I have recently updated my TeXLive installation to the 2013 version (via MacTeX), and I am getting an error when trying to use the econometrica style from natbib. (The error comes from running Bibtex, not when running pdflatex):
I couldn't open style file econometrica.bst
---line 20 of file SE.aux : \bibstyle{econometrica : } I'm skipping whatever remains of this command I found no style file---while reading file SE.aux (There were 2 error messages)BibTeX exited abnormally with code 2 at Thu Jun 27 10:27:42
I searched around and it seems like this style is not a standard natbib style, but I don't remember having had to install anything other than the standard MacTeX distribution before, so I don't understand why the code no longer works.
When I switch to the old TeXLive installation (2012) the code works as expected.
Here is a MWE
\documentclass[12pt]{article}
\usepackage{hyperref}
\usepackage{natbib}
\usepackage{hypernat}
\usepackage{filecontents}
\begin{filecontents}{risksse.bib}
@article{anghodrick,
Author = {Andrew Ang and Robert J. Hodrick and Yuhang Xing and Xiaoyan Zhang},
Date-Added = {2013-06-26 23:46:29 +0000},
Date-Modified = {2013-06-26 23:48:33 +0000},
Journal = {The Journal of Finance},
Month = {February},
Number = {1},
Pages = {259-299},
Title = {The Cross-Section of Volatility and Expected Returns},
Volume = {LXI},
Year = {2006}}
\end{filecontents}
\begin{document}
Taken from \citet{anghodrick}.
\bibliographystyle{abbrv}
\bibliography{risksse}
\end{document}
econometrica.bstinto working folder is workaround I suppose – texenthusiast Jun 27 '13 at 00:39$HOME/texmf/bibtex/bst/in Linux (respecting the TEX directory structure), although I have no idea how it is done on Mac. – texenthusiast Jun 27 '13 at 01:01~/Library/texmf/bibtex/bst/econometrica.bst, May be someone can conform to you with upvote to this comment. – texenthusiast Jun 27 '13 at 01:04