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.

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