Monday, June 3, 2013

Last Week's Reading

There are some great econometrics papers out there, just waiting to be read. I need more hours in the day!

Some of the papers I enjoyed reading last week were:
  • Barsoum, F. and S. Stankiewicz, 2013. Forecasting GDP growth using mixed-frequency models with switching regimes. Department of Economics, University of Konstanz, Working Paper 2013-10.
  • Castle, J. L., M. P. Clements, and D. F. Hendry, 2013. Forecasting by factors, by variables, by both or neither? Journal of Econometrics, in press.
  • Chiu, C. W., B. Eraker, A. T. Foerster, T. B. Kim, and H. D. Seoane2012. Estimating VAR's sampled at mixed or irregular spaced frequencies: A Bayesian approach. Federal Reserve Bank of Kansas City, Research Working Paper 11-11 (revised, December 2012).
  • Dufour, J-M. and J. Wilde, 2013. Weak identification in probit models with endogenous covariates.
  • Lim, H. K., J. Song, and B. C. Jung, 2013. Score tests for zero-inflation and overdispersion in two-level count data. Computational Statistics and Data Analysis, 61, 67-82.
  • Millimet, D. L. and I. K. McDonough, 2013. Dynamic panel data models with irregular spacing: With applications to early childhood development. IZA Discussion Paper 7359.
  • Pesaran, H. H., A. Pick, and M. Pranovich, 2013. Optimal forecasts in the presence of structural breaks. Journal of Econometrics, in press.

© 2013, David E. Giles

2 comments:

  1. I always get somthing useful from your reading lists. Thanks for sharing!!

    ReplyDelete