Facticity as a measure for Meaningful Information
Pieter Adriaans
April 2011

Penalized Exponential Series Estimation of Copula Densities
Ximing Wu
April 2011

On Identification of Bayesian DSGE Models
M. Hashem Pesaran
March 2011

Local Linear GMM Estimation of Functional Coefficient IV Models with Application to the Estimation of Rate of Return to Schooling
Liangjun Su, Irina Murtazashvili, and Aman Ullah
January 2011

Estimation and Forecasting of Dynamic Conditional Covarience: A Semiparametric Multivariate Model
Xiangdong Long, Liangjun Su and Aman Ullah
January 2011

Nonparametic and Semiparametic Volatility Models: Specification, Estimation, and Testing
Liangjun Su, Aman Ullah and Santosh Mishra
January 2011

Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing
Liangjun Su and Aman Ullah
April 2010

U.S. Navy Promotion and Retention by Race and Sex
Amos Golan, William H. Greene, Jeffrey M. Perloff
January 2010

Identifying Strategies and Beliefs Without Rationality Assumptions
Amos Golan and James Bono
May 2010

A Concentrated, Nonlinear Information-Theoretic Estimator for the Sample Selection Model
Amos Golan and Henryk Gzyl
June 2010

Frequentist Inference in Weakly Identified DSGE Models
Pablo Guerron-Quintana, Atsushi Inoue, and Lutz Kilian
August 2010

Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification
Prosper Dovonon
May 2010

GME Estimation with Non-Linearities and Spatial Dependence in Club Convergence Analysis
Rosa Bernardini Papalia, Silvia Bertarelli
October 2010

Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators : Many Moment Asymptotics
Mehmet Caner
September 2010

Unit Root Tests with Wavelets
Yanqin Fan and Ramazan Gencay
May 2009

Breakdown Theory for Implied Probability Bootstrap
Lorenzo Camponovo and Taisuke Otsu
October 2010

Information Theoretic Approaches to Density Estimation with an Application to the U.S. Personal Income Data
Sung Y. Park and Anil K. Bera
September 2010

Towards an Infometric Solution to the Risk Modelling Crisis: The Canon of Plausible Inference and the Representation of Observed Data
Alberto Solana-Ortega and Vicente Solana
September 2010

Optimal Comparison of Misspecified Moment Restriction Models
Vadim Marmer and Taisuke Otsu
September 2010

Entropy-Based Inference Using R and the np Package: A Primer
Jeffrey S. Racine
2010

Incentive-Compatible Elicitation of Quantiles
Nicholas M. Kiefer
March 2010

Forecasting with Imprecise/Indeterminate Probabilities [IP]—Some Preliminary Findings
Teddy Seidenfeld, Mark Schervish, and Jay Kadane
June 2010

Which Quantile Is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression
Anil K. Bera, Antonio F. Galvao Jr., Gabriel V. Montes-Rojas, Sung Y. Park
2010