From my "Recently Read" list:
- Born, B. and J. Breitung, 2014. Testing for serial correlation in fixed-effects panel data models. Econometric Reviews, in press.
- Enders, W. and Lee. J., 2011. A unit root test using a Fourier series to approximate smooth breaks, Oxford Bulletin of Economics and Statistics, 74, 574-599.
- Götz, T. B. and A. W. Hecq, 2014. Testing for Granger causality in large mixed-frequency VARs. RM/14/028, Maastricht University, SBE, Department of Quantitative Economics.
- Kass, R. E., 2011. Statistical inference: The big picture. Statistical Science, 26, 1-9.
- Qian, J. and L. Su, 2014. Structural change estimation in time series regressions with endogenous variables. Economics Letters, in press.
- Wickens, M., 2014. How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics. Discussion No. 14/17, Department of Economics and Related Studies, University of York.