Tuesday, June 30, 2015

July Reading

Now that the (Northern) summer is here, you should have plenty of time for reading. Here are some recommendations:
  • Ahelegbey, D. F., 2015. The econometrics of networks: A review. Working Paper 13/WP/2015, Department of Economics, University of Venice.
  • Camba-Mendez, G., G. Kapetanios, F. Papailias, and M. R. Weale, 2015. An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for Euro area economies. Working Paper No. 1773, European Central Bank.
  • Cho, J. S., T-H. Kim, and Y. Shin, 2015. Quantile cointegration in the autoregressive distributed-lag modeling framework. Journal of Econometrics, 188, 281-300.
  • De Luca, G., J. R. Magnus, and F. Peracchi, 2015. On the ambiguous consequences of omitting variables. EIEF Working Paper 05/15.
  • Gozgor, G., 2015. Causal relation between economic growth and domestic credit in the economic globalization: Evidence from the Hatemi-J's test. Journal of International Trade and Economic Development,  24, 395-408.
  • Panhans, M. T. and J. D. Singleton, 2015. The empirical economist's toolkit: From models to methods. Working Paper 2015-03, Center for the History of Political Economy.
  • Sanderson. E and F. Windmeijer, 2015. A weak instrument F-test in linear IV models with multiple endogenous variables. Discussion Paper 15/644, Department of Economics, University of Bristol.
© 2015, David E. Giles

1 comment:

  1. De Luca, G., J. R. Magnus, and F. Peracchi, 2015 is a really nice paper, thank you!