As always - there's lots of interesting reading out there. Here are my suggestions for this month:
- Advani, A. and Tymon Słoczyński, 2013. Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies.Discussion Paper No. 7874, IZA, Bonn.
- Flaig, G., 2012. Why we should use high values for the smoothing parameter of the Hodrick-Prescott filter. CESifo Working Paper No. 3816, Department of Economics, University of Munich.
- Kiviet, J. F. and J. Niemzczyk, 2013. On the limiting and empirical distribution of IV estimators when some of the instruments are actually endogenous. EGC Report No: 2013/11, Nanyang Techological University.
- Lütkepohl, H., A. Staszewska-Bystrova, and P. Winker, 2014. Confidence bands for impulse responses: Bonferroni versus Wald. (Updated.) SFB 649 Discussion Paper 2014-007.
- Lv, J. and J. S. Liu, 2013. Model selection principles in misspecified models. Journal of the Royal Statistical Society, B, 76, 141-167.
- Skeels, C. L. and L. W. Taylor, 2013. Prediction after estimation. Economics Letters, 122, 420-422.
- Tserkezos, K., 2013. Temporal aggregation and Ramsey's (RESET) test for functional form: Results from empirical and Monte Carlo experiment. Mimeo., Department of Economics, University of Crete.
