Friday, November 4, 2016

November Reading

You'll see that this month's reading list relates, in part, to my two recent posts about Ted Anderson and David Cox.
  • Acharya, A., M. Blackwell, & M. Sen, 2015. Explaining causal findings without bias: Detecting and assessing direct effects. RWP15-194, Harvard Kennedy School.
  • Anderson, T.W., 2005. Origins of the limited information maximum likelihood and two-stage least squares estimators. Journal of Econometrics, 127, 1-16.
  • Anderson, T.W. & H. Rubin, 1949. Estimation of the parameters of a single equation in a complete system of stochastic equations. Annals of Mathematical Statistics, 20, 46-63.
  • Cox, D.R., 1972. Regression models and life-tables (with discussion). Journal of the Royal Statistical Society B, 34, 187–220.
  • Malsiner-Walli, G. & H. Wagner, 2011. Comparing spike and slab priors for Bayesian variable selection. Austrian Journal of Statistics, 40, 241-264.
  • Psaradakis, Z. & M. Vavra, 2016. Portmanteau tests for linearity of stationary time series. Working Paper 1/2016, National Bank of Slovakia.
© 2016, David E. Giles

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