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%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.28",
%%%     date            = "18 March 2024",
%%%     time            = "09:11:40 MST",
%%%     filename        = "jeconometrics2020.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "https://www.math.utah.edu/~beebe",
%%%     checksum        = "01293 21224 76064 860140",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "bibliography; BibTeX; Journal of
%%%                        Econometrics",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of the
%%%                        Journal of Econometrics (CODEN JECMB6,
%%%                        ISSN 0304-4076 (print), 1872-6895
%%%                        (electronic)), published by Elsevier, for
%%%                        the decade 2020--2029.
%%%
%%%                        Publication began with volume 1, number 1,
%%%                        in March 1973, with two issues per volume
%%%                        through volume 4 in 1976.  There were three
%%%                        issues per volume through volume 59 in 1993.
%%%                        Since then, there are only two issues per volume,
%%%                        and there are generally multiple volumes per
%%%                        year.
%%%
%%%                        The journal has a Web site at
%%%
%%%                            http://www.sciencedirect.com/science/journal/03044076
%%%
%%%                        At version 1.28, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             2011 (   1)    2016 (   0)    2021 ( 183)
%%%                             2012 (   0)    2017 (   0)    2022 ( 159)
%%%                             2013 (   0)    2018 (   0)    2023 ( 248)
%%%                             2014 (   0)    2019 (   1)    2024 ( 185)
%%%                             2015 (   0)    2020 ( 174)
%%%
%%%                             Article:        951
%%%
%%%                             Total entries:  951
%%%
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%%%                        checksum as the first value, followed by the
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%%% ====================================================================
%%% Acknowledgement abbreviations:
@String{ack-nhfb = "Nelson H. F. Beebe,
                    University of Utah,
                    Department of Mathematics, 110 LCB,
                    155 S 1400 E RM 233,
                    Salt Lake City, UT 84112-0090, USA,
                    Tel: +1 801 581 5254,
                    FAX: +1 801 581 4148,
                    e-mail: \path|beebe@math.utah.edu|,
                            \path|beebe@acm.org|,
                            \path|beebe@computer.org| (Internet),
                    URL: \path|https://www.math.utah.edu/~beebe/|"}

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

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

@Article{Carriero:2019:LBV,
  author =       "Andrea Carriero and Todd E. Clark and Massimiliano
                 Marcellino",
  title =        "Large {Bayesian} vector autoregressions with
                 stochastic volatility and non-conjugate priors",
  journal =      j-J-ECONOMETRICS,
  volume =       "212",
  number =       "1",
  pages =        "137--154",
  month =        sep,
  year =         "2019",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:38:59 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See comment \cite{Bognanni:2022:CLB} and corrigendum
                 \cite{Carriero:2022:CLB}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930079X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "ii--ii",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302313",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hillebrand:2020:EMC,
  author =       "Eric Hillebrand and Felix Pretis and Tommaso
                 Proietti",
  title =        "Econometric models of climate change: Introduction by
                 the guest editors",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "1--5",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301046",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2020:EEE,
  author =       "Peter C. B. Phillips and Thomas Leirvik and Trude
                 Storelvmo",
  title =        "Econometric estimates of {Earth}'s transient climate
                 sensitivity",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "6--32",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301058",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2020:MTS,
  author =       "Andrew Harvey and Ryoko Ito",
  title =        "Modeling time series when some observations are zero",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "33--45",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930106X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2020:LTF,
  author =       "Mengheng Li and Siem Jan Koopman and Rutger Lit and
                 Desislava Petrova",
  title =        "Long-term forecasting of {El Ni{\~n}o} events via
                 dynamic factor simulations",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "46--66",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301071",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miftakhova:2020:SAH,
  author =       "Alena Miftakhova and Kenneth L. Judd and Thomas S.
                 Lontzek and Karl Schmedders",
  title =        "Statistical approximation of high-dimensional climate
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "67--80",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301083",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Friedrich:2020:AWB,
  author =       "Marina Friedrich and Stephan Smeekes and Jean-Pierre
                 Urbain",
  title =        "Autoregressive wild bootstrap inference for
                 nonparametric trends",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "81--109",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301095",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ikefuji:2020:EUC,
  author =       "Masako Ikefuji and Roger J. A. Laeven and Jan R.
                 Magnus and Chris Muris",
  title =        "Expected utility and catastrophic risk in a stochastic
                 economy-climate model",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "110--129",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301101",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2020:IRC,
  author =       "Dukpa Kim and Tatsushi Oka and Francisco Estrada and
                 Pierre Perron",
  title =        "Inference related to common breaks in a multivariate
                 system with joined segmented trends with applications
                 to global and hemispheric temperatures",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "130--152",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301113",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rivas:2020:TDC,
  author =       "Mar{\'\i}a Dolores {Gadea Rivas} and Jes{\'u}s
                 Gonzalo",
  title =        "Trends in distributional characteristics: Existence of
                 global warming",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "153--174",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301125",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bruns:2020:MMG,
  author =       "Stephan B. Bruns and Zsuzsanna Csereklyei and David I.
                 Stern",
  title =        "A multicointegration model of global climate change",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "175--197",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301137",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Holt:2020:GHT,
  author =       "Matthew T. Holt and Timo Ter{\"a}svirta",
  title =        "Global hemispheric temperatures and co-shifting: a
                 vector shifting-mean autoregressive analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "198--215",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301149",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wagner:2020:FMO,
  author =       "Martin Wagner and Peter Grabarczyk and Seung Hyun
                 Hong",
  title =        "Fully modified {OLS} estimation and inference for
                 seemingly unrelated cointegrating polynomial
                 regressions and the environmental {Kuznets} curve for
                 carbon dioxide emissions",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "216--255",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301150",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pretis:2020:EMC,
  author =       "Felix Pretis",
  title =        "Econometric modelling of climate systems: the
                 equivalence of energy balance models and cointegrated
                 vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "256--273",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301162",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2020:ETT,
  author =       "Yoosoon Chang and Robert K. Kaufmann and Chang Sik Kim
                 and J. Isaac Miller and Joon Y. Park and Sungkeun
                 Park",
  title =        "Evaluating trends in time series of distributions: a
                 spatial fingerprint of human effects on climate",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "1",
  pages =        "274--294",
  month =        jan,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301216",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:PFa,
  author =       "Anonymous",
  title =        "Pages 295--540 ({February 2020})",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "ii--ii",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302659",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:AAA,
  author =       "Anonymous",
  title =        "Annual Award Announcement",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "iii--iii",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302684",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dalderop:2020:NFC,
  author =       "Jeroen Dalderop",
  title =        "Nonparametric filtering of conditional state-price
                 densities",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "295--325",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930168X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2020:VDM,
  author =       "Yang-Ho Park",
  title =        "Variance disparity and market frictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "326--348",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301654",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Almeida:2020:NAH,
  author =       "Caio Almeida and Kym Ardison and Ren{\'e} Garcia",
  title =        "Nonparametric assessment of hedge fund performance",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "349--378",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301617",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2020:REI,
  author =       "Yanqin Fan and Fang Han and Wei Li and Xiao-Hua Zhou",
  title =        "On rank estimators in increasing dimensions",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "379--412",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301678",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chalak:2020:MEM,
  author =       "Karim Chalak and Daniel Kim",
  title =        "Measurement error in multiple equations: {Tobin}'s $q$
                 and corporate investment, saving, and debt",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "413--432",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301575",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{She:2020:IHT,
  author =       "Rui She and Shiqing Ling",
  title =        "Inference in heavy-tailed vector error correction
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "433--450",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301691",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miao:2020:PTR,
  author =       "Ke Miao and Liangjun Su and Wendun Wang",
  title =        "Panel threshold regressions with latent group
                 structures",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "451--481",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301708",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2020:HDM,
  author =       "T. Tony Cai and Jianchang Hu and Yingying Li and
                 Xinghua Zheng",
  title =        "High-dimensional minimum variance portfolio estimation
                 based on high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "482--494",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301630",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Solvsten:2020:REM,
  author =       "Mikkel S{\o}lvsten",
  title =        "Robust estimation with many instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "495--512",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301721",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Klein:2020:MRP,
  author =       "Nadja Klein and Helmut Herwartz and Thomas Kneib",
  title =        "Modelling regional patterns of inefficiency: a
                 {Bayesian} approach to geoadditive panel stochastic
                 frontier analysis with an application to cereal
                 production in {England} and {Wales}",
  journal =      j-J-ECONOMETRICS,
  volume =       "214",
  number =       "2",
  pages =        "513--539",
  month =        feb,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Jan 28 06:39:00 MST 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301587",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:PM,
  author =       "Anonymous",
  title =        "Pages 1--304 ({March 2020})",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "ii--ii",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30031-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300312",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hounyo:2020:ILD,
  author =       "Ulrich Hounyo and Rasmus T. Varneskov",
  title =        "Inference for local distributions at high sampling
                 frequencies: a bootstrap approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "1--34",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301836",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boot:2020:DMS,
  author =       "Tom Boot and Andreas Pick",
  title =        "Does modeling a structural break improve forecast
                 accuracy?",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "35--59",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301824",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2020:DIT,
  author =       "Xun Lu and Liangjun Su",
  title =        "Determining individual or time effects in panel data
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "60--83",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.07.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301861",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2020:GFT,
  author =       "Xiaohui Lu and Xu Zheng",
  title =        "A goodness-of-fit test for copulas based on martingale
                 transformation",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "84--117",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930185X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2020:UDP,
  author =       "Luheng Wang and Zhao Chen and Christina Dan Wang and
                 Runze Li",
  title =        "Ultrahigh dimensional precision matrix estimation via
                 refitted cross validation",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "118--130",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930171X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Adusumilli:2020:IDF,
  author =       "Karun Adusumilli and Daisuke Kurisu and Taisuke Otsu
                 and Yoon-Jae Whang",
  title =        "Inference on distribution functions under measurement
                 error",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "131--164",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930199X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jiang:2020:NSI,
  author =       "Feiyu Jiang and Dong Li and Ke Zhu",
  title =        "Non-standard inference for augmented double
                 autoregressive models with null volatility
                 coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "165--183",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301885",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ishihara:2020:IET,
  author =       "Takuya Ishihara",
  title =        "Identification and estimation of time-varying
                 nonseparable panel data models without stayers",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "184--208",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301873",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horvath:2020:SMC,
  author =       "Lajos Horv{\'a}th and Zhenya Liu and Gregory Rice and
                 Shixuan Wang",
  title =        "Sequential monitoring for changes from stationarity to
                 mild non-stationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "209--238",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301964",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2020:SEC,
  author =       "Songnian Chen and Qian Wang",
  title =        "Semiparametric estimation of a censored regression
                 model with endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "239--256",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301848",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lieberman:2020:HSL,
  author =       "Offer Lieberman and Peter C. B. Phillips",
  title =        "Hybrid stochastic local unit roots",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "257--285",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.05.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301897",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Williams:2020:NID,
  author =       "Benjamin Williams",
  title =        "Nonparametric identification of discrete choice models
                 with lagged dependent variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "1",
  pages =        "286--304",
  month =        mar,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619301812",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:PA,
  author =       "Anonymous",
  title =        "Pages 305--632 ({April 2020})",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "ii--ii",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30049-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030049X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2020:PGH,
  author =       "Songnian Chen and Hanghui Zhang",
  title =        "$n$-prediction of generalized heteroscedastic
                 transformation regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "305--340",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302003",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jiang:2020:TSH,
  author =       "Bibo Jiang and Ye Lu and Joon Y. Park",
  title =        "Testing for Stationarity at High Frequency",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "341--374",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302015",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2020:EPF,
  author =       "Yingyao Hu and Guofang Huang and Yuya Sasaki",
  title =        "Estimating production functions with robustness
                 against errors in the proxy variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "375--398",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.05.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302027",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2020:NII,
  author =       "Wayne Yuan Gao",
  title =        "Nonparametric identification in index models of link
                 formation",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "399--413",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302039",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Philip:2020:EPP,
  author =       "R. Philip",
  title =        "Estimating permanent price impact via machine
                 learning",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "414--449",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302052",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2020:UVI,
  author =       "Atsushi Inoue and Lutz Kilian",
  title =        "The uniform validity of impulse response inference in
                 autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "450--472",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302040",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arcidiacono:2020:IDD,
  author =       "Peter Arcidiacono and Robert A. Miller",
  title =        "Identifying dynamic discrete choice models off short
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "473--485",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.12.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302064",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2020:TIR,
  author =       "Xiye Yang",
  title =        "Time-invariant restrictions of volatility functionals:
                 Efficient estimation and specification tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "486--516",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302088",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hollstein:2020:VRB,
  author =       "Fabian Hollstein and Chardin Wese Simen",
  title =        "Variance risk: a bird's eye view",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "517--535",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302076",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2020:DMN,
  author =       "Z. Merrick Li and Roger J. A. Laeven and Michel H.
                 Vellekoop",
  title =        "Dependent microstructure noise and integrated
                 volatility estimation from high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "536--558",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302106",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Martin:2020:IEM,
  author =       "Gael M. Martin and K. Nadarajah and D. S. Poskitt",
  title =        "Issues in the estimation of mis-specified models of
                 fractionally integrated processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "559--573",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930209X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2020:IEP,
  author =       "Ruiqi Liu and Zuofeng Shang and Yonghui Zhang and
                 Qiankun Zhou",
  title =        "Identification and estimation in panel models with
                 overspecified number of groups",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "574--590",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302118",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2020:MSA,
  author =       "Xuening Zhu and Danyang Huang and Rui Pan and Hansheng
                 Wang",
  title =        "Multivariate spatial autoregressive model for large
                 scale social networks",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "591--606",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2018.11.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930212X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2020:KBI,
  author =       "Degui Li and Peter C. B. Phillips and Jiti Gao",
  title =        "Kernel-based Inference in Time-Varying Coefficient
                 Cointegrating Regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "215",
  number =       "2",
  pages =        "607--632",
  month =        apr,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:37 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302210",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "ii--ii",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30069-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300695",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2020:IAI,
  author =       "Rong Chen and Ruey S. Tsay",
  title =        "Introduction of the annals issue: Statistical learning
                 for dependent data --- A celebration of the 85th
                 birthday of {Professor George C. Tiao}",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "1--3",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300075",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barigozzi:2020:GDF,
  author =       "Matteo Barigozzi and Marc Hallin",
  title =        "Generalized dynamic factor models and volatilities:
                 Consistency, rates, and prediction intervals",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "4--34",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300087",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Alonso:2020:RPB,
  author =       "Andr{\'e}s M. Alonso and Pedro Galeano and Daniel
                 Pe{\~n}a",
  title =        "A robust procedure to build dynamic factor models with
                 cluster structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "35--52",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300099",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2020:TFM,
  author =       "Xialu Liu and Rong Chen",
  title =        "Threshold factor models for high-dimensional time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "53--70",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300105",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2020:FAR,
  author =       "Jianqing Fan and Yuan Ke and Kaizheng Wang",
  title =        "Factor-adjusted regularized model selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "71--85",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300117",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2020:HFF,
  author =       "Yacine A{\"\i}t-Sahalia and Ilze Kalnina and Dacheng
                 Xiu",
  title =        "High-frequency factor models and regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "86--105",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300129",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tsay:2020:TSC,
  author =       "Ruey S. Tsay",
  title =        "Testing serial correlations in high-dimensional time
                 series via extreme value theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "106--117",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300130",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chiou:2020:VSH,
  author =       "Hai-Tang Chiou and Meihui Guo and Ching-Kang Ing",
  title =        "Variable selection for high-dimensional regression
                 models with time series and heteroscedastic errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "118--136",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300142",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jarjour:2020:DCA,
  author =       "Riad Jarjour and Kung-Sik Chan",
  title =        "Dynamic conditional angular correlation",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "137--150",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300154",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2020:TPU,
  author =       "Lars Peter Hansen and B{\'a}lint Sz{\H{o}}ke and Lloyd
                 S. Han and Thomas J. Sargent",
  title =        "Twisted probabilities, uncertainty, and prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "151--174",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300166",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2020:EDN,
  author =       "Yingqian Lin and Yundong Tu and Qiwei Yao",
  title =        "Estimation for double-nonlinear cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "175--191",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300178",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sabzikar:2020:ATN,
  author =       "Farzad Sabzikar and Qiying Wang and Peter C. B.
                 Phillips",
  title =        "Asymptotic theory for near integrated processes driven
                 by tempered linear processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "192--202",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030018X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huang:2020:TMN,
  author =       "Danyang Huang and Feifei Wang and Xuening Zhu and
                 Hansheng Wang",
  title =        "Two-mode network autoregressive model for large-scale
                 networks",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "203--219",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300191",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2020:IDD,
  author =       "N. H. Chan and Simon K. C. Cheung and Samuel P. S.
                 Wong",
  title =        "Inference for the degree distributions of preferential
                 attachment networks with zero-degree nodes",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "220--234",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300208",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Akashi:2020:RCT,
  author =       "Fumiya Akashi and Masanobu Taniguchi and Anna Clara
                 Monti",
  title =        "Robust causality test of infinite variance processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "235--245",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030021X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davis:2020:NVA,
  author =       "Richard A. Davis and Li Song",
  title =        "Noncausal vector {AR} processes with application to
                 economic time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "246--267",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300221",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2020:DML,
  author =       "Jui-Chung Yang and Hui-Ching Chuang and Chung-Ming
                 Kuan",
  title =        "Double machine learning with gradient boosting and its
                 application to the Big {$N$} audit quality effect",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "268--283",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300245",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Otneim:2020:PLF,
  author =       "H{\aa}kon Otneim and Martin Jullum and Dag
                 Tj{\o}stheim",
  title =        "Pairwise local {Fisher} and naive {Bayes}: Improving
                 two standard discriminants",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "284--304",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300257",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vogt:2020:MCN,
  author =       "Michael Vogt and Oliver Linton",
  title =        "Multiscale clustering of nonparametric regression
                 curves",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "1",
  pages =        "305--325",
  month =        may,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300269",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:PJa,
  author =       "Anonymous",
  title =        "Pages 327--536 ({June 2020})",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "ii--ii",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30114-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301147",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2020:EEH,
  author =       "Kunpeng Li and Guowei Cui and Lina Lu",
  title =        "Efficient estimation of heterogeneous coefficients in
                 panel data models with common shocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "327--353",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302222",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Luo:2020:UHA,
  author =       "Yao Luo",
  title =        "Unobserved heterogeneity in auctions under restricted
                 stochastic dominance",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "354--374",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.07.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302246",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2020:AIP,
  author =       "Jungyoon Lee and Peter M. Robinson",
  title =        "Adaptive inference on pure spatial models",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "375--393",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302234",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jun:2020:CPC,
  author =       "Sung Jae Jun and Joris Pinkse",
  title =        "Counterfactual prediction in complete information
                 games: Point prediction under partial identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "394--429",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302258",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barone-Adesi:2020:OMT,
  author =       "Giovanni Barone-Adesi and Nicola Fusari and Antonietta
                 Mira and Carlo Sala",
  title =        "Option market trading activity and the estimation of
                 the pricing kernel: a {Bayesian} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "430--449",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930226X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2020:DIC,
  author =       "Yong Li and Jun Yu and Tao Zeng",
  title =        "Deviance information criterion for latent variable
                 models and misspecified models",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "450--493",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302271",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Brauning:2020:DFN,
  author =       "Falk Br{\"a}uning and Siem Jan Koopman",
  title =        "The dynamic factor network model with an application
                 to international trade",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "494--515",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302398",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhao:2020:SWE,
  author =       "Puying Zhao and David Haziza and Changbao Wu",
  title =        "Survey weighted estimating equation inference with
                 nuisance functionals",
  journal =      j-J-ECONOMETRICS,
  volume =       "216",
  number =       "2",
  pages =        "516--536",
  month =        jun,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302404",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:PJb,
  author =       "Anonymous",
  title =        "Pages 1--202 ({July 2020})",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "ii--ii",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30162-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301627",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rothe:2020:EDF,
  author =       "Christoph Rothe and Dominik Wied",
  title =        "Estimating derivatives of function-valued parameters
                 in a class of moment condition models",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "1--19",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302416",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2020:HFT,
  author =       "Yacine A{\"\i}t-Sahalia and Celso Brunetti",
  title =        "High frequency traders and the price process",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "20--45",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302428",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dufays:2020:RPC,
  author =       "Arnaud Dufays and Jeroen V. K. Rombouts",
  title =        "Relevant parameter changes in structural break
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "46--78",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302441",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gold:2020:IHD,
  author =       "David Gold and Johannes Lederer and Jing Tao",
  title =        "Inference for high-dimensional instrumental variables
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "79--111",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302386",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Botosaru:2020:NAD,
  author =       "Irene Botosaru",
  title =        "Nonparametric analysis of a duration model with
                 stochastic unobserved heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "112--139",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930243X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chambers:2020:FDE,
  author =       "Marcus J. Chambers",
  title =        "Frequency domain estimation of cointegrating vectors
                 with mixed frequency and mixed sample data",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "140--160",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030004X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kitagawa:2020:PDN,
  author =       "Toru Kitagawa and Jos{\'e} Luis Montiel Olea and
                 Jonathan Payne and Amilcar Velez",
  title =        "Posterior distribution of nondifferentiable
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "161--175",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300014",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2020:CCD,
  author =       "Oliver Linton and Jianbin Wu",
  title =        "A coupled component {DCS-EGARCH} model for intraday
                 and overnight volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "1",
  pages =        "176--201",
  month =        jul,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:38 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300038",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "ii--ii",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30177-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301779",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rombouts:2020:NFE,
  author =       "Jeroen V. K. Rombouts and Olivier Scaillet and David
                 Veredas and Jean-Michel Zakoian",
  title =        "Nonlinear financial econometrics {JoE} special issue
                 introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "203--206",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302453",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nguyen:2020:LVU,
  author =       "Giang Nguyen and Robert Engle and Michael Fleming and
                 Eric Ghysels",
  title =        "Liquidity and volatility in the {U.S. Treasury}
                 market",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "207--229",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302465",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2020:LEP,
  author =       "Hyojin Han and Stanislav Khrapov and Eric Renault",
  title =        "The leverage effect puzzle revisited: Identification
                 in discrete time",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "230--258",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302490",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Laurent:2020:VEJ,
  author =       "S{\'e}bastien Laurent and Shuping Shi",
  title =        "Volatility estimation and jump detection for
                 drift-diffusion processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "259--290",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302507",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arvanitis:2020:STM,
  author =       "Stelios Arvanitis and Olivier Scaillet and Nikolas
                 Topaloglou",
  title =        "Spanning tests for {Markowitz} stochastic dominance",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "291--311",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302519",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rombouts:2020:DVR,
  author =       "Jeroen V. K. Rombouts and Lars Stentoft and Francesco
                 Violante",
  title =        "Dynamics of variance risk premia: a new model for
                 disentangling the price of risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "312--334",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302520",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Borowska:2020:PCP,
  author =       "Agnieszka Borowska and Lennart Hoogerheide and Siem
                 Jan Koopman and Herman K. van Dijk",
  title =        "Partially censored posterior for robust and efficient
                 risk evaluation",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "335--355",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302532",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2020:VHS,
  author =       "Christian Francq and Jean-Michel Zako{\"\i}an",
  title =        "{Virtual Historical Simulation} for estimating the
                 conditional {VaR} of large portfolios",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "356--380",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302544",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boudt:2020:NCE,
  author =       "Kris Boudt and Dries Cornilly and Tim Verdonck",
  title =        "Nearest comoment estimation with unobserved factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "381--397",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302556",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dominicy:2020:FMH,
  author =       "Yves Dominicy and Matias Heikkil{\"a} and Pauliina
                 Ilmonen and David Veredas",
  title =        "Flexible multivariate {Hill} estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "398--410",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302568",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2020:MLE,
  author =       "Tim Bollerslev and Andrew J. Patton and Rogier
                 Quaedvlieg",
  title =        "Multivariate leverage effects and realized
                 semicovariance {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "411--430",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302581",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hafner:2020:EMC,
  author =       "Christian M. Hafner and Oliver B. Linton and Haihan
                 Tang",
  title =        "Estimation of a multiplicative correlation structure
                 in the large dimensional case",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "431--470",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302593",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dhaene:2020:IOI,
  author =       "Geert Dhaene and Jianbin Wu",
  title =        "Incorporating overnight and intraday returns into
                 multivariate {GARCH} volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "471--495",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440761930260X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauwens:2020:NRC,
  author =       "Luc Bauwens and Edoardo Otranto",
  title =        "Nonlinearities and regimes in conditional correlations
                 with different dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "217",
  number =       "2",
  pages =        "496--522",
  month =        aug,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407619302611",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:PS,
  author =       "Anonymous",
  title =        "Pages 1--242 ({September 2020})",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "ii--ii",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30187-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301871",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lettau:2020:ELA,
  author =       "Martin Lettau and Markus Pelger",
  title =        "Estimating latent asset-pricing factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "1--31",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300051",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kolokolov:2020:SIP,
  author =       "Aleksey Kolokolov and Giulia Livieri and Davide
                 Pirino",
  title =        "Statistical inferences for price staleness",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "32--81",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300270",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jeong:2020:SDM,
  author =       "Hanbat Jeong and Lung-fei Lee",
  title =        "Spatial dynamic models with intertemporal
                 optimization: Specification and estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "82--104",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030035X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2020:RSS,
  author =       "Joshua C. C. Chan and Eric Eisenstat and Rodney W.
                 Strachan",
  title =        "Reducing the state space dimension in a large
                 {TVP-VAR}",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "105--118",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300348",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2020:PBC,
  author =       "Jianqing Fan and Yang Feng and Lucy Xia",
  title =        "A projection-based conditional dependence measure with
                 applications to high-dimensional undirected graphical
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "119--139",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300403",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Martinez-Iriarte:2020:ATU,
  author =       "Juli{\'a}n Mart{\'\i}nez-Iriarte and Yixiao Sun and
                 Xuexin Wang",
  title =        "Asymptotic {$F$} tests under possibly weak
                 identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "140--177",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300063",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Galvao:2020:UAN,
  author =       "Antonio F. Galvao and Jiaying Gu and Stanislav
                 Volgushev",
  title =        "On the unbiased asymptotic normality of quantile
                 regression with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "178--215",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300415",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bertanha:2020:RDD,
  author =       "Marinho Bertanha",
  title =        "Regression discontinuity design with many thresholds",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "1",
  pages =        "216--241",
  month =        sep,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Jul 25 09:23:39 MDT 2020",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300361",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:PO,
  author =       "Anonymous",
  title =        "Pages 243--770 ({October 2020})",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "ii--ii",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30289-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030289X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrasco:2020:EIS,
  author =       "Marine Carrasco and Marcelo Moreira and Benoit Perron
                 and Victoria Zinde-Walsh",
  title =        "{Editors}' Introduction: Special issue in Honor of
                 {Jean-Marie Dufour} on Identification, Inference, and
                 Causality",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "243--246",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.040",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302645",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bertanha:2020:IIE,
  author =       "Marinho Bertanha and Marcelo J. Moreira",
  title =        "Impossible inference in econometrics: Theory and
                 applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "247--270",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301366",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antoine:2020:TIS,
  author =       "Bertille Antoine and Eric Renault",
  title =        "Testing identification strength",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "271--293",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301378",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kiviet:2020:TII,
  author =       "Jan F. Kiviet",
  title =        "Testing the impossible: Identifying exclusion
                 restrictions",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "294--316",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030138X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lutkepohl:2020:IPI,
  author =       "Helmut L{\"u}tkepohl and George Milunovich and Minxian
                 Yang",
  title =        "Inference in partially identified heteroskedastic
                 simultaneous equations models",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "317--345",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301391",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dovonon:2020:ISO,
  author =       "Prosper Dovonon and Alastair R. Hall and Frank
                 Kleibergen",
  title =        "Inference in second-order identified models",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "346--372",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301408",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bontemps:2020:GAI,
  author =       "Christian Bontemps and Rohit Kumar",
  title =        "A geometric approach to inference in set-identified
                 entry games",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "373--389",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030141X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tchatoka:2020:ETI,
  author =       "Firmin Doko Tchatoka and Jean-Marie Dufour",
  title =        "Exogeneity tests, incomplete models, weak
                 identification and non-{Gaussian} distributions:
                 Invariance and finite-sample distributional theory",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "390--418",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301421",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khalaf:2020:MCT,
  author =       "Lynda Khalaf and Charles J. Saunders",
  title =        "{Monte Carlo} two-stage indirect inference {(2SIF)}
                 for autoregressive panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "419--434",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301433",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{MacKinnon:2020:RID,
  author =       "James G. MacKinnon and Matthew D. Webb",
  title =        "Randomization inference for difference-in-differences
                 with few treated clusters",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "435--450",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301445",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davidson:2020:FIB,
  author =       "Russell Davidson and Mirza Troki{\'c}",
  title =        "The fast iterated bootstrap",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "451--475",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301457",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2020:BFM,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Benoit Perron",
  title =        "Bootstrapping factor models with cross sectional
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "476--495",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301469",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2020:GRE,
  author =       "Donald W. K. Andrews and Xu Cheng and Patrik
                 Guggenberger",
  title =        "Generic results for establishing the asymptotic size
                 of confidence sets and tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "496--531",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301470",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xu:2020:ILR,
  author =       "Ke-Li Xu",
  title =        "Inference of local regression in the presence of
                 nuisance parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "532--560",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301482",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Komunjer:2020:LRT,
  author =       "Ivana Komunjer and Yinchu Zhu",
  title =        "Likelihood ratio testing in linear state space models:
                 an application to dynamic stochastic general
                 equilibrium models",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "561--586",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301494",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tuvaandorj:2020:RDD,
  author =       "Purevdorj Tuvaandorj",
  title =        "Regression discontinuity designs, white noise models,
                 and minimax",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "587--608",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301500",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Galbraith:2020:SRE,
  author =       "John W. Galbraith and Victoria Zinde-Walsh",
  title =        "Simple and reliable estimators of coefficients of
                 interest in a model with high-dimensional confounding
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "609--632",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301512",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ghysels:2020:TLS,
  author =       "Eric Ghysels and Jonathan B. Hill and Kaiji Motegi",
  title =        "Testing a large set of zero restrictions in regression
                 models, with an application to mixed frequency
                 {Granger} causality",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "633--654",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301524",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Amengual:2020:TDA,
  author =       "Dante Amengual and Marine Carrasco and Enrique
                 Sentana",
  title =        "Testing distributional assumptions using a continuum
                 of moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "655--689",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301536",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2020:VRF,
  author =       "Jihyun Kim and Nour Meddahi",
  title =        "Volatility regressions with fat tails",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "690--713",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301548",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2020:SBE,
  author =       "C. Gourieroux and J. Jasiak and A. Monfort",
  title =        "Stationary bubble equilibria in rational expectation
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "714--735",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030155X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hallin:2020:SEM,
  author =       "Marc Hallin and Davide {La Vecchia}",
  title =        "A Simple {$R$}-estimation method for semiparametric
                 duration models",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "736--749",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301561",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gungor:2020:SST,
  author =       "Sermin Gungor and Richard Luger",
  title =        "Small-sample tests for stock return predictability
                 with possibly non-stationary regressors and
                 {GARCH}-type effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "218",
  number =       "2",
  pages =        "750--770",
  month =        oct,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301573",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:PN,
  author =       "Anonymous",
  title =        "Pages 1--200 ({November 2020})",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "ii--ii",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30322-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303225",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gimenes:2020:NII,
  author =       "Nathalie Gimenes and Emmanuel Guerre",
  title =        "Nonparametric identification of an interdependent
                 value model with buyer covariates from first-price
                 auction bids",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "1--18",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.12.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030110X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hahn:2020:STM,
  author =       "Jinyong Hahn and Jerry Hausman and Josh Lustig",
  title =        "Specification test on mixed logit models",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "19--37",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301184",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2020:UNI,
  author =       "Jia Li and Zhipeng Liao",
  title =        "Uniform nonparametric inference for time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "38--51",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301354",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2020:RIS,
  author =       "Yingqian Lin and Yundong Tu",
  title =        "Robust inference for spurious regressions and
                 cointegrations involving processes moderately deviated
                 from a unit root",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "52--65",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.038",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301585",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2020:EIC,
  author =       "Jushan Bai and Xu Han and Yutang Shi",
  title =        "Estimation and inference of change points in
                 high-dimensional factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "66--100",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301172",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{SantAnna:2020:DRD,
  author =       "Pedro H. C. Sant'Anna and Jun Zhao",
  title =        "Doubly robust difference-in-differences estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "101--122",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301901",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2020:TOK,
  author =       "Yixiao Sun and Jingjing Yang",
  title =        "Testing-optimal kernel choice in {HAR} inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "123--136",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030213X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miao:2020:PTM,
  author =       "Ke Miao and Kunpeng Li and Liangjun Su",
  title =        "Panel threshold models with interactive fixed
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "137--170",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302396",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breunig:2020:IPE,
  author =       "Christoph Breunig and Enno Mammen and Anna Simoni",
  title =        "Ill-posed estimation in high-dimensional models with
                 instrumental variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "1",
  pages =        "171--200",
  month =        nov,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.043",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:50 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302335",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2020:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "ii--ii",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30359-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303596",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2020:SIJ,
  author =       "Jiti Gao and Heather Anderson and Tong Li",
  title =        "Special Issue of the {{\booktitle{Journal of
                 Econometrics}}} on {``Econometric Estimation and
                 Testing: Essays in Honour of Maxwell King''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "201--203",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300968",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2020:TSE,
  author =       "Yacine A{\"\i}t-Sahalia and Mustafa Karaman and
                 Loriano Mancini",
  title =        "The term structure of equity and variance risk
                 premia",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "204--230",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030097X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bykhovskaya:2020:POT,
  author =       "Anna Bykhovskaya and Peter C. B. Phillips",
  title =        "Point optimal testing with roots that are functionally
                 local to unity",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "231--259",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300981",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chaudhuri:2020:STG,
  author =       "Saraswata Chaudhuri and Eric Renault",
  title =        "Score tests in {GMM}: Why use implied probabilities?",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "260--280",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300993",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dalla:2020:ATT,
  author =       "Violetta Dalla and Liudas Giraitis and Peter M.
                 Robinson",
  title =        "Asymptotic theory for time series with changing mean
                 and variance",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "281--313",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301007",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Elliott:2020:TTP,
  author =       "Graham Elliott",
  title =        "Testing for a trend with persistent errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "314--328",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301019",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2020:HPD,
  author =       "Jiti Gao and Kai Xia and Huanjun Zhu",
  title =        "Heterogeneous panel data models with cross-sectional
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "329--353",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301020",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harris:2020:LSE,
  author =       "David Harris and Hsein Kew and A. M. Robert Taylor",
  title =        "Level shift estimation in the presence of
                 non-stationary volatility with an application to the
                 unit root testing problem",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "354--388",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301032",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2020:NEI,
  author =       "Seok Young Hong and Oliver Linton",
  title =        "Nonparametric estimation of infinite order regression
                 and its application to the risk-return tradeoff",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "389--424",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301044",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{King:2020:HTB,
  author =       "Maxwell L. King and Xibin Zhang and Muhammad Akram",
  title =        "Hypothesis testing based on a vector of statistics",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "425--455",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301056",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koo:2020:HDP,
  author =       "Bonsoo Koo and Heather M. Anderson and Myung Hwan Seo
                 and Wenying Yao",
  title =        "High-dimensional predictive regression in the presence
                 of cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "456--477",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301068",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Maneesoonthorn:2020:HFJ,
  author =       "Worapree Maneesoonthorn and Gael M. Martin and
                 Catherine S. Forbes",
  title =        "High-frequency jump tests: Which test should we use?",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "478--487",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030107X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Martellosio:2020:AQS,
  author =       "Federico Martellosio and Grant Hillier",
  title =        "Adjusted {QMLE} for the spatial autoregressive
                 parameter",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "488--506",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301081",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2020:EAP,
  author =       "M. Hashem Pesaran and Cynthia Fan Yang",
  title =        "Econometric analysis of production networks with
                 dominant units",
  journal =      j-J-ECONOMETRICS,
  volume =       "219",
  number =       "2",
  pages =        "507--541",
  month =        dec,
  year =         "2020",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301093",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "ii--ii",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(20)30384-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303845",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tamer:2021:IPE,
  author =       "Elie Tamer",
  title =        "Introduction to pandemic econometrics\slash {Covid-19}
                 pandemic",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "1--1",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303663",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2021:PFC,
  author =       "Laura Liu and Hyungsik Roger Moon and Frank
                 Schorfheide",
  title =        "Panel forecasts of country-level {Covid-19}
                 infections",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "2--22",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030347X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernozhukov:2021:CIM,
  author =       "Victor Chernozhukov and Hiroyuki Kasahara and Paul
                 Schrimpf",
  title =        "Causal impact of masks, policies, behavior on early
                 {Covid-19} pandemic in the {U.S.}",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "23--62",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303468",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Korolev:2021:IES,
  author =       "Ivan Korolev",
  title =        "Identification and estimation of the {SEIRD} epidemic
                 model for {COVID-19}",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "63--85",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.038",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302621",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Keane:2021:CPC,
  author =       "Michael Keane and Timothy Neal",
  title =        "Consumer panic in the {COVID-19} pandemic",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "86--105",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.045",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302840",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hortacsu:2021:EFU,
  author =       "Ali Horta{\c{c}}su and Jiarui Liu and Timothy
                 Schwieg",
  title =        "Estimating the fraction of unreported infections in
                 epidemics with a known epicenter: an application to
                 {COVID-19}",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "106--129",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.047",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030302X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2021:WWC,
  author =       "Shaoran Li and Oliver Linton",
  title =        "When will the {Covid-19} pandemic peak?",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "130--157",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.049",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303055",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2021:SHF,
  author =       "Sokbae Lee and Yuan Liao and Myung Hwan Seo and
                 Youngki Shin",
  title =        "Sparse {HP} filter: Finding kinks in the {COVID-19}
                 contact rate",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "158--180",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303365",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Manski:2021:ECI,
  author =       "Charles F. Manski and Francesca Molinari",
  title =        "Estimating the {COVID-19} infection rate: Anatomy of
                 an inference problem",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "181--192",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.041",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301676",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Toulis:2021:ECP,
  author =       "Panos Toulis",
  title =        "Estimation of {Covid-19} prevalence from serology
                 tests: a partial identification approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "1",
  pages =        "193--213",
  month =        jan,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:51 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030350X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "ii--ii",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00005-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000051",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sarafidis:2021:CYP,
  author =       "Vasilis Sarafidis and Tom Wansbeek",
  title =        "Celebrating 40 years of panel data analysis: Past,
                 present and future",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "215--226",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301822",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dhaene:2021:SOC,
  author =       "Geert Dhaene and Yutao Sun",
  title =        "Second-order corrected likelihood for nonlinear panel
                 models with fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "227--252",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301196",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aristodemou:2021:SIP,
  author =       "Eleni Aristodemou",
  title =        "Semiparametric identification in panel data discrete
                 response models",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "253--271",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301202",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2021:ILG,
  author =       "Wuyi Wang and Liangjun Su",
  title =        "Identifying latent group structures in nonlinear
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "272--295",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301214",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2021:NFM,
  author =       "Mingli Chen and Iv{\'a}n Fern{\'a}ndez-Val and Martin
                 Weidner",
  title =        "Nonlinear factor models for network and panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "296--324",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301238",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Juodis:2021:RPC,
  author =       "Arturas Juodis and Hande Karabiyik and Joakim
                 Westerlund",
  title =        "On the robustness of the pooled {CCE} estimator",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "325--348",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301834",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2021:ETH,
  author =       "Badi H. Baltagi and Chihwa Kao and Fa Wang",
  title =        "Estimating and testing high dimensional factor models
                 with multiple structural changes",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "349--365",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030124X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andreou:2021:PVV,
  author =       "Elena Andreou and Eric Ghysels",
  title =        "Predicting the {VIX} and the volatility risk premium:
                 the role of short-run funding spreads {Volatility
                 Factors}",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "366--398",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301251",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breitung:2021:EHP,
  author =       "J{\"o}rg Breitung and Nazarii Salish",
  title =        "Estimation of heterogeneous panels with systematic
                 slope variations",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "399--415",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301263",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Norkute:2021:IVE,
  author =       "Milda Norkute and Vasilis Sarafidis and Takashi
                 Yamagata and Guowei Cui",
  title =        "Instrumental variable estimation of dynamic linear
                 panel data models with defactored regressors and a
                 multifactor error structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "416--446",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301275",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Okui:2021:HSB,
  author =       "Ryo Okui and Wendun Wang",
  title =        "Heterogeneous structural breaks in panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "447--473",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301287",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Trapani:2021:ITH,
  author =       "Lorenzo Trapani",
  title =        "Inferential theory for heterogeneity and cointegration
                 in large panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "474--503",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301299",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kapetanios:2021:EIM,
  author =       "George Kapetanios and Laura Serlenga and Yongcheol
                 Shin",
  title =        "Estimation and inference for multi-dimensional
                 heterogeneous panel datasets with hierarchical
                 multi-factor error structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "504--531",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301305",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2021:EAE,
  author =       "Yimin Yang and Peter Schmidt",
  title =        "An econometric approach to the estimation of
                 multi-level models",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "532--543",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301317",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Brownlees:2021:DGT,
  author =       "Christian Brownlees and Geert Mesters",
  title =        "Detecting granular time series in large panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "544--561",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301329",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koo:2021:ENM,
  author =       "Bonsoo Koo and Davide {La Vecchia} and Oliver Linton",
  title =        "Estimation of a nonparametric model for bond prices
                 from cross-section and time series information",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "562--588",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301330",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khalaf:2021:DPM,
  author =       "Lynda Khalaf and Maral Kichian and Charles J. Saunders
                 and Marcel Voia",
  title =        "Dynamic panels with {MIDAS} covariates: Nonlinearity,
                 estimation and fit",
  journal =      j-J-ECONOMETRICS,
  volume =       "220",
  number =       "2",
  pages =        "589--605",
  month =        feb,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301342",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:PMa,
  author =       "Anonymous",
  title =        "Pages 1--336 ({March 2021})",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "ii--ii",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00021-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100021X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Perera:2021:BBP,
  author =       "Indeewara Perera and Mervyn J. Silvapulle",
  title =        "Bootstrap based probability forecasting in
                 multiplicative error models",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "1--24",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300440",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aradillas-Lopez:2021:CSE,
  author =       "Andr{\'e}s Aradillas-L{\'o}pez",
  title =        "Computing semiparametric efficiency bounds in discrete
                 choice models with strategic-interactions and rational
                 expectations",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "25--42",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300452",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vandenBerg:2021:GSA,
  author =       "Gerard. J. van den Berg and Lena Janys and Enno Mammen
                 and Jens Perch Nielsen",
  title =        "A general semiparametric approach to inference with
                 marker-dependent hazard rate models",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "43--67",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.05.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300439",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2021:JEL,
  author =       "Ruxin Chen and Rami V. Tabri",
  title =        "Jackknife empirical likelihood for inequality
                 constraints on regular functionals",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "68--77",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300373",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kleibergen:2021:ESC,
  author =       "Frank Kleibergen",
  title =        "Efficient size correct subset inference in
                 homoskedastic linear instrumental variables
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "78--96",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030052X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Daouia:2021:EEE,
  author =       "Abdelaati Daouia and St{\'e}phane Girard and Gilles
                 Stupfler",
  title =        "{ExpectHill} estimation, extreme risk and heavy
                 tails",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "97--117",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300543",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Catania:2021:HMS,
  author =       "Leopoldo Catania and Roberto {Di Mari}",
  title =        "Hierarchical {Markov}-switching models for
                 multivariate integer-valued time-series",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "118--137",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300531",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bugni:2021:TCD,
  author =       "Federico A. Bugni and Ivan A. Canay",
  title =        "Testing continuity of a density via $g$-order
                 statistics in the regression discontinuity design",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "138--159",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300579",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barbosa:2021:LIR,
  author =       "Jos{\'e} Diogo Barbosa and Marcelo J. Moreira",
  title =        "Likelihood inference and the role of initial
                 conditions for the dynamic panel data model",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "160--179",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301652",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qu:2021:ESM,
  author =       "Xi Qu and Lung-fei Lee and Chao Yang",
  title =        "Estimation of a {SAR} model with endogenous spatial
                 weights constructed by bilateral variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "180--197",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302281",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huang:2021:NPM,
  author =       "Wenxin Huang and Sainan Jin and Peter C. B. Phillips
                 and Liangjun Su",
  title =        "Nonstationary panel models with latent group
                 structures and cross-section dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "198--222",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302165",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2021:OLI,
  author =       "Juan Carlos Escanciano and Wei Li",
  title =        "Optimal Linear Instrumental Variables Approximations",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "223--246",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302153",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Smeekes:2021:AAT,
  author =       "Stephan Smeekes and Etienne Wijler",
  title =        "An automated approach towards sparse single-equation
                 cointegration modelling",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "247--276",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302190",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pang:2021:EMB,
  author =       "Tianxiao Pang and Lingjie Du and Terence Tai-Leung
                 Chong",
  title =        "Estimating multiple breaks in nonstationary
                 autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "277--311",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302116",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kaplan:2021:FPB,
  author =       "David M. Kaplan and Longhao Zhuo",
  title =        "Frequentist properties of {Bayesian} inequality
                 tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "1",
  pages =        "312--336",
  month =        mar,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Feb 5 16:12:52 MST 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302359",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:PA,
  author =       "Anonymous",
  title =        "Pages 337--676 ({April 2021})",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "ii--ii",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00032-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621000324",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2021:EDP,
  author =       "Kai Yang and Lung-fei Lee",
  title =        "Estimation of dynamic panel spatial vector
                 autoregression: Stability and spatial multivariate
                 cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "337--367",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440762030227X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2021:ROE,
  author =       "Qihui Chen",
  title =        "Robust and optimal estimation for partially linear
                 instrumental variables models with partial
                 identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "368--380",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302293",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breunig:2021:VRC,
  author =       "Christoph Breunig",
  title =        "Varying random coefficient models",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "381--408",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.049",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440762030244X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yang:2021:THD,
  author =       "Xinxin Yang and Xinghua Zheng and Jiaqi Chen",
  title =        "Testing high-dimensional covariance matrices under the
                 elliptical distribution and beyond",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "409--423",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302384",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2021:SDP,
  author =       "Liyao Li and Zhenlin Yang",
  title =        "Spatial dynamic panel data models with correlated
                 random effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "424--454",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302372",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barigozzi:2021:LDD,
  author =       "Matteo Barigozzi and Marco Lippi and Matteo Luciani",
  title =        "Large-dimensional Dynamic Factor Models: Estimation of
                 Impulse-Response Functions with {$ I(1) $} cointegrated
                 factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "455--482",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302219",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hou:2021:RLF,
  author =       "Lei Hou and Kunpeng Li and Qi Li and Min Ouyang",
  title =        "Revisiting the location of {FDI} in {China}: a panel
                 data approach with heterogeneous shocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "483--509",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.047",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302426",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kapetanios:2021:DUP,
  author =       "G. Kapetanios and M. H. Pesaran and S. Reese",
  title =        "Detection of units with pervasive effects in large
                 panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "510--541",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302141",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2021:MOO,
  author =       "F. Blasques and P. Gorgi and S. J. Koopman",
  title =        "Missing observations in observation-driven time series
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "542--568",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.043",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302670",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Norkute:2021:FAA,
  author =       "Milda Norkute and Joakim Westerlund",
  title =        "The factor analytical approach in near unit root
                 interactive effects panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "569--590",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302682",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pesaran:2021:EIS,
  author =       "M. Hashem Pesaran and Cynthia Fan Yang",
  title =        "Estimation and inference in spatial models with
                 dominant units",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "591--615",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.045",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302360",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bu:2021:DCI,
  author =       "Ruijun Bu and Kaddour Hadri and Dennis Kristensen",
  title =        "Diffusion copulas: Identification and estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "616--643",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302104",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DAmour:2021:OOS,
  author =       "Alexander D'Amour and Peng Ding and Avi Feller and
                 Lihua Lei and Jasjeet Sekhon",
  title =        "Overlap in observational studies with high-dimensional
                 covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "644--654",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.10.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302694",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Buccheri:2021:CTL,
  author =       "Giuseppe Buccheri and Fulvio Corsi and Franco Flandoli
                 and Giulia Livieri",
  title =        "The continuous-time limit of score-driven volatility
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "221",
  number =       "2",
  pages =        "655--675",
  month =        apr,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.042",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:25 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302669",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "ii--ii",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00063-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621000634",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2021:OSE,
  author =       "Han Hong and Michael Keane and Clifford Winston",
  title =        "Overview: Structural econometrics honoring {Daniel
                 McFadden}",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "1--3",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302451",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Crawford:2021:SPE,
  author =       "Gregory S. Crawford and Rachel Griffith and Alessandro
                 Iaria",
  title =        "A survey of preference estimation with unobserved
                 choice set heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "4--43",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302463",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2021:UPL,
  author =       "Joel L. Horowitz and Lars Nesheim",
  title =        "Using penalized likelihood to select parameters in a
                 random coefficients multinomial logit model",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "44--55",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620300427",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2021:BEU,
  author =       "Han Hong and Huiyu Li and Jessie Li",
  title =        "{BLP} estimation using {Laplace} transformation and
                 overlapping simulation draws",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "56--72",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302487",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Newey:2021:CVD,
  author =       "Whitney Newey and Sami Stouli",
  title =        "Control variables, discrete instruments, and
                 identification of structural functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "73--88",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302499",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Webb:2021:ACD,
  author =       "Ryan Webb and Nitin Mehta and Ifat Levy",
  title =        "Assessing consumer demand with noisy neural
                 measurements",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "89--106",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302505",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Keane:2021:ECC,
  author =       "Michael Keane and Jonathan Ketcham and Nicolai
                 Kuminoff and Timothy Neal",
  title =        "Evaluating consumers' choices of {Medicare Part D}
                 plans: a study in behavioral welfare economics",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "107--140",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302517",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Powell:2021:DMH,
  author =       "David Powell and Dana Goldman",
  title =        "Disentangling moral hazard and adverse selection in
                 private health insurance",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "141--160",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.030",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302529",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pathak:2021:HWD,
  author =       "Parag A. Pathak and Peng Shi",
  title =        "How well do structural demand models work?
                 {Counterfactual} predictions in school choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "161--195",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.031",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302530",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Winston:2021:VSC,
  author =       "Clifford Winston and Jia Yan",
  title =        "Vehicle size choice and automobile externalities: a
                 dynamic analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "196--218",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.032",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302542",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hall:2021:EES,
  author =       "George Hall and John Rust",
  title =        "Estimation of endogenously sampled time series: the
                 case of commodity price speculation in the steel
                 market",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "219--243",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.033",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302554",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jenkins:2021:BWA,
  author =       "Mark Jenkins and Paul Liu and Rosa L. Matzkin and
                 Daniel L. McFadden",
  title =        "The browser war --- Analysis of {Markov Perfect
                 Equilibrium} in markets with dynamic demand effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "244--260",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.034",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302566",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{McFadden:2021:E,
  author =       "Daniel McFadden",
  title =        "Epilogue",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "261--263",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621000592",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "ii--ii",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00077-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621000774",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2021:ESI,
  author =       "Oliver Linton and Viktor Todorov and Zhengjun Zhang",
  title =        "Editorial for the special issue on financial
                 econometrics in the age of the digital economy",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "265--268",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301913",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2021:AFM,
  author =       "Jianqing Fan and Yuan Ke and Yuan Liao",
  title =        "Augmented factor models with applications to
                 validating market risk factors and forecasting bond
                 risk premia",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "269--294",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301925",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ma:2021:EIS,
  author =       "Shujie Ma and Oliver Linton and Jiti Gao",
  title =        "Estimation and inference in semiparametric quantile
                 factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "295--323",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301937",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barigozzi:2021:TVG,
  author =       "Matteo Barigozzi and Marc Hallin and Stefano Soccorsi
                 and Rainer von Sachs",
  title =        "Time-varying general dynamic factor models and the
                 measurement of financial connectedness",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "324--343",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301949",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2021:TRR,
  author =       "Torben G. Andersen and Viktor Todorov and Masato
                 Ubukata",
  title =        "Tail risk and return predictability for the {Japanese}
                 equity market",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "344--363",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301950",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2021:CFI,
  author =       "Yacine A{\"\i}t-Sahalia and Chenxu Li and Chen Xu Li",
  title =        "Closed-form implied volatility surfaces for stochastic
                 volatility models with jumps",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "364--392",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301962",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Song:2021:VAR,
  author =       "Xinyu Song and Donggyu Kim and Huiling Yuan and
                 Xiangyu Cui and Zhiping Lu and Yong Zhou and Yazhen
                 Wang",
  title =        "Volatility analysis with realized {GARCH--It{\^o}}
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "393--410",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301974",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mykland:2021:OAV,
  author =       "Per A. Mykland and Lan Zhang",
  title =        "The Observed Asymptotic Variance: Hard edges, and a
                 regression approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "411--428",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301986",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gu:2021:AAP,
  author =       "Shihao Gu and Bryan Kelly and Dacheng Xiu",
  title =        "Autoencoder asset pricing models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "429--450",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620301998",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gospodinov:2021:GAM,
  author =       "Nikolay Gospodinov and Esfandiar Maasoumi",
  title =        "Generalized aggregation of misspecified models: With
                 an application to asset pricing",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "451--467",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302001",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2021:IAM,
  author =       "Shiyi Chen and Michael T. Chng and Qingfu Liu",
  title =        "The implied arbitrage mechanism in financial markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "468--483",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302013",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2021:EEM,
  author =       "Xiaohong Chen and Zhuo Huang and Yanping Yi",
  title =        "Efficient estimation of multivariate
                 semi-nonparametric {GARCH} filtered copula models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "484--501",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302025",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ding:2021:HDM,
  author =       "Yi Ding and Yingying Li and Xinghua Zheng",
  title =        "High dimensional minimum variance portfolio estimation
                 under statistical factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "502--515",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302037",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fiorentini:2021:NTA,
  author =       "Gabriele Fiorentini and Enrique Sentana",
  title =        "New testing approaches for mean-variance
                 predictability",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "516--538",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302049",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2021:AMM,
  author =       "Rong Chen and Han Xiao and Dan Yang",
  title =        "Autoregressive models for matrix-valued time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "539--560",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302050",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dai:2021:WCP,
  author =       "Min Dai and Yanwei Jia and Steven Kou",
  title =        "The wisdom of the crowd and prediction markets",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "561--578",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302062",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cui:2021:MLR,
  author =       "Qiurong Cui and Yuqing Xu and Zhengjun Zhang and
                 Vincent Chan",
  title =        "Max-linear regression models with regularization",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "579--600",
  month =        "????",
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 24 14:52:26 MDT 2021",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302074",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:PMb,
  author =       "Anonymous",
  title =        "Pages 601--860 ({May 2021})",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "ii--ii",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00091-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621000919",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Meitz:2021:TOD,
  author =       "Mika Meitz and Pentti Saikkonen",
  title =        "Testing for observation-dependent regime switching in
                 mixture autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "601--624",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.048",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302438",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delgado:2021:TCV,
  author =       "Miguel A. Delgado and Luis A. Arteaga-Molina",
  title =        "Testing constancy in varying coefficient models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "625--644",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.041",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302657",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{An:2021:DDU,
  author =       "Yonghong An and Yingyao Hu and Ruli Xiao",
  title =        "Dynamic decisions under subjective expectations: a
                 structural analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "645--675",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.046",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302414",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jentsch:2021:VAI,
  author =       "Carsten Jentsch and Marco Meyer",
  title =        "On the validity of {Akaike}'s identity for random
                 fields",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "676--687",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.044",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302347",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Park:2021:NEJ,
  author =       "Joon Y. Park and Bin Wang",
  title =        "Nonparametric estimation of jump diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "688--715",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302189",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Olea:2021:MLP,
  author =       "Jos{\'e} Luis Montiel Olea and James Nesbit",
  title =        "{(Machine)} learning parameter regions",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "716--744",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302177",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2021:FMR,
  author =       "Sainan Jin and Ke Miao and Liangjun Su",
  title =        "On factor models with random missing: {EM} estimation,
                 inference, and cross validation",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "745--777",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302815",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kalouptsidi:2021:LIR,
  author =       "Myrto Kalouptsidi and Paul T. Scott and Eduardo
                 Souza-Rodrigues",
  title =        "Linear {IV} regression estimators for structural
                 dynamic discrete choice models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "778--804",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302578",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sonksen:2021:EAP,
  author =       "Jantje S{\"o}nksen and Joachim Grammig",
  title =        "Empirical asset pricing with multi-period disaster
                 risk: a simulation-based approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "805--832",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302748",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mogliani:2021:BMP,
  author =       "Matteo Mogliani and Anna Simoni",
  title =        "{Bayesian} {MIDAS} penalized regressions: Estimation,
                 selection, and prediction",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "1",
  pages =        "833--860",
  month =        may,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620302207",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:PJa,
  author =       "Anonymous",
  title =        "Pages 861--1108 ({June 2021})",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "ii--ii",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00106-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001068",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Callaway:2021:BDT,
  author =       "Brantly Callaway",
  title =        "Bounds on distributional treatment effect parameters
                 using panel data with an application on job
                 displacement",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "861--881",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302839",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kojevnikov:2021:LTN,
  author =       "Denis Kojevnikov and Vadim Marmer and Kyungchul Song",
  title =        "Limit theorems for network dependent random
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "882--908",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302402",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dong:2021:WSE,
  author =       "Chaohua Dong and Oliver Linton and Bin Peng",
  title =        "A weighted sieve estimator for nonparametric time
                 series models with nonstationary variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "909--932",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303079",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dogan:2021:BRC,
  author =       "Osman Dogan and S{\"u}leyman Taspinar and Anil K.
                 Bera",
  title =        "A {Bayesian} robust chi-squared test for testing
                 simple hypotheses",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "933--958",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.046",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303018",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2021:UHS,
  author =       "Zhongjian Lin and Xun Tang and Ning Neil Yu",
  title =        "Uncovering heterogeneous social effects in binary
                 choices",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "959--973",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303080",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2021:TVM,
  author =       "Yuying Sun and Yongmiao Hong and Tae-Hwy Lee and
                 Shouyang Wang and Xinyu Zhang",
  title =        "Time-varying model averaging",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "974--992",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303067",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hwang:2021:STC,
  author =       "Jungbin Hwang",
  title =        "Simple and trustworthy cluster-robust {GMM}
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "993--1023",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.048",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303043",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cui:2021:SEE,
  author =       "Liyuan Cui and Yongmiao Hong and Yingxing Li",
  title =        "Solving {Euler} equations via two-stage nonparametric
                 penalized splines",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "1024--1056",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.042",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302323",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Horowitz:2021:BDB,
  author =       "Joel L. Horowitz",
  title =        "Bounding the difference between true and nominal
                 rejection probabilities in tests of hypotheses about
                 instrumental variables models",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "1057--1082",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303353",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heiler:2021:VIT,
  author =       "Phillip Heiler and Ekaterina Kazak",
  title =        "Valid inference for treatment effect parameters under
                 irregular identification and many extreme propensity
                 scores",
  journal =      j-J-ECONOMETRICS,
  volume =       "222",
  number =       "2",
  pages =        "1083--1108",
  month =        jun,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:26 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303377",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:PJb,
  author =       "Anonymous",
  title =        "Pages 1--276 ({July 2021})",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "ii--ii",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00119-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001196",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Frazier:2021:IIL,
  author =       "David T. Frazier and Bonsoo Koo",
  title =        "Indirect inference for locally stationary models",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "1--27",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303031",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Breunig:2021:NRS,
  author =       "Christoph Breunig and Peter Haan",
  title =        "Nonparametric regression with selectively missing
                 covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "28--52",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.050",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303183",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2021:NEL,
  author =       "Hanchao Wang and Bin Peng and Degui Li and Chenlei
                 Leng",
  title =        "Nonparametric estimation of large covariance matrices
                 with conditional sparsity",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "53--72",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303456",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schumann:2021:ILB,
  author =       "Martin Schumann and Thomas A. Severini and Gautam
                 Tripathi",
  title =        "Integrated likelihood based inference for nonlinear
                 panel data models with unobserved effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "73--95",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303432",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2021:MSU,
  author =       "Jiun-Hua Su",
  title =        "Model selection in utility-maximizing binary
                 prediction",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "96--124",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.052",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303420",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hidalgo:2021:ISL,
  author =       "Javier Hidalgo and Marcia Schafgans",
  title =        "Inference without smoothing for large panels with
                 cross-sectional and temporal dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "125--160",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303481",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heiler:2021:SCR,
  author =       "Phillip Heiler and Jana Mareckova",
  title =        "Shrinkage for categorical regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "161--189",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.051",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303407",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liao:2021:MAP,
  author =       "Jun Liao and Guohua Zou and Yan Gao and Xinyu Zhang",
  title =        "Model averaging prediction for time series models with
                 a diverging number of parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "190--221",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303493",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2021:MUP,
  author =       "Lars Peter Hansen and Thomas J. Sargent",
  title =        "Macroeconomic uncertainty prices when beliefs are
                 tenuous",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "222--250",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303419",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guay:2021:EEF,
  author =       "Fran{\c{c}}ois Guay and Gustavo Schwenkler",
  title =        "Efficient estimation and filtering for multivariate
                 jump-diffusions",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "1",
  pages =        "251--275",
  month =        jul,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303511",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "ii--ii",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00138-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100138X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Keane:2021:OIS,
  author =       "Michael Keane and Dennis Kristensen and Fedor Iskhakov
                 and Bertel Schjerning",
  title =        "Overview: Implementation of structural dynamic models:
                 Methodology and applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "277--279",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001019",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aguirregabiria:2021:SSU,
  author =       "Victor Aguirregabiria and Jiaying Gu and Yao Luo",
  title =        "Sufficient statistics for unobserved heterogeneity in
                 structural dynamic logit models",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "280--311",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.07.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303286",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Buchholz:2021:SED,
  author =       "Nicholas Buchholz and Matthew Shum and Haiqing Xu",
  title =        "Semiparametric estimation of dynamic discrete choice
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "312--327",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303274",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kristensen:2021:SDD,
  author =       "Dennis Kristensen and Patrick K. Mogensen and Jong
                 Myun Moon and Bertel Schjerning",
  title =        "Solving dynamic discrete choice models using smoothing
                 and sieve methods",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "328--360",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303298",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abbring:2021:LMH,
  author =       "Jaap H. Abbring and Tim Salimans",
  title =        "The likelihood of mixed hitting times",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "361--375",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001093",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barkley:2021:BFA,
  author =       "Aaron Barkley and Joachim R. Groeger and Robert A.
                 Miller",
  title =        "Bidding frictions in ascending auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "376--400",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303250",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Iskhakov:2021:ETS,
  author =       "Fedor Iskhakov and Michael Keane",
  title =        "Effects of taxes and safety net pensions on life-cycle
                 labor supply, savings and human capital: the case of
                 {Australia}",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "401--432",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303262",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bobba:2021:LMS,
  author =       "Matteo Bobba and Luca Flabbi and Santiago Levy and
                 Mauricio Tejada",
  title =        "Labor market search, informality, and on-the-job human
                 capital accumulation",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "433--453",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.05.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303304",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mezza:2021:IDE,
  author =       "Alvaro Mezza and Moshe Buchinsky",
  title =        "Illegal drugs, education, and labor market outcomes",
  journal =      j-J-ECONOMETRICS,
  volume =       "223",
  number =       "2",
  pages =        "454--484",
  month =        aug,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:27 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303316",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "ii--ii",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00167-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001676",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ng:2021:AIP,
  author =       "Serena Ng and Zhongjun Qu and Timothy Vogelsang",
  title =        "Annals Issue: {PI-Day} Honoring {Pierre Perron}",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "1--2",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001287",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Casini:2021:CRL,
  author =       "Alessandro Casini and Pierre Perron",
  title =        "Continuous record {Laplace}-based inference about the
                 break date in structural change models",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "3--21",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030261X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carrion-i-Silvestre:2021:STS,
  author =       "Josep Llu{\'\i}s Carrion-i-Silvestre and Dukpa Kim",
  title =        "Statistical tests of a simple energy balance equation
                 in a synthetic model of cotrending and cointegration",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "22--38",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303559",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andrews:2021:IAE,
  author =       "Isaiah Andrews and Toru Kitagawa and Adam McCloskey",
  title =        "Inference after estimation of breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "39--59",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.036",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302591",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yousuf:2021:BHD,
  author =       "Kashif Yousuf and Serena Ng",
  title =        "Boosting high dimensional predictive regressions with
                 time varying parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "60--87",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302827",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2021:SEO,
  author =       "Junwen Lu and Zhongjun Qu",
  title =        "Sieve estimation of option-implied state price
                 density",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "88--112",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000737",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rho:2021:ITS,
  author =       "Seunghwa Rho and Timothy J. Vogelsang",
  title =        "Inference in time series models using
                 smoothed-clustered standard errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "113--133",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.037",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302608",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2021:DSP,
  author =       "Jushan Bai and Kunpeng Li",
  title =        "Dynamic spatial panel data models with common shocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "134--160",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303961",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boswijk:2021:BNS,
  author =       "H. Peter Boswijk and Giuseppe Cavaliere and Iliyan
                 Georgiev and Anders Rahbek",
  title =        "Bootstrapping non-stationary stochastic volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "161--180",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000282",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ahsan:2021:SEI,
  author =       "Md. Nazmul Ahsan and Jean-Marie Dufour",
  title =        "Simple estimators and inference for higher-order
                 stochastic volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "181--197",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001007",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2021:STS,
  author =       "David I. Harvey and Stephen J. Leybourne and A. M.
                 Robert Taylor",
  title =        "Simple tests for stock return predictability with good
                 size and power properties",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "198--214",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000270",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2021:CIP,
  author =       "Torben G. Andersen and Rasmus T. Varneskov",
  title =        "Consistent inference for predictive regressions in
                 persistent economic systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "1",
  pages =        "215--244",
  month =        sep,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.051",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303547",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:PO,
  author =       "Anonymous",
  title =        "Pages 245--466 ({October 2021})",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "ii--ii",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00200-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002001",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Baltagi:2021:DTH,
  author =       "Badi H. Baltagi and Alain Pirotte and Zhenlin Yang",
  title =        "Diagnostic tests for homoskedasticity in spatial
                 cross-sectional or panel models",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "245--270",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303444",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhong:2021:MRE,
  author =       "Xiaohan Zhong and Lin Zhu",
  title =        "The medium-run efficiency consequences of unfair
                 school matching: Evidence from {Chinese} college
                 admissions",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "271--285",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.054",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303675",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Meyer:2021:ETS,
  author =       "Bruce D. Meyer and Nikolas Mittag",
  title =        "An empirical total survey error decomposition using
                 data combination",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "286--305",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303687",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jiang:2021:AIS,
  author =       "Feiyu Jiang and Dong Li and Ke Zhu",
  title =        "Adaptive inference for a semiparametric generalized
                 autoregressive conditional heteroskedasticity model",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "306--329",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303699",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antoine:2021:REE,
  author =       "Bertille Antoine and Prosper Dovonon",
  title =        "Robust estimation with exponentially tilted
                 {Hellinger} distance",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "330--344",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303705",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gualdani:2021:EMN,
  author =       "Cristina Gualdani",
  title =        "An econometric model of network formation with an
                 application to board interlocks between firms",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "345--370",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303729",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lok:2021:IBT,
  author =       "Thomas M. Lok and Rami V. Tabri",
  title =        "An improved bootstrap test for restricted stochastic
                 dominance",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "371--393",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303730",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2021:TVI,
  author =       "Liudas Giraitis and George Kapetanios and Massimiliano
                 Marcellino",
  title =        "Time-varying instrumental variable estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "394--415",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303754",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bravo:2021:RNR,
  author =       "Francesco Bravo and Degui Li and Dag Tj{\o}stheim",
  title =        "Robust nonlinear regression estimation in null
                 recurrent time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "416--438",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.028",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303766",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jiang:2021:REL,
  author =       "Bin Jiang and Yanrong Yang and Jiti Gao and Cheng
                 Hsiao",
  title =        "Recursive estimation in large panel data models:
                 Theory and practice",
  journal =      j-J-ECONOMETRICS,
  volume =       "224",
  number =       "2",
  pages =        "439--465",
  month =        oct,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.055",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303870",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBm,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "1",
  pages =        "ii--ii",
  month =        nov,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00209-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002098",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mavroeidis:2021:ESI,
  author =       "Sophocles Mavroeidis",
  title =        "Editorial for Special Issue: Vector Autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "1",
  pages =        "1--1",
  month =        nov,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001871",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guethmundsson:2021:DGL,
  author =       "Gu{\eth}mundur Stef{\'a}n Gu{\eth}mundsson and
                 Christian Brownlees",
  title =        "Detecting groups in large vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "1",
  pages =        "2--26",
  month =        nov,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100124X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guay:2021:ISV,
  author =       "Alain Guay",
  title =        "Identification of structural vector autoregressions
                 through higher unconditional moments",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "1",
  pages =        "27--46",
  month =        nov,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303651",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carriero:2021:UTV,
  author =       "Andrea Carriero and Todd E. Clark and Massimiliano
                 Marcellino",
  title =        "Using time-varying volatility for identification in
                 Vector Autoregressions: an application to endogenous
                 uncertainty",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "1",
  pages =        "47--73",
  month =        nov,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001858",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Olea:2021:ISV,
  author =       "Jos{\'e} L. Montiel Olea and James H. Stock and Mark
                 W. Watson",
  title =        "Inference in Structural Vector Autoregressions
                 identified with an external instrument",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "1",
  pages =        "74--87",
  month =        nov,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302311",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arias:2021:IBP,
  author =       "Jonas E. Arias and Juan F. Rubio-Ram{\'\i}rez and
                 Daniel F. Waggoner",
  title =        "Inference in {Bayesian} Proxy-{SVARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "1",
  pages =        "88--106",
  month =        nov,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303985",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goncalves:2021:IRA,
  author =       "S{\'\i}lvia Gon{\c{c}}alves and Ana Mar{\'\i}a Herrera
                 and Lutz Kilian and Elena Pesavento",
  title =        "Impulse response analysis for structural dynamic
                 models with nonlinear regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "1",
  pages =        "107--130",
  month =        nov,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:28 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001810",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:EBn,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "ii--ii",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00238-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002384",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2021:NE,
  author =       "Anonymous",
  title =        "A Note from the {Editors}",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "131--131",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002396",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2021:INM,
  author =       "Sukjin Han",
  title =        "Identification in nonparametric models for dynamic
                 treatment effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "132--147",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303717",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chung:2021:PTH,
  author =       "EunYi Chung and Mauricio Olivares",
  title =        "Permutation test for heterogeneous treatment effects
                 with a nuisance parameter",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "148--174",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001561",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2021:EDT,
  author =       "Liyang Sun and Sarah Abraham",
  title =        "Estimating dynamic treatment effects in event studies
                 with heterogeneous treatment effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "175--199",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030378X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Callaway:2021:DDM,
  author =       "Brantly Callaway and Pedro H. C. Sant'Anna",
  title =        "Difference-in-Differences with multiple time periods",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "200--230",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303948",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kitagawa:2021:IRP,
  author =       "Toru Kitagawa",
  title =        "The identification region of the potential outcome
                 distributions under instrument independence",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "231--253",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000968",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Goodman-Bacon:2021:DDV,
  author =       "Andrew Goodman-Bacon",
  title =        "Difference-in-differences with variation in treatment
                 timing",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "254--277",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001445",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhao:2021:CAF,
  author =       "Anqi Zhao and Peng Ding",
  title =        "Covariate-adjusted {Fisher} randomization tests for
                 the average treatment effect",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "278--294",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001457",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ferman:2021:MEF,
  author =       "Bruno Ferman",
  title =        "Matching estimators with few treated and many control
                 observations",
  journal =      j-J-ECONOMETRICS,
  volume =       "225",
  number =       "2",
  pages =        "295--307",
  month =        dec,
  year =         "2021",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001895",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "ii--ii",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00269-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002694",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Graham:2022:IAI,
  author =       "Bryan Graham and Keisuke Hirano",
  title =        "Introduction to the Annals Issue in Honor of {Gary
                 Chamberlain}",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "1--3",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002128",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chamberlain:2022:FPD,
  author =       "Gary Chamberlain",
  title =        "Feedback in panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "4--20",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2019.08.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001937",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Alvarez:2022:RLE,
  author =       "Javier Alvarez and Manuel Arellano",
  title =        "Robust likelihood estimation of dynamic panel data
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "21--61",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000956",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Athey:2022:DBA,
  author =       "Susan Athey and Guido W. Imbens",
  title =        "Design-based analysis in Difference-In-Differences
                 settings with staggered adoption",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "62--79",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000488",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Buchinsky:2022:EIS,
  author =       "Moshe Buchinsky and Fanghua Li and Zhipeng Liao",
  title =        "Estimation and inference of semiparametric models
                 using data from several sources",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "80--103",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000385",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dominitz:2022:MRS,
  author =       "Jeff Dominitz and Charles F. Manski",
  title =        "Minimax-regret sample design in anticipation of
                 missing data, with application to panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "104--114",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620304000",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Graham:2022:SEE,
  author =       "Bryan S. Graham and Cristine Campos de Xavier Pinto",
  title =        "Semiparametrically efficient estimation of the average
                 linear regression function",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "115--138",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001925",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hirano:2022:ACV,
  author =       "Keisuke Hirano and Jonathan H. Wright",
  title =        "Analyzing cross-validation for forecasting with
                 structural instability",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "139--154",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620304024",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kasy:2022:WWW,
  author =       "Maximilian Kasy",
  title =        "Who wins, who loses? {Identification} of conditional
                 causal effects, and the welfare impact of changing
                 wages",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "155--170",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000452",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Knox:2022:ASR,
  author =       "Thomas A. Knox",
  title =        "Approximation of sign-regular kernels",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "171--191",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001949",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Narisetty:2022:CQR,
  author =       "Naveen Narisetty and Roger Koenker",
  title =        "Censored quantile regression survival models with a
                 cure proportion",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "1",
  pages =        "192--203",
  month =        jan,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:29 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303997",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:PF,
  author =       "Anonymous",
  title =        "Pages 205--498 ({February 2022})",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "ii--ii",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(21)00297-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002979",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2022:ISM,
  author =       "Arthur Lewbel and Xirong Lin",
  title =        "Identification of semiparametric model coefficients,
                 with an application to collective households",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "205--223",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001834",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gimenes:2022:QRM,
  author =       "Nathalie Gimenes and Emmanuel Guerre",
  title =        "Quantile regression methods for first-price auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "224--247",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001524",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsieh:2022:IED,
  author =       "Yu-Wei Hsieh and Xiaoxia Shi and Matthew Shum",
  title =        "Inference on estimators defined by mathematical
                 programming",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "248--268",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100172X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2022:INM,
  author =       "Yingyao Hu and Susanne Schennach and Ji-Liang Shiu",
  title =        "Identification of nonparametric monotonic regression
                 models with continuous nonclassical measurement
                 errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "269--294",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001305",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jun:2022:TRA,
  author =       "Sung Jae Jun and Federico Zincenko",
  title =        "Testing for risk aversion in first-price sealed-bid
                 auctions",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "295--320",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001469",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2022:SSM,
  author =       "Ruixuan Liu and Zhengfei Yu",
  title =        "Sample selection models with monotone control
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "321--342",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001342",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Luo:2022:IDG,
  author =       "Yao Luo and Ping Xiao and Ruli Xiao",
  title =        "Identification of dynamic games with unobserved
                 heterogeneity and multiple equilibria",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "343--367",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001470",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2022:EMC,
  author =       "Zhentong Lu",
  title =        "Estimating multinomial choice models with unobserved
                 choice sets",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "368--398",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001755",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bada:2022:WMP,
  author =       "O. Bada and A. Kneip and D. Liebl and T. Mensinger and
                 J. Gualtieri and R. C. Sickles",
  title =        "A wavelet method for panel models with jump
                 discontinuities in the parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "399--422",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002189",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khalil:2022:TSO,
  author =       "Umair Khalil and Nese Yildiz",
  title =        "A test of the selection on observables assumption
                 using a discontinuously distributed covariate",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "423--450",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002451",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aradillas-Lopez:2022:IOR,
  author =       "Andr{\'e}s Aradillas-L{\'o}pez and Adam M. Rosen",
  title =        "Inference in ordered response games with complete
                 information",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "451--476",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002347",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Krasnokutskaya:2022:EUI,
  author =       "Elena Krasnokutskaya and Kyungchul Song and Xun Tang",
  title =        "Estimating unobserved individual heterogeneity using
                 pairwise comparisons",
  journal =      j-J-ECONOMETRICS,
  volume =       "226",
  number =       "2",
  pages =        "477--497",
  month =        feb,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000142",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "ii--ii",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00014-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000148",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2022:OTS,
  author =       "Torben G. Andersen and Chia-Lin Chang and Shiqing
                 Ling",
  title =        "Overview: Time series analysis of higher moments and
                 distributions of financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "1--3",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002335",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wan:2022:GFT,
  author =       "Phyllis Wan and Richard A. Davis",
  title =        "Goodness-of-fit testing for time series models via
                 distance covariance",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "4--24",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302256",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lieberman:2022:UTA,
  author =       "Offer Lieberman and Peter C. B. Phillips",
  title =        "Understanding temporal aggregation effects on kurtosis
                 in financial indices",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "25--46",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.035",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030258X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Francq:2022:TEM,
  author =       "Christian Francq and Jean-Michel Zako{\"\i}an",
  title =        "Testing the existence of moments for {GARCH}
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "47--64",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302268",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2022:TVP,
  author =       "Francisco Blasques and Siem Jan Koopman and Marc
                 Nientker",
  title =        "A time-varying parameter model for local explosions",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "65--84",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001846",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Demetrescu:2022:TEP,
  author =       "Matei Demetrescu and Iliyan Georgiev and Paulo M. M.
                 Rodrigues and A. M. Robert Taylor",
  title =        "Testing for episodic predictability in stock returns",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "85--113",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620300026",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2022:TCA,
  author =       "Zongwu Cai and Ying Fang and Qiuhua Xu",
  title =        "Testing capital asset pricing models using
                 functional-coefficient panel data models with
                 cross-sectional dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "114--133",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302086",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2022:T,
  author =       "Federico M. Bandi and Roberto Ren{\`o}",
  title =        "$ \beta $ in the tails",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "134--150",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302128",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{So:2022:EEH,
  author =       "Mike K. P. So and Thomas W. C. Chan and Amanda M. Y.
                 Chu",
  title =        "Efficient estimation of high-dimensional dynamic
                 covariance by risk factor mapping: Applications for
                 financial risk management",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "151--167",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.040",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620301664",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2022:ASB,
  author =       "Christina Dan Wang and Zhao Chen and Yimin Lian and
                 Min Chen",
  title =        "Asset selection based on high frequency {Sharpe}
                 ratio",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "168--188",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302244",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2022:ODE,
  author =       "Congshan Zhang and Jia Li and Tim Bollerslev",
  title =        "Occupation density estimation for noisy high-frequency
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "189--211",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030230X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hafner:2022:ISM,
  author =       "Christian M. Hafner and Helmut Herwartz and Simone
                 Maxand",
  title =        "Identification of structural multivariate {GARCH}
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "212--227",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302098",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2022:LBI,
  author =       "Xingfa Zhang and Rongmao Zhang and Yuan Li and Shiqing
                 Ling",
  title =        "{LADE}-based inferences for autoregressive models with
                 heavy-tailed {G-GARCH(1, 1)} noise",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "228--240",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303742",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2022:BIB,
  author =       "Giuseppe Cavaliere and Heino Bohn Nielsen and Rasmus
                 S{\o}ndergaard Pedersen and Anders Rahbek",
  title =        "Bootstrap inference on the boundary of the parameter
                 space, with application to conditional volatility
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "241--263",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302232",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2022:HQE,
  author =       "Guochang Wang and Ke Zhu and Guodong Li and Wai Keung
                 Li",
  title =        "Hybrid quantile estimation for asymmetric power
                 {GARCH} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "264--284",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302220",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Asai:2022:RME,
  author =       "Manabu Asai and Chia-Lin Chang and Michael McAleer",
  title =        "Realized matrix-exponential stochastic volatility with
                 asymmetry, long memory and higher-moment spillovers",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "1",
  pages =        "285--304",
  month =        mar,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Feb 7 06:32:30 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001809",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:PAa,
  author =       "Anonymous",
  title =        "Pages 305--518 ({April 2022})",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "ii--ii",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00026-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000264",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nagler:2022:SVC,
  author =       "Thomas Nagler and Daniel Kr{\"u}ger and Aleksey Min",
  title =        "Stationary vine copula models for multivariate time
                 series",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "305--324",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003043",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2022:MLE,
  author =       "Francisco Blasques and Janneke van Brummelen and Siem
                 Jan Koopman and Andr{\'e} Lucas",
  title =        "Maximum likelihood estimation for score-driven
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "325--346",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001743",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Werker:2022:STH,
  author =       "Bas J. M. Werker and Bo Zhou",
  title =        "Semiparametric testing with highly persistent
                 predictors",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "347--370",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001573",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2022:FCP,
  author =       "Peter C. B. Phillips and Ying Wang",
  title =        "Functional coefficient panel modeling with communal
                 smoothing covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "371--407",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000944",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Karmakar:2022:SIT,
  author =       "Sayar Karmakar and Stefan Richter and Wei Biao Wu",
  title =        "Simultaneous inference for time-varying models",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "408--428",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000725",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Demetrescu:2022:RAI,
  author =       "Matei Demetrescu and Paulo M. M. Rodrigues",
  title =        "Residual-augmented {IVX} predictive regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "429--460",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030395X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2022:DBH,
  author =       "Kim Christensen and Roel Oomen and Roberto Ren{\`o}",
  title =        "The drift burst hypothesis",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "461--497",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303912",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bognanni:2022:CLB,
  author =       "Mark Bognanni",
  title =        "Comment on {``Large Bayesian vector autoregressions
                 with stochastic volatility and non-conjugate
                 priors''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "498--505",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See \cite{Carriero:2019:LBV}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002554",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carriero:2022:CLB,
  author =       "Andrea Carriero and Joshua Chan and Todd E. Clark and
                 Massimiliano Marcellino",
  title =        "Corrigendum to {``Large Bayesian vector
                 autoregressions with stochastic volatility and
                 non-conjugate priors''} [J. Econometrics {\bf 212} (1)
                 (2019) 137--154]",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "506--512",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See \cite{Carriero:2019:LBV}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002773",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pettenuzzo:2022:CPS,
  author =       "Davide Pettenuzzo and Yong Song and Allan Timmermann",
  title =        "Corrigendum to {``Predictability of stock returns and
                 asset allocation under structural breaks''} [J.
                 Econometrics {\bf 164} (2011) 60--78]",
  journal =      j-J-ECONOMETRICS,
  volume =       "227",
  number =       "2",
  pages =        "513--517",
  month =        apr,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Feb 22 06:24:46 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2010.bib;
                 https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000476",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "ii--ii",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00051-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000513",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tauchen:2022:NDN,
  author =       "George Tauchen",
  title =        "New directions in nonlinear structural estimation:
                 {Bayes} and Frequentist",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "1--3",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002426",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Belloni:2022:HDL,
  author =       "Alexandre Belloni and Christian Hansen and Whitney
                 Newey",
  title =        "High-dimensional linear models with many endogenous
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "4--26",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002220",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gallant:2022:NBS,
  author =       "A. Ronald Gallant",
  title =        "Nonparametric {Bayes} subject to overidentified moment
                 conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "27--38",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000555",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ai:2022:EIC,
  author =       "Chunrong Ai and Oliver Linton and Zheng Zhang",
  title =        "Estimation and inference for the counterfactual
                 distribution and quantile functions in continuous
                 treatment models",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "39--61",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000543",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fulop:2022:BEL,
  author =       "Andras Fulop and Jeremy Heng and Junye Li and Hening
                 Liu",
  title =        "{Bayesian} estimation of long-run risk models using
                 sequential {Monte Carlo}",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "62--84",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000531",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gallant:2022:CEU,
  author =       "A. Ronald Gallant and Han Hong and Michael P. Leung
                 and Jessie Li",
  title =        "Constrained estimation using penalization and {MCMC}",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "85--106",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100052X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giacomini:2022:RBI,
  author =       "Raffaella Giacomini and Toru Kitagawa and Matthew
                 Read",
  title =        "Robust {Bayesian} inference in proxy {SVARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "107--126",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000518",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2022:CBT,
  author =       "Xiaohong Chen and Zhijie Xiao and Bo Wang",
  title =        "Copula-based time series with filtered
                 nonstationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "127--155",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303808",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2022:VEH,
  author =       "Congshan Zhang and Jia Li and Viktor Todorov and
                 George Tauchen",
  title =        "Variation and efficiency of high-frequency betas",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "1",
  pages =        "156--175",
  month =        may,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Mar 11 06:38:22 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303778",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:PJa,
  author =       "Anonymous",
  title =        "Pages 177--398 ({June 2022})",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "ii--ii",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00074-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000744",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2022:SSN,
  author =       "Cathy Yi-Hsuan Chen and Wolfgang Karl H{\"a}rdle and
                 Yegor Klochkov",
  title =        "{SONIC}: {SOcial Network analysis with Influencers and
                 Communities}",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "177--220",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000816",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shapiro:2022:MNS,
  author =       "Adam Hale Shapiro and Moritz Sudhof and Daniel J.
                 Wilson",
  title =        "Measuring news sentiment",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "221--243",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.053",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303535",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Farbmacher:2022:EAN,
  author =       "Helmut Farbmacher and Leander L{\"o}w and Martin
                 Spindler",
  title =        "An explainable attention network for fraud detection
                 in claims management",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "244--258",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.05.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302852",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Angelico:2022:CWM,
  author =       "Cristina Angelico and Juri Marcucci and Marcello
                 Miccoli and Filippo Quarta",
  title =        "Can we measure inflation expectations using
                 {Twitter}?",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "259--277",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000227",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Byrne:2022:IFI,
  author =       "David P. Byrne and Susumu Imai and Neelam Jain and
                 Vasilis Sarafidis",
  title =        "Instrument-free identification and estimation of
                 differentiated products models using cost data",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "278--301",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000021",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2022:IMP,
  author =       "Xin Jin and John M. Maheu and Qiao Yang",
  title =        "Infinite {Markov} pooling of predictive
                 distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "302--321",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002578",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Allen:2022:LCB,
  author =       "Roy Allen and John Rehbeck",
  title =        "Latent complementarity in bundles models",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "322--341",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002438",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fakih:2022:SDT,
  author =       "Ali Fakih and Paul Makdissi and Walid Marrouch and
                 Rami V. Tabri and Myra Yazbeck",
  title =        "A stochastic dominance test under survey nonresponse
                 with an application to comparing trust levels in
                 {Lebanese} public institutions",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "342--358",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002311",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hu:2022:IEG,
  author =       "Yingyao Hu and Jiaxiong Yao",
  title =        "Illuminating economic growth",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "359--378",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001767",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2022:IPD,
  author =       "Guohua Feng and Jiti Gao and Bin Peng",
  title =        "An integrated panel data approach to modelling
                 economic growth",
  journal =      j-J-ECONOMETRICS,
  volume =       "228",
  number =       "2",
  pages =        "379--397",
  month =        jun,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Apr 18 06:24:25 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000014",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:PJb,
  author =       "Anonymous",
  title =        "Pages 1--218 ({July 2022})",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "ii--ii",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00082-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000823",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2022:APC,
  author =       "Jungjun Choi and Xiye Yang",
  title =        "Asymptotic properties of correlation-based principal
                 component analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "1--18",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002050",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Juodis:2022:IPF,
  author =       "Arturas Juodis and Vasilis Sarafidis",
  title =        "An incidental parameters free inference approach for
                 panels with common shocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "19--54",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001135",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2022:EIH,
  author =       "Jia Chen and Yongcheol Shin and Chaowen Zheng",
  title =        "Estimation and inference in heterogeneous spatial
                 panels with a multifactor error structure",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "55--79",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001433",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Freyaldenhoven:2022:FML,
  author =       "Simon Freyaldenhoven",
  title =        "Factor models with local factors --- Determining the
                 number of relevant factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "80--102",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001275",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anatolyev:2022:FMM,
  author =       "Stanislav Anatolyev and Anna Mikusheva",
  title =        "Factor models with many assets: Strong factors, weak
                 factors, and the two-pass procedure",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "103--126",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000130",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Saart:2022:FTS,
  author =       "Patrick W. Saart and Yingcun Xia",
  title =        "Functional time series approach to analyzing asset
                 returns co-movements",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "127--151",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000804",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2022:HDT,
  author =       "Long Feng and Wei Lan and Binghui Liu and Yanyuan Ma",
  title =        "High-dimensional test for alpha in linear factor
                 pricing models with sparse alternatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "152--175",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001962",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2022:KFL,
  author =       "Arthur Lewbel",
  title =        "{Kotlarski} with a factor loading",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "176--179",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001603",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2022:MLE,
  author =       "Fa Wang",
  title =        "Maximum likelihood estimation and inference for high
                 dimensional generalized factor models with application
                 to factor-augmented regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "180--200",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303894",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2022:PEL,
  author =       "Long Yu and Yong He and Xinbing Kong and Xinsheng
                 Zhang",
  title =        "Projected estimation for large-dimensional matrix
                 factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "1",
  pages =        "201--217",
  month =        jul,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sun May 1 07:32:19 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001123",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:PAb,
  author =       "Anonymous",
  title =        "Pages 219--452 ({August 2022})",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "ii--ii",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00104-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200104X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fang:2022:SMA,
  author =       "Fang Fang and Jialiang Li and Xiaochao Xia",
  title =        "Semiparametric model averaging prediction for
                 dichotomous response",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "219--245",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303882",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Peng:2022:IMS,
  author =       "Jingfu Peng and Yuhong Yang",
  title =        "On improvability of model selection by model
                 averaging",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "246--262",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303973",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoshino:2022:SIE,
  author =       "Tadao Hoshino",
  title =        "Sieve {IV} estimation of cross-sectional interaction
                 models with nonparametric endogenous effect",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "263--275",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620304036",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hwang:2022:DCR,
  author =       "Jungbin Hwang and Byunghoon Kang and Seojeong Lee",
  title =        "A doubly corrected robust variance estimator for
                 linear {GMM}",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "276--298",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000166",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heiss:2022:NER,
  author =       "Florian Heiss and Stephan Hetzenecker and Maximilian
                 Osterhaus",
  title =        "Nonparametric estimation of the random coefficients
                 model: an elastic net approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "299--321",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000178",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2022:LPR,
  author =       "Ji Hyung Lee and Zhentao Shi and Zhan Gao",
  title =        "On {LASSO} for predictive regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "322--349",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100049X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kitazawa:2022:TMC,
  author =       "Yoshitsugu Kitazawa",
  title =        "Transformations and moment conditions for dynamic
                 fixed effects logit models",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "350--362",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000464",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dovonon:2022:TES,
  author =       "Prosper Dovonon and Abderrahim Taamouti and Julian
                 Williams",
  title =        "Testing the eigenvalue structure of spot and
                 integrated covariance",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "363--395",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000579",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tu:2022:SFC,
  author =       "Yundong Tu and Ying Wang",
  title =        "Spurious functional-coefficient regression models and
                 robust inference with marginal integration",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "396--421",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000713",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2022:VVE,
  author =       "Yingying Li and Guangying Liu and Zhiyuan Zhang",
  title =        "Volatility of volatility: Estimation and tests based
                 on noisy high frequency data with jumps",
  journal =      j-J-ECONOMETRICS,
  volume =       "229",
  number =       "2",
  pages =        "422--451",
  month =        aug,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed May 25 09:15:58 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000701",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "ii--ii",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00110-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001105",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2022:BME,
  author =       "Jun Yu",
  title =        "{Bayesian} Methods in Economics and Finance:
                 {Editor}'s Introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "1--2",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003109",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2022:BFA,
  author =       "Jianqing Fan and Bai Jiang and Qiang Sun",
  title =        "{Bayesian} factor-adjusted sparse regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "3--19",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000828",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ando:2022:BML,
  author =       "Tomohiro Ando and Jushan Bai and Kunpeng Li",
  title =        "{Bayesian} and maximum likelihood analysis of
                 large-scale panel choice models with unobserved
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "20--38",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100083X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lopes:2022:PIP,
  author =       "Hedibert F. Lopes and Robert E. McCulloch and Ruey S.
                 Tsay",
  title =        "Parsimony inducing priors for large scale state-space
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "39--61",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002621",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Norets:2022:ABE,
  author =       "Andriy Norets and Justinas Pelenis",
  title =        "Adaptive {Bayesian} estimation of conditional
                 discrete-continuous distributions with an application
                 to stock market trading activity",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "62--82",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100261X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2022:PBW,
  author =       "Xiaobin Liu and Yong Li and Jun Yu and Tao Zeng",
  title =        "Posterior-based {Wald}-type statistics for hypothesis
                 testing",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "83--113",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002608",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wan:2022:RTB,
  author =       "Runqing Wan and Andras Fulop and Junye Li",
  title =        "Real-time {Bayesian} learning and bond return
                 predictability",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "114--130",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.052",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000877",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fisher:2022:BNL,
  author =       "Mark Fisher and Mark J. Jensen",
  title =        "{Bayesian} nonparametric learning of how skill is
                 distributed across the mutual fund industry",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "131--153",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001147",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Petrova:2022:AVB,
  author =       "Katerina Petrova",
  title =        "Asymptotically valid {Bayesian} inference in the
                 presence of distributional misspecification in {VAR}
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "154--182",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000865",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2022:FIB,
  author =       "Guanhao Feng and Jingyu He",
  title =        "Factor investing: a {Bayesian} hierarchical approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "183--200",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100258X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2022:AAF,
  author =       "Zhiwu Hong and Linlin Niu and Chen Zhang",
  title =        "Affine arbitrage-free yield net models with
                 application to the euro debt crisis",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "1",
  pages =        "201--220",
  month =        sep,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Jun 8 09:31:16 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002591",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:PO,
  author =       "Anonymous",
  title =        "Pages 221--558 ({October 2022})",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "ii--ii",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00135-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200135X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2022:PFL,
  author =       "Yanghui Liu and Yehua Li and Raymond J. Carroll and
                 Naisyin Wang",
  title =        "Predictive functional linear models with diverging
                 number of semiparametric single-index interactions",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "221--239",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001020",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2022:GTG,
  author =       "Li Chen and Jiti Gao and Farshid Vahid",
  title =        "Global temperatures and greenhouse gases: a common
                 features approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "240--254",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001159",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2022:NJV,
  author =       "Viktor Todorov",
  title =        "Nonparametric jump variation measures from options",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "255--280",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001263",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Agudze:2022:MSP,
  author =       "Komla M. Agudze and Monica Billio and Roberto Casarin
                 and Francesco Ravazzolo",
  title =        "{Markov} switching panel with endogenous
                 synchronization effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "281--298",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001251",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DeLuca:2022:SPB,
  author =       "Giuseppe {De Luca} and Jan R. Magnus and Franco
                 Peracchi",
  title =        "Sampling properties of the {Bayesian} posterior mean
                 with an application to {WALS} estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "299--317",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001482",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zou:2022:ICM,
  author =       "Tao Zou and Wei Lan and Runze Li and Chih-Ling Tsai",
  title =        "Inference on covariance-mean regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "318--338",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001585",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Loaiza-Maya:2022:FAV,
  author =       "Rub{\'e}n Loaiza-Maya and Michael Stanley Smith and
                 David J. Nott and Peter J. Danaher",
  title =        "Fast and accurate variational inference for models
                 with many latent variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "339--362",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001330",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2022:EIA,
  author =       "Yulong Wang and Zhijie Xiao",
  title =        "Estimation and inference about tail features with tail
                 censored data",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "363--387",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001548",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dong:2022:EVC,
  author =       "Hao Dong and Taisuke Otsu and Luke Taylor",
  title =        "Estimation of varying coefficient models with
                 measurement error",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "388--415",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001615",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2022:RPS,
  author =       "Dongxiao Han and Jian Huang and Yuanyuan Lin and
                 Guohao Shen",
  title =        "Robust post-selection inference of high-dimensional
                 mean regression with heavy-tailed asymmetric or
                 heteroskedastic errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "416--431",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001639",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Firpo:2022:GQR,
  author =       "Sergio Firpo and Antonio F. Galvao and Cristine Pinto
                 and Alexandre Poirier and Graciela Sanroman",
  title =        "{GMM} quantile regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "432--452",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001299",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tu:2022:NIQ,
  author =       "Yundong Tu and Han-Ying Liang and Qiying Wang",
  title =        "Nonparametric inference for quantile cointegrations
                 with stationary covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "453--482",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001731",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2022:TPJ,
  author =       "Bin Wang and Xu Zheng",
  title =        "Testing for the presence of jump components in jump
                 diffusion models",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "483--509",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001779",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2022:LMM,
  author =       "Torben G. Andersen and Ilya Archakov and G{\"o}khan
                 Cebiroglu and Nikolaus Hautsch",
  title =        "Local mispricing and microstructural noise: a
                 parametric perspective",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "510--534",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See corrigendum \cite{Andersen:2023:CLM}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001780",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hansen:2022:HSP,
  author =       "Peter Reinhard Hansen and Elena-Ivona Dumitrescu",
  title =        "How should parameter estimation be tailored to the
                 objective?",
  journal =      j-J-ECONOMETRICS,
  volume =       "230",
  number =       "2",
  pages =        "535--558",
  month =        oct,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Aug 11 08:37:04 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001822",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "ii--ii",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00141-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001415",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delavande:2022:IJE,
  author =       "Adeline Delavande and Wilbert van der Klaauw and
                 Joachim Winter and Basit Zafar",
  title =        "Introduction to the {{\booktitle{Journal of
                 Econometrics}}} Annals Issue on {``Subjective
                 Expectations and Probabilities in Economics''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "1--2",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000045",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cunha:2022:MSE,
  author =       "Fl{\'a}vio Cunha and Irma Elo and Jennifer Culhane",
  title =        "Maternal subjective expectations about the technology
                 of skill formation predict investments in children one
                 year later",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "3--32",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.044",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302700",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Biroli:2022:PBA,
  author =       "Pietro Biroli and Teodora Boneva and Akash Raja and
                 Christopher Rauh",
  title =        "Parental beliefs about returns to child health
                 investments",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "33--57",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302712",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bobba:2022:SPA,
  author =       "Matteo Bobba and Veronica Frisancho",
  title =        "Self-perceptions about academic achievement: Evidence
                 from {Mexico City}",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "58--73",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302724",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Delavande:2022:ANA,
  author =       "Adeline Delavande and Emilia {Del Bono} and Angus
                 Holford",
  title =        "Academic and non-academic investments at university:
                 the role of expectations, preferences and constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "74--97",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030275X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Patnaik:2022:RHR,
  author =       "Arpita Patnaik and Joanna Venator and Matthew Wiswall
                 and Basit Zafar",
  title =        "The role of heterogeneous risk preferences, discount
                 rates, and earnings expectations in college major
                 choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "98--122",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.04.050",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302773",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kosar:2022:UMA,
  author =       "Gizem Kosar and Tyler Ransom and Wilbert van der
                 Klaauw",
  title =        "Understanding migration aversion using elicited
                 counterfactual choice probabilities",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "123--147",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.056",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000415",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gong:2022:MCL,
  author =       "Yifan Gong and Ralph Stinebrickner and Todd
                 Stinebrickner",
  title =        "Marriage, children, and labor supply: Beliefs and
                 outcomes",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "148--164",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.023",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302803",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Roth:2022:BAP,
  author =       "Christopher Roth and Sonja Settele and Johannes
                 Wohlfart",
  title =        "Beliefs about public debt and the demand for
                 government spending",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "165--187",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000397",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gaglianone:2022:IDI,
  author =       "Wagner Piazza Gaglianone and Raffaella Giacomini and
                 Jo{\~a}o Victor Issler and Vasiliki Skreta",
  title =        "Incentive-driven inattention",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "188--212",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302736",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Heiss:2022:DHS,
  author =       "Florian Heiss and Michael Hurd and Maarten van Rooij
                 and Tobias Rossmann and Joachim Winter",
  title =        "Dynamics and heterogeneity of subjective stock market
                 expectations",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "213--231",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002232",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{vonGaudecker:2022:HHS,
  author =       "Hans-Martin von Gaudecker and Axel Wogrolly",
  title =        "Heterogeneity in households' stock market beliefs:
                 Levels, dynamics, and epistemic uncertainty",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "232--247",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000403",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bellemare:2022:OFP,
  author =       "Charles Bellemare and Sabine Kr{\"o}ger and Kouam{\'e}
                 Marius Sossou",
  title =        "Optimal frequency of portfolio evaluation in a choice
                 experiment with ambiguity and loss aversion",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "248--264",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303900",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giustinelli:2022:TCR,
  author =       "Pamela Giustinelli and Charles F. Manski and Francesca
                 Molinari",
  title =        "Tail and center rounding of probabilistic expectations
                 in the Health and Retirement Study",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "265--281",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.020",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302761",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Altig:2022:SBU,
  author =       "David Altig and Jose Maria Barrero and Nicholas Bloom
                 and Steven J. Davis and Brent Meyer and Nicholas
                 Parker",
  title =        "Surveying business uncertainty",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "282--303",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.021",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302785",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Grewenig:2022:ISE,
  author =       "Elisabeth Grewenig and Philipp Lergetporer and
                 Katharina Werner and Ludger Woessmann",
  title =        "Incentives, search engines, and the elicitation of
                 subjective beliefs: Evidence from representative online
                 survey experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "1",
  pages =        "304--326",
  month =        nov,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.03.022",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Thu Sep 8 10:12:15 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302797",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2022:EBl,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "ii--ii",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00174-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001749",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2022:ESI,
  author =       "Atsushi Inoue and Lutz Kilian and Andrew Patton",
  title =        "Editorial for special issue in honor of {Francis X.
                 Diebold}",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "327--328",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100244X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2022:CRB,
  author =       "Yinchu Zhu and Allan Timmermann",
  title =        "Conditional rotation between forecasting models",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "329--347",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002505",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2022:ZHR,
  author =       "Tim Bollerslev and Marcelo C. Medeiros and Andrew J.
                 Patton and Rogier Quaedvlieg",
  title =        "From zero to hero: Realized partial (co)variances",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "348--360",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002517",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2022:TPI,
  author =       "Torben G. Andersen and Rasmus T. Varneskov",
  title =        "Testing for parameter instability and structural
                 change in persistent predictive regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "361--386",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002529",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gardner:2022:WSL,
  author =       "Ben Gardner and Chiara Scotti and Clara Vega",
  title =        "Words speak as loudly as actions: Central bank
                 communication and the response of equity prices to
                 macroeconomic announcements",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "387--409",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002530",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Christensen:2022:MRI,
  author =       "Jens H. E. Christensen and Mark M. Spiegel",
  title =        "Monetary reforms and inflation expectations in
                 {Japan}: Evidence from inflation-indexed bonds",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "410--431",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002542",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Czellar:2022:AML,
  author =       "Veronika Czellar and David T. Frazier and Eric
                 Renault",
  title =        "Approximate maximum likelihood for complex structural
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "432--456",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002463",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Inoue:2022:JBI,
  author =       "Atsushi Inoue and Lutz Kilian",
  title =        "Joint {Bayesian} inference about impulse responses in
                 {VAR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "457--476",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002475",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aruoba:2022:SOB,
  author =       "S. Boragan Aruoba and Marko Mlikota and Frank
                 Schorfheide and Sergio Villalvazo",
  title =        "{SVARs} with occasionally-binding constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "477--499",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002487",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cimadomo:2022:NLB,
  author =       "Jacopo Cimadomo and Domenico Giannone and Michele
                 Lenza and Francesca Monti and Andrej Sokol",
  title =        "Nowcasting with large {Bayesian} vector
                 autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "500--519",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002499",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2022:PAI,
  author =       "Francis X. Diebold and Glenn D. Rudebusch",
  title =        "Probability assessments of an ice-free {Arctic}:
                 Comparing statistical and climate model projections",
  journal =      j-J-ECONOMETRICS,
  volume =       "231",
  number =       "2",
  pages =        "520--534",
  month =        dec,
  year =         "2022",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Oct 26 06:12:01 MDT 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620304012",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:PJa,
  author =       "Anonymous",
  title =        "Pages 1--270 ({January 2023})",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "ii--ii",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(22)00198-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001981",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jiang:2023:TSA,
  author =       "Feiyu Jiang and Zifeng Zhao and Xiaofeng Shao",
  title =        "Time series analysis of {COVID-19} infection curve: a
                 change-point perspective",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "1--17",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.07.039",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620302633",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Berger:2023:NOG,
  author =       "Tino Berger and James Morley and Benjamin Wong",
  title =        "Nowcasting the output gap",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "18--34",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303523",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gourieroux:2023:TVM,
  author =       "C. Gourieroux and J. Jasiak",
  title =        "Time varying {Markov} process with partially observed
                 aggregate data: an application to coronavirus",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "35--51",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303791",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huber:2023:NPU,
  author =       "Florian Huber and Gary Koop and Luca Onorante and
                 Michael Pfarrhofer and Josef Schreiner",
  title =        "Nowcasting in a pandemic using non-parametric mixed
                 frequency {VARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "52--69",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303936",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ho:2023:HGV,
  author =       "Paul Ho and Thomas A. Lubik and Christian Matthes",
  title =        "How to go viral: a {COVID-19} model with endogenously
                 time-varying parameters",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "70--86",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000105",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khismatullina:2023:NCE,
  author =       "Marina Khismatullina and Michael Vogt",
  title =        "Nonparametric comparison of epidemic time trends: the
                 case of {COVID-19}",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "87--108",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100155X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kitagawa:2023:WSG,
  author =       "Toru Kitagawa and Guanyi Wang",
  title =        "Who should get vaccinated? Individualized allocation
                 of vaccines over {SIR} network",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "109--131",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002219",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ma:2023:SST,
  author =       "Yingying Ma and Shaojun Guo and Hansheng Wang",
  title =        "Sparse spatio-temporal autoregressions by profiling
                 and bagging",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "132--147",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100035X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gupta:2023:ECF,
  author =       "Abhimanyu Gupta",
  title =        "Efficient closed-form estimation of large spatial
                 autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "148--167",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001597",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pouliot:2023:SEM,
  author =       "Guillaume Allaire Pouliot",
  title =        "Spatial econometrics for misaligned data",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "168--190",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001627",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ando:2023:SPQ,
  author =       "Tomohiro Ando and Kunpeng Li and Lina Lu",
  title =        "A spatial panel quantile model with unobserved
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "191--213",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002323",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rabovic:2023:ESS,
  author =       "Renata Rabovic and Pavel C{\'\i}zek",
  title =        "Estimation of spatial sample selection models: a
                 partial maximum likelihood approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "214--243",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002815",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rossi:2023:HOL,
  author =       "Francesca Rossi and Peter M. Robinson",
  title =        "Higher-order least squares inference for spatial
                 autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "1",
  pages =        "244--269",
  month =        jan,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Nov 21 08:54:19 MST 2022",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000458",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:PF,
  author =       "Anonymous",
  title =        "Pages 271--604 ({February 2023})",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "ii--ii",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00009-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300009X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:IHP,
  author =       "Anonymous",
  title =        "Introducing How-To papers",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "271--271",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000015",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{MacKinnon:2023:CRI,
  author =       "James G. MacKinnon and Morten {\O}rregaard Nielsen and
                 Matthew D. Webb",
  title =        "Cluster-robust inference: a guide to empirical
                 practice",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "272--299",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000781",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kheifets:2023:FML,
  author =       "Igor L. Kheifets and Peter C. B. Phillips",
  title =        "Fully modified least squares cointegrating parameter
                 estimation in multicointegrated systems",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "300--319",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100186X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dong:2023:HDS,
  author =       "Chaohua Dong and Jiti Gao and Oliver Linton",
  title =        "High dimensional semiparametric moment restriction
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "320--345",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001883",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Matsushita:2023:SOR,
  author =       "Yukitoshi Matsushita and Taisuke Otsu",
  title =        "Second-order refinements for $t$-ratios with many
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "346--366",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001901",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{He:2023:SQR,
  author =       "Xuming He and Xiaoou Pan and Kean Ming Tan and Wen-Xin
                 Zhou",
  title =        "Smoothed quantile regression with large-scale
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "367--388",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001950",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2023:MFR,
  author =       "Xiaohu Wang and Weilin Xiao and Jun Yu",
  title =        "Modeling and forecasting realized volatility with the
                 fractional {Ornstein--Uhlenbeck} process",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "389--415",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002037",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Augustyniak:2023:DTH,
  author =       "Maciej Augustyniak and Alexandru Badescu and
                 Jean-Fran{\c{c}}ois B{\'e}gin",
  title =        "A discrete-time hedging framework with multiple
                 factors and fat tails: On what matters",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "416--444",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002049",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hounyo:2023:EVC,
  author =       "Ulrich Hounyo and Kajal Lahiri",
  title =        "Estimating the variance of a combined forecast:
                 Bootstrap-based approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "445--468",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002244",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2023:WBC,
  author =       "Peter C. B. Phillips and Ying Wang",
  title =        "When bias contributes to variance: True limit theory
                 in functional coefficient cointegrating regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "469--489",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002190",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carlson:2023:RCI,
  author =       "Alyssa Carlson",
  title =        "Relaxing conditional independence in an endogenous
                 binary response model",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "490--500",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100230X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dellaportas:2023:SIF,
  author =       "Petros Dellaportas and Michalis K. Titsias and
                 Katerina Petrova and Anastasios Plataniotis",
  title =        "Scalable inference for a full multivariate stochastic
                 volatility model",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "501--520",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100227X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ding:2023:SJM,
  author =       "Yashuang (Dexter) Ding",
  title =        "A simple joint model for returns, volatility and
                 volatility of volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "521--543",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002268",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2023:TSR,
  author =       "Xin Chen and Dan Yang and Yan Xu and Yin Xia and Dong
                 Wang and Haipeng Shen",
  title =        "Testing and support recovery of correlation structures
                 for matrix-valued observations with an application to
                 stock market data",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "544--564",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002281",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2023:WRM,
  author =       "Yuehao Bai",
  title =        "Why randomize? {Minimax} optimality under permutation
                 invariance",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "565--575",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002566",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Botosaru:2023:ITV,
  author =       "Irene Botosaru and Chris Muris and Krishna Pendakur",
  title =        "Identification of time-varying transformation models
                 with fixed effects, with an application to unobserved
                 heterogeneity in resource shares",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "576--597",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002633",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2023:CLM,
  author =       "Torben G. Andersen and Ilya Archakov and G{\"o}khan
                 Cebiroglu and Nikolaus Hautsch",
  title =        "Corrigendum to {``Local mispricing and microstructural
                 noise: a parametric perspective'' [J. Econometrics {\bf
                 230} (2022) 510--534]}",
  journal =      j-J-ECONOMETRICS,
  volume =       "232",
  number =       "2",
  pages =        "598--603",
  month =        feb,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Sat Feb 11 10:39:06 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See \cite{Andersen:2022:LMM}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000027",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:PMa,
  author =       "Anonymous",
  title =        "Pages 1--332 ({March 2023})",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "ii--ii",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00052-0",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000520",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Leng:2023:MDL,
  author =       "Xuan Leng and Heng Chen and Wendun Wang",
  title =        "Multi-dimensional latent group structures with
                 heterogeneous distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "1--21",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002177",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2023:CCB,
  author =       "In Choi and Rui Lin and Yongcheol Shin",
  title =        "Canonical correlation-based model selection for the
                 multilevel factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "22--44",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002207",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lumsdaine:2023:EPG,
  author =       "Robin L. Lumsdaine and Ryo Okui and Wendun Wang",
  title =        "Estimation of panel group structure models with
                 structural breaks in group memberships and
                 coefficients",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "45--65",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000033",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Higgins:2023:SEN,
  author =       "Ayden Higgins and Federico Martellosio",
  title =        "Shrinkage estimation of network spillovers with factor
                 structured errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "66--87",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003080",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guggenberger:2023:TKP,
  author =       "Patrik Guggenberger and Frank Kleibergen and Sophocles
                 Mavroeidis",
  title =        "A test for {Kronecker Product Structure} covariance
                 matrix",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "88--112",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000203",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cahan:2023:FBI,
  author =       "Ercument Cahan and Jushan Bai and Serena Ng",
  title =        "Factor-based imputation of missing values and
                 covariances in panel data of large dimensions",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "113--131",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000215",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ma:2023:GFL,
  author =       "Chenchen Ma and Yundong Tu",
  title =        "Group fused Lasso for large factor models with
                 multiple structural breaks",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "132--154",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000331",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miao:2023:HDV,
  author =       "Ke Miao and Peter C. B. Phillips and Liangjun Su",
  title =        "High-dimensional {VARs} with common factors",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "155--183",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200032X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Callaway:2023:TEI,
  author =       "Brantly Callaway and Sonia Karami",
  title =        "Treatment effects in interactive fixed effects models
                 with a small number of time periods",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "184--208",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200029X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Duan:2023:QML,
  author =       "Jiangtao Duan and Jushan Bai and Xu Han",
  title =        "Quasi-maximum likelihood estimation of break point in
                 high-dimensional factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "209--236",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000379",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guo:2023:ICL,
  author =       "Xiao Guo and Yu Chen and Cheng Yong Tang",
  title =        "Information criteria for latent factor models: a study
                 on factor pervasiveness and adaptivity",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "237--250",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000707",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2023:ILF,
  author =       "Yucheng Sun and Wen Xu and Chuanhai Zhang",
  title =        "Identifying latent factors based on high-frequency
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "251--270",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000938",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Xiong:2023:LDL,
  author =       "Ruoxuan Xiong and Markus Pelger",
  title =        "Large dimensional latent factor modeling with missing
                 observations and applications to causal inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "271--301",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000914",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fu:2023:TSC,
  author =       "Zhonghao Fu and Yongmiao Hong and Xia Wang",
  title =        "Testing for structural changes in large dimensional
                 factor models via discrete {Fourier} transform",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "1",
  pages =        "302--331",
  month =        mar,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 1 08:37:21 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001270",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:PAa,
  author =       "Anonymous",
  title =        "Pages 333--714 ({April 2023})",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "??--??",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "ii--ii",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00067-2",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000672",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Card:2023:ISI,
  author =       "David Card and Ian Schmutte and Lars Vilhuber",
  title =        "Introduction to the Special Issue: Models of linked
                 employer-employee data: Twenty years after {``High Wage
                 Workers and High Wage Firms''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "333--339",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000337",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DiAddario:2023:IAW,
  author =       "Sabrina {Di Addario} and Patrick Kline and Raffaele
                 Saggio and Mikkel S{\o}lvsten",
  title =        "It ain't where you're from, it's where you're at:
                 Hiring origins, firm heterogeneity, and wages",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "340--374",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.017",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000641",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lachowska:2023:DFE,
  author =       "Marta Lachowska and Alexandre Mas and Raffaele Saggio
                 and Stephen A. Woodbury",
  title =        "Do firm effects drift? {Evidence} from {Washington}
                 administrative data",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "375--395",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000604",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Engbom:2023:FPD,
  author =       "Niklas Engbom and Christian Moser and Jan Sauermann",
  title =        "Firm pay dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "396--423",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000653",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schmieder:2023:EAW,
  author =       "Johannes F. Schmieder",
  title =        "Establishment age and wages",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "424--442",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000350",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barth:2023:TDC,
  author =       "Erling Barth and James C. Davis and Richard B. Freeman
                 and Kristina McElheran",
  title =        "Twisting the demand curve: Digitalization and the
                 older workforce",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "443--467",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003018",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Eliason:2023:SCS,
  author =       "Marcus Eliason and Lena Hensvik and Francis Kramarz
                 and Oskar Nordstr{\"o}m Skans",
  title =        "Social connections and the sorting of workers to
                 firms",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "468--506",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000896",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lavetti:2023:GDS,
  author =       "Kurt Lavetti and Ian M. Schmutte",
  title =        "Gender differences in sorting on wages and risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "507--523",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200183X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Crane:2023:CLM,
  author =       "Leland D. Crane and Henry R. Hyatt and Seth M.
                 Murray",
  title =        "Cyclical labor market sorting",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "524--543",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000616",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dostie:2023:EPI,
  author =       "Benoit Dostie and Jiang Li and David Card and Daniel
                 Parent",
  title =        "Employer policies and the immigrant-native earnings
                 gap",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "544--567",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002293",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Woodcock:2023:DDW,
  author =       "Simon D. Woodcock",
  title =        "The determinants of displaced workers' wages: Sorting,
                 matching, selection, and the {Hartz} reforms",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "568--595",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200118X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Carneiro:2023:PW,
  author =       "Anabela Carneiro and Pedro Portugal and Pedro Raposo
                 and Paulo M. M. Rodrigues",
  title =        "The persistence of wages",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "596--611",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002839",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Addison:2023:UMD,
  author =       "John T. Addison and Pedro Portugal and Hugo de Almeida
                 Vilares",
  title =        "Union membership density and wages: the role of
                 worker, firm, and job-title heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "612--632",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003006",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bana:2023:UUS,
  author =       "Sarah Bana and Kelly Bedard and Maya Rossin-Slater and
                 Jenna Stearns",
  title =        "Unequal use of social insurance benefits: the role of
                 employers",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "633--660",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000628",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huitfeldt:2023:ILM,
  author =       "Ingrid Huitfeldt and Andreas R. Kost{\o}l and Jan
                 Nimczik and Andrea Weber",
  title =        "Internal labor markets: a worker flow approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "661--688",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200063X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Braun:2023:ESE,
  author =       "Martin Braun and Valentin Verdier",
  title =        "Estimation of spillover effects with matched data or
                 longitudinal network data",
  journal =      j-J-ECONOMETRICS,
  volume =       "233",
  number =       "2",
  pages =        "689--714",
  month =        apr,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 8 09:30:05 MST 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002827",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:PMb,
  author =       "Anonymous",
  title =        "Pages 1--370 ({May 2023})",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "??--??",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "ii--ii",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00089-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000891",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:JEA,
  author =       "Anonymous",
  title =        "{{\booktitle{Journal of Econometrics}}} Awards
                 Announcement",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "1--2",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000799",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cui:2023:SDC,
  author =       "Yan Cui and Jun Yang and Zhou Zhou",
  title =        "State-domain change point detection for nonlinear time
                 series regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "3--27",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002645",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2023:IML,
  author =       "Yong Li and Nianling Wang and Jun Yu",
  title =        "Improved marginal likelihood estimation via power
                 posteriors and importance sampling",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "28--52",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002736",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Todorov:2023:BRS,
  author =       "Viktor Todorov and Yang Zhang",
  title =        "Bias reduction in spot volatility estimation from
                 options",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "53--81",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002785",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Centorrino:2023:MLE,
  author =       "Samuele Centorrino and Mar{\'\i}a P{\'e}rez-Urdiales",
  title =        "Maximum likelihood estimation of stochastic frontier
                 models with endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "82--105",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002761",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Escanciano:2023:IIS,
  author =       "Juan Carlos Escanciano",
  title =        "Irregular identification of structural models with
                 nonparametric unobserved heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "106--127",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003055",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2023:VC,
  author =       "Yanqin Fan and Marc Henry",
  title =        "Vector copulas",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "128--150",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002803",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{He:2023:MPT,
  author =       "Yi He and Sombut Jaidee and Jiti Gao",
  title =        "Most powerful test against a sequence of high
                 dimensional local alternatives",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "151--177",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003079",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Royer:2023:CAP,
  author =       "Julien Royer",
  title =        "Conditional asymmetry in {Power ARCH($ \infty $)}
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "178--204",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003031",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2023:QRC,
  author =       "Songnian Chen and Qian Wang",
  title =        "Quantile regression with censoring and sample
                 selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "205--226",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.018",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003092",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2023:NRI,
  author =       "Zongwu Cai and Haiqiang Chen and Xiaosai Liao",
  title =        "A new robust inference for predictive quantile
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "227--250",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100302X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2023:QSD,
  author =       "F. Blasques and Christian Francq and S{\'e}bastien
                 Laurent",
  title =        "Quasi score-driven models",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "251--275",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200001X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Krampe:2023:SIS,
  author =       "J. Krampe and E. Paparoditis and C. Trenkler",
  title =        "Structural inference in sparse high-dimensional vector
                 autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "276--300",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000057",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hubner:2023:IUD,
  author =       "Stefan Hubner",
  title =        "Identification of unobserved distribution factors and
                 preferences in the collective household model",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "301--326",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000173",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hwang:2023:FSC,
  author =       "Jungbin Hwang and Gonzalo Vald{\'e}s",
  title =        "Finite-sample corrected inference for two-step {GMM}
                 in time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "327--352",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000069",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2023:PPE,
  author =       "Hengxin Li and Ruodu Wang",
  title =        "{PELVE}: Probability Equivalent Level of {VaR} and
                 {ES}",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "1",
  pages =        "353--370",
  month =        may,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Wed Mar 15 09:38:02 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000380",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:PJb,
  author =       "Anonymous",
  title =        "Pages 371--776 ({June 2023})",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "??--??",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "ii--ii",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00123-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001239",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Babii:2023:IRD,
  author =       "Andrii Babii and Rohit Kumar",
  title =        "Isotonic regression discontinuity designs",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "371--393",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000506",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sasaki:2023:EIP,
  author =       "Yuya Sasaki and Takuya Ura",
  title =        "Estimation and inference for policy relevant treatment
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "394--450",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001494",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abrevaya:2023:ETE,
  author =       "Jason Abrevaya and Haiqing Xu",
  title =        "Estimation of treatment effects under endogenous
                 heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "451--478",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001500",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kedagni:2023:ITE,
  author =       "D{\'e}sir{\'e} K{\'e}dagni",
  title =        "Identifying treatment effects in the presence of
                 confounded types",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "479--511",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001512",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shi:2023:FSP,
  author =       "Zhentao Shi and Jingyi Huang",
  title =        "Forward-selected panel data approach for program
                 evaluation",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "512--535",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001536",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kim:2023:PIC,
  author =       "Dongwoo Kim",
  title =        "Partially identifying competing risks models: an
                 application to the war on cancer",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "536--564",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001913",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bartalotti:2023:IMT,
  author =       "Ot{\'a}vio Bartalotti and D{\'e}sir{\'e} K{\'e}dagni
                 and Vitor Possebom",
  title =        "Identifying marginal treatment effects in the presence
                 of sample selection",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "565--584",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621002797",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pereda-Fernandez:2023:IET,
  author =       "Santiago Pereda-Fern{\'a}ndez",
  title =        "Identification and estimation of triangular models
                 with a binary treatment",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "585--623",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.019",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000410",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kock:2023:TRD,
  author =       "Anders Bredahl Kock and David Preinerstorfer and
                 Bezirgen Veliyev",
  title =        "Treatment recommendation with distributional targets",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "624--646",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001518",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Manski:2023:PPB,
  author =       "Charles F. Manski",
  title =        "Probabilistic prediction for binary treatment choice:
                 With focus on personalized medicine",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "647--663",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001579",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{uille:2023:NDD,
  author =       "Xavier D Haultf uille and Stefan Hoderlein and Yuya
                 Sasaki",
  title =        "Nonparametric difference-in-differences in repeated
                 cross-sections with continuous treatments",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "664--690",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001452",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Viviano:2023:SLM,
  author =       "Davide Viviano and Jelena Bradic",
  title =        "Synthetic Learner: Model-free inference on treatments
                 over time",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "691--713",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200152X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kueck:2023:EIT,
  author =       "Jannis Kueck and Ye Luo and Martin Spindler and Zigan
                 Wang",
  title =        "Estimation and inference of treatment effects with {$
                 L_2 $}-boosting in high-dimensional settings",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "714--731",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000471",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Balat:2023:MTS,
  author =       "Jorge F. Balat and Sukjin Han",
  title =        "Multiple treatments with strategic substitutes",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "732--757",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.12.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001671",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jiang:2023:RAE,
  author =       "Liang Jiang and Peter C. B. Phillips and Yubo Tao and
                 Yichong Zhang",
  title =        "Regression-adjusted estimation of quantile treatment
                 effects under covariate-adaptive randomizations",
  journal =      j-J-ECONOMETRICS,
  volume =       "234",
  number =       "2",
  pages =        "758--776",
  month =        jun,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Apr 11 11:38:27 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001865",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:PJc,
  author =       "Anonymous",
  title =        "Pages 1--324 ({July 2023})",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "??--??",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "ii--ii",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00136-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001367",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antoine:2023:IRN,
  author =       "Bertille Antoine and Pascal Lavergne",
  title =        "Identification-robust nonparametric inference in a
                 linear {IV} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "1--24",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200046X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lewbel:2023:IDR,
  author =       "Arthur Lewbel and Jin Young Choi and Zhuzhu Zhou",
  title =        "Over-identified {Doubly Robust} identification and
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "25--42",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000434",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gribisch:2023:MRC,
  author =       "Bastian Gribisch and Jan Patrick Hartkopf",
  title =        "Modeling realized covariance measures with
                 heterogeneous liquidity: a generalized matrix-variate
                 {Wishart} state-space model",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "43--64",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000392",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{LaVecchia:2023:HOC,
  author =       "Davide {La Vecchia} and Alban Moor and Olivier
                 Scaillet",
  title =        "A higher-order correct fast moving-average bootstrap
                 for dependent data",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "65--81",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000422",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{VandeSijpe:2023:PCL,
  author =       "Nicolas {Van de Sijpe} and Frank Windmeijer",
  title =        "On the power of the conditional likelihood ratio and
                 related tests for weak-instrument robust inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "82--104",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000367",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bruck:2023:CCT,
  author =       "Florian Br{\"u}ck and Jean-David Fermanian and Aleksey
                 Min",
  title =        "A corrected {Clarke} test for model selection and
                 beyond",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "105--132",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.12.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000446",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2023:BIH,
  author =       "Giuseppe Cavaliere and Ye Lu and Anders Rahbek and
                 Jacob St{\ae}rk-{\O}stergaard",
  title =        "Bootstrap inference for {Hawkes} and general point
                 processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "133--165",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000574",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guo:2023:SIL,
  author =       "Xu Guo and Runze Li and Jingyuan Liu and Mudong Zeng",
  title =        "Statistical inference for linear mediation models with
                 high-dimensional mediators and application to studying
                 stock reaction to {COVID-19} pandemic",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "166--179",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000598",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Davis:2023:TSE,
  author =       "Richard Davis and Serena Ng",
  title =        "Time series estimation of the dynamic effects of
                 disaster-type shocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "180--201",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000665",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shimizu:2023:APB,
  author =       "Kenichi Shimizu",
  title =        "Asymptotic properties of {Bayesian} inference in
                 linear regression with a structural break",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "202--219",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200077X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gunsilius:2023:CIM,
  author =       "Florian F. Gunsilius",
  title =        "A condition for the identification of multivariate
                 models with binary instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "220--238",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000872",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huang:2023:BAM,
  author =       "Haitao Huang and Lei Jiang and Xuan Leng and Liang
                 Peng",
  title =        "Bootstrap analysis of mutual fund performance",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "239--255",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000951",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fitzenberger:2023:ETI,
  author =       "Bernd Fitzenberger and Aderonke Osikominu and Marie
                 Paul",
  title =        "The effects of training incidence and planned training
                 duration on labor market transitions",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "256--279",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000690",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2023:MAP,
  author =       "Xinyu Zhang and Chu-An Liu",
  title =        "Model averaging prediction by {$K$}-fold
                 cross-validation",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "280--301",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000975",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2023:LDD,
  author =       "Wayne Yuan Gao and Ming Li and Sheng Xu",
  title =        "Logical differencing in dyadic network formation
                 models with nontransferable utilities",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "1",
  pages =        "302--324",
  month =        jul,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Apr 28 06:19:57 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000884",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:PAb,
  author =       "Anonymous",
  title =        "Pages 325--2294 ({August 2023})",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "??--??",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "ii--ii",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00177-X",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300177X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2023:SBS,
  author =       "Ao Wang",
  title =        "{Sieve BLP}: a semi-nonparametric model of demand for
                 differentiated products",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "325--351",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000860",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2023:TTS,
  author =       "Kyungho Lee and Oliver Linton and Yoon-Jae Whang",
  title =        "Testing for time stochastic dominance",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "352--371",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000963",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Casini:2023:TES,
  author =       "Alessandro Casini",
  title =        "Theory of evolutionary spectra for heteroskedasticity
                 and autocorrelation robust inference in possibly
                 misspecified and nonstationary models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "372--392",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000999",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caner:2023:SRA,
  author =       "Mehmet Caner and Marcelo Medeiros and Gabriel F. R.
                 Vasconcelos",
  title =        "{Sharpe} Ratio analysis in high dimensions:
                 Residual-based nodewise regression in factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "393--417",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000926",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2023:PII,
  author =       "Yanqin Fan and Xuetao Shi and Jing Tao",
  title =        "Partial identification and inference in moment models
                 with incomplete data",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "418--443",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001002",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bi:2023:DID,
  author =       "Xuan Bi and Xiaotong Shen",
  title =        "Distribution-invariant differential privacy",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "444--453",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200121X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2023:MPR,
  author =       "Tao Yu and Pengfei Li and Baojiang Chen and Ao Yuan
                 and Jing Qin",
  title =        "Maximum pairwise-rank-likelihood-based inference for
                 the semiparametric transformation model",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "454--469",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001208",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadir:2023:GDF,
  author =       "Karim M. Abadir and Alessandra Luati and Paolo
                 Paruolo",
  title =        "{GARCH} density and functional forecasts",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "470--483",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001154",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Grundl:2023:RIF,
  author =       "Serafin Grundl and Yu Zhu",
  title =        "Robust inference in first-price auctions: Overbidding
                 as an identifying restriction",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "484--506",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001221",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Linton:2023:TSD,
  author =       "Oliver Linton and Myung Hwan Seo and Yoon-Jae Whang",
  title =        "Testing stochastic dominance with many conditioning
                 variables",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "507--527",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.05.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001191",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gu:2023:PIN,
  author =       "Jiaying Gu and Thomas M. Russell",
  title =        "Partial identification in nonseparable binary response
                 models with endogenous regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "528--562",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001166",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2023:RIS,
  author =       "Yanbo Liu and Peter C. B. Phillips",
  title =        "Robust inference with stochastic local unit root
                 regressors in predictive regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "563--591",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001233",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2023:MAA,
  author =       "Yi-Ting Chen and Chu-An Liu",
  title =        "Model averaging for asymptotically optimal combined
                 forecasts",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "592--607",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001245",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ho:2023:GRB,
  author =       "Paul Ho",
  title =        "Global robust {Bayesian} analysis in large models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "608--642",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001257",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fiorentini:2023:DMN,
  author =       "Gabriele Fiorentini and Enrique Sentana",
  title =        "Discrete mixtures of normals pseudo maximum likelihood
                 estimators of structural vector autoregressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "643--665",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001269",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aguiar:2023:PPP,
  author =       "Victor H. Aguiar and Nail Kashaev and Roy Allen",
  title =        "Prices, profits, proxies, and production",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "666--693",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001300",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2023:UIL,
  author =       "Xun Lu and Liangjun Su",
  title =        "Uniform inference in linear panel data models with
                 two-dimensional heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "694--719",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001312",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fu:2023:STT,
  author =       "Zhonghao Fu and Yongmiao Hong and Liangjun Su and Xia
                 Wang",
  title =        "Specification tests for time-varying coefficient
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "720--744",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001440",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bolko:2023:GAE,
  author =       "Anine E. Bolko and Kim Christensen and Mikko S.
                 Pakkanen and Bezirgen Veliyev",
  title =        "A {GMM} approach to estimate the roughness of
                 stochastic volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "745--778",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001476",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ge:2023:NIL,
  author =       "Shuyi Ge and Shaoran Li and Oliver Linton",
  title =        "News-implied linkages and local dependency in the
                 equity market",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "779--815",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001488",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2023:TRN,
  author =       "Yoonseok Lee and Yulong Wang",
  title =        "Threshold regression with nonparametric sample
                 splitting",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "816--842",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200149X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gallant:2023:VCM,
  author =       "A. Ronald Gallant",
  title =        "Variance-covariance from a {Metropolis} chain on a
                 curved, singular manifold",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "843--861",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001506",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Candelaria:2023:IIN,
  author =       "Luis E. Candelaria and Takuya Ura",
  title =        "Identification and inference of network formation
                 games with misclassified links",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "862--891",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001531",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bang:2023:UMR,
  author =       "Minji Bang and Wayne Yuan Gao and Andrew Postlewaite
                 and Holger Sieg",
  title =        "Using monotonicity restrictions to identify models
                 with partially latent covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "892--921",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001555",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{MacKinnon:2023:ULS,
  author =       "James G. MacKinnon",
  title =        "Using large samples in econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "922--926",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001580",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2023:PGE,
  author =       "Shengjie Hong and Liangjun Su and Tao Jiang",
  title =        "Profile {GMM} estimation of panel data models with
                 interactive fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "927--948",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001592",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Perera:2023:BST,
  author =       "Indeewara Perera and Mervyn J. Silvapulle",
  title =        "Bootstrap specification tests for dynamic conditional
                 distribution models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "949--971",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001634",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2023:TMD,
  author =       "Jinyuan Chang and Qing Jiang and Xiaofeng Shao",
  title =        "Testing the martingale difference hypothesis in high
                 dimension",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "972--1000",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001658",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ullah:2023:SPL,
  author =       "Aman Ullah and Tao Wang and Weixin Yao",
  title =        "Semiparametric partially linear varying coefficient
                 modal regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1001--1026",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200166X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bao:2023:IIE,
  author =       "Yong Bao and Xuewen Yu",
  title =        "Indirect inference estimation of dynamic panel data
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1027--1053",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001683",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arias:2023:MFV,
  author =       "Jonas E. Arias and Juan F. Rubio-Ram{\'\i}rez and
                 Minchul Shin",
  title =        "Macroeconomic forecasting and variable ordering in
                 multivariate stochastic volatility models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1054--1086",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001695",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2023:NIE,
  author =       "Ji Hyung Lee and Byoung G. Park",
  title =        "Nonparametric identification and estimation of the
                 extended {Roy} model",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1087--1113",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001774",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Adamek:2023:LIH,
  author =       "Robert Adamek and Stephan Smeekes and Ines Wilms",
  title =        "Lasso inference for high-dimensional time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1114--1143",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001804",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boudt:2023:EBA,
  author =       "Kris Boudt and Kirill Dragun and Orimar Sauri and
                 Steven Vanduffel",
  title =        "{ETF Basket-Adjusted Covariance} estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1144--1171",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001816",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lamy:2023:DIS,
  author =       "Laurent Lamy and Manasa Patnam and Michael Visser",
  title =        "Distinguishing incentive from selection effects in
                 auction-determined contracts",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1172--1202",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001828",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jochmans:2023:PEE,
  author =       "Koen Jochmans",
  title =        "Peer effects and endogenous social interactions",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1203--1214",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001853",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Schumann:2023:RSI,
  author =       "Martin Schumann and Thomas A. Severini and Gautam
                 Tripathi",
  title =        "The role of score and information bias in panel data
                 likelihoods",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1215--1238",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001889",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2023:CNA,
  author =       "Elynn Y. Chen and Jianqing Fan and Xuening Zhu",
  title =        "Community network auto-regression for high-dimensional
                 time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1239--1256",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001890",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Loh:2023:NIE,
  author =       "Isaac Loh",
  title =        "Nonparametric identification and estimation with
                 discrete instruments and regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1257--1279",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001907",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pellatt:2023:ATR,
  author =       "Daniel F. Pellatt and Yixiao Sun",
  title =        "Asymptotic {$F$} test in regressions with observations
                 collected at high frequency over long span",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1281--1309",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001919",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2023:TSE,
  author =       "Songnian Chen",
  title =        "Two-step estimation of censored quantile regression
                 for duration models with time-varying regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1310--1336",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.09.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001920",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2023:TSI,
  author =       "Song Xi Chen and Bin Guo and Yumou Qiu",
  title =        "Testing and signal identification for two-sample
                 high-dimensional covariances via multi-level
                 thresholding",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1337--1354",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001944",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2023:PTV,
  author =       "Yuying Sun and Yongmiao Hong and Shouyang Wang and
                 Xinyu Zhang",
  title =        "Penalized time-varying model averaging",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1355--1377",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.09.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622002019",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Botosaru:2023:TVU,
  author =       "Irene Botosaru",
  title =        "Time-varying unobserved heterogeneity in earnings
                 shocks",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1378--1393",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622002020",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2023:ICS,
  author =       "Torben G. Andersen and Raul Riva and Martin Thyrsgaard
                 and Viktor Todorov",
  title =        "Intraday cross-sectional distributions of systematic
                 risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1394--1418",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622002032",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2023:CSV,
  author =       "Joshua C. C. Chan",
  title =        "Comparing stochastic volatility specifications for
                 large {Bayesian} {VARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1419--1446",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622002056",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2023:DRR,
  author =       "Zongwu Cai and Ted Juhl",
  title =        "The distribution of rolling regression estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1447--1463",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622002068",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mehrabani:2023:EIL,
  author =       "Ali Mehrabani",
  title =        "Estimation and identification of latent group
                 structures in panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1464--1482",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200207X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ergemen:2023:PEL,
  author =       "Yunus Emre Ergemen",
  title =        "Parametric estimation of long memory in factor
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1483--1499",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762200210X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Mayer:2023:EIF,
  author =       "Alexander Mayer and Dominik Wied",
  title =        "Estimation and inference in factor copula models with
                 exogenous covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1500--1521",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000039",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pettenuzzo:2023:DSC,
  author =       "Davide Pettenuzzo and Riccardo Sabbatucci and Allan
                 Timmermann",
  title =        "Dividend suspensions and cash flows during the
                 {Covid-19} pandemic: a dynamic econometric model",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1522--1541",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300012X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Boot:2023:JIB,
  author =       "Tom Boot",
  title =        "Joint inference based on {Stein}-type averaging
                 estimators in the linear regression model",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1542--1563",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000155",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Enache:2023:FEA,
  author =       "Andreea Enache and Jean-Pierre Florens and Erwann
                 Sbai",
  title =        "A functional estimation approach to the first-price
                 auction models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1564--1588",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000192",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DiTraglia:2023:ICE,
  author =       "Francis J. DiTraglia and Camilo Garc{\'\i}a-Jimeno and
                 Rossa O'Keeffe-O'Donovan and Alejandro
                 S{\'a}nchez-Becerra",
  title =        "Identifying causal effects in experiments with
                 spillovers and non-compliance",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1589--1624",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000210",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Keane:2023:ISI,
  author =       "Michael Keane and Timothy Neal",
  title =        "Instrument strength in {IV} estimation and inference:
                 a guide to theory and practice",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1625--1653",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000222",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2023:BRM,
  author =       "Jiti Gao and Fei Liu and Bin Peng and Yayi Yan",
  title =        "Binary response models for heterogeneous panel data
                 with interactive fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1654--1679",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000234",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Firpo:2023:UIV,
  author =       "Sergio Firpo and Antonio F. Galvao and Thomas Parker",
  title =        "Uniform inference for value functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1680--1699",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000246",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chesher:2023:IMT,
  author =       "Andrew Chesher and Dongwoo Kim and Adam M. Rosen",
  title =        "{IV} methods for {Tobit} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1700--1724",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000258",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Semenova:2023:DML,
  author =       "Vira Semenova",
  title =        "Debiased machine learning of set-identified linear
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1725--1746",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300026X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chao:2023:JEC,
  author =       "John C. Chao and Norman R. Swanson and Tiemen
                 Woutersen",
  title =        "Jackknife estimation of a cluster-sample {IV}
                 regression model with many weak instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1747--1769",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000271",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Rossi:2023:SAE,
  author =       "Francesca Rossi and Offer Lieberman",
  title =        "Spatial autoregressions with an extended parameter
                 space and similarity-based weights",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1770--1798",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000283",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lamarche:2023:WBI,
  author =       "Carlos Lamarche and Thomas Parker",
  title =        "Wild bootstrap inference for penalized quantile
                 regression for longitudinal data",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1799--1826",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000313",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Drautzburg:2023:RSI,
  author =       "Thorsten Drautzburg and Jonathan H. Wright",
  title =        "Refining set-identification in {VARs} through
                 independence",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1827--1847",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000325",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2023:EEA,
  author =       "Jiafeng Chen and Xiaohong Chen and Elie Tamer",
  title =        "Efficient estimation of average derivatives in {NPIV}
                 models: Simulation comparisons of neural network
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1848--1875",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000349",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ma:2023:SEM,
  author =       "Chenchen Ma and Yundong Tu",
  title =        "Shrinkage estimation of multiple threshold factor
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1876--1892",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000489",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2023:AFM,
  author =       "Jushan Bai and Serena Ng",
  title =        "Approximate factor models with weaker loadings",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1893--1916",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.027",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300060X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2023:LVM,
  author =       "Sung Hoon Choi and Donggyu Kim",
  title =        "Large volatility matrix analysis using global and
                 national factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1917--1933",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000635",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bu:2023:UCN,
  author =       "Ruijun Bu and Jihyun Kim and Bin Wang",
  title =        "Uniform and {$ L_p $} convergences for nonparametric
                 continuous time regressions with semiparametric
                 applications",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1934--1954",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000726",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Su:2023:ILG,
  author =       "Liangjun Su and Wuyi Wang and Xingbai Xu",
  title =        "Identifying latent group structures in spatial dynamic
                 panels",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1955--1980",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000738",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{He:2023:OWT,
  author =       "Yong He and Xinbing Kong and Lorenzo Trapani and Long
                 Yu",
  title =        "One-way or two-way factor model for matrix
                 sequences?",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "1981--2004",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300074X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2023:WQS,
  author =       "Yanqin Fan and Xuetao Shi",
  title =        "{Wald}, {QLR}, and score tests when parameters are
                 subject to linear inequality constraints",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2005--2026",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000787",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{MacKinnon:2023:TAL,
  author =       "James G. MacKinnon and Morten {\O}rregaard Nielsen and
                 Matthew D. Webb",
  title =        "Testing for the appropriate level of clustering in
                 linear regression models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2027--2056",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.03.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001021",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Konstantinidi:2023:STR,
  author =       "Antri Konstantinidi and Andros Kourtellos and Yiguo
                 Sun",
  title =        "Social threshold regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2057--2081",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001045",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2023:SPN,
  author =       "Francisco Blasques and Marc Nientker",
  title =        "Stochastic properties of nonlinear
                 locally-nonstationary filters",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2082--2095",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001264",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ma:2023:IIT,
  author =       "Jun Ma and Vadim Marmer and Zhengfei Yu",
  title =        "Inference on individual treatment effects in
                 nonseparable triangular models",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2096--2124",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001276",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Julliard:2023:SCL,
  author =       "Christian Julliard and Ran Shi and Kathy Yuan",
  title =        "The spread of {COVID-19} in {London}: Network effects
                 and optimal lockdowns",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2125--2154",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001288",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kuersteiner:2023:EPE,
  author =       "Guido M. Kuersteiner and Ingmar R. Prucha and Ying
                 Zeng",
  title =        "Efficient peer effects estimators with group effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2155--2194",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300129X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2023:SQR,
  author =       "Le-Yu Chen and Sokbae Lee",
  title =        "Sparse quantile regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2195--2217",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001306",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Roth:2023:WTD,
  author =       "Jonathan Roth and Pedro H. C. Sant'Anna and Alyssa
                 Bilinski and John Poe",
  title =        "What's trending in difference-in-differences? {A}
                 synthesis of the recent econometrics literature",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2218--2244",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.03.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001318",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lu:2023:SNE,
  author =       "Zhentong Lu and Xiaoxia Shi and Jing Tao",
  title =        "Semi-nonparametric estimation of random coefficients
                 logit model for aggregate demand",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2245--2265",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001458",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Nicolau:2023:TIE,
  author =       "Jo{\~a}o Nicolau and Paulo M. M. Rodrigues and Marian
                 Z. Stoykov",
  title =        "Tail index estimation in the presence of covariates:
                 Stock returns' tail risk dynamics",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2266--2284",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300146X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vilhuber:2023:RTV,
  author =       "Lars Vilhuber",
  title =        "Reproducibility and transparency versus privacy and
                 confidentiality: Reflections from a data editor",
  journal =      j-J-ECONOMETRICS,
  volume =       "235",
  number =       "2",
  pages =        "2285--2294",
  month =        aug,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.05.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Jun 19 17:21:28 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001471",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:S,
  author =       "Anonymous",
  title =        "{September 2023}",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00201-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002014",
  acknowledgement = ack-nhfb,
  articleno =    "105485",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Dalderop:2023:SEL,
  author =       "Jeroen Dalderop",
  title =        "Semiparametric estimation of latent variable asset
                 pricing models",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001598",
  acknowledgement = ack-nhfb,
  articleno =    "105465",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Callaway:2023:PED,
  author =       "Brantly Callaway and Tong Li",
  title =        "Policy evaluation during a pandemic",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.03.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001483",
  acknowledgement = ack-nhfb,
  articleno =    "105454",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Beaulieu:2023:IRB,
  author =       "Marie-Claude Beaulieu and Jean-Marie Dufour and Lynda
                 Khalaf and Olena Melin",
  title =        "Identification-robust beta pricing, spanning,
                 mimicking portfolios, and the benchmark neutrality of
                 catastrophe bonds",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001586",
  acknowledgement = ack-nhfb,
  articleno =    "105464",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cross:2023:LSV,
  author =       "Jamie L. Cross and Chenghan Hou and Gary Koop and
                 Aubrey Poon",
  title =        "Large stochastic volatility in mean {VARs}",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.05.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300163X",
  acknowledgement = ack-nhfb,
  articleno =    "105469",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guay:2023:SVM,
  author =       "Alain Guay and Florian Pelgrin",
  title =        "Structural {VAR} models in the Frequency Domain",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001604",
  acknowledgement = ack-nhfb,
  articleno =    "105466",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Luo:2023:IAM,
  author =       "Yao Luo and Ruli Xiao",
  title =        "Identification of auction models using order
                 statistics",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001513",
  acknowledgement = ack-nhfb,
  articleno =    "105457",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chan:2023:HDC,
  author =       "Joshua C. C. Chan and Aubrey Poon and Dan Zhu",
  title =        "High-dimensional conditionally {Gaussian} state space
                 models with missing data",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.05.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001628",
  acknowledgement = ack-nhfb,
  articleno =    "105468",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2023:MLE,
  author =       "Dong Li and Yuxin Tao and Yaxing Yang and Rongmao
                 Zhang",
  title =        "Maximum likelihood estimation for {$ \alpha $}-stable
                 double autoregressive models",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001653",
  acknowledgement = ack-nhfb,
  articleno =    "105471",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bauwens:2023:WML,
  author =       "Luc Bauwens and Guillaume Chevillon and S{\'e}bastien
                 Laurent",
  title =        "We modeled long memory with just one lag!",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001616",
  acknowledgement = ack-nhfb,
  articleno =    "105467",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sasaki:2023:DDC,
  author =       "Yuya Sasaki and Yuya Takahashi and Yi Xin and Yingyao
                 Hu",
  title =        "Dynamic discrete choice models with incomplete data:
                 Sharp identification",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001550",
  acknowledgement = ack-nhfb,
  articleno =    "105461",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anatolyev:2023:TMR,
  author =       "Stanislav Anatolyev and Mikkel S{\o}lvsten",
  title =        "Testing many restrictions under heteroskedasticity",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.03.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001677",
  acknowledgement = ack-nhfb,
  articleno =    "105473",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2023:PPP,
  author =       "Kwangmin Lee and Jaeyong Lee",
  title =        "Post-processed posteriors for sparse covariances",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "1",
  pages =        "??--??",
  month =        sep,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105475",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001914",
  acknowledgement = ack-nhfb,
  articleno =    "105475",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:O,
  author =       "Anonymous",
  title =        "{October 2023}",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBj,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00222-1",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002221",
  acknowledgement = ack-nhfb,
  articleno =    "105506",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bennedsen:2023:IFC,
  author =       "Mikkel Bennedsen and Asger Lunde and Neil Shephard and
                 Almut E. D. Veraart",
  title =        "Inference and forecasting for continuous-time
                 integer-valued trawl processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105476",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001926",
  acknowledgement = ack-nhfb,
  articleno =    "105476",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Caner:2023:GLM,
  author =       "Mehmet Caner",
  title =        "Generalized linear models with structured sparsity
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105478",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300194X",
  acknowledgement = ack-nhfb,
  articleno =    "105478",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kociecki:2023:SGI,
  author =       "Andrzej Kociecki and Marcin Kolasa",
  title =        "A solution to the global identification problem in
                 {DSGE} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105477",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001938",
  acknowledgement = ack-nhfb,
  articleno =    "105477",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2023:WWA,
  author =       "Francis X. Diebold and Glenn D. Rudebusch and
                 Maximilian G{\"o}bel and Philippe Goulet Coulombe and
                 Boyuan Zhang",
  title =        "When will {Arctic} sea ice disappear? {Projections} of
                 area, extent, thickness, and volume",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105479",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001951",
  acknowledgement = ack-nhfb,
  articleno =    "105479",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kole:2023:MSS,
  author =       "Erik Kole and Dick van Dijk",
  title =        "Moments, shocks and spillovers in {Markov}-switching
                 {VAR} models",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105474",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001902",
  acknowledgement = ack-nhfb,
  articleno =    "105474",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tsionas:2023:BAN,
  author =       "Mike Tsionas and Christopher F. Parmeter and Valentin
                 Zelenyuk",
  title =        "{Bayesian Artificial Neural Networks} for frontier
                 efficiency analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105491",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002075",
  acknowledgement = ack-nhfb,
  articleno =    "105491",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Corradi:2023:STC,
  author =       "Valentina Corradi and Jack Fosten and Daniel
                 Gutknecht",
  title =        "Out-of-sample tests for conditional quantile coverage
                 an application to Growth-at-Risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105490",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002063",
  acknowledgement = ack-nhfb,
  articleno =    "105490",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{deChaisemartin:2023:TWF,
  author =       "Cl{\'e}ment de Chaisemartin and Xavier
                 D'Haultfoeuille",
  title =        "Two-way fixed effects and differences-in-differences
                 estimators with several treatments",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105480",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001963",
  acknowledgement = ack-nhfb,
  articleno =    "105480",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{An:2023:SAS,
  author =       "Yonghong An and Shengjie Hong and Daiqiang Zhang",
  title =        "A structural analysis of simple contracts",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.05.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001501",
  acknowledgement = ack-nhfb,
  articleno =    "105456",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hoshino:2023:TEM,
  author =       "Tadao Hoshino and Takahide Yanagi",
  title =        "Treatment effect models with strategic interaction in
                 treatment decisions",
  journal =      j-J-ECONOMETRICS,
  volume =       "236",
  number =       "2",
  pages =        "??--??",
  month =        oct,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105495",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Aug 18 06:49:49 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002117",
  acknowledgement = ack-nhfb,
  articleno =    "105495",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:N,
  author =       "Anonymous",
  title =        "{November 2023}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:EBk,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00255-5",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002555",
  acknowledgement = ack-nhfb,
  articleno =    "105539",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bugni:2023:IUC,
  author =       "Federico A. Bugni and Mengsi Gao",
  title =        "Inference under covariate-adaptive randomization with
                 imperfect compliance",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105497",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002130",
  acknowledgement = ack-nhfb,
  articleno =    "105497",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Koh:2023:SOI,
  author =       "Paul S. Koh",
  title =        "Stable outcomes and information in games: an empirical
                 framework",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105499",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002154",
  acknowledgement = ack-nhfb,
  articleno =    "105499",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2023:NGE,
  author =       "Ke Zhu",
  title =        "A new generalized exponentially weighted moving
                 average quantile model and its statistical inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105510",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002269",
  acknowledgement = ack-nhfb,
  articleno =    "105510",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tu:2023:PSR,
  author =       "Yundong Tu and Xinling Xie",
  title =        "Penetrating sporadic return predictability",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105509",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002257",
  acknowledgement = ack-nhfb,
  articleno =    "105509",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Freeman:2023:LPR,
  author =       "Hugo Freeman and Martin Weidner",
  title =        "Linear panel regressions with two-way unobserved
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105498",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002142",
  acknowledgement = ack-nhfb,
  articleno =    "105498",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2023:EIH,
  author =       "Yanqin Fan and Fang Han and Hyeonseok Park",
  title =        "Estimation and inference in a high-dimensional
                 semiparametric {Gaussian} copula vector autoregressive
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105513",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002294",
  acknowledgement = ack-nhfb,
  articleno =    "105513",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shin:2023:ARL,
  author =       "Minseok Shin and Donggyu Kim and Jianqing Fan",
  title =        "Adaptive robust large volatility matrix estimation
                 based on high-frequency financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105514",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002300",
  acknowledgement = ack-nhfb,
  articleno =    "105514",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khan:2023:IDB,
  author =       "S. Khan and M. Ponomareva and E. Tamer",
  title =        "Identification of dynamic binary response models",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105515",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002312",
  acknowledgement = ack-nhfb,
  articleno =    "105515",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kojevnikov:2023:EIL,
  author =       "Denis Kojevnikov and Kyungchul Song",
  title =        "Econometric inference on a large {Bayesian} game with
                 heterogeneous beliefs",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105502",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300218X",
  acknowledgement = ack-nhfb,
  articleno =    "105502",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Higgins:2023:IMD,
  author =       "Ayden Higgins and Koen Jochmans",
  title =        "Identification of mixtures of dynamic discrete
                 choices",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001562",
  acknowledgement = ack-nhfb,
  articleno =    "105462",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Vazquez-Bare:2023:IES,
  author =       "Gonzalo Vazquez-Bare",
  title =        "Identification and estimation of spillover effects in
                 randomized experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.10.014",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621003067",
  acknowledgement = ack-nhfb,
  articleno =    "105237",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ackerberg:2023:UIS,
  author =       "Daniel A. Ackerberg and Garth Frazer and Kyoo il Kim
                 and Yao Luo and Yingjun Su",
  title =        "Under-identification of structural models based on
                 timing and information set assumptions",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001574",
  acknowledgement = ack-nhfb,
  articleno =    "105463",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2023:WUT,
  author =       "Bin Yu",
  title =        "What is uncertainty in today's practice of data
                 science?",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105519",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300235X",
  acknowledgement = ack-nhfb,
  articleno =    "105519",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Powell:2023:DWS,
  author =       "James L. Powell",
  title =        "Discussion of {``What is a standard error?''}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105518",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See \cite{Gelman:2023:WSE}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002348",
  acknowledgement = ack-nhfb,
  articleno =    "105518",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gelman:2023:WSE,
  author =       "Andrew Gelman",
  title =        "What is a standard error?",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "1",
  pages =        "??--??",
  month =        nov,
  year =         "2023",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105516",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Oct 10 06:41:22 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  note =         "See discussion \cite{Powell:2023:DWS}.",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002324",
  acknowledgement = ack-nhfb,
  articleno =    "105516",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2023:D,
  author =       "Anonymous",
  title =        "{December 2023}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2",
  pages =        "??--??",
  month =        "????",
  year =         "2023",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Fri Nov 3 08:32:20 MDT 2023",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:Da,
  author =       "Anonymous",
  title =        "{December 2023}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2A",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:29 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBa,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2A",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00326-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:29 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623003263",
  acknowledgement = ack-nhfb,
  articleno =    "105610",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wooldridge:2024:WSE,
  author =       "Jeffrey M. Wooldridge",
  title =        "What is a standard error? ({And} how should we compute
                 it?)",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2A",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105517",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:29 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623002336",
  acknowledgement = ack-nhfb,
  articleno =    "105517",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bertanha:2024:BBN,
  author =       "Marinho Bertanha and Andrew H. McCallum and Nathan
                 Seegert",
  title =        "Better bunching, nicer notching",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2A",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105512",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:29 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623002282",
  acknowledgement = ack-nhfb,
  articleno =    "105512",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kojevnikov:2024:SIR,
  author =       "Denis Kojevnikov and Kyungchul Song",
  title =        "Some impossibility results for inference with cluster
                 dependence with large clusters",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2A",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105524",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:29 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623002403",
  acknowledgement = ack-nhfb,
  articleno =    "105524",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2024:IVH,
  author =       "Zhenting Sun",
  title =        "Instrument validity for heterogeneous causal effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2A",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105523",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:29 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623002397",
  acknowledgement = ack-nhfb,
  articleno =    "105523",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:SEL,
  author =       "Jiafeng Chen and David M. Ritzwoller",
  title =        "Semiparametric estimation of long-term treatment
                 effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2A",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105545",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:29 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623002610",
  acknowledgement = ack-nhfb,
  articleno =    "105545",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:Db,
  author =       "Anonymous",
  title =        "{December 2023}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBb,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00309-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623003093",
  acknowledgement = ack-nhfb,
  articleno =    "105593",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2024:TVP,
  author =       "F. Blasques and A. C. Harvey and S. J. Koopman and A.
                 Lucas",
  title =        "Time-Varying Parameters in Econometrics: the editor's
                 foreword",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623001173",
  acknowledgement = ack-nhfb,
  articleno =    "105439",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aknouche:2024:TSW,
  author =       "Abdelhakim Aknouche and Christian Francq",
  title =        "Two-stage weighted least squares estimator of the
                 conditional mean of observation-driven time series
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440762100213X",
  acknowledgement = ack-nhfb,
  articleno =    "105174",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hetland:2024:DCE,
  author =       "Simon Hetland and Rasmus S{\o}ndergaard Pedersen and
                 Anders Rahbek",
  title =        "Dynamic conditional eigenvalue {GARCH}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621002141",
  acknowledgement = ack-nhfb,
  articleno =    "105175",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gorgi:2024:BOD,
  author =       "P. Gorgi and S. J. Koopman",
  title =        "Beta observation-driven models with exogenous
                 regressors: a joint analysis of realized correlation
                 and leverage effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621002165",
  acknowledgement = ack-nhfb,
  articleno =    "105177",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hafner:2024:DCS,
  author =       "Christian M. Hafner and Linqi Wang",
  title =        "A dynamic conditional score model for the log
                 correlation matrix",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621002153",
  acknowledgement = ack-nhfb,
  articleno =    "105176",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Catania:2024:SMM,
  author =       "Leopoldo Catania and Alessandra Luati",
  title =        "Semiparametric modeling of multiple quantiles",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622002044",
  acknowledgement = ack-nhfb,
  articleno =    "105365",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Joao:2024:DCM,
  author =       "Igor Custodio Jo{\~a}o and Andr{\'e} Lucas and Julia
                 Schaumburg and Bernd Schwaab",
  title =        "Dynamic clustering of multivariate panel data",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622000689",
  acknowledgement = ack-nhfb,
  articleno =    "105281",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2024:SDM,
  author =       "Andrew Harvey and Dario Palumbo",
  title =        "Score-driven models for realized volatility",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2B",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.029",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623001422",
  acknowledgement = ack-nhfb,
  articleno =    "105448",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:Dc,
  author =       "Anonymous",
  title =        "{December 2023}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBc,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00315-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623003159",
  acknowledgement = ack-nhfb,
  articleno =    "105599",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2024:PMF,
  author =       "Torben G. Andersen and Robert Taylor and Allan
                 Timmermann and Dacheng Xiu",
  title =        "Predictive modeling of financial data",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105496",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623002129",
  acknowledgement = ack-nhfb,
  articleno =    "105496",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Andersen:2024:VMP,
  author =       "Torben G. Andersen and Yingying Li and Viktor Todorov
                 and Bo Zhou",
  title =        "Volatility measurement with pockets of extreme return
                 persistence",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.11.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407620303924",
  acknowledgement = ack-nhfb,
  articleno =    "105048",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Qu:2024:CFP,
  author =       "Ritong Qu and Allan Timmermann and Yinchu Zhu",
  title =        "Comparing forecasting performance in cross-sections",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.02.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621002256",
  acknowledgement = ack-nhfb,
  articleno =    "105186",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Berrisch:2024:CL,
  author =       "Jonathan Berrisch and Florian Ziel",
  title =        "{CRPS} learning",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.11.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621002724",
  acknowledgement = ack-nhfb,
  articleno =    "105221",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Odendahl:2024:EFP,
  author =       "Florens Odendahl and Barbara Rossi and Tatevik
                 Sekhposyan",
  title =        "Evaluating forecast performance with state
                 dependence",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407621002657",
  acknowledgement = ack-nhfb,
  articleno =    "105220",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Demetrescu:2024:EIM,
  author =       "Matei Demetrescu and Iliyan Georgiev and Paulo M. M.
                 Rodrigues and A. M. Robert Taylor",
  title =        "Extensions to {IVX} methods of inference for return
                 predictability",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.02.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622000586",
  acknowledgement = ack-nhfb,
  articleno =    "105271",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2024:OMA,
  author =       "Xiaomeng Zhang and Xinyu Zhang",
  title =        "Optimal model averaging based on forward-validation",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S030440762200094X",
  acknowledgement = ack-nhfb,
  articleno =    "105295",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Babii:2024:MLP,
  author =       "Andrii Babii and Ryan T. Ball and Eric Ghysels and
                 Jonas Striaukas",
  title =        "Machine learning panel data regressions with
                 heavy-tailed dependent data: Theory and application",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622001282",
  acknowledgement = ack-nhfb,
  articleno =    "105315",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Demetrescu:2024:TRB,
  author =       "Matei Demetrescu and Paulo M. M. Rodrigues and A. M.
                 Robert Taylor",
  title =        "Transformed regression-based long-horizon
                 predictability tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622001294",
  acknowledgement = ack-nhfb,
  articleno =    "105316",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2024:APA,
  author =       "Francis X. Diebold and Minchul Shin and Boyuan Zhang",
  title =        "On the aggregation of probability assessments:
                 Regularized mixtures of predictive densities for
                 {Eurozone} inflation and real interest rates",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622001464",
  acknowledgement = ack-nhfb,
  articleno =    "105321",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2024:UPI,
  author =       "Mingmian Cheng and Yuan Liao and Xiye Yang",
  title =        "Uniform predictive inference for factor models with
                 instrumental and idiosyncratic betas",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622002123",
  acknowledgement = ack-nhfb,
  articleno =    "105373",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Casarin:2024:FPD,
  author =       "Roberto Casarin and Stefano Grassi and Francesco
                 Ravazzolo and Herman K. van Dijk",
  title =        "A flexible predictive density combination for large
                 financial data sets in regular and crisis periods",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622002093",
  acknowledgement = ack-nhfb,
  articleno =    "105370",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2024:PQR,
  author =       "Rui Fan and Ji Hyung Lee and Youngki Shin",
  title =        "Predictive quantile regression with mixed roots and
                 increasing dimensions: the {ALQR} approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622002111",
  acknowledgement = ack-nhfb,
  articleno =    "105372",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Oh:2024:DFC,
  author =       "Dong Hwan Oh and Andrew J. Patton",
  title =        "Dynamic factor copula models with estimated cluster
                 assignments",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622002135",
  acknowledgement = ack-nhfb,
  articleno =    "105374",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bakalli:2024:PTP,
  author =       "Gaetan Bakalli and St{\'e}phane Guerrier and Olivier
                 Scaillet",
  title =        "A penalized two-pass regression to predict stock
                 returns with time-varying risk premia",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407622002147",
  acknowledgement = ack-nhfb,
  articleno =    "105375",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kostakis:2024:TSL,
  author =       "Alexandros Kostakis and Tassos Magdalinos and Michalis
                 P. Stamatogiannis",
  title =        "Taking stock of long-horizon predictability tests: Are
                 factor returns predictable?",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.10.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623000052",
  acknowledgement = ack-nhfb,
  articleno =    "105380",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:TVFa,
  author =       "Bin Chen and Kenwin Maung",
  title =        "Time-varying forecast combination for high-dimensional
                 data",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.024",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623000556",
  acknowledgement = ack-nhfb,
  articleno =    "105418",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Huang:2024:BRP,
  author =       "Dashan Huang and Fuwei Jiang and Kunpeng Li and Guoshi
                 Tong and Guofu Zhou",
  title =        "Are bond returns predictable with real-time macro
                 data?",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.09.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623001161",
  acknowledgement = ack-nhfb,
  articleno =    "105438",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2024:BCC,
  author =       "Federico M. Bandi and Andrea Tamoni",
  title =        "Business-cycle consumption risk and asset prices",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.11.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623001410",
  acknowledgement = ack-nhfb,
  articleno =    "105447",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Umlandt:2024:SDA,
  author =       "Dennis Umlandt",
  title =        "Score-driven asset pricing: Predicting time-varying
                 risk premia based on cross-sectional model
                 performance",
  journal =      j-J-ECONOMETRICS,
  volume =       "237",
  number =       "2C",
  pages =        "??--??",
  month =        dec,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.05.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:30 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "https://www.sciencedirect.com/science/article/pii/S0304407623001641",
  acknowledgement = ack-nhfb,
  articleno =    "105470",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:Ja,
  author =       "Anonymous",
  title =        "{January 2024}",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBd,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(23)00335-4",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003354",
  acknowledgement = ack-nhfb,
  articleno =    "105619",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:HTH,
  author =       "Zhao Chen and Vivian Xinyi Cheng and Xu Liu",
  title =        "Hypothesis testing on high dimensional quantile
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105525",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002415",
  acknowledgement = ack-nhfb,
  articleno =    "105525",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bandi:2024:SS,
  author =       "Federico M. Bandi and Davide Pirino and Roberto
                 Ren{\`o}",
  title =        "Systematic staleness",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105522",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002385",
  acknowledgement = ack-nhfb,
  articleno =    "105522",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hajivassiliou:2024:SII,
  author =       "Vassilis Hajivassiliou and Fr{\'e}d{\'e}rique
                 Savignac",
  title =        "Simultaneously Incomplete and Incoherent ({SII})
                 Dynamic {LDV} Models: With an Application to Financing
                 Constraints and Firms' Decision to Innovate",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105546",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002622",
  acknowledgement = ack-nhfb,
  articleno =    "105546",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bollerslev:2024:ONR,
  author =       "Tim Bollerslev and Jia Li and Qiyuan Li",
  title =        "Optimal nonparametric range-based volatility
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105548",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002646",
  acknowledgement = ack-nhfb,
  articleno =    "105548",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Tommasi:2024:BPB,
  author =       "Denni Tommasi and Lina Zhang",
  title =        "Bounding program benefits when participation is
                 misreported",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105556",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002725",
  acknowledgement = ack-nhfb,
  articleno =    "105556",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2024:HDL,
  author =       "Di Wang and Yao Zheng and Guodong Li",
  title =        "High-dimensional low-rank tensor autoregressive time
                 series modeling",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105544",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002609",
  acknowledgement = ack-nhfb,
  articleno =    "105544",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bei:2024:LLB,
  author =       "Xinyue Bei",
  title =        "Local linearization based subvector inference in
                 moment inequality models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105549",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002658",
  acknowledgement = ack-nhfb,
  articleno =    "105549",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:EWS,
  author =       "Songnian Chen and Shakeeb Khan and Xun Tang",
  title =        "Endogeneity in weakly separable models without
                 monotonicity",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105567",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300283X",
  acknowledgement = ack-nhfb,
  articleno =    "105567",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2024:EBU,
  author =       "Xingdong Feng and Wenyu Li and Qianqian Zhu",
  title =        "Estimation and bootstrapping under spatiotemporal
                 models with unobserved heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105559",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002750",
  acknowledgement = ack-nhfb,
  articleno =    "105559",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Aradillas-Lopez:2024:IMP,
  author =       "Andres Aradillas-Lopez",
  title =        "Inference in models with partially identified control
                 functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105553",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002695",
  acknowledgement = ack-nhfb,
  articleno =    "105553",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Feng:2024:MPS,
  author =       "Junlong Feng",
  title =        "Matching points: Supplementing instruments with
                 covariates in triangular models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105579",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002956",
  acknowledgement = ack-nhfb,
  articleno =    "105579",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fallahgoul:2024:APN,
  author =       "Hasan Fallahgoul and Vincentius Franstianto and Xin
                 Lin",
  title =        "Asset pricing with neural networks: Significance
                 tests",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105574",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002907",
  acknowledgement = ack-nhfb,
  articleno =    "105574",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2024:TPF,
  author =       "Ji Hyung Lee and Yuya Sasaki and Alexis Akira Toda and
                 Yulong Wang",
  title =        "Tuning parameter-free nonparametric density estimation
                 from tabulated summary data",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105568",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002841",
  acknowledgement = ack-nhfb,
  articleno =    "105568",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2024:RBM,
  author =       "Hongfei Wang and Binghui Liu and Long Feng and Yanyuan
                 Ma",
  title =        "Rank-based max-sum tests for mutual independence of
                 high-dimensional random vectors",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105578",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002944",
  acknowledgement = ack-nhfb,
  articleno =    "105578",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2024:PIP,
  author =       "Kevin Han and Guillaume Basse and Iavor Bojinov",
  title =        "Population interference in panel experiments",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105565",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002816",
  acknowledgement = ack-nhfb,
  articleno =    "105565",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2024:MLE,
  author =       "Francisco Blasques and Janneke van Brummelen and Paolo
                 Gorgi and Siem Jan Koopman",
  title =        "Maximum Likelihood Estimation for Non-Stationary
                 Location Models with Mixture of Normal Distributions",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105575",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002919",
  acknowledgement = ack-nhfb,
  articleno =    "105575",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fusejima:2024:IMV,
  author =       "Koki Fusejima",
  title =        "Identification of multi-valued treatment effects with
                 unobserved heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105563",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002798",
  acknowledgement = ack-nhfb,
  articleno =    "105563",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chalak:2024:NGF,
  author =       "Karim Chalak",
  title =        "Nonparametric {Gini--Frisch} bounds",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105560",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002762",
  acknowledgement = ack-nhfb,
  articleno =    "105560",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forneron:2024:DIF,
  author =       "Jean-Jacques Forneron",
  title =        "Detecting identification failure in moment condition
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105552",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002683",
  acknowledgement = ack-nhfb,
  articleno =    "105552",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Janys:2024:MHA,
  author =       "Lena Janys and Bettina Siflinger",
  title =        "Mental health and abortions among young women:
                 time-varying unobserved heterogeneity, health
                 behaviors, and risky decisions",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105580",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002968",
  acknowledgement = ack-nhfb,
  articleno =    "105580",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:CIG,
  author =       "Xiaohong Chen and Ying Liu and Shujie Ma and Zheng
                 Zhang",
  title =        "Causal inference of general treatment effects using
                 neural networks with a diverging number of
                 confounders",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105555",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002713",
  acknowledgement = ack-nhfb,
  articleno =    "105555",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhou:2024:SPS,
  author =       "Weilun Zhou and Jiti Gao and David Harris and Hsein
                 Kew",
  title =        "Semi-parametric single-index predictive regression
                 models with cointegrated regressors",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105577",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002932",
  acknowledgement = ack-nhfb,
  articleno =    "105577",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lin:2024:BCM,
  author =       "Zhongjian Lin and Yingyao Hu",
  title =        "Binary choice with misclassification and social
                 interactions, with an application to peer effects in
                 attitude",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "1",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105551",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002671",
  acknowledgement = ack-nhfb,
  articleno =    "105551",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:Jb,
  author =       "Anonymous",
  title =        "{January 2024}",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBe,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(24)00005-8",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000058",
  acknowledgement = ack-nhfb,
  articleno =    "105659",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Marx:2024:SBL,
  author =       "Philip Marx",
  title =        "Sharp bounds in the latent index selection model",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105561",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002774",
  acknowledgement = ack-nhfb,
  articleno =    "105561",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Henry:2024:RMR,
  author =       "Marc Henry and Romuald M{\'e}ango and Isma{\"e}l
                 Mourifi{\'e}",
  title =        "Role models and revealed gender-specific costs of
                 {STEM} in an extended {Roy} model of major choice",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105571",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002877",
  acknowledgement = ack-nhfb,
  articleno =    "105571",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lim:2024:CLC,
  author =       "Dennis Lim and Wenjie Wang and Yichong Zhang",
  title =        "A conditional linear combination test with many weak
                 instruments",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105602",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003184",
  acknowledgement = ack-nhfb,
  articleno =    "105602",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wei:2024:ECE,
  author =       "Bo Wei and Kean Ming Tan and Xuming He",
  title =        "Estimation of complier expected shortfall treatment
                 effects with a binary instrumental variable",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105572",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002889",
  acknowledgement = ack-nhfb,
  articleno =    "105572",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blevins:2024:NPL,
  author =       "Jason R. Blevins and Minhae Kim",
  title =        "Nested Pseudo likelihood estimation of continuous-time
                 dynamic discrete games",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105576",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002920",
  acknowledgement = ack-nhfb,
  articleno =    "105576",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jun:2024:ITA,
  author =       "Sung Jae Jun and Joris Pinkse",
  title =        "An information-Theoretic approach to partially
                 identified auction models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105566",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002828",
  acknowledgement = ack-nhfb,
  articleno =    "105566",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Beutner:2024:RBC,
  author =       "Eric Beutner and Alexander Heinemann and Stephan
                 Smeekes",
  title =        "A residual bootstrap for conditional {Value-at-Risk}",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105554",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002701",
  acknowledgement = ack-nhfb,
  articleno =    "105554",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{MaCurdy:2024:PPD,
  author =       "Thomas MaCurdy and David Glick and Sonam Sherpa and
                 Sriniketh Nagavarapu",
  title =        "Profiling the plight of disconnected youth in
                 {America}",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105557",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002737",
  acknowledgement = ack-nhfb,
  articleno =    "105557",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Celhay:2024:WLM,
  author =       "Pablo Celhay and Bruce D. Meyer and Nikolas Mittag",
  title =        "What leads to measurement errors? {Evidence} from
                 reports of program participation in three surveys",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105581",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300297X",
  acknowledgement = ack-nhfb,
  articleno =    "105581",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hou:2024:EVS,
  author =       "Li Hou and Baisuo Jin and Yuehua Wu",
  title =        "Estimation and variable selection for high-dimensional
                 spatial dynamic panel data models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105605",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003214",
  acknowledgement = ack-nhfb,
  articleno =    "105605",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Martinez-Iriarte:2024:UEG,
  author =       "Juli{\'a}n Mart{\'\i}nez-Iriarte and Gabriel
                 Montes-Rojas and Yixiao Sun",
  title =        "Unconditional effects of general policy
                 interventions",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105570",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002865",
  acknowledgement = ack-nhfb,
  articleno =    "105570",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hong:2024:KST,
  author =       "Yongmiao Hong and Oliver Linton and Brendan McCabe and
                 Jiajing Sun and Shouyang Wang",
  title =        "{Kolmogorov--Smirnov} type testing for structural
                 breaks: a new adjusted-range based self-normalization
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105603",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003196",
  acknowledgement = ack-nhfb,
  articleno =    "105603",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Enache:2024:QAH,
  author =       "Andreea Enache and Jean-Pierre Florens",
  title =        "Quantile analysis of ``hazard-rate'' game models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105582",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002981",
  acknowledgement = ack-nhfb,
  articleno =    "105582",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yoon:2024:IES,
  author =       "Jangsu Yoon",
  title =        "Identification and estimation of sequential games of
                 incomplete information with multiple equilibria",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105569",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002853",
  acknowledgement = ack-nhfb,
  articleno =    "105569",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Angelini:2024:ITS,
  author =       "Giovanni Angelini and Giuseppe Cavaliere and Luca
                 Fanelli",
  title =        "An identification and testing strategy for
                 proxy-{SVARs} with weak proxies",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105604",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003202",
  acknowledgement = ack-nhfb,
  articleno =    "105604",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cavaliere:2024:TBA,
  author =       "Giuseppe Cavaliere and Thomas Mikosch and Anders
                 Rahbek and Frederik Vilandt",
  title =        "Tail behavior of {ACD} models and consequences for
                 likelihood-based estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105613",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003299",
  acknowledgement = ack-nhfb,
  articleno =    "105613",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lui:2024:RTE,
  author =       "Yiu Lim Lui and Peter C. B. Phillips and Jun Yu",
  title =        "Robust testing for explosive behavior with strongly
                 dependent errors",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105626",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003421",
  acknowledgement = ack-nhfb,
  articleno =    "105626",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Casini:2024:FLD,
  author =       "Alessandro Casini",
  title =        "The fixed-{\boldmath $b$} limiting distribution and
                 the {ERP} of {HAR} tests under nonstationarity",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105625",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300341X",
  acknowledgement = ack-nhfb,
  articleno =    "105625",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Phillips:2024:HDI,
  author =       "Peter C. B. Phillips and Igor L. Kheifets",
  title =        "High-dimensional {IV} cointegration estimation and
                 inference",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105622",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300338X",
  acknowledgement = ack-nhfb,
  articleno =    "105622",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Blasques:2024:ACB,
  author =       "F. Blasques and Christian Francq and S{\'e}bastien
                 Laurent",
  title =        "Autoregressive conditional betas",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105630",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003469",
  acknowledgement = ack-nhfb,
  articleno =    "105630",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ren:2024:DEI,
  author =       "Yimeng Ren and Zhe Li and Xuening Zhu and Yuan Gao and
                 Hansheng Wang",
  title =        "Distributed estimation and inference for spatial
                 autoregression model with large scale networks",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105629",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003457",
  acknowledgement = ack-nhfb,
  articleno =    "105629",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lange:2024:BFS,
  author =       "Rutger-Jan Lange",
  title =        "{Bellman} filtering and smoothing for state-space
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105632",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003482",
  acknowledgement = ack-nhfb,
  articleno =    "105632",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Antolin-Diaz:2024:ANE,
  author =       "Juan Antol{\'\i}n-D{\'\i}az and Thomas Drechsel and
                 Ivan Petrella",
  title =        "Advances in nowcasting economic activity: the role of
                 heterogeneous dynamics and fat tails",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105634",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003500",
  acknowledgement = ack-nhfb,
  articleno =    "105634",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Centorrino:2024:NES,
  author =       "Samuele Centorrino and Christopher F. Parmeter",
  title =        "Nonparametric estimation of stochastic frontier models
                 with weak separability",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105641",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003573",
  acknowledgement = ack-nhfb,
  articleno =    "105641",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Forneron:2024:EIS,
  author =       "Jean-Jacques Forneron",
  title =        "Estimation and inference by stochastic optimization",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105638",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003548",
  acknowledgement = ack-nhfb,
  articleno =    "105638",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2024:IHE,
  author =       "Tong Li and Yuya Sasaki",
  title =        "Identification of heterogeneous elasticities in
                 gross-output production functions",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105637",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003536",
  acknowledgement = ack-nhfb,
  articleno =    "105637",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Creal:2024:ODF,
  author =       "Drew Creal and Siem Jan Koopman and Andr{\'e} Lucas
                 and Marcin Zamojski",
  title =        "Observation-driven filtering of time-varying
                 parameters using moment conditions",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105635",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003512",
  acknowledgement = ack-nhfb,
  articleno =    "105635",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Norets:2024:SBE,
  author =       "Andriy Norets and Kenichi Shimizu",
  title =        "Semiparametric {Bayesian} estimation of dynamic
                 discrete choice models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105642",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003585",
  acknowledgement = ack-nhfb,
  articleno =    "105642",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miller:2024:ITIa,
  author =       "J. Isaac Miller and Felix Pretis",
  title =        "Introduction to the {Themed Issue on Climate
                 Econometrics}",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105628",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003445",
  acknowledgement = ack-nhfb,
  articleno =    "105628",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2024:LRT,
  author =       "Jushan Bai and Jiangtao Duan and Xu Han",
  title =        "The likelihood ratio test for structural changes in
                 factor models",
  journal =      j-J-ECONOMETRICS,
  volume =       "238",
  number =       "2",
  pages =        "??--??",
  month =        jan,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105631",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:31 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003470",
  acknowledgement = ack-nhfb,
  articleno =    "105631",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:CE,
  author =       "Anonymous",
  title =        "Climate Econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBf,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(24)00011-3",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000113",
  acknowledgement = ack-nhfb,
  articleno =    "105665",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miller:2024:ITIb,
  author =       "J. Isaac Miller and Felix Pretis",
  title =        "Introduction to the {Themed Issue on Climate
                 Econometrics}",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105644",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003603",
  acknowledgement = ack-nhfb,
  articleno =    "105644",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Harvey:2024:MCT,
  author =       "Andrew Harvey and Stan Hurn and Dario Palumbo and
                 Stephen Thiele",
  title =        "Modelling circular time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001446",
  acknowledgement = ack-nhfb,
  articleno =    "105450",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Proietti:2024:MCC,
  author =       "Tommaso Proietti and Federico Maddanu",
  title =        "Modelling cycles in climate series: the fractional
                 sinusoidal waveform process",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000987",
  acknowledgement = ack-nhfb,
  articleno =    "105299",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{He:2024:LMT,
  author =       "Changli He and Jian Kang and Annastiina Silvennoinen
                 and Timo Ter{\"a}svirta",
  title =        "Long monthly temperature series and the {Vector
                 Seasonal Shifting Mean} and {Covariance Autoregressive}
                 model",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105494",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002105",
  acknowledgement = ack-nhfb,
  articleno =    "105494",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giannerini:2024:VBT,
  author =       "Simone Giannerini and Greta Goracci and Anders
                 Rahbek",
  title =        "The validity of bootstrap testing for threshold
                 autoregression",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000040",
  acknowledgement = ack-nhfb,
  articleno =    "105379",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Friedrich:2024:SBI,
  author =       "Marina Friedrich and Yicong Lin",
  title =        "Sieve bootstrap inference for linear time-varying
                 coefficient models",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.09.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001701",
  acknowledgement = ack-nhfb,
  articleno =    "105345",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jiao:2024:TCD,
  author =       "Xiyu Jiao and Felix Pretis and Moritz Schwarz",
  title =        "Testing for coefficient distortion due to outliers
                 with an application to the economic impacts of climate
                 change",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105547",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002634",
  acknowledgement = ack-nhfb,
  articleno =    "105547",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Campos-Martins:2024:CVS,
  author =       "Susana Campos-Martins and David F. Hendry",
  title =        "Common volatility shocks driven by the global carbon
                 transition",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.05.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001665",
  acknowledgement = ack-nhfb,
  articleno =    "105472",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cui:2024:MSC,
  author =       "Xiaomeng Cui and Bulat Gafarov and Dalia Ghanem and
                 Todd Kuffner",
  title =        "On model selection criteria for climate change impact
                 studies",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105511",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002270",
  acknowledgement = ack-nhfb,
  articleno =    "105511",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Reuvers:2024:SGY,
  author =       "Hanno Reuvers and Etienne Wijler",
  title =        "Sparse generalized {Yule--Walker} estimation for large
                 spatio-temporal autoregressions with an application to
                 {NO$_2$} satellite data",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105520",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002361",
  acknowledgement = ack-nhfb,
  articleno =    "105520",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Miller:2024:BRM,
  author =       "J. Isaac Miller and William A. Brock",
  title =        "Beyond {RCP8.5}: Marginal mitigation using
                 quasi-representative concentration pathways",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.06.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621001792",
  acknowledgement = ack-nhfb,
  articleno =    "105152",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Diebold:2024:RWW,
  author =       "Francis X. Diebold and Glenn D. Rudebusch and
                 Maximilian G{\"o}bel and Philippe Goulet Coulombe and
                 Boyuan Zhang",
  title =        "Reprint of: {When will Arctic sea ice disappear?
                 Projections of area, extent, thickness, and volume}",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "??",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105645",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003615",
  acknowledgement = ack-nhfb,
  articleno =    "105645",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:F,
  author =       "Anonymous",
  title =        "{February 2024}",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBg,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(24)00052-6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000526",
  acknowledgement = ack-nhfb,
  articleno =    "105706",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cattaneo:2024:DSE,
  author =       "Matias D. Cattaneo and Yingying Fan and Runze Li and
                 Rui Song",
  title =        "Data science in economics and finance: Introduction",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105627",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003433",
  acknowledgement = ack-nhfb,
  articleno =    "105627",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Barigozzi:2024:ITG,
  author =       "Matteo Barigozzi and Marc Hallin and Matteo Luciani
                 and Paolo Zaffaroni",
  title =        "Inferential theory for generalized dynamic factor
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000593",
  acknowledgement = ack-nhfb,
  articleno =    "105422",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Yu:2024:PET,
  author =       "Xiufan Yu and Jiawei Yao and Lingzhou Xue",
  title =        "Power enhancement for testing multi-factor asset
                 pricing models via {Fisher}'s method",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.05.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001525",
  acknowledgement = ack-nhfb,
  articleno =    "105458",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wan:2024:MFZ,
  author =       "Runzhe Wan and Yingying Li and Wenbin Lu and Rui
                 Song",
  title =        "Mining the factor zoo: Estimation of latent factor
                 models with sufficient proxies",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000179",
  acknowledgement = ack-nhfb,
  articleno =    "105386",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhu:2024:SAM,
  author =       "Changbo Zhu and Hans-Georg M{\"u}ller",
  title =        "Spherical autoregressive models, with application to
                 distributional and compositional time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000209",
  acknowledgement = ack-nhfb,
  articleno =    "105389",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hao:2024:DMM,
  author =       "Siteng Hao and Shu-Chin Lin and Jane-Ling Wang and
                 Qixian Zhong",
  title =        "Dynamic modeling for multivariate functional and
                 longitudinal data",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105573",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002890",
  acknowledgement = ack-nhfb,
  articleno =    "105573",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2024:ABL,
  author =       "Jinyuan Chang and Cheng Chen and Xinghao Qiao and
                 Qiwei Yao",
  title =        "An autocovariance-based learning framework for
                 high-dimensional functional time series",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000167",
  acknowledgement = ack-nhfb,
  articleno =    "105385",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2024:HFM,
  author =       "Yacine A{\"\i}t-Sahalia and Mehmet Saglam",
  title =        "High frequency market making: the role of speed",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000581",
  acknowledgement = ack-nhfb,
  articleno =    "105421",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ding:2024:SCJ,
  author =       "Yi Ding and Yingying Li and Guoli Liu and Xinghua
                 Zheng",
  title =        "Stock co-jump networks",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.026",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300057X",
  acknowledgement = ack-nhfb,
  articleno =    "105420",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cheng:2024:TSD,
  author =       "Ming-Yen Cheng and Shouxia Wang and Lucy Xia and Xibin
                 Zhang",
  title =        "Testing specification of distribution in stochastic
                 frontier analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.002",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000677",
  acknowledgement = ack-nhfb,
  articleno =    "105280",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:RRA,
  author =       "Dachuan Chen and Per A. Mykland and Lan Zhang",
  title =        "Realized regression with asynchronous and noisy high
                 frequency and high dimensional data",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.015",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762300132X",
  acknowledgement = ack-nhfb,
  articleno =    "105446",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chang:2024:OCM,
  author =       "Jinyuan Chang and Qiao Hu and Cheng Liu and Cheng Yong
                 Tang",
  title =        "Optimal covariance matrix estimation for
                 high-dimensional noise in high-frequency data",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.010",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001543",
  acknowledgement = ack-nhfb,
  articleno =    "105329",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2024:VPC,
  author =       "Weichen Wang and Ran An and Ziwei Zhu",
  title =        "Volatility prediction comparison via robust volatility
                 proxies: an empirical deviation perspective",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105633",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003494",
  acknowledgement = ack-nhfb,
  articleno =    "105633",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Petukhina:2024:RM,
  author =       "Alla Petukhina and Yegor Klochkov and Wolfgang Karl
                 H{\"a}rdle and Nikita Zhivotovskiy",
  title =        "Robustifying {Markowitz}",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000180",
  acknowledgement = ack-nhfb,
  articleno =    "105387",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cai:2024:ASA,
  author =       "Zhanrui Cai and Changcheng Li and Jiawei Wen and
                 Songshan Yang",
  title =        "Asset splitting algorithm for ultrahigh dimensional
                 portfolio selection and its theoretical property",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000902",
  acknowledgement = ack-nhfb,
  articleno =    "105291",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fan:2024:TVM,
  author =       "Qingliang Fan and Ruike Wu and Yanrong Yang and Wei
                 Zhong",
  title =        "Time-varying minimum variance portfolio",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001646",
  acknowledgement = ack-nhfb,
  articleno =    "105339",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Pei:2024:LCC,
  author =       "Youquan Pei and Heng Peng and Jinfeng Xu",
  title =        "A latent class {Cox} model for heterogeneous
                 time-to-event data",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001841",
  acknowledgement = ack-nhfb,
  articleno =    "105351",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sun:2024:MKQ,
  author =       "Yan Sun and Chuang Wan and Wenyang Zhang and Wei
                 Zhong",
  title =        "A multi-kink quantile regression model with common
                 structure for panel data analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.04.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001178",
  acknowledgement = ack-nhfb,
  articleno =    "105304",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Guo:2024:RSI,
  author =       "Xu Guo and Runze Li and Jingyuan Liu and Mudong Zeng",
  title =        "Reprint: {Statistical inference for linear mediation
                 models with high-dimensional mediators and application
                 to studying stock reaction to COVID-19 pandemic}",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105650",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003664",
  acknowledgement = ack-nhfb,
  articleno =    "105650",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Man:2024:RRE,
  author =       "Rebeka Man and Kean Ming Tan and Zian Wang and Wen-Xin
                 Zhou",
  title =        "Retire: Robust expectile regression in high
                 dimensions",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.004",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001537",
  acknowledgement = ack-nhfb,
  articleno =    "105459",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:RHT,
  author =       "Zhao Chen and Vivian Xinyi Cheng and Xu Liu",
  title =        "Reprint: {Hypothesis} testing on high dimensional
                 quantile regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105651",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003676",
  acknowledgement = ack-nhfb,
  articleno =    "105651",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2024:TES,
  author =       "Jin-Ting Zhang and Jia Guo and Bu Zhou",
  title =        "Testing equality of several distributions in separable
                 metric spaces: a maximum mean discrepancy based
                 approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000859",
  acknowledgement = ack-nhfb,
  articleno =    "105286",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wei:2024:IBP,
  author =       "Waverly Wei and Yuqing Zhou and Zeyu Zheng and
                 Jingshen Wang",
  title =        "Inference on the best policies with many covariates",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001549",
  acknowledgement = ack-nhfb,
  articleno =    "105460",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhang:2024:PSD,
  author =       "Yaowu Zhang and Yeqing Zhou and Liping Zhu",
  title =        "A post-screening diagnostic study for ultrahigh
                 dimensional data",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.09.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001877",
  acknowledgement = ack-nhfb,
  articleno =    "105354",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Zhou:2024:NBC,
  author =       "He Zhou and Hui Zou",
  title =        "The nonparametric {Box--Cox} model for
                 high-dimensional regression analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.01.025",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000568",
  acknowledgement = ack-nhfb,
  articleno =    "105419",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2024:GKP,
  author =       "Jingyuan Liu and Ao Sun and Yuan Ke",
  title =        "A generalized knockoff procedure for {FDR} control in
                 structural change detection",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.008",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001567",
  acknowledgement = ack-nhfb,
  articleno =    "105331",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Jin:2024:MME,
  author =       "Jiashun Jin and Zheng Tracy Ke and Shengming Luo",
  title =        "Mixed membership estimation for social networks",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622002081",
  acknowledgement = ack-nhfb,
  articleno =    "105369",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wu:2024:BNI,
  author =       "Yujia Wu and Wei Lan and Xinyan Fan and Kuangnan
                 Fang",
  title =        "Bipartite network influence analysis of a two-mode
                 network",
  journal =      j-J-ECONOMETRICS,
  volume =       "239",
  number =       "2",
  pages =        "??--??",
  month =        feb,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105562",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:32 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002786",
  acknowledgement = ack-nhfb,
  articleno =    "105562",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:Ma,
  author =       "Anonymous",
  title =        "{March 2024}",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBh,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(24)00059-9",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000599",
  acknowledgement = ack-nhfb,
  articleno =    "105713",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Lee:2024:LRI,
  author =       "Adam Lee and Geert Mesters",
  title =        "Locally robust inference for non-{Gaussian} linear
                 simultaneous equations models",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105647",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003639",
  acknowledgement = ack-nhfb,
  articleno =    "105647",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2024:LAD,
  author =       "Jushan Bai",
  title =        "Likelihood approach to dynamic panel models with
                 interactive effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105636",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003524",
  acknowledgement = ack-nhfb,
  articleno =    "105636",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DeVos:2024:CSB,
  author =       "Ignace {De Vos} and Ovidijus Stauskas",
  title =        "Cross-section bootstrap for {CCE} regressions",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105648",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623003640",
  acknowledgement = ack-nhfb,
  articleno =    "105648",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chong:2024:VVL,
  author =       "Carsten H. Chong and Viktor Todorov",
  title =        "Volatility of volatility and leverage effect from
                 options",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105669",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000150",
  acknowledgement = ack-nhfb,
  articleno =    "105669",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Gao:2024:TVM,
  author =       "Jiti Gao and Bin Peng and Wei Biao Wu and Yayi Yan",
  title =        "Time-varying multivariate causal processes",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105671",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000174",
  acknowledgement = ack-nhfb,
  articleno =    "105671",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Han:2024:CAI,
  author =       "Sukjin Han and Shenshen Yang",
  title =        "A computational approach to identification of
                 treatment effects for policy evaluation",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105680",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000265",
  acknowledgement = ack-nhfb,
  articleno =    "105680",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Choi:2024:ILR,
  author =       "Jungjun Choi and Hyukjun Kwon and Yuan Liao",
  title =        "Inference for low-rank completion without sample
                 splitting with application to treatment effect
                 estimation",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105682",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000289",
  acknowledgement = ack-nhfb,
  articleno =    "105682",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Wang:2024:PDM,
  author =       "Yiren Wang and Peter C. B. Phillips and Liangjun Su",
  title =        "Panel data models with time-varying latent group
                 structures",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105685",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000319",
  acknowledgement = ack-nhfb,
  articleno =    "105685",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Shi:2024:EPM,
  author =       "Peng Shi and Zifeng Zhao",
  title =        "Enhanced pricing and management of bundled insurance
                 risks with dependence-aware prediction using pair
                 copula construction",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105676",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000228",
  acknowledgement = ack-nhfb,
  articleno =    "105676",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liao:2024:IRI,
  author =       "Moyu Liao",
  title =        "Identification of a rational inattention discrete
                 choice model",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105670",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000162",
  acknowledgement = ack-nhfb,
  articleno =    "105670",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hou:2024:PQR,
  author =       "Yanxi Hou and Xuan Leng and Liang Peng and Yinggang
                 Zhou",
  title =        "Panel quantile regression for extreme risk",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105674",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000204",
  acknowledgement = ack-nhfb,
  articleno =    "105674",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kline:2024:CVB,
  author =       "Brendan Kline",
  title =        "Classical $p$-values and the {Bayesian} posterior
                 probability that the hypothesis is approximately true",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105677",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762400023X",
  acknowledgement = ack-nhfb,
  articleno =    "105677",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Li:2024:CIT,
  author =       "Xingyu Li and Yan Shen and Qiankun Zhou",
  title =        "Confidence intervals of treatment effects in panel
                 data models with interactive fixed effects",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105684",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000307",
  acknowledgement = ack-nhfb,
  articleno =    "105684",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:HFP,
  author =       "Dachuan Chen",
  title =        "High frequency principal component analysis based on
                 correlation matrix that is robust to jumps,
                 microstructure noise and asynchronous observation
                 times",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105701",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000472",
  acknowledgement = ack-nhfb,
  articleno =    "105701",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Startz:2024:VRC,
  author =       "Richard Startz and Douglas G. Steigerwald",
  title =        "The variance of regression coefficients when the
                 population is finite",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105681",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000277",
  acknowledgement = ack-nhfb,
  articleno =    "105681",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Hsieh:2024:NRS,
  author =       "Chih-Sheng Hsieh and Yu-Chin Hsu and Stanley I. M. Ko
                 and Jarom{\'\i}r Kov{\'a}r{\'\i}k and Trevon D. Logan",
  title =        "Non-representative sampled networks: Estimation of
                 network structural properties by weighting",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105689",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000356",
  acknowledgement = ack-nhfb,
  articleno =    "105689",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kamat:2024:IEP,
  author =       "Vishal Kamat",
  title =        "Identifying the effects of a program offer with an
                 application to {Head Start}",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105679",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000253",
  acknowledgement = ack-nhfb,
  articleno =    "105679",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chen:2024:TVFb,
  author =       "Qitong Chen and Yongmiao Hong and Haiqi Li",
  title =        "Time-varying forecast combination for factor-augmented
                 regressions with smooth structural changes",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105693",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000393",
  acknowledgement = ack-nhfb,
  articleno =    "105693",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Herbst:2024:BLP,
  author =       "Edward P. Herbst and Benjamin K. Johannsen",
  title =        "Bias in local projections",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105655",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000010",
  acknowledgement = ack-nhfb,
  articleno =    "105655",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Sentana:2024:FU,
  author =       "Enrique Sentana",
  title =        "Finite underidentification",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105692",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000381",
  acknowledgement = ack-nhfb,
  articleno =    "105692",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cui:2024:NEH,
  author =       "Wenhao Cui and Jie Hu and Jiandong Wang",
  title =        "Nonparametric estimation for high-frequency data
                 incorporating trading information",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105690",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000368",
  acknowledgement = ack-nhfb,
  articleno =    "105690",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Giraitis:2024:RIC,
  author =       "Liudas Giraitis and Yufei Li and Peter C. B.
                 Phillips",
  title =        "Robust inference on correlation under general
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "1",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105691",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Tue Mar 5 08:02:33 MST 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762400037X",
  acknowledgement = ack-nhfb,
  articleno =    "105691",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:Mb,
  author =       "Anonymous",
  title =        "{March 2024}",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Anonymous:2024:EBi,
  author =       "Anonymous",
  title =        "{Editorial Board}",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/S0304-4076(24)00044-7",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000447",
  acknowledgement = ack-nhfb,
  articleno =    "105698",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadie:2024:WNC,
  author =       "Alberto Abadie and Joshua Angrist and Guido Imbens",
  title =        "{Whitney Newey}'s contributions to econometrics",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2024.105688",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407624000344",
  acknowledgement = ack-nhfb,
  articleno =    "105688",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ait-Sahalia:2024:MLE,
  author =       "Yacine A{\"\i}t-Sahalia and Chenxu Li and Chen Xu Li",
  title =        "Maximum likelihood estimation of latent {Markov}
                 models using closed-form approximations",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303389",
  acknowledgement = ack-nhfb,
  articleno =    "105008",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Higbee:2024:CGS,
  author =       "Joshua D. Higbee and James B. McDonald",
  title =        "A comparison of the {GB2} and skewed generalized
                 log-$t$ distributions with an application in finance",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.003",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000154",
  acknowledgement = ack-nhfb,
  articleno =    "105064",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Khan:2024:UIN,
  author =       "Shakeeb Khan and Denis Nekipelov",
  title =        "On uniform inference in nonlinear models with
                 endogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.07.016",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622000409",
  acknowledgement = ack-nhfb,
  articleno =    "105261",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Kolokotrones:2024:NWO,
  author =       "Thomas Kolokotrones and James H. Stock and Christopher
                 D. Walker",
  title =        "Is {Newey--West} optimal among first-order kernels?",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000301",
  acknowledgement = ack-nhfb,
  articleno =    "105399",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Windmeijer:2024:TUL,
  author =       "Frank Windmeijer",
  title =        "Testing underidentification in linear models, with
                 applications to dynamic panel and asset pricing
                 models",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.03.007",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762100097X",
  acknowledgement = ack-nhfb,
  articleno =    "105104",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Ai:2024:TUC,
  author =       "Chunrong Ai and Li-Hsien Sun and Zheng Zhang and
                 Liping Zhu",
  title =        "Testing unconditional and conditional independence via
                 mutual information",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.07.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001609",
  acknowledgement = ack-nhfb,
  articleno =    "105335",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Cattaneo:2024:LRD,
  author =       "Matias D. Cattaneo and Michael Jansson and Xinwei Ma",
  title =        "Local regression distribution estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000427",
  acknowledgement = ack-nhfb,
  articleno =    "105074",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Fernandez-Val:2024:NSS,
  author =       "Ivan Fern{\'a}ndez-Val and Aico van Vuuren and Francis
                 Vella",
  title =        "Nonseparable sample selection models with censored
                 selection rules",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2021.01.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000567",
  acknowledgement = ack-nhfb,
  articleno =    "105088",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Graham:2024:KDE,
  author =       "Bryan S. Graham and Fengshi Niu and James L. Powell",
  title =        "Kernel density estimation for undirected dyadic data",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.06.011",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407622001610",
  acknowledgement = ack-nhfb,
  articleno =    "105336",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Bai:2024:SEP,
  author =       "Jushan Bai and Sung Hoon Choi and Yuan Liao",
  title =        "Standard errors for panel data models with unknown
                 clusters",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.006",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303341",
  acknowledgement = ack-nhfb,
  articleno =    "105004",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chernozhukov:2024:NPQ,
  author =       "Victor Chernozhukov and Iv{\'a}n Fern{\'a}ndez-Val and
                 Martin Weidner",
  title =        "Network and panel quantile effects via distribution
                 regression",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.009",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407620303390",
  acknowledgement = ack-nhfb,
  articleno =    "105009",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Abadie:2024:IVE,
  author =       "Alberto Abadie and Jiaying Gu and Shu Shen",
  title =        "Instrumental variable estimation with first-stage
                 heterogeneity",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.02.005",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000702",
  acknowledgement = ack-nhfb,
  articleno =    "105425",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Angrist:2024:OIR,
  author =       "Joshua Angrist and Michal Koles{\'a}r",
  title =        "One instrument to rule them all: the bias and coverage
                 of just-{ID} {IV}",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2022.12.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623000295",
  acknowledgement = ack-nhfb,
  articleno =    "105398",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{DHaultfoeuille:2024:TRE,
  author =       "Xavier D'Haultfoeuille and Stefan Hoderlein and Yuya
                 Sasaki",
  title =        "Testing and relaxing the exclusion restriction in the
                 control function approach",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000439",
  acknowledgement = ack-nhfb,
  articleno =    "105075",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Athey:2024:UWG,
  author =       "Susan Athey and Guido W. Imbens and Jonas Metzger and
                 Evan Munro",
  title =        "Using {Wasserstein Generative Adversarial Networks}
                 for the design of {Monte Carlo} simulations",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.09.013",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407621000440",
  acknowledgement = ack-nhfb,
  articleno =    "105076",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Liu:2024:ALF,
  author =       "Lin Liu and Rajarshi Mukherjee and James M. Robins",
  title =        "Assumption-lean falsification tests of rate
                 double-robustness of double-machine-learning
                 estimators",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.105500",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623002166",
  acknowledgement = ack-nhfb,
  articleno =    "105500",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Arellano:2024:HCR,
  author =       "Manuel Arellano and Richard Blundell and St{\'e}phane
                 Bonhomme and Jack Light",
  title =        "Heterogeneity of consumption responses to income
                 shocks in the presence of nonlinear persistence",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2023.04.001",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0304407623001434",
  acknowledgement = ack-nhfb,
  articleno =    "105449",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

@Article{Chaudhuri:2024:FAC,
  author =       "Shomesh E. Chaudhuri and Andrew W. Lo",
  title =        "Financially adaptive clinical trials via option
                 pricing analysis",
  journal =      j-J-ECONOMETRICS,
  volume =       "240",
  number =       "2",
  pages =        "??--??",
  month =        mar,
  year =         "2024",
  CODEN =        "JECMB6",
  DOI =          "https://doi.org/10.1016/j.jeconom.2020.08.012",
  ISSN =         "0304-4076 (print), 1872-6895 (electronic)",
  ISSN-L =       "0304-4076",
  bibdate =      "Mon Mar 18 09:07:19 MDT 2024",
  bibsource =    "https://www.math.utah.edu/pub/tex/bib/jeconometrics2020.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S030440762030364X",
  acknowledgement = ack-nhfb,
  articleno =    "105026",
  fjournal =     "Journal of Econometrics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03044076",
}

%%% [05-Mar-2024] TO DO: Add missing month data.