring
rules",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1298--1313",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2575",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 May 2017",
}
@Article{Hummel:2017:LFP,
author = "Patrick Hummel and R. Preston McAfee",
title = "Loss functions for predicted click-through rates in
auctions for online advertising",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1314--1328",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2581",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 June 2017",
}
@Article{Malikov:2017:EDU,
author = "Emir Malikov and Shunan Zhao and Subal C. Kumbhakar",
title = "Economies of diversification in the {US} credit union
sector",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1329--1347",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2569",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 April 2017",
}
@Article{Machado:2017:USH,
author = "Cecilia Machado",
title = "Unobserved selection heterogeneity and the gender wage
gap",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1348--1366",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2561",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 February 2017",
}
@Article{Becker:2017:EEC,
author = "Martin Becker and Stefan Kl{\"o}{\ss}ner",
title = "Estimating the economic costs of organized crime by
synthetic control methods",
journal = j-J-APPL-ECONOMETRICS,
volume = "32",
number = "7",
pages = "1367--1369",
month = nov # "--" # dec,
year = "2017",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2572",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 May 2017",
}
@Article{Anonymous:2018:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "i--iv",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2597",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2018",
}
@Article{Demirer:2018:EGB,
author = "Mert Demirer and Francis X. Diebold and Laura Liu and
Kamil Yilmaz",
title = "Estimating global bank network connectedness",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "1--15",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2585",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 July 2017",
}
@Article{Wheelock:2018:ESE,
author = "David C. Wheelock and Paul W. Wilson",
title = "The evolution of scale economies in {US} banking",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "16--28",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2579",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 June 2017",
}
@Article{Jales:2018:EEM,
author = "Hugo Jales",
title = "Estimating the effects of the minimum wage in a
developing country: A density discontinuity design
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "29--51",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2586",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 July 2017",
}
@Article{Hoderlein:2018:EDW,
author = "Stefan Hoderlein and Anne Vanhems",
title = "Estimating the distribution of welfare effects using
quantiles",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "52--72",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2587",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 July 2017",
}
@Article{Botosaru:2018:DDW,
author = "Irene Botosaru and Federico H. Gutierrez",
title = "Difference-in-differences when the treatment status is
observed in only one period",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "73--90",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2583",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2017",
}
@Article{Richey:2018:DEM,
author = "Jeremiah Richey and Alicia Rosburg",
title = "Decomposing economic mobility transition matrices",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "91--108",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2578",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2017",
}
@Article{Choi:2018:WIR,
author = "Jaerim Choi and Jiaying Gu and Shu Shen",
title = "Weak-instrument robust inference for two-sample
instrumental variables regression",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "109--125",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2580",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 June 2017",
}
@Article{Bognanni:2018:SMC,
author = "Mark Bognanni and Edward Herbst",
title = "A sequential {Monte Carlo} approach to inference in
multiple-equation {Markov}-switching models",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "126--140",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2582",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 August 2017",
}
@Article{Cho:2018:STP,
author = "Jin Seo Cho and Peter C. B. Phillips",
title = "Sequentially testing polynomial model hypotheses using
power transforms of regressors",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "141--159",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2589",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 August 2017",
}
@Article{Pak:2018:PCO,
author = "Anton Pak",
title = "Predicting crude oil prices: Replication of the
empirical results in ``What do we learn from the price
of crude oil?''",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "1",
pages = "160--163",
month = jan # "--" # feb,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2584",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2017",
}
@Article{Anonymous:2018:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "i--iv",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2598",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2018",
}
@Article{Cohen-Cole:2018:MCI,
author = "Ethan Cohen-Cole and Xiaodong Liu and Yves Zenou",
title = "Multivariate choices and identification of social
interactions",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "165--178",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2590",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 July 2017",
}
@Article{Semykina:2018:BRP,
author = "Anastasia Semykina and Jeffrey M. Wooldridge",
title = "Binary response panel data models with sample
selection and self-selection",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "179--197",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2592",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 August 2017",
}
@Article{Nelson:2018:DCM,
author = "Benjamin Nelson and Gabor Pinter and Konstantinos
Theodoridis",
title = "Do contractionary monetary policy shocks expand shadow
banking?",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "198--211",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2594",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 August 2017",
}
@Article{Runstler:2018:BHC,
author = "Gerhard R{\"u}nstler and Marente Vlekke",
title = "Business, housing, and credit cycles",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "212--226",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2604",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2017",
}
@Article{Dungey:2018:IC,
author = "Mardi Dungey and Eric Renault",
title = "Identifying contagion",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "227--250",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2593",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 August 2017",
}
@Article{Maheu:2018:EBA,
author = "John M. Maheu and Yong Song",
title = "An efficient {Bayesian} approach to multiple
structural change in multivariate time series",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "251--270",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2606",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2017",
}
@Article{Opitz:2018:MCR,
author = "Sebastian Opitz and Henry Seidel and Alexander
Szimayer",
title = "Measuring crisis risk using conditional copulas: An
empirical analysis of the 2008 shipping crisis",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "271--289",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2609",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 November 2017",
}
@Article{Stewart:2018:NCS,
author = "Kenneth G. Stewart",
title = "Normalized {CES} supply systems: Replication of
{Klump}, {McAdam}, and {Willman} (2007)",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "2",
pages = "290--296",
month = mar,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2591",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2017",
remark = "The title refers to work published in
\booktitle{Review of Economics and Statistics}, 2007,
{\bf 89}, 183--192.",
}
@Article{Anonymous:2018:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "i--iv",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2599",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 April 2018",
}
@Article{Liu:2018:IMS,
author = "Jia Liu and John M. Maheu",
title = "Improving {Markov} switching models using realized
variance",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "297--318",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2605",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2017",
}
@Article{Mumtaz:2018:PUA,
author = "Haroon Mumtaz and Paolo Surico",
title = "Policy uncertainty and aggregate fluctuations",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "319--331",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2613",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 January 2018",
}
@Article{Loaiza-Maya:2018:TSC,
author = "Rub{\'e}n Loaiza-Maya and Michael S. Smith and
Worapree Maneesoonthorn",
title = "Time series copulas for heteroskedastic data",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "332--354",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2610",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 November 2017",
}
@Article{Choi:2018:MFM,
author = "In Choi and Dukpa Kim and Yun Jung Kim and Noh-Sun
Kwark",
title = "A multilevel factor model: Identification, asymptotic
theory and applications",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "355--377",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2611",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 January 2018",
}
@Article{Chang:2018:GFI,
author = "Minsu Chang and Francis J. DiTraglia",
title = "A generalized focused information criterion for
{GMM}",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "378--397",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2614",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2018",
}
@Article{Bee:2018:REQ,
author = "Marco Bee and Debbie J. Dupuis and Luca Trapin",
title = "Realized extreme quantile: A joint model for
conditional quantiles and measures of volatility with
{EVT} refinements",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "398--415",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2615",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2018",
}
@Article{Semykina:2018:SEA,
author = "Anastasia Semykina",
title = "Self-employment among women: Do children matter more
than we previously thought?",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "416--434",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2596",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 September 2017",
}
@Article{Depalo:2018:IIP,
author = "Domenico Depalo",
title = "Identification issues in the public/private wage gap,
with an application to {Italy}",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "435--456",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2608",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 December 2017",
}
@Article{Farbmacher:2018:ICT,
author = "Helmut Farbmacher and Raphael Guber and Johan
Vikstr{\"o}m",
title = "Increasing the credibility of the twin birth
instrument",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "457--472",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2616",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 January 2018",
}
@Article{Chang:2018:CCC,
author = "Andrew C. Chang and Phillip Li and Shawn M. Martin",
title = "Comparing cross-country estimates of {Lorenz} curves
using a {Dirichlet} distribution across estimators and
datasets",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "473--478",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2595",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 August 2017",
}
@Article{Shen:2018:MDH,
author = "Shulin Shen and Jindong Pang",
title = "Measuring the diffusion of housing prices across space
and over time: Replication and further evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "3",
pages = "479--484",
month = apr # "--" # may,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2607",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 October 2017",
}
@Article{Anonymous:2018:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "i--iv",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2600",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 June 2018",
}
@Article{Bernardini:2018:PDO,
author = "Marco Bernardini and Gert Peersman",
title = "Private debt overhang and the government spending
multiplier: Evidence for the {United States}",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "485--508",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2618",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 April 2018",
}
@Article{Chan:2018:BMC,
author = "Joshua C. C. Chan and Eric Eisenstat",
title = "{Bayesian} model comparison for time-varying parameter
{VARs} with stochastic volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "509--532",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2617",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2018",
}
@Article{Keijsers:2018:CLB,
author = "Bart Keijsers and Bart Diris and Erik Kole",
title = "Cyclicality in losses on bank loans",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "533--552",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2612",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 March 2018",
}
@Article{Chen:2018:ECG,
author = "Le-Yu Chen and Sokbae Lee",
title = "Exact computation of {GMM} estimators for instrumental
variable quantile regression models",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "553--567",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2619",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2018",
}
@Article{Bockerman:2018:KMY,
author = "Petri B{\"o}ckerman and Ohto Kanninen and Ilpo
Suoniemi",
title = "A kink that makes you sick: The effect of sick pay on
absence",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "568--579",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2620",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 March 2018",
}
@Article{Bruze:2018:IMN,
author = "Gustaf Bruze",
title = "Intergenerational mobility: New evidence from
consumption data",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "580--593",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2626",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2018",
}
@Article{Crepon:2018:ISE,
author = "Bruno Cr{\'e}pon and Marc Ferracci and Gregory Jolivet
and Gerard J. van den Berg",
title = "Information shocks and the empirical evaluation of
training programs during unemployment spells",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "594--616",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2621",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 June 2018",
}
@Article{Bove:2018:GDT,
author = "Vincenzo Bove and Gunes Gokmen",
title = "Genetic distance, trade, and the diffusion of
development",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "4",
pages = "617--623",
month = jun # "--" # jul,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2622",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 May 2018",
}
@Article{Anonymous:2018:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "i--iv",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2601",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 August 2018",
}
@Article{Forni:2018:DFM,
author = "Mario Forni and Alessandro Giovannelli and Marco Lippi
and Stefano Soccorsi",
title = "Dynamic factor model with infinite-dimensional factor
space: Forecasting",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "625--642",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2634",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2018",
}
@Article{Carriero:2018:UTS,
author = "Andrea Carriero and Sarah Mouabbi and Elisabetta
Vangelista",
title = "{UK} term structure decompositions at the zero lower
bound",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "643--661",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2635",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 June 2018",
}
@Article{Ferrara:2018:WME,
author = "Laurent Ferrara and Pierre Gu{\'e}rin",
title = "What are the macroeconomic effects of high-frequency
uncertainty shocks?",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "662--679",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2624",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 May 2018",
}
@Article{Wolters:2018:HBB,
author = "Maik H. Wolters",
title = "How the baby boomers' retirement wave distorts
model-based output gap estimates",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "680--689",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2636",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 June 2018",
}
@Article{Shi:2018:SEB,
author = "Zhentao Shi and Huanhuan Zheng",
title = "Structural estimation of behavioral heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "690--707",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2640",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 June 2018",
}
@Article{Sun:2018:ETS,
author = "Pengfei Sun and Casper G. de Vries",
title = "Exploiting tail shape biases to discriminate between
stable and student t alternatives",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "708--726",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2628",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 May 2018",
}
@Article{DeSantis:2018:SAS,
author = "Roberto A. {De Santis} and Srecko Zimic",
title = "Spillovers among sovereign debt markets:
Identification through absolute magnitude
restrictions",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "727--747",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2627",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 May 2018",
}
@Article{Spolaore:2018:ADN,
author = "Enrico Spolaore and Romain Wacziarg",
title = "Ancestry and development: New evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "5",
pages = "748--762",
month = aug,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2633",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 June 2018",
}
@Article{Anonymous:2018:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "i--iv",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2602",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 October 2018",
}
@Article{Fries:2018:NNR,
author = "S{\'e}bastien Fries and Jean-St{\'e}phane
M{\'e}sonnier and Sarah Mouabbi and Jean-Paul Renne",
title = "National natural rates of interest and the single
monetary policy in the euro area",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "763--779",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2637",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 June 2018",
}
@Article{Coroneo:2018:TOM,
author = "Laura Coroneo and Valentina Corradi and Paulo Santos
Monteiro",
title = "Testing for optimal monetary policy via moment
inequalities",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "780--796",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2629",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2018",
}
@Article{Wang:2018:HPP,
author = "Wuyi Wang and Peter C. B. Phillips and Liangjun Su",
title = "Homogeneity pursuit in panel data models: Theory and
application",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "797--815",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2632",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 June 2018",
}
@Article{Chudik:2018:HPJ,
author = "Alexander Chudik and M. Hashem Pesaran and Jui-Chung
Yang",
title = "Half-panel jackknife fixed-effects estimation of
linear panels with weakly exogenous regressors",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "816--836",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2623",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 May 2018",
}
@Article{Madeira:2018:TRE,
author = "Carlos Madeira",
title = "Testing the rationality of expectations of qualitative
outcomes",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "837--852",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2625",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 April 2018",
}
@Article{Hevia:2018:RPS,
author = "Constantino Hevia and Ivan Petrella and Martin Sola",
title = "Risk premia and seasonality in commodity futures",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "853--873",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2631",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 June 2018",
}
@Article{Rossi:2018:IIT,
author = "Eduardo Rossi and Paolo Santucci de Magistris",
title = "Indirect inference with time series observed with
error",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "874--897",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2639",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 June 2018",
}
@Article{Hambuckers:2018:UED,
author = "Julien Hambuckers and Andreas Groll and Thomas Kneib",
title = "Understanding the economic determinants of the
severity of operational losses: A regularized
generalized {Pareto} regression approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "6",
pages = "898--935",
month = sep # "--" # oct,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2638",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 June 2018",
}
@Article{Anonymous:2018:IIg,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "i--iv",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2603",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 December 2018",
}
@Article{Linde:2018:SWU,
author = "Jesper Lind{\'e} and Mathias Trabandt",
title = "Should we use linearized models to calculate fiscal
multipliers?",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "937--965",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2641",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 July 2018",
}
@Article{Koopman:2018:DDC,
author = "Siem Jan Koopman and Rutger Lit and Andr{\'e} Lucas
and Anne Opschoor",
title = "Dynamic discrete copula models for high-frequency
stock price changes",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "966--985",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2645",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 2018",
}
@Article{Brownlees:2018:RN,
author = "Christian Brownlees and Eul{\`a}lia Nualart and
Yucheng Sun",
title = "Realized networks",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "986--1006",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2642",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 July 2018",
}
@Article{Feunou:2018:RNM,
author = "Bruno Feunou and C{\'e}dric Okou",
title = "Risk-neutral moment-based estimation of affine option
pricing models*",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "1007--1025",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2630",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 May 2018",
}
@Article{Jiang:2018:TGA,
author = "Lei Jiang and Esfandiar Maasoumi and Jiening Pan and
Ke Wu",
title = "A test of general asymmetric dependence",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "1026--1043",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2643",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 July 2018",
}
@Article{Lee:2018:GBE,
author = "Soohyung Lee and Chiara Orsini",
title = "Girls and boys: Economic crisis, fertility, and birth
outcomes",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "1044--1063",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2646",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 August 2018",
}
@Article{Donni:2018:CDH,
author = "Olivier Donni and Eleonora Matteazzi",
title = "Collective decisions, household production, and labor
force participation",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "1064--1080",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2652",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 September 2018",
}
@Article{Glushenkova:2018:BPC,
author = "Marina Glushenkova and Andros Kourtellos and Marios
Zachariadis",
title = "Barriers to price convergence",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "1081--1097",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2644",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 July 2018",
}
@Article{Dynarski:2018:HIF,
author = "Susan Dynarski and Brian Jacob and Daniel Kreisman",
title = "How important are fixed effects and time trends in
estimating returns to schooling? {Evidence} from a
replication of {Jacobson}, {Lalonde}, and {Sullivan},
2005",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "1098--1108",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2653",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 September 2018",
}
@Article{Velasquez-Giraldo:2018:FED,
author = "Mateo Vel{\'a}squez-Giraldo and Gustavo
Canavire-Bacarreza and Kim P. Huynh and David T.
Jacho-Chavez",
title = "Flexible Estimation of Demand Systems: A Copula
Approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "33",
number = "7",
pages = "1109--1116",
month = nov # "--" # dec,
year = "2018",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2651",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 August 2018",
}
@Article{Anonymous:2019:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "i--iv",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2688",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 February 2019",
}
@Article{Olea:2019:SCB,
author = "Jos{\'e} Luis Montiel Olea and Mikkel
Plagborg-M{\o}ller",
title = "Simultaneous confidence bands: Theory, implementation,
and an application to {SVARs}",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "1--17",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2656",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 September 2018",
}
@Article{Kerssenfischer:2019:PEM,
author = "Mark Kerssenfischer",
title = "The puzzling effects of monetary policy in {VARs}:
Invalid identification or missing information?",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "18--25",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2647",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 August 2018",
}
@Article{Boswijk:2019:CD,
author = "H. Peter Boswijk and Maurice J. G. Bun and Maarten
Pieter Schinkel",
title = "Cartel dating",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "26--42",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2660",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 September 2018",
}
@Article{Bernardi:2019:SGA,
author = "Mauro Bernardi and Leopoldo Catania",
title = "Switching generalized autoregressive score copula
models with application to systemic risk",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "43--65",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2650",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 August 2018",
}
@Article{Pacini:2019:TSL,
author = "David Pacini",
title = "The two-sample linear regression model with
interval-censored covariates",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "66--81",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2654",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 September 2018",
}
@Article{Malikov:2019:UML,
author = "Emir Malikov and Yiguo Sun and Diane Hite",
title = "(Under)Mining local residential property values: A
semiparametric spatial quantile autoregression",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "82--109",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2655",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 September 2018",
}
@Article{Alik-Lagrange:2019:EWC,
author = "Arthur Alik-Lagrange and Martin Ravallion",
title = "Estimating within-cluster spillover effects using a
cluster randomization with application to knowledge
diffusion in rural {India}",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "110--128",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2658",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 September 2018",
}
@Article{Chua:2019:IFS,
author = "Chew Lian Chua and Sarantis Tsiaplias",
title = "Information flows and stock market volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "129--148",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2649",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 August 2018",
}
@Article{Eisenhauer:2019:ASF,
author = "Philipp Eisenhauer",
title = "The approximate solution of finite-horizon
discrete-choice dynamic programming models",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "149--154",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2648",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 August 2018",
}
@Article{Millo:2019:PRR,
author = "Giovanni Millo",
title = "Private returns to {R\&D} in the presence of
spillovers, revisited",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "1",
pages = "155--159",
month = jan # "--" # feb,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2662",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:26:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2018",
}
@Article{Anonymous:2019:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "i--iv",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2689",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 March 2019",
}
@Article{Bjornland:2019:CPF,
author = "Hilde C. Bj{\o}rnland and Leif Anders Thorsrud",
title = "Commodity prices and fiscal policy design: Procyclical
despite a rule",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "161--180",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2669",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 November 2018",
}
@Article{McCracken:2019:EID,
author = "Michael W. McCracken and Joseph T. McGillicuddy",
title = "An empirical investigation of direct and iterated
multistep conditional forecasts",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "181--204",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2668",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 November 2018",
}
@Article{Ferroni:2019:SSI,
author = "Filippo Ferroni and Stefano Grassi and Miguel A.
Le{\'o}n-Ledesma",
title = "Selecting structural innovations in {DSGE} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "205--220",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2664",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 October 2018",
}
@Article{Forni:2019:SVN,
author = "Mario Forni and Luca Gambetti and Luca Sala",
title = "Structural {VARs} and noninvertible macroeconomic
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "221--246",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2665",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 October 2018",
}
@Article{Yamamoto:2019:BII,
author = "Yohei Yamamoto",
title = "Bootstrap inference for impulse response functions in
factor-augmented vector autoregressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "247--267",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2659",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 September 2018",
}
@Article{Karabiyik:2019:CEF,
author = "Hande Karabiyik and Jean-Pierre Urbain and Joakim
Westerlund",
title = "{CCE} estimation of factor-augmented regression models
with more factors than observables",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "268--284",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2661",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 September 2018",
}
@Article{Louzis:2019:SSM,
author = "Dimitrios P. Louzis",
title = "Steady-state modeling and macroeconomic forecasting
quality",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "285--314",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2657",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 September 2018",
}
@Article{vanOphem:2019:CRI,
author = "Hans van Ophem and Noud van Giersbergen and Kees Jan
van Garderen and Maurice Bun",
title = "The cyclicality of {R\&D} investment revisited",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "2",
pages = "315--324",
month = mar,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2667",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Mar 9 10:27:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 October 2018",
}
@Article{Anonymous:2019:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "i--iv",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2690",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 April 2019",
}
@Article{Fiorentini:2019:DST,
author = "Gabriele Fiorentini and Enrique Sentana",
title = "Dynamic specification tests for dynamic factor
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "325--346",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2678",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2018",
}
@Article{Barigozzi:2019:NNE,
author = "Matteo Barigozzi and Christian Brownlees",
title = "{NETS}: Network estimation for time series",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "347--364",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2676",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 December 2018",
}
@Article{vanOordt:2019:SRB,
author = "Maarten van Oordt and Chen Zhou",
title = "Systemic risk and bank business models",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "365--384",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2666",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 October 2018",
}
@Article{Ferreira:2019:ACG,
author = "Francisco H. G. Ferreira and Sergio Firpo and Antonio
F. Galvao",
title = "Actual and counterfactual growth incidence and delta
{Lorenz} curves: Estimation and inference",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "385--402",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2663",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2018",
}
@Article{Cockx:2019:MEG,
author = "Bart Cockx and Matteo Picchio and Stijn Baert",
title = "Modeling the effects of grade retention in high
school",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "403--424",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2670",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2018",
}
@Article{Lewis:2019:MNR,
author = "Kurt F. Lewis and Francisco Vazquez-Grande",
title = "Measuring the natural rate of interest: A note on
transitory shocks",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "425--436",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2671",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 November 2018",
}
@Article{Angelini:2019:UAV,
author = "Giovanni Angelini and Emanuele Bacchiocchi and
Giovanni Caggiano and Luca Fanelli",
title = "Uncertainty across volatility regimes",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "437--455",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2672",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 November 2018",
}
@Article{Garratt:2019:RTF,
author = "Anthony Garratt and Shaun P. Vahey and Yunyi Zhang",
title = "Real-time forecast combinations for the oil price",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "3",
pages = "456--462",
month = apr # "--" # may,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2673",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:50 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 November 2018",
}
@Article{Anonymous:2019:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "i--iv",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2691",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 June 2019",
}
@Article{Hsiao:2019:PPS,
author = "Cheng Hsiao and Qiankun Zhou",
title = "Panel parametric, semiparametric, and nonparametric
construction of counterfactuals",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "463--481",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2702",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 March 2019",
}
@Article{Nicoletti:2019:SSE,
author = "Cheti Nicoletti and Birgitta Rabe",
title = "Sibling spillover effects in school achievement",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "482--501",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2674",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 December 2018",
}
@Article{Aucejo:2019:CGU,
author = "Esteban M. Aucejo and Jonathan James",
title = "Catching up to girls: Understanding the gender
imbalance in educational attainment within race",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "502--525",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2699",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2019",
}
@Article{Kripfganz:2019:ELD,
author = "Sebastian Kripfganz and Claudia Schwarz",
title = "Estimation of linear dynamic panel data models with
time-invariant regressors",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "526--546",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2681",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 January 2019",
}
@Article{Williams:2019:CAU,
author = "Benjamin Williams",
title = "Controlling for ability using test scores",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "547--565",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2683",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 January 2019",
}
@Article{Thomas:2019:SQG,
author = "James Thomas",
title = "The signal quality of grades across academic fields",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "566--587",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2684",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2019",
}
@Article{Caetano:2019:TCE,
author = "Gregorio Caetano and Josh Kinsler and Hao Teng",
title = "Towards causal estimates of children's time allocation
on skill development",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "588--605",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2700",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 March 2019",
}
@Article{Postepska:2019:ECI,
author = "Agnieszka Postepska",
title = "Ethnic capital and intergenerational transmission of
educational attainment",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "606--611",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2682",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 January 2019",
}
@Article{ilKim:2019:RAE,
author = "Kyoo il Kim and Yao Luo and Yingjun Su",
title = "A robust approach to estimating production functions:
Replication of the {ACF} procedure",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "4",
pages = "612--619",
month = jun # "--" # jul,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2697",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2019",
}
@Article{Anonymous:2019:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "i--iv",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2692",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 August 2019",
}
@Article{Huber:2019:SSS,
author = "Florian Huber and Gregor Kastner and Martin
Feldkircher",
title = "Should {I} stay or should {I} go? {A} latent threshold
approach to large-scale mixture innovation models",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "621--640",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2680",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 January 2019",
}
@Article{Jin:2019:BPS,
author = "Xin Jin and John M. Maheu and Qiao Yang",
title = "{Bayesian} parametric and semiparametric factor models
for large realized covariance matrices",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "641--660",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2685",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 January 2019",
}
@Article{Alessi:2019:RAP,
author = "Lucia Alessi and Mark Kerssenfischer",
title = "The response of asset prices to monetary policy
shocks: Stronger than thought",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "661--672",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2706",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 April 2019",
}
@Article{Dias:2019:MPH,
author = "Daniel A. Dias and Jo{\~a}o B. Duarte",
title = "Monetary policy, housing rents, and inflation
dynamics",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "673--687",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2679",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 January 2019",
}
@Article{Foroni:2019:MFM,
author = "Claudia Foroni and Massimiliano Marcellino and Dalibor
Stevanovic",
title = "Mixed-frequency models with moving-average
components",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "688--706",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2701",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2019",
}
@Article{Clarke:2019:DSB,
author = "Damian Clarke and Sonia Oreffice and Climent
Quintana-Domeque",
title = "The demand for season of birth",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "707--723",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2711",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 May 2019",
}
@Article{Wang:2019:PPW,
author = "Wendun Wang and Xinyu Zhang and Richard Paap",
title = "To pool or not to pool: What is a good strategy for
parameter estimation and forecasting in panel
regressions?",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "724--745",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2696",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2019",
}
@Article{Westerlund:2019:CFP,
author = "Joakim Westerlund and Yana Petrova and Milda Norkute",
title = "{CCE} in fixed-{T} panels",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "746--761",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2707",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 April 2019",
}
@Article{Galvao:2019:TAP,
author = "Antonio F. Galvao and Gabriel Montes-Rojas and Jose
Olmo",
title = "Tests of asset pricing with time-varying factor
loads",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "762--778",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2687",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 January 2019",
}
@Article{Polanski:2019:TTT,
author = "Arnold Polanski and Evarist Stoja and Frank
Windmeijer",
title = "Telling tales from the tails: High-dimensional tail
interdependence",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "779--794",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2708",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 April 2019",
}
@Article{Gonzalez-Astudillo:2019:EUO,
author = "Manuel Gonz{\'a}lez-Astudillo",
title = "Estimating the {U.S.} output gap with state-level
data",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "795--810",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2705",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 March 2019",
}
@Article{Herwartz:2019:LRN,
author = "Helmut Herwartz",
title = "Long-run neutrality of demand shocks: Revisiting
{Blanchard and Quah} (1989) with independent structural
shocks",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "811--819",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2675",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 December 2018",
}
@Article{Luvsannyam:2019:FAV,
author = "Davaajargal Luvsannyam and Khuslen Batmunkh",
title = "A factor-augmented vector autoregressive {(FAVAR)}
approach for monetary policy: Replication of the
empirical results in ``measuring the effects of
monetary policy''",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "820--821",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2677",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 November 2018",
}
@Article{Fu:2019:BCR,
author = "Bowen Fu",
title = "Bubbles and crises: Replicating the {Anundsen} et al.
(2016) results",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "822--826",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2695",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 February 2019",
}
@Article{Asdrubali:2019:HRA,
author = "Pierfederico Asdrubali and Simone Tedeschi and Luigi
Ventura",
title = "Heterogeneity in risk aversion and risk sharing
regressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "827--835",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2686",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 January 2019",
}
@Article{Berger:2019:TTV,
author = "Tino Berger and Bernd Kempa",
title = "Testing for time variation in the natural rate of
interest",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "836--842",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2698",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2019",
}
@Article{Huang:2019:CAT,
author = "Haitao Huang and Liang Peng and Vincent W. Yao",
title = "Comovements and asymmetric tail dependence in state
housing prices in the {USA}: a nonparametric approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "843--849",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2703",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 March 2019",
}
@Article{Gillitzer:2019:DGI,
author = "Christian Gillitzer and Martin McCarthy",
title = "Does global inflation help forecast inflation in
industrialized countries?",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "850--857",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2704",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 March 2019",
}
@Article{Lof:2019:EMR,
author = "Matthijs Lof",
title = "Expected market returns: {SVIX}, realized volatility,
and the role of dividends",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "5",
pages = "858--864",
month = aug,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2709",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Sep 6 16:55:51 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 April 2019",
}
@Article{Anenberg:2019:MMC,
author = "Elliot Anenberg and Aurel Hizmo and Edward Kung and
Raven Molloy",
title = "Measuring mortgage credit availability: A frontier
estimation approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "865--882",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2720",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 May 2019",
}
@Article{Baltagi:2019:SCH,
author = "Badi H. Baltagi and Qu Feng and Chihwa Kao",
title = "Structural changes in heterogeneous panels with
endogenous regressors",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "883--892",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2712",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 May 2019",
}
@Article{Advani:2019:MHS,
author = "Arun Advani and Toru Kitagawa and Tymon
S{\l}oczy{\'n}ski",
title = "Mostly harmless simulations? {Using} {Monte Carlo}
studies for estimator selection",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "893--910",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 June 2019",
}
@Article{Finlay:2019:TAW,
author = "Keith Finlay and Leandro M. Magnusson",
title = "Two applications of wild bootstrap methods to improve
inference in {cluster-IV} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "911--933",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2710",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 April 2019",
}
@Article{Lakdawala:2019:DEM,
author = "Aeimit Lakdawala",
title = "Decomposing the effects of monetary policy using an
external instruments {SVAR}",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "934--950",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2721",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 June 2019",
}
@Article{Angelini:2019:EUI,
author = "Giovanni Angelini and Luca Fanelli",
title = "Exogenous uncertainty and the identification of
structural vector autoregressions with external
instruments",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "951--971",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See correction \cite{Anonymous:2023:CEU}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 August 2019",
}
@Article{Bertolotti:2019:TSH,
author = "Fabio Bertolotti and Massimiliano Marcellino",
title = "Tax shocks with high and low uncertainty",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "972--993",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 June 2019",
}
@Article{Han:2019:EGB,
author = "Sukjin Han and Sungwon Lee",
title = "Estimation in a generalization of bivariate probit
models with dummy endogenous regressors",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "994--1015",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 July 2019",
}
@Article{Kim:2019:HGP,
author = "Jaeho Kim and Le Wang",
title = "Hidden group patterns in democracy developments:
{Bayesian} inference for grouped heterogeneity",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "6",
pages = "1016--1028",
month = sep # "--" # oct,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 August 2019",
}
@Article{Anonymous:2019:II,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "7",
pages = "1--4",
month = nov # "--" # dec,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2694",
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bibdate = "Tue Jan 28 07:44:03 MST 2020",
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acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 December 2019",
}
@Article{Kapetanios:2019:LTP,
author = "George Kapetanios and Massimiliano Marcellino and
Fabrizio Venditti",
title = "Large time varying parameter {VARs}: A nonparametric
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "7",
pages = "1027--1049",
month = nov # "--" # dec,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 June 2019",
}
@Article{Kotchoni:2019:MFA,
author = "Rachidi Kotchoni and Maxime Leroux and Dalibor
Stevanovic",
title = "Macroeconomic forecast accuracy in a data rich
environment",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "7",
pages = "1050--1072",
month = nov # "--" # dec,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 July 2019",
}
@Article{Cuba-Borda:2019:LEM,
author = "Pablo Cuba-Borda and Luca Guerrieri and Matteo
Iacoviello and Molin Zhong",
title = "Likelihood evaluation of models with occasionally
binding constraints",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "7",
pages = "1073--1085",
month = nov # "--" # dec,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 July 2019",
}
@Article{Szydlowski:2019:ECM,
author = "Arkadiusz Szyd{\l}owski",
title = "Endogenous censoring in the mixed proportional hazard
model with an application to optimal unemployment
insurance",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "7",
pages = "1086--1101",
month = nov # "--" # dec,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 July 2019",
}
@Article{Cronin:2019:MED,
author = "Christopher J. Cronin and David K. Guilkey and Ilene
S. Speizer",
title = "Measurement error in discrete health facility choice
models: An example from urban {Senegal}",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "7",
pages = "1102--1120",
month = nov # "--" # dec,
year = "2019",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2739",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 September 2019",
}
@Article{Lin:2019:ERI,
author = "Wei Lin and Gloria Gonz{\'a}lez-Rivera",
title = "Extreme returns and intensity of trading",
journal = j-J-APPL-ECONOMETRICS,
volume = "34",
number = "7",
pages = "1121--1140",
month = nov # "--" # dec,
year = "2019",
CODEN = "JAECET",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Tue Jan 28 07:44:03 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 August 2019",
}
@Article{Anonymous:2020:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "i--iv",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2713",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 February 2020",
}
@Article{Morley:2020:I,
author = "James Morley and Benjamin Wong",
title = "Estimating and accounting for the output gap with
large {Bayesian} vector autoregression",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "1--18",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 August 2019",
}
@Article{Conrad:2020:I,
author = "Christian Conrad and Onno Kleen",
title = "Two are better than one: Volatility forecasting using
multiplicative component {GARCH--MIDAS} mode",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "19--45",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 November 2019",
}
@Article{Thiele:2020:I,
author = "Stephen Thiele",
title = "Modeling the conditional distribution of financial
returns with asymmetric tails",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "46--60",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 July 2019",
}
@Article{Gross:2020:I,
author = "Christian Gross and Pierre L. Siklos",
title = "Analyzing credit risk transmission to the nonfinancial
sector in {Europe}: A network approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "61--81",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 July 2019",
}
@Article{Guerrieri:2020:I,
author = "Luca Guerrieri and Dale Henderson and Jinill Kim",
title = "Interpreting shocks to the relative price of
investment with a two-sector model",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "82--98",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 July 2019",
}
@Article{Startz:2020:I,
author = "Richard Startz",
title = "The next hundred years of growth and convergence",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "99--113",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 July 2019",
}
@Article{Champagne:2020:IBC,
author = "Julien Champagne and Guillaume Poulin-Bellisle and
Rodrigo Sekkel",
title = "Introducing the {Bank of Canada} staff economic
projections database",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "114--129",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2744",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 December 2019",
}
@Article{Zhou:2020:RWO,
author = "Xiaoqing Zhou",
title = "Refining the workhorse oil market model",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "1",
pages = "130--140",
month = jan # "--" # feb,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2743",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 November 2019",
}
@Article{Anonymous:2020:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "2",
pages = "i--iv",
month = mar,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2714",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 March 2020",
}
@Article{Herrera:2020:EOS,
author = "Ana Mar{\'\i}a Herrera and Sandeep Kumar Rangaraju",
title = "The effect of oil supply shocks on {US} economic
activity: What have we learned?",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "2",
pages = "141--159",
month = mar,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2735",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 August 2019",
}
@Article{Sy:2020:SRS,
author = "Malick Sy and Liuren Wu",
title = "The shale revolution and shifting crude dynamics",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "2",
pages = "160--175",
month = mar,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2745",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 December 2019",
}
@Article{Koop:2020:ROG,
author = "Gary Koop and Stuart McIntyre and James Mitchell and
Aubrey Poon",
title = "Regional output growth in the {United Kingdom}: More
timely and higher frequency estimates from 1970",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "2",
pages = "176--197",
month = mar,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2748",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 December 2019",
}
@Article{Abrevaya:2020:ICR,
author = "Jason Abrevaya and Chris Muris",
title = "Interval censored regression with fixed effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "2",
pages = "198--216",
month = mar,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2737",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 August 2019",
}
@Article{Lai:2020:EDS,
author = "Hung-pin Lai and Subal C. Kumbhakar",
title = "Estimation of a dynamic stochastic frontier model
using likelihood-based approaches",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "2",
pages = "217--247",
month = mar,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2746",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 December 2019",
}
@Article{Hautsch:2020:MDI,
author = "Nikolaus Hautsch and Rodrigo Herrera",
title = "Multivariate dynamic intensity peaks-over-threshold
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "2",
pages = "248--272",
month = mar,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2741",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 September 2019",
}
@Article{Anonymous:2020:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "3",
pages = "i--iv",
month = apr # "--" # may,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2715",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 April 2020",
}
@Article{Carriero:2020:AIC,
author = "Andrea Carriero and Todd E. Clark and Massimiliano
Marcellino",
title = "Assessing international commonality in macroeconomic
uncertainty and its effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "3",
pages = "273--293",
month = apr # "--" # may,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2750",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 December 2019",
}
@Article{Harding:2020:CCE,
author = "Matthew Harding and Carlos Lamarche and M. Hashem
Pesaran",
title = "Common correlated effects estimation of heterogeneous
dynamic panel quantile regression models",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "3",
pages = "294--314",
month = apr # "--" # may,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2753",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 February 2020",
}
@Article{Sakaguchi:2020:EAT,
author = "Shosei Sakaguchi",
title = "Estimation of average treatment effects using panel
data when treatment effect heterogeneity depends on
unobserved fixed effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "3",
pages = "315--327",
month = apr # "--" # may,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2752",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 January 2020",
}
@Article{Hecq:2020:MCN,
author = "Alain Hecq and Joao Victor Issler and Sean Telg",
title = "Mixed causal-noncausal autoregressions with exogenous
regressors",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "3",
pages = "328--343",
month = apr # "--" # may,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2751",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 January 2020",
}
@Article{Djogbenou:2020:CRA,
author = "Antoine A. Djogbenou",
title = "Comovements in the real activity of developed and
emerging economies: A test of global versus specific
international factors",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "3",
pages = "344--370",
month = apr # "--" # may,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2749",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Thu May 28 19:11:34 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 December 2019",
}
@Article{Anonymous:2020:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "4",
pages = "i--iv",
month = jun # "--" # jul,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2716",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Jul 24 09:21:10 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 June 2020",
}
@Article{Gonzalez-Rivera:2020:PRI,
author = "Gloria Gonzalez-Rivera and Yun Luo and Esther Ruiz",
title = "Prediction regions for interval-valued time series",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "4",
pages = "373--390",
month = jun # "--" # jul,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2754",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Jul 24 09:21:10 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2020",
}
@Article{Coroneo:2020:CPA,
author = "Laura Coroneo and Fabrizio Iacone",
title = "Comparing predictive accuracy in small samples using
fixed-smoothing asymptotics",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "4",
pages = "391--409",
month = jun # "--" # jul,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2756",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Jul 24 09:21:10 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 March 2020",
}
@Article{Beckmann:2020:ERP,
author = "Joscha Beckmann and Gary Koop and Dimitris Korobilis
and Rainer Alexander Sch{\"u}ssler",
title = "Exchange rate predictability and dynamic {Bayesian}
learning",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "4",
pages = "410--421",
month = jun # "--" # jul,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2761",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Jul 24 09:21:10 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 April 2020",
}
@Article{Gallant:2020:CBM,
author = "A. Ronald Gallant",
title = "Complementary {Bayesian} method of moments
strategies",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "4",
pages = "422--439",
month = jun # "--" # jul,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2758",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Jul 24 09:21:10 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 March 2020",
}
@Article{Dovern:2020:OIT,
author = "Jonas Dovern and Hans Manner",
title = "Order-invariant tests for proper calibration of
multivariate density forecasts",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "4",
pages = "440--456",
month = jun # "--" # jul,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2755",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Jul 24 09:21:10 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 February 2020",
}
@Article{Malikov:2020:EFL,
author = "Emir Malikov and Shunan Zhao and Subal C. Kumbhakar",
title = "Estimation of firm-level productivity in the presence
of exports: Evidence from {China}'s manufacturing",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "4",
pages = "457--480",
month = jun # "--" # jul,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2757",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Jul 24 09:21:10 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 March 2020",
}
@Article{Anonymous:2020:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "i--iv",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2717",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 August 2020",
}
@Article{Fricke:2020:ENR,
author = "Hans Fricke and Markus Fr{\"o}lich and Martin Huber
and Michael Lechner",
title = "Endogeneity and non-response bias in treatment
evaluation --- nonparametric identification of causal
effects by instruments",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "481--504",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2764",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2020",
}
@Article{Chen:2020:DSC,
author = "Yi-Ting Chen",
title = "A distributional synthetic control method for policy
evaluation",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "505--525",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2778",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 May 2020",
}
@Article{Muller:2020:CEM,
author = "Paul Muller and Bas van der Klaauw and Arjan Heyma",
title = "Comparing econometric methods to empirically evaluate
activation programs for job seekers",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "526--547",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2763",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2020",
}
@Article{Kejriwal:2020:MSR,
author = "Mohitosh Kejriwal and Xiaoxiao Li and Evan Totty",
title = "Multidimensional skills and the returns to schooling:
Evidence from an interactive fixed-effects approach and
a linked survey-administrative data set",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "548--566",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2759",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 March 2020",
}
@Article{Ejrnaes:2020:FPL,
author = "Mette Ejrn{\ae}s and Thomas H. J{\o}rgensen",
title = "Family planning in a life-cycle model with income
risk",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "567--586",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2766",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2020",
}
@Article{Swanson:2020:PIR,
author = "Norman R. Swanson and Weiqi Xiong and Xiye Yang",
title = "Predicting interest rates using shrinkage methods,
real-time diffusion indexes, and model combinations",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "587--613",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2768",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 April 2020",
}
@Article{Kaufmann:2020:DCA,
author = "Daniel Kaufmann",
title = "Is deflation costly after all? The perils of erroneous
historical classifications",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "614--628",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2762",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2020",
}
@Article{Zhang:2020:FSR,
author = "Hongwei Zhang and Qiang He and Ben Jacobsen and Fuwei
Jiang",
title = "Forecasting stock returns with model uncertainty and
parameter instability",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "629--644",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2747",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 December 2019",
}
@Article{Blazejowski:2020:MSV,
author = "Marcin B{\l}azejowski and Pawe{\l} Kufel and Jacek
Kwiatkowski",
title = "Model simplification and variable selection: a
replication of the {UK} inflation model by {Hendry}
(2001)",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "5",
pages = "645--652",
month = aug,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2760",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 April 2020",
}
@Article{Anonymous:2020:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "i--iv",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2718",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 October 2020",
}
@Article{Wu:2020:NIR,
author = "Jing Cynthia Wu and Fan Dora Xia",
title = "Negative interest rate policy and the yield curve",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "653--672",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2767",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 April 2020",
}
@Article{Kilian:2020:DDU,
author = "Lutz Kilian and Xiaoqing Zhou",
title = "Does drawing down the {US Strategic Petroleum Reserve}
help stabilize oil prices?",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "673--691",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2798",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 August 2020",
}
@Article{Chan:2020:CLM,
author = "Joshua C. C. Chan and Eric Eisenstat and Chenghan Hou
and Gary Koop",
title = "Composite likelihood methods for large {Bayesian}
{VARs} with stochastic volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "692--711",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2793",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 June 2020",
}
@Article{Boldea:2020:CPE,
author = "Otilia Boldea and Bettina Drepper and Zhuojiong Gan",
title = "Change point estimation in panel data with
time-varying individual effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "712--727",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2769",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 April 2020",
}
@Article{Choi:2020:DVN,
author = "In Choi and Hanbat Jeong",
title = "Differencing versus nondifferencing in factor-based
forecasting",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "728--750",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2777",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 May 2020",
}
@Article{Carlino:2020:RSL,
author = "Gerald Carlino and Thorsten Drautzburg",
title = "The role of startups for local labor markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "751--775",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2783",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 June 2020",
}
@Article{Westerlund:2020:CSA,
author = "Joakim Westerlund",
title = "A cross-section average-based principal components
approach for fixed- T panels",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "776--785",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2786",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 June 2020",
}
@Article{Dunn:2020:RLP,
author = "Richard A. Dunn and Nathan W. Tefft",
title = "Replicating the {Levitt} and {Porter} estimates of
drunk driving",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "6",
pages = "786--796",
month = sep # "--" # oct,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2782",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 June 2020",
}
@Article{Anonymous:2020:IIg,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "i--iv",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2719",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 December 2020",
}
@Article{Honore:2020:IEM,
author = "Bo Honor{\'e} and Thomas J{\o}rgensen and {\'A}ureo de
Paula",
title = "The informativeness of estimation moments",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "797--813",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2779",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 May 2020",
}
@Article{Huber:2020:DIE,
author = "Martin Huber and Yu-Chin Hsu and Ying-Ying Lee and
Layal Lettry",
title = "Direct and indirect effects of continuous treatments
based on generalized propensity score weighting",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "814--840",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2765",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2020",
}
@Article{Belzil:2020:EUF,
author = "Christian Belzil and J{\"o}rgen Hansen",
title = "The evolution of the {US} family income--schooling
relationship and educational selectivity",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "841--859",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2785",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 June 2020",
}
@Article{Jochmans:2020:TCE,
author = "Koen Jochmans",
title = "Testing for correlation in error-component models",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "860--878",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2796",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 October 2020",
}
@Article{Jin:2020:TOS,
author = "Yanchun Jin and Ryo Okui",
title = "Testing for overconfidence statistically: a moment
inequality approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "879--892",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2780",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 May 2020",
}
@Article{Bertoni:2020:WBP,
author = "Marco Bertoni and Giorgio Brunello and Lorenzo
Cappellari",
title = "Who benefits from privileged peers? {Evidence} from
siblings in schools",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "893--916",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2787",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 June 2020",
}
@Article{Verdier:2020:ATE,
author = "Valentin Verdier",
title = "Average treatment effects for stayers with correlated
random coefficient models of panel data",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "917--939",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2789",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 June 2020",
}
@Article{Gong:2020:PAO,
author = "Yifan Gong and Todd Stinebrickner and Ralph
Stinebrickner",
title = "Perceived and actual option values of college
enrollment",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "940--959",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2795",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 July 2020",
}
@Article{Petrova:2020:FED,
author = "Yana Petrova and Joakim Westerlund",
title = "Fixed effects demeaning in the presence of interactive
effects in treatment effects regressions and
elsewhere",
journal = j-J-APPL-ECONOMETRICS,
volume = "35",
number = "7",
pages = "960--964",
month = nov # "--" # dec,
year = "2020",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2790",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Feb 5 16:01:16 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 June 2020",
}
@Article{Anonymous:2021:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "1--4",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2770",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 February 2021",
}
@Article{Nason:2021:MSE,
author = "James M. Nason and Gregor W. Smith",
title = "Measuring the slowly evolving trend in {US} inflation
with professional forecasts",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "1--17",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2784",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 June 2020",
}
@Article{Aquaro:2021:EIS,
author = "Michele Aquaro and Natalia Bailey and M. Hashem
Pesaran",
title = "Estimation and inference for spatial models with
heterogeneous coefficients: An application to {US}
house prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "18--44",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2792",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2020",
}
@Article{Harvey:2021:RTD,
author = "David I. Harvey and Stephen J. Leybourne and Robert
Sollis and A. M. Robert Taylor",
title = "Real-time detection of regimes of predictability in
the {US} equity premium",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "45--70",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2794",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 July 2020",
}
@Article{Harvey:2021:CCA,
author = "Andrew Harvey and Stephen Thiele",
title = "Cointegration and control: Assessing the impact of
events using time series data",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "71--85",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2802",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 December 2020",
}
@Article{Mumtaz:2021:NEG,
author = "Haroon Mumtaz and Laura Sunder-Plassmann",
title = "Nonlinear effects of government spending shocks in the
{USA}: Evidence from state-level data",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "86--97",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2800",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 October 2020",
}
@Article{Duval:2021:RPE,
author = "Romain Duval and Davide Furceri and Jakob Miethe",
title = "Robust political economy correlates of major product
and labor market reforms in advanced economies:
Evidence from {BAMLE} for logit models",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "98--124",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2791",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 June 2020",
}
@Article{Hoke:2021:CCE,
author = "Sinem Hacio{\u{g}}lu Hoke and George Kapetanios",
title = "Common correlated effect cross-sectional dependence
corrections for nonlinear conditional mean panel
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "125--150",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2799",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 August 2020",
}
@Article{Demetrescu:2021:RPE,
author = "Matei Demetrescu and Christoph Roling and Anna
Titova",
title = "Reevaluating the prudence of economic forecasts in the
{EU}: The role of instrument persistence",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "1",
pages = "151--161",
month = jan # "--" # feb,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2801",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 November 2020",
}
@Article{Anonymous:2021:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "2",
pages = "163--163",
month = mar,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2771",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 March 2021",
}
@Article{Hsieh:2021:SIS,
author = "Chih-Sheng Hsieh and Xu Lin",
title = "Social interactions and social preferences in social
networks",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "2",
pages = "165--189",
month = mar,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2806",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 December 2020",
}
@Article{Laffers:2021:ECD,
author = "Luk{\'a}s Laff{\'e}rs and Bernhard Schmidpeter",
title = "Early child development and parents' labor supply",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "2",
pages = "190--208",
month = mar,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2803",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 December 2020",
}
@Article{Kapoor:2021:PFA,
author = "Sacha Kapoor and Matthijs Oosterveen and Dinand
Webbink",
title = "The price of forced attendance",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "2",
pages = "209--227",
month = mar,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2781",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 May 2020",
}
@Article{Toda:2021:EMD,
author = "Alexis Akira Toda and Yulong Wang",
title = "Efficient minimum distance estimation of {Pareto}
exponent from top income shares",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "2",
pages = "228--243",
month = mar,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2788",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 June 2020",
}
@Article{Bluhm:2021:FCE,
author = "Richard Bluhm and Martin Gassebner and Sarah Langlotz
and Paul Schaudt",
title = "Fueling conflict? {(De)escalation} and bilateral aid",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "2",
pages = "244--261",
month = mar,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2797",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 July 2020",
}
@Article{Huber:2021:DST,
author = "Florian Huber and Michael Pfarrhofer",
title = "Dynamic shrinkage in time-varying parameter stochastic
volatility in mean models",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "2",
pages = "262--270",
month = mar,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2804",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:08 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 December 2020",
}
@Article{Anonymous:2021:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "3",
pages = "271--271",
month = apr # "--" # may,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2772",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 April 2021",
}
@Article{Bjornland:2021:SFS,
author = "Hilde C. Bj{\o}rnland and Frode Martin Nordvik and
Maximilian Rohrer",
title = "Supply flexibility in the shale patch: Evidence from
{North Dakota}",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "3",
pages = "273--292",
month = apr # "--" # may,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2808",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 February 2021",
}
@Article{Hamilton:2021:MGE,
author = "James D. Hamilton",
title = "Measuring global economic activity",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "3",
pages = "293--303",
month = apr # "--" # may,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2740",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 September 2019",
}
@Article{Hauzenberger:2021:CSS,
author = "Niko Hauzenberger and Florian Huber and Luca
Onorante",
title = "Combining shrinkage and sparsity in conjugate vector
autoregressive models",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "3",
pages = "304--327",
month = apr # "--" # may,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2807",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 December 2020",
}
@Article{Casas:2021:TVI,
author = "Isabel Casas and Jiti Gao and Bin Peng and Shangyu
Xie",
title = "Time-varying income elasticities of healthcare
expenditure for the {OECD} and {Eurozone}",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "3",
pages = "328--345",
month = apr # "--" # may,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2809",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 February 2021",
}
@Article{Hsu:2021:TMC,
author = "Yu-Chin Hsu and Shu Shen",
title = "Testing monotonicity of conditional treatment effects
under regression discontinuity designs",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "3",
pages = "346--366",
month = apr # "--" # may,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2805",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon May 17 14:40:09 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 December 2020",
}
@Article{Anonymous:2021:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "4",
pages = "367--367",
month = jun # "--" # jul,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2773",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 June 2021",
}
@Article{Breitung:2021:HFC,
author = "J{\"o}rg Breitung and Malte Kn{\"u}ppel",
title = "How far can we forecast? {Statistical} tests of the
predictive content",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "4",
pages = "369--392",
month = jun # "--" # jul,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2817",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "24 April 2021",
}
@Article{Dupuy:2021:MCW,
author = "Arnaud Dupuy",
title = "Migration in {China}: To work or to wed?",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "4",
pages = "393--415",
month = jun # "--" # jul,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2816",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 April 2021",
}
@Article{Canen:2021:CAU,
author = "Nathan Canen and Kyungchul Song",
title = "Counterfactual analysis under partial identification
using locally robust refinement",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "4",
pages = "416--436",
month = jun # "--" # jul,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2819",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 April 2021",
}
@Article{Deij:2021:WIG,
author = "Sabine Deij and Jakob B. Madsen and Laura Puzzello",
title = "When are instruments generated from geographic
characteristics in bilateral relationships invalid?",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "4",
pages = "437--452",
month = jun # "--" # jul,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2815",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 April 2021",
}
@Article{Sauer:2021:UWW,
author = "Robert M. Sauer and Christopher Taber",
title = "Understanding women's wage growth using indirect
inference with importance sampling",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "4",
pages = "453--473",
month = jun # "--" # jul,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2818",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 May 2021",
}
@Article{Ramirez-Hassan:2021:BEE,
author = "Andr{\'e}s Ram{\'\i}rez-Hassan",
title = "{Bayesian} estimation of the exact affine {Stone}
index demand system: Replicating the {Lewbel} and
{Pendakur} (2009) results",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "4",
pages = "484--491",
month = jun # "--" # jul,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2814",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 April 2021",
}
@Article{Jenkins:2021:MEE,
author = "Stephen P. Jenkins and Fernando Rios-Avila",
title = "Measurement error in earnings data: Replication of
{Meijer}, {Rohwedder}, and {Wansbeek}'s mixture model
approach to combining survey and register data",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "4",
pages = "474--483",
month = jun # "--" # jul,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2811",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 March 2021",
}
@Article{Anonymous:2021:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "5",
pages = "493--493",
month = aug,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2774",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 August 2021",
}
@Article{Carriero:2021:NAP,
author = "Andrea Carriero and Todd E. Clark and Massimiliano
Marcellino",
title = "No-arbitrage priors, drifting volatilities, and the
term structure of interest rates",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "5",
pages = "495--516",
month = aug,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2828",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 May 2021",
}
@Article{Loaiza-Maya:2021:FBP,
author = "Ruben Loaiza-Maya and Gael M. Martin and David T.
Frazier",
title = "Focused {Bayesian} prediction",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "5",
pages = "517--543",
month = aug,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2810",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 February 2021",
}
@Article{Balboa:2021:MFI,
author = "Marina Balboa and Paulo M. M. Rodrigues and Antonio
Rubia and A. M. Robert Taylor",
title = "Multivariate fractional integration tests allowing for
conditional heteroskedasticity with an application to
return volatility and trading volume",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "5",
pages = "544--565",
month = aug,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2829",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 May 2021",
}
@Article{Stevens:2021:EAL,
author = "Arnoud Stevens and Joris Wauters",
title = "Is euro area lowflation here to stay? {Insights} from
a time-varying parameter model with survey data",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "5",
pages = "566--586",
month = aug,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2813",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 April 2021",
}
@Article{Bailey:2021:MFS,
author = "Natalia Bailey and George Kapetanios and M. Hashem
Pesaran",
title = "Measurement of factor strength: Theory and practice",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "5",
pages = "587--613",
month = aug,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2830",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 May 2021",
}
@Article{Li:2021:UCS,
author = "Mengheng Li and Siem Jan Koopman",
title = "Unobserved components with stochastic volatility:
Simulation-based estimation and signal extraction",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "5",
pages = "614--627",
month = aug,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2831",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 June 2021",
}
@Article{Chatterjee:2021:EHC,
author = "Arpita Chatterjee and James Morley and Aarti Singh",
title = "Estimating household consumption insurance",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "5",
pages = "628--635",
month = aug,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2820",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:40 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 April 2021",
}
@Article{Anonymous:2021:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "637--637",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2775",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 October 2021",
}
@Article{Aaberge:2021:RID,
author = "Rolf Aaberge and Tarjei Havnes and Magne Mogstad",
title = "Ranking intersecting distribution functions",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "639--662",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2832",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 July 2021",
}
@Article{Picchio:2021:INW,
author = "Matteo Picchio and Claudia Pigini and Stefano
Staffolani and Alina Verashchagina",
title = "If not now, when? {The} timing of childbirth and labor
market outcomes",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "663--685",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2838",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2021",
}
@Article{Fortin:2021:LSS,
author = "Bernard Fortin and Nicolas Jacquemet and Bruce
Shearer",
title = "Labour supply, service intensity, and contracts:
Theory and evidence on physicians",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "686--702",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2840",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2021",
}
@Article{Dufays:2021:SCP,
author = "Arnaud Dufays and Zhuo Li and Jeroen V. K. Rombouts
and Yong Song",
title = "Sparse change-point {VAR} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "703--727",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2844",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 July 2021",
}
@Article{Schmidt:2021:IPF,
author = "Patrick Schmidt and Matthias Katzfuss and Tilmann
Gneiting",
title = "Interpretation of point forecasts with unknown
directive",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "728--743",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2833",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2021",
}
@Article{Klein:2021:GSM,
author = "Mathias Klein and Roland Winkler",
title = "The government spending multiplier at the zero lower
bound: International evidence from historical data",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "744--759",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2835",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2021",
}
@Article{Grant:2021:DES,
author = "Everett Grant and Julieta Yung",
title = "The double-edged sword of global integration:
Robustness, fragility, and contagion in the
international firm network",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "760--783",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2839",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2021",
}
@Article{Tsiaplias:2021:CIE,
author = "Sarantis Tsiaplias",
title = "Consumer inflation expectations, income changes and
economic downturns",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "784--807",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2836",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 July 2021",
}
@Article{Merlevede:2021:PEI,
author = "Bruno Merlevede and Angelos Theodorakopoulos",
title = "Productivity effects of internationalisation through
the domestic supply chain",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "808--832",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2837",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2021",
}
@Article{Nunez:2021:OCT,
author = "H{\'e}ctor M. N{\'u}{\~n}ez and Jes{\'u}s Otero",
title = "A one covariate at a time, multiple testing approach
to variable selection in high-dimensional linear
regression models: a replication in a narrow sense",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "833--841",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2850",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 July 2021",
}
@Article{Chicoine:2021:IHA,
author = "Luke Chicoine and Emily Lyons and Alexia Sahue",
title = "The impact of {HIV\slash AIDS} on human capital
investment in {Sub-Saharan Africa}: New evidence",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "842--852",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2847",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 July 2021",
}
@Article{Edwards:2021:DPP,
author = "Jeremy Edwards",
title = "Did {Protestantism} promote prosperity via higher
human capital? {Replicating} the {Becker--Woessmann}
(2009) results",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "6",
pages = "853--858",
month = sep # "--" # oct,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2851",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2021",
}
@Article{Anonymous:2021:IIg,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "859--859",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2776",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 December 2021",
}
@Article{Bugni:2021:PTE,
author = "Federico A. Bugni and Joel L. Horowitz",
title = "Permutation tests for equality of distributions of
functional data",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "861--877",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2846",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 August 2021",
}
@Article{Amengual:2021:EHG,
author = "Dante Amengual and Jes{\'u}s Bueren and Julio A.
Crego",
title = "Endogenous health groups and heterogeneous dynamics of
the elderly",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "878--897",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2842",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 July 2021",
}
@Article{DeGroote:2021:TSH,
author = "Olivier {De Groote} and Koen Declercq",
title = "Tracking and specialization of high schools:
Heterogeneous effects of school choice",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "898--916",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2856",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2021",
}
@Article{Chou:2021:WTU,
author = "Cheng Chou and Ruoyao Shi",
title = "What time use surveys can (and cannot) tell us about
labor supply",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "917--937",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2848",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 July 2021",
}
@Article{Anatolyev:2021:HDF,
author = "Stanislav Anatolyev and Sergei Seleznev and Veronika
Selezneva",
title = "How does the financial market update beliefs about the
real economy? {Evidence} from the oil market",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "938--961",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2841",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 July 2021",
}
@Article{Yang:2021:SEV,
author = "Bingduo Yang and Christian M. Hafner and Guannan Liu
and Wei Long",
title = "Semiparametric estimation and variable selection for
single-index copula models",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "962--988",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2812",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "31 March 2021",
}
@Article{Beyeler:2021:RFF,
author = "Simon Beyeler and Sylvia Kaufmann",
title = "Reduced-form factor augmented {VAR-Exploiting}
sparsity to include meaningful factors",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "989--1012",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2852",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 July 2021",
}
@Article{Jarrow:2021:IFB,
author = "Robert A. Jarrow and Simon S. Kwok",
title = "Inferring financial bubbles from option data",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "1013--1046",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2862",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 July 2021",
}
@Article{Rebei:2021:TPS,
author = "Nooman Rebei and Rashid Sbia",
title = "Transitory and permanent shocks in the global market
for crude oil",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "1047--1064",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2863",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2021",
}
@Article{Kuehnle:2021:RGI,
author = "Daniel Kuehnle and Michael Oberfichtner and Kerstin
Ostermann",
title = "Revisiting gender identity and relative income within
households: a cautionary tale on the potential pitfalls
of density estimators",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "1065--1073",
month = nov # "--" # dec,
year = "2021",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2853",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:41 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 July 2021",
}
@Article{Ke:2022:FC,
author = "Xiao Ke and Cheng Hsiao",
title = "Featured Cover",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "i--i",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2892",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2022",
}
@Article{Anonymous:2022:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "i--ii",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2821",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2022",
}
@Article{Angelini:2022:BID,
author = "Giovanni Angelini and Giuseppe Cavaliere and Luca
Fanelli",
title = "Bootstrap inference and diagnostics in state space
models: With applications to dynamic macro models",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "3--22",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2843",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 July 2021",
}
@Article{Knuppel:2022:FUD,
author = "Malte Kn{\"u}ppel and Fabian Kr{\"u}ger",
title = "Forecast uncertainty, disagreement, and the linear
pool",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "23--41",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2834",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 July 2021",
}
@Article{Anesti:2022:UKN,
author = "Nikoleta Anesti and Ana Beatriz Galv{\~a}o and Silvia
Miranda-Agrippino",
title = "Uncertain Kingdom: Nowcasting {Gross Domestic Product}
and its revisions",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "42--62",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2845",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 July 2021",
}
@Article{Ellingsen:2022:NMV,
author = "Jon Ellingsen and Vegard H. Larsen and Leif Anders
Thorsrud",
title = "News media versus {FRED}-{MD} for macroeconomic
forecasting",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "63--81",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2859",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 July 2021",
}
@Article{Reynaerts:2022:ESF,
author = "Jo Reynaerts and Jakob Vanschoonbeek",
title = "The economics of state fragmentation: Assessing the
economic impact of secession",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "82--115",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2857",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 July 2021",
}
@Article{Angelopoulos:2022:CLI,
author = "Konstantinos Angelopoulos and Spyridon Lazarakis and
James Malley",
title = "Cyclical labour income risk in {Great Britain}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "116--130",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2860",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 July 2021",
}
@Article{Jones:2022:ISF,
author = "Callum Jones and Mariano Kulish and Daniel M. Rees",
title = "International spillovers of forward guidance shocks",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "131--160",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2858",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 July 2021",
}
@Article{Gardberg:2022:ACW,
author = "Malin Gardberg and Lorenzo Pozzi",
title = "Aggregate consumption and wealth in the long run: The
impact of financial liberalization",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "161--186",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2870",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 August 2021",
}
@Article{Ke:2022:EIM,
author = "Xiao Ke and Cheng Hsiao",
title = "Economic impact of the most drastic lockdown during
{COVID-19} pandemic --- the experience of {Hubei,
China}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "187--209",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2871",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 August 2021",
}
@Article{Caggiano:2022:UMP,
author = "Giovanni Caggiano and Efrem Castelnuovo and Gabriela
Nodari",
title = "Uncertainty and monetary policy in good and bad times:
a replication of the vector autoregressive
investigation by {Bloom} (2009)",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "210--217",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2861",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 July 2021",
}
@Article{Cygan-Rehm:2022:TNW,
author = "Kamila Cygan-Rehm",
title = "Are there no wage returns to compulsory schooling in
{Germany}? {A} reassessment",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "1",
pages = "218--223",
month = jan # "--" # feb,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2854",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Feb 21 14:08:42 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 July 2021",
}
@Article{Anonymous:2022:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "225--225",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2822",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 March 2022",
}
@Article{Kastoryano:2022:DEJ,
author = "Stephen Kastoryano and Bas van der Klaauw",
title = "Dynamic evaluation of job search assistance",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "227--241",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2866",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 August 2021",
}
@Article{Rodriguez:2022:DTE,
author = "Jorge Rodr{\'\i}guez and Fernando Saltiel and Sergio
Urz{\'u}a",
title = "Dynamic treatment effects of job training",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "242--269",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2877",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 August 2021",
}
@Article{Leung:2022:DRI,
author = "Michael P. Leung",
title = "Dependence-robust inference using resampled
statistics",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "270--285",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2865",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2021",
}
@Article{Sokullu:2022:ICC,
author = "Senay Sokullu and Christine Valente",
title = "Individual consumption in collective households:
Identification using repeated observations with an
application to {PROGRESA}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "286--304",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2875",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 August 2021",
}
@Article{Douch:2022:BTE,
author = "Mustapha Douch and Terence Huw Edwards",
title = "The bilateral trade effects of announcement shocks:
{Brexit} as a natural field experiment",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "305--329",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2878",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 August 2021",
}
@Article{Fesselmeyer:2022:DDR,
author = "Eric Fesselmeyer and Haoming Liu and Alberto Salvo",
title = "Declining discount rates in {Singapore}'s market for
privately developed apartments",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "330--350",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2867",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 August 2021",
}
@Article{vanHasselt:2022:BAA,
author = "Martijn van Hasselt and Christopher R. Bollinger and
Jeremy W. Bray",
title = "A {Bayesian} approach to account for misclassification
in prevalence and trend estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "351--367",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2879",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 August 2021",
}
@Article{Todorov:2022:IGU,
author = "Viktor Todorov and Yang Zhang",
title = "Information gains from using short-dated options for
measuring and forecasting volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "368--391",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2864",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 July 2021",
}
@Article{Garratt:2022:CPI,
author = "Anthony Garratt and Ivan Petrella",
title = "Commodity prices and inflation risk",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "392--414",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2868",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 August 2021",
}
@Article{Owyang:2022:CS,
author = "Michael T. Owyang and Jeremy Piger and Daniel Soques",
title = "Contagious switching",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "415--432",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2874",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 August 2021",
}
@Article{Everaert:2022:EMI,
author = "Gerdie Everaert and Lorenzo Pozzi",
title = "Encompassing measures of international consumption
risk sharing and their link with trade and financial
globalization",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "433--449",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2876",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 August 2021",
}
@Article{Schaffer:2022:DCR,
author = "Matthew Schaffer and Nimrod Segev",
title = "The deposits channel revisited",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "2",
pages = "450--458",
month = mar,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2869",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 August 2021",
}
@Article{Anonymous:2022:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "459--459",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2823",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 April 2022",
}
@Article{Chiaie:2022:CFC,
author = "Simona Delle Chiaie and Laurent Ferrara and Domenico
Giannone",
title = "Common factors of commodity prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "461--476",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2887",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2021",
}
@Article{Kliem:2022:EMP,
author = "Martin Kliem and Alexander Meyer-Gohde",
title = "(Un)expected monetary policy shocks and term premia",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "477--499",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2872",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 August 2021",
}
@Article{Abrigo:2022:EHI,
author = "Michael R. M. Abrigo and Timothy J. Halliday and
Teresa Molina",
title = "Expanding health insurance for the elderly of the
{Philippines}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "500--520",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2883",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 September 2021",
}
@Article{Laudicella:2022:DID,
author = "Mauro Laudicella and Paolo Li Donni",
title = "The dynamic interdependence in the demand of primary
and emergency secondary care: a hidden {Markov}
approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "521--536",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2882",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 September 2021",
}
@Article{Horrace:2022:NTT,
author = "William C. Horrace and Yulong Wang",
title = "Nonparametric tests of tail behavior in stochastic
frontier models",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "537--562",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2888",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 December 2021",
}
@Article{Hong:2022:REA,
author = "Seung-Hyun Hong",
title = "Real estate agents' influence on housing search",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "563--582",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2891",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 January 2022",
}
@Article{Chan:2022:APR,
author = "Joshua C. C. Chan and Liana Jacobi and Dan Zhu",
title = "An automated prior robustness analysis in {Bayesian}
model comparison",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "583--602",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2889",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 December 2021",
}
@Article{Kynigakis:2022:DMC,
author = "Iason Kynigakis and Ekaterini Panopoulou",
title = "Does model complexity add value to asset allocation?
{Evidence} from machine learning forecasting models",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "603--639",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2885",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 October 2021",
}
@Article{Clements:2022:IFP,
author = "Michael P. Clements",
title = "Individual forecaster perceptions of the persistence
of shocks to {GDP}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "640--656",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2884",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 September 2021",
}
@Article{Gouvea:2022:LDI,
author = "Raphael Gouv{\^e}a",
title = "Large devaluations and inflation inequality:
Replicating {Cravino} and {Levchenko} (2017) with
evidence from {Brazil}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "3",
pages = "657--664",
month = apr # "--" # may,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2880",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Wed Apr 13 16:41:42 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 August 2021",
remark = "This work refers to Javier Cravino and Andrei A.
Levchenko, American Economic Review {\bf 107}(11),
3477--3509, November 2017, doi:{\tt
10.1257/aer.20151551}.",
}
@Article{Anonymous:2022:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "665--665",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2824",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 June 2022",
}
@Article{Lewis:2022:MRA,
author = "Daniel J. Lewis and Karel Mertens and James H. Stock
and Mihir Trivedi",
title = "Measuring real activity using a weekly economic
index",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "667--687",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2873",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 August 2021",
}
@Article{Lenza:2022:HEV,
author = "Michele Lenza and Giorgio E. Primiceri",
title = "How to estimate a vector autoregression after {March
2020}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "688--699",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2895",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2022",
}
@Article{Carriero:2022:GCI,
author = "Andrea Carriero and Francesco Corsello and
Massimiliano Marcellino",
title = "The global component of inflation volatility",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "700--721",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2896",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 March 2022",
}
@Article{Yamamoto:2022:IFA,
author = "Yohei Yamamoto and Naoko Hara",
title = "Identifying factor-augmented vector autoregression
models via changes in shock variances",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "722--745",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2894",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 February 2022",
}
@Article{deHaan:2022:IPL,
author = "Jakob de Haan and Rasmus Wiese",
title = "The impact of product and labour market reform on
growth: Evidence for {OECD} countries based on local
projections",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "746--770",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2890",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 January 2022",
}
@Article{Deng:2022:ELF,
author = "Zichen Deng and Maarten Lindeboom",
title = "Early-life famine exposure, hunger recall, and
later-life health",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "771--787",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2897",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 March 2022",
}
@Article{Juodis:2022:RAC,
author = "Arturas Juodis",
title = "A regularization approach to common correlated effects
estimation",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "788--810",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2899",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 March 2022",
}
@Article{Fischer:2022:RSC,
author = "Martin Fischer and Gawain Heckley and Martin Karlsson
and Therese Nilsson",
title = "Revisiting {Sweden}'s comprehensive school reform:
Effects on education and earnings",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "811--819",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2881",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 September 2021",
}
@Article{Rose:2022:SWN,
author = "Michael E. Rose",
title = "Small world: Narrow, wide, and long replication of
{Goyal, van der Leij and Moraga--Gonz{\'e}lez (JPE
2006)} and a comparison of {EconLit} and {Scopus}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "820--828",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2886",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "28 October 2021",
}
@Article{Anonymous:2022:C,
author = "Anonymous",
title = "Correction",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "4",
pages = "829--830",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2893",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "20 February 2022",
}
@Article{Kuehnle:2022:C,
author = "Daniel Kuehnle and Michael Oberfichtner and Kerstin
Ostermann",
title = "Correction",
journal = j-J-APPL-ECONOMETRICS,
volume = "36",
number = "7",
pages = "831--840",
month = jun # "--" # jul,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2898",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 April 2022",
}
@Article{Anonymous:2022:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "841--841",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2825",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 August 2022",
}
@Article{Carriero:2022:NTR,
author = "Andrea Carriero and Todd E. Clark and Massimiliano
Marcellino",
title = "Nowcasting tail risk to economic activity at a weekly
frequency",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "843--866",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2903",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2022",
}
@Article{Kilian:2022:OPG,
author = "Lutz Kilian and Xiaoqing Zhou",
title = "Oil prices, gasoline prices, and inflation
expectations",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "867--881",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2911",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 May 2022",
}
@Article{Cross:2022:RPS,
author = "Jamie L. Cross and Bao H. Nguyen and Trung Duc Tran",
title = "The role of precautionary and speculative demand in
the global market for crude oil",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "882--895",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2905",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2022",
}
@Article{Kalamara:2022:MTC,
author = "Eleni Kalamara and Arthur Turrell and Chris Redl and
George Kapetanios and Sujit Kapadia",
title = "Making text count: Economic forecasting using
newspaper text",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "896--919",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2907",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2022",
}
@Article{Coulombe:2022:HML,
author = "Philippe Goulet Coulombe and Maxime Leroux and Dalibor
Stevanovic and St{\'e}phane Surprenant",
title = "How is machine learning useful for macroeconomic
forecasting?",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "920--964",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2910",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 May 2022",
}
@Article{Lee:2022:OFU,
author = "Tae-Hwy Lee and Shahnaz Parsaeian and Aman Ullah",
title = "Optimal forecast under structural breaks",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "965--987",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2908",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2022",
}
@Article{Mhalla:2022:ECH,
author = "Linda Mhalla and Julien Hambuckers and Marie Lambert",
title = "Extremal connectedness of hedge funds",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "988--1009",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2900",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 May 2022",
}
@Article{Demetrescu:2022:RIU,
author = "Matei Demetrescu and Christoph Hanck and Robinson
Kruse-Becher",
title = "Robust inference under time-varying volatility: a
real-time evaluation of professional forecasters",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "1010--1030",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2906",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 May 2022",
}
@Article{Nguyen:2022:RCH,
author = "Trong-Nghia Nguyen and Minh-Ngoc Tran and Robert
Kohn",
title = "Recurrent conditional heteroskedasticity",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "1031--1054",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2902",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 May 2022",
}
@Article{Choi:2022:GBS,
author = "Jinho Choi and Juan Carlos Escanciano and Junjie Guo",
title = "Generalized band spectrum estimation with an
application to the {New Keynesian Phillips} curve",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "1055--1078",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2901",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 May 2022",
}
@Article{Natsiopoulos:2022:ABT,
author = "Kleanthis Natsiopoulos and Nickolaos G. Tzeremes",
title = "{ARDL} bounds test for cointegration: Replicating the
Pesaran et al. (2001) results for the {UK} earnings
equation using {R}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "5",
pages = "1079--1090",
month = aug,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2919",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:40 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Pesaran:2001:BTA}.",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 June 2022",
}
@Article{Anonymous:2022:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1091--1091",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2826",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 October 2022",
}
@Article{SantAnna:2022:CDB,
author = "Pedro H. C. Sant'Anna and Xiaojun Song and Qi Xu",
title = "Covariate distribution balance via propensity scores",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1093--1120",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2909",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 June 2022",
}
@Article{Jochmans:2022:IVE,
author = "Koen Jochmans and Vincenzo Verardi",
title = "Instrumental-variable estimation of
exponential-regression models with two-way fixed
effects with an application to gravity equations",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1121--1137",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2932",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 August 2022",
}
@Article{Minesso:2022:DWH,
author = "Massimo Ferrari Minesso and Frederik Kurcz and Maria
Sole Pagliari",
title = "Do words hurt more than actions? {The} impact of trade
tensions on financial markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1138--1159",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2924",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 July 2022",
}
@Article{Munkin:2022:CRM,
author = "Murat K. Munkin",
title = "{Count Roy} model with finite mixtures",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1160--1181",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2928",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 August 2022",
}
@Article{Duernecker:2022:TOG,
author = "Georg Duernecker and Moritz Meyer and Fernando
Vega-Redondo",
title = "Trade openness and growth: a network-based approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1182--1203",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2920",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 June 2022",
}
@Article{Pesaran:2022:MTE,
author = "M. Hashem Pesaran and Cynthia Fan Yang",
title = "Matching theory and evidence on {Covid-19} using a
stochastic network {SIR} model",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1204--1229",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2904",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 May 2022",
}
@Article{Bai:2022:MFM,
author = "Yu Bai and Andrea Carriero and Todd E. Clark and
Massimiliano Marcellino",
title = "Macroeconomic forecasting in a multi-country context",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1230--1255",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2923",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 July 2022",
}
@Article{DelBono:2022:IDL,
author = "Emilia {Del Bono} and Josh Kinsler and Ronni Pavan",
title = "Identification of dynamic latent factor models of
skill formation with translog production",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1256--1265",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2929",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 August 2022",
}
@Article{Buliskeria:2022:DRB,
author = "Nino Buliskeria and Jaromir Baxa",
title = "Do rural banks matter that much? {Burgess} and {Pande}
(2005) reconsidered",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "6",
pages = "1266--1274",
month = sep # "--" # oct,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2922",
remark = "The work referred to is Burgess, R., and Pande, R.
(2005). Do rural banks matter? Evidence from the Indian
social banking experiment. American Economic Review,
{\bf 95}(3), 780-795, doi:10.1257/0002828054201242",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 June 2022",
}
@Article{Anonymous:2022:IIg,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "7",
pages = "1275--1275",
month = nov # "--" # dec,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2827",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 December 2022",
}
@Article{Crossley:2022:RID,
author = "Thomas F. Crossley and Peter Levell and Stavros
Poupakis",
title = "Regression with an imputed dependent variable",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "7",
pages = "1277--1294",
month = nov # "--" # dec,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2921",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 June 2022",
}
@Article{Amengual:2022:NS,
author = "Dante Amengual and Xinyue Bei and Enrique Sentana",
title = "Normal but skewed?",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "7",
pages = "1295--1313",
month = nov # "--" # dec,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2927",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 August 2022",
}
@Article{Galvao:2022:FLF,
author = "Ana Beatriz Galv{\~a}o and Michael Owyang",
title = "Forecasting low-frequency macroeconomic events with
high-frequency data",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "7",
pages = "1314--1333",
month = nov # "--" # dec,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2931",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 August 2022",
}
@Article{Hjalmarsson:2022:LRP,
author = "Erik Hjalmarsson and Tamas Kiss",
title = "Long-run predictability tests are even worse than you
thought",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "7",
pages = "1334--1355",
month = nov # "--" # dec,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2930",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 August 2022",
}
@Article{Baltagi:2022:BEM,
author = "Badi H. Baltagi and Peter H. Egger and Michaela
Kesina",
title = "{Bayesian} estimation of multivariate panel probits
with higher-order network interdependence and an
application to firms' global market participation in
{Guangdong}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "7",
pages = "1356--1378",
month = nov # "--" # dec,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2934",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 August 2022",
}
@Article{Naguib:2022:DEM,
author = "Costanza Naguib",
title = "Did earnings mobility change after minimum wage
introduction? {Evidence} from parametric and
semi-nonparametric methods in {Germany}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "7",
pages = "1379--1402",
month = nov # "--" # dec,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2926",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 August 2022",
}
@Article{Scrimgeour:2022:RES,
author = "Dean Scrimgeour",
title = "Reevaluating the evidence on seasonality in housing
market match quality: Replication of {Ngai and Tenreyro
(2014)}",
journal = j-J-APPL-ECONOMETRICS,
volume = "37",
number = "7",
pages = "1403--1409",
month = nov # "--" # dec,
year = "2022",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2933",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:41 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 August 2022",
remark = "The work referred to is Ngai, L.R., and Tenreyro, S.
(2014). Hot and cold seasons in the housing
market. American Economic Review, {\bf 104}(12),
3991--4026, doi:10.1257/aer.104.12.3991.",
}
@Article{Ahn:2023:ROU,
author = "Hie Joo Ahn",
title = "The role of observed and unobserved heterogeneity in
the duration of unemployment",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "1",
pages = "3--23",
month = jan # "--" # feb,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2940",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:42 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 September 2022",
}
@Article{Lee:2023:DNN,
author = "Yoonseok Lee and Mary E. Lovely and Hoang Pham",
title = "Dynamic and non-neutral productivity effects of
foreign ownership: a nonparametric approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "1",
pages = "24--48",
month = jan # "--" # feb,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2942",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:42 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "22 October 2022",
}
@Article{Scida:2023:SVF,
author = "Daniela Scid{\'a}",
title = "Structural {VAR} and financial networks: a minimum
distance approach to spatial modeling",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "1",
pages = "49--68",
month = jan # "--" # feb,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2935",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:42 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 August 2022",
}
@Article{Fischer:2023:GBT,
author = "Manfred M. Fischer and Niko Hauzenberger and Florian
Huber and Michael Pfarrhofer",
title = "General {Bayesian} time-varying parameter vector
autoregressions for modeling government bond yields",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "1",
pages = "69--87",
month = jan # "--" # feb,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2936",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:42 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2022",
}
@Article{Chang:2023:RLH,
author = "Andrew C. Chang and Trace J. Levinson",
title = "Raiders of the lost high-frequency forecasts: New data
and evidence on the efficiency of the {Fed}'s
forecasting",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "1",
pages = "88--104",
month = jan # "--" # feb,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2938",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:42 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 September 2022",
}
@Article{Lima:2023:EPP,
author = "Luiz Renato Lima and Lucas L{\'u}cio Godeiro",
title = "Equity-premium prediction: Attention is all you need",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "1",
pages = "105--122",
month = jan # "--" # feb,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2939",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:42 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "14 September 2022",
}
@Article{Morin:2023:WHW,
author = "Anna{\"\i}g Morin",
title = "Workplace heterogeneity and wage inequality in
{Denmark}",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "1",
pages = "123--133",
month = jan # "--" # feb,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2941",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Sat Feb 11 10:53:42 MST 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 September 2022",
}
@Article{Desjardins:2023:FC,
author = "Denise Desjardins and Georges Dionne and Yang Lu",
title = "Featured Cover",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "??--??",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2973",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 March 2023",
}
@Article{Anonymous:2023:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "135--135",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2913",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 March 2023",
}
@Article{Amburgey:2023:RTP,
author = "Aaron J. Amburgey and Michael W. McCracken",
title = "On the real-time predictive content of financial
condition indices for growth",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "137--163",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2943",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 November 2022",
}
@Article{Clements:2023:DFB,
author = "Michael P. Clements and Ana Beatriz Galv{\~a}o",
title = "Density forecasting with {Bayesian Vector
Autoregressive} models under macroeconomic data
uncertainty",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "164--185",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2944",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 November 2022",
}
@Article{Budnik:2023:ISV,
author = "Katarzyna Budnik and Gerhard R{\"u}nstler",
title = "Identifying structural {VARs} from sparse narrative
instruments: Dynamic effects of {US} macroprudential
policies",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "186--201",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2945",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "11 November 2022",
}
@Article{Lin:2023:RTM,
author = "Jianhao Lin and Jiacheng Fan and Yifan Zhang and
Liangyuan Chen",
title = "Real-time macroeconomic projection using narrative
central bank communication",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "202--221",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2946",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 November 2022",
}
@Article{Sutherland:2023:FGE,
author = "Christopher S. Sutherland",
title = "Forward guidance and expectation formation: A
narrative approach",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "222--241",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2948",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 November 2022",
}
@Article{Desjardins:2023:HRE,
author = "Denise Desjardins and Georges Dionne and Yang Lu",
title = "Hierarchical random-effects model for the insurance
pricing of vehicles belonging to a fleet",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "242--259",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2949",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 December 2022",
}
@Article{Chernis:2023:RDB,
author = "Tony Chernis and Patrick J. Coe and Shaun P. Vahey",
title = "Reassessing the dependence between economic growth and
financial conditions since 1973",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "2",
pages = "260--267",
month = mar,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2937",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Fri Mar 24 07:38:21 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 August 2022",
}
@Article{Anonymous:2023:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "269--269",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2914",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 April 2023",
}
@Article{Laudati:2023:IES,
author = "Dario Laudati and M. Hashem Pesaran",
title = "Identifying the effects of sanctions on the {Iranian}
economy using newspaper coverage",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "271--294",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2947",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "09 November 2022",
}
@Article{Guerroon-Quintana:2023:MFT,
author = "Pablo Guerr{\'o}on-Quintana and Molin Zhong",
title = "Macroeconomic forecasting in times of crises",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "295--320",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2951",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 December 2022",
}
@Article{Jochmans:2023:TRA,
author = "Koen Jochmans",
title = "Testing random assignment to peer groups",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "321--333",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2953",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 January 2023",
}
@Article{Slichter:2023:EEM,
author = "David Slichter",
title = "The employment effects of the minimum wage: a
selection ratio approach to measuring treatment
effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "334--357",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2954",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 January 2023",
}
@Article{Ferman:2023:IDD,
author = "Bruno Ferman",
title = "Inference in difference-in-differences: How much
should we trust in independent clusters?",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "358--369",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2955",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "08 January 2023",
}
@Article{Foroni:2023:SOR,
author = "Claudia Foroni and Livio Stracca",
title = "The shale oil revolution and the global oil supply
curve",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "370--387",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2950",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "18 November 2022",
}
@Article{Boer:2023:MIU,
author = "Lukas Boer and Lukas Menkhoff and Malte Rieth",
title = "The multifaceted impact of {US} trade policy on
financial markets",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "388--406",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2952",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 December 2022",
}
@Article{Acerenza:2023:TIA,
author = "Santiago Acerenza and Ot{\'a}vio Bartalotti and
D{\'e}sir{\'e} K{\'e}dagni",
title = "Testing identifying assumptions in bivariate probit
models",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "407--422",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2956",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "15 January 2023",
}
@Article{Bietenbeck:2023:NEI,
author = "Jan Bietenbeck and Matthew Collins",
title = "New evidence on the importance of instruction time for
student achievement on international assessments",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "423--431",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2957",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "17 January 2023",
}
@Article{Caggiano:2023:GFU,
author = "Giovanni Caggiano and Efrem Castelnuovo",
title = "Global financial uncertainty",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "3",
pages = "432--449",
month = apr # "--" # may,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2958",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:41 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 January 2023",
}
@Article{Anonymous:2023:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "451--451",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2915",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "02 June 2023",
}
@Article{Doser:2023:IEN,
author = "Alexander Doser and Ricardo Nunes and Nikhil Rao and
Viacheslav Sheremirov",
title = "Inflation expectations and nonlinearities in the
{Phillips} curve",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "453--471",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2963",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 February 2023",
}
@Article{Paredes:2023:FTG,
author = "Joan Paredes and Javier J. P{\'e}rez and Gabriel Perez
Quiros",
title = "Fiscal targets. A guide to forecasters?",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "472--492",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2968",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2023",
}
@Article{Klein:2023:DDT,
author = "Nadja Klein and Michael Stanley Smith and David J.
Nott",
title = "Deep distributional time series models and the
probabilistic forecasting of intraday electricity
prices",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "493--511",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2959",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 January 2023",
}
@Article{Borup:2023:QIN,
author = "Daniel Borup and Jorge Wolfgang Hansen and Benjamin
Dybro Liengaard and Erik Christian Montes Sch{\"u}tte",
title = "Quantifying investor narratives and their role during
{COVID-19}",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "512--532",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2964",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 February 2023",
}
@Article{Despois:2023:IIF,
author = "Thomas Despois and Catherine Doz",
title = "Identifying and interpreting the factors in factor
models via sparsity: Different approaches",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "533--555",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2967",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "07 February 2023",
}
@Article{Huber:2023:SSC,
author = "Florian Huber and Gary Koop",
title = "Subspace shrinkage in conjugate {Bayesian} vector
autoregressions",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "556--576",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2966",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "06 February 2023",
}
@Article{Gustafsson:2023:BOH,
author = "Oskar Gustafsson and Mattias Villani and P{\"a}r
Stockhammar",
title = "{Bayesian} optimization of hyperparameters from noisy
marginal likelihood estimates",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "577--595",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2961",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "27 January 2023",
}
@Article{Corradi:2023:RFS,
author = "Valentina Corradi and Sainan Jin and Norman R.
Swanson",
title = "Robust forecast superiority testing with an
application to assessing pools of expert forecasters",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "596--622",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2962",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 February 2023",
}
@Article{An:2023:IIM,
author = "Zidong An and Salem Abo-Zaid and Xuguang Simon Sheng",
title = "Inattention and the impact of monetary policy",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "623--643",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2960",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "25 January 2023",
}
@Article{Qu:2023:UAP,
author = "Zhongjun Qu and Denis Tkachenko",
title = "Using arbitrary precision arithmetic to sharpen
identification analysis for {DSGE} models",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "4",
pages = "644--667",
month = jun # "--" # jul,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2965",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:42 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "04 February 2023",
}
@Article{MacKinnon:2023:FC,
author = "James G. MacKinnon and Morten {\O}rregaard Nielsen and
Matthew D. Webb",
title = "Featured Cover",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.3002",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 August 2023",
}
@Article{Anonymous:2023:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "669--669",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2916",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "03 August 2023",
}
@Article{MacKinnon:2023:FRJ,
author = "James G. MacKinnon and Morten {\O}rregaard Nielsen and
Matthew D. Webb",
title = "Fast and reliable jackknife and bootstrap methods for
cluster-robust inference",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "671--694",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2969",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "13 February 2023",
}
@Article{Schmidheiny:2023:ESD,
author = "Kurt Schmidheiny and Sebastian Siegloch",
title = "On event studies and distributed-lags in two-way fixed
effects models: Identification, equivalence, and
generalization",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "695--713",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2971",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2023",
}
@Article{Mitchell:2023:CDF,
author = "James Mitchell and Martin Weale",
title = "Censored density forecasts: Production and
evaluation",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "714--734",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2972",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 February 2023",
}
@Article{Dong:2023:WCW,
author = "Yingying Dong and Michal Koles{\'a}r",
title = "When can we ignore measurement error in the running
variable?",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "735--750",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2974",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "29 March 2023",
}
@Article{Eo:2023:UTI,
author = "Yunjong Eo and Luis Uzeda and Benjamin Wong",
title = "Understanding trend inflation through the lens of the
goods and services sectors",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "751--766",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2975",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "05 April 2023",
}
@Article{Kondo:2023:HTZ,
author = "Illenin O. Kondo and Logan T. Lewis and Andrea
Stella",
title = "Heavy tailed but not {Zipf}: Firm and establishment
size in the {United States}",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "767--785",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2976",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/benfords-law.bib;
https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2023",
}
@Article{Bietenbeck:2023:REG,
author = "Jan Bietenbeck and Petra Thiemann",
title = "Revisiting the effect of growing up in a recession on
attitudes towards redistribution",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "786--794",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2970",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 February 2023",
}
@Article{Anonymous:2023:CEU,
author = "Anonymous",
title = "Correction to {``Exogenous uncertainty and the
identification of structural vector autoregressions
with external instruments''}",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "5",
pages = "795--797",
month = aug,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2994",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
note = "See \cite{Angelini:2019:EUI}.",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "16 June 2023",
}
@Article{Anonymous:2023:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "799--799",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2917",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 October 2023",
}
@Article{Carrion-i-Silvestre:2023:TML,
author = "Josep Llu{\'\i}s Carrion-i-Silvestre and Mar{\'\i}a
Dolores Gadea",
title = "Testing for multiple level shifts with an integrated
or stationary noise component",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "801--819",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2977",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "30 March 2023",
}
@Article{Chang:2023:OPU,
author = "Yoosoon Chang and Ana Mar{\'\i}a Herrera and Elena
Pesavento",
title = "Oil prices uncertainty, endogenous regime switching,
and inflation anchoring",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "820--839",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2978",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "19 April 2023",
}
@Article{Caetano:2023:RDD,
author = "Carolina Caetano and Gregorio Caetano and Juan Carlos
Escanciano",
title = "Regression discontinuity design with multivalued
treatments",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "840--856",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2982",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 April 2023",
}
@Article{Hillebrand:2023:ERM,
author = "Eric Hillebrand and Jakob Guldb{\ae}k Mikkelsen and
Lars Spreng and Giovanni Urga",
title = "Exchange rates and macroeconomic fundamentals:
Evidence of instabilities from time-varying factor
loadings",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "857--877",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2984",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "12 May 2023",
}
@Article{Shu:2023:OPR,
author = "Haicheng Shu and Peter Spencer",
title = "Oil prices in the real economy",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "878--897",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2986",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 May 2023",
}
@Article{Fosten:2023:NCS,
author = "Jack Fosten and Shaoni Nandi",
title = "Nowcasting from cross-sectionally dependent panels",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "898--919",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2980",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "23 May 2023",
}
@Article{List:2023:MTC,
author = "John A. List and Azeem M. Shaikh and Atom Vayalinkal",
title = "Multiple testing with covariate adjustment in
experimental economics",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "920--939",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2985",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "26 May 2023",
}
@Article{Hayakawa:2023:SDP,
author = "Kazuhiko Hayakawa and M. Hashem Pesaran and L. Vanessa
Smith",
title = "Short {$T$} dynamic panel data models with individual,
time and interactive effects",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "940--967",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2981",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "21 June 2023",
}
@Article{Watanabe:2023:DMZ,
author = "Tsutomu Watanabe and Tomoyoshi Yabu",
title = "The demand for money at the zero interest rate bound",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "968--976",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2983",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "01 May 2023",
}
@Article{Wegmuller:2023:UWE,
author = "Philipp Wegm{\"u}ller and Christian Glocker",
title = "{US} weekly economic index: Replication and
extension",
journal = j-J-APPL-ECONOMETRICS,
volume = "38",
number = "6",
pages = "977--985",
month = sep # "--" # oct,
year = "2023",
CODEN = "JAECET",
DOI = "https://doi.org/10.1002/jae.2979",
ISSN = "0883-7252 (print), 1099-1255 (electronic)",
ISSN-L = "0883-7252",
bibdate = "Mon Oct 16 14:44:43 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jappleconometrics.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Appl. Econometrics",
fjournal = "Journal of Applied Econometrics",
journal-URL = "https://onlinelibrary.wiley.com/journal/10991255;
https://www.jstor.org/journal/japplecon",
onlinedate = "10 May 2023",
}
