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Report NEP-ECM-2011-10-22
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Donald W. K. Andrews & Xu Cheng, 2011, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1824, Oct.
- Ross McKitrick & Timothy Vogelsang, 2011, "Multivariate trend comparisons between autocorrelated climate series with general trend regressors," Working Papers, University of Guelph, Department of Economics and Finance, number 1109.
- Yin Liao & John Stachurski, 2011, "Parametric Conditional Monte Carlo Density Estimation," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-562, Oct.
- Giacomini, Raffaella & Ragusa, Giuseppe, 2011, "Incorporating theoretical restrictions into forecasting by projection methods," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8604, Oct.
- Crudu, Federico & Sándor, Zsolt, 2011, "On the finite-sample properties of conditional empirical likelihood estimators," MPRA Paper, University Library of Munich, Germany, number 34116, Sep.
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011, "Identification and Inference with Many Invalid Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 17519, Oct.
- Julio Roman, Juan Manuel, 2011, "The Hodrick-Prescott filter with priors: linear restrictions on HP filters," MPRA Paper, University Library of Munich, Germany, number 34202, Oct.
- Takashi Kamihigashi & John Stachurski, 2011, "An Order-Theoretic Mixing Condition for Monotone Markov Chains," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-559, Oct.
- Vance Martin & Yoshihiko Nishiyama & John Stachurski, 2011, "A Goodness Of Fit Test For Ergodic Markov Processes," KIER Working Papers, Kyoto University, Institute of Economic Research, number 787, Oct.
- Massimo Guidolin, 2011, "Markov Switching Models in Empirical Finance," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 415.
- R. Anton Braun & Huiyu Li & John Stachurski, 2011, "Generalized Look-Ahead Methods for Computing Stationary Densities," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-558, Oct.
- Lorenzo Camponovo & Taisuke Otsu, 2011, "On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1825, Oct.
- Takashi Kamihigashi & John Stachurski, 2011, "Stability of Stationary Distributions in Monotone Economies," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-561, Oct.
- Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012, "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers, HAL, number halshs-00630036, Jun.
- Giocoli, Nicola, 2011, "From Wald to Savage: homo economicus becomes a Bayesian statistician," MPRA Paper, University Library of Munich, Germany, number 34117, Oct.