Multivariate trend comparisons between autocorrelated climate series with general trend regressors,
Ross McKitrick and Timothy Vogelsang,
from University of Guelph, Department of Economics and Finance
(2011)
Keywords: Autocorrelation; trend estimation; HAC variance matrix; global warming; model comparisons
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation,
Elena Ivona Dumitrescu, Bertrand Candelon, Christophe Hurlin and Franz Palm,
from HAL
(2012)
Keywords: Non-linear VAR,Multivariate dynamic probit models,Exact maximum likelihood,Impulse-response function,Financial crises,VAR non-linéaire,Probit multivarié dynamique,foction de réponse,Crise financière
On the finite-sample properties of conditional empirical likelihood estimators,
Federico Crudu and Zsolt Sándor,
from University Library of Munich, Germany
(2011)
Keywords: Conditional empirical likelihood; conditional Euclidean likelihood; heteroskedasticity; weak instruments; cross-validation
From Wald to Savage: homo economicus becomes a Bayesian statistician,
Nicola Giocoli,
from University Library of Munich, Germany
(2011)
Keywords: Savage, Wald, rational behavior, Bayesian decision theory, subjective probability, minimax rule, statistical decision functions, neoclassical economics
The Hodrick-Prescott filter with priors: linear restrictions on HP filters,
Juan Julio,
from University Library of Munich, Germany
(2011)
Keywords: Business Cycles, Hodrick-Prescott Filter
Generalized Look-Ahead Methods for Computing Stationary Densities,
R. Braun, Huiyu Li and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2011)
An Order-Theoretic Mixing Condition for Monotone Markov Chains,
Takashi Kamihigashi and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2011)
Stability of Stationary Distributions in Monotone Economies,
Takashi Kamihigashi and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2011)
Parametric Conditional Monte Carlo Density Estimation,
Yin Liao and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2011)
Identification and Inference with Many Invalid Instruments,
Michal Kolesár, Raj Chetty, John Friedman, Edward Glaeser and Guido Imbens,
from National Bureau of Economic Research, Inc
(2011)
On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family,
Lorenzo Camponovo and Taisuke Otsu,
from Cowles Foundation for Research in Economics, Yale University
(2011)
Keywords: Bartlett correction, Empirical likelihood, Cressie-Read power divergence family
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure,
Donald Andrews and Xu Cheng,
from Cowles Foundation for Research in Economics, Yale University
(2011)
Keywords: Asymptotic size, Binary choice, Confidence set, Estimator, Identification, Likelihood, Nonlinear models, Test, Smooth transition threshold autoregression, Weak identification
Incorporating theoretical restrictions into forecasting by projection methods,
Raffaella Giacomini and Giuseppe Ragusa,
from C.E.P.R. Discussion Papers
(2011)
Keywords: Forecast comparisons; Bayesian var; Exponential tilting; Euler conditions
Markov Switching Models in Empirical Finance,
Massimo Guidolin,
from IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
(2011)
A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES,
Vance Martin, Yoshihiko Nishiyama and John Stachurski,
from Kyoto University, Institute of Economic Research
(2011)
Keywords: Specification test, goodness of fit, Markov processes.