Tuesday, December 22, 2015

End-of-Year Reading

Wishing all readers a very special holiday season!

  • Agiakloglou, C., and C. Agiropoulos, 2016. The balance between size and power in testing for linear association for two stationary AR(1) processes. Applied Economics Letters, 23, 230-234.
  • Allen, D., M. McAleer, S. Peiris, and A. K. Singh, 2015. Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies. Discussion Paper No. 15-125/III, Tinbergen Institute.
  • Basu, D., 2015. Asymptotic bias of OLS in the presence of reverse causality. Working Paper 2015-18, Department of Economics, University of Massachusetts, Amherst.
  • Giles, D. E., 2005. Testing for a Santa Claus effect in growth cycles. Economics Letters, 87, 421-426.
  • Kim, J., and I Choi, 2015. Unit roots in economic and financial time series: A re-evaluation based on enlightened judgement. MPRA Paper No. 68411.
  • Triacca, U., 2015. A pitfall in using the characterization of Granger non-causality in vector autoregressive models. Econometrics, 3, 233-239.       


© 2015, David E. Giles

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