Sunday, September 10, 2017

Econometrics Reading List for September

A little belatedly, here is my September reading list:
  • Benjamin, D. J. et al., 2017. Redefine statistical significance. Pre-print.
  • Jiang, B., G. Athanasopoulos, R. J. Hyndman, A. Panagiotelis, and F. Vahid, 2017. Macroeconomic forecasting for Australia using a large number of predictors. Working Paper 2/17, Department of Econometrics and Business Statistics, Monash University.
  • Knaeble, D. and S. Dutter, 2017. Reversals of least-square estimates and model-invariant estimations for directions of unique effects. The American Statistician, 71, 97-105.
  • Moiseev, N. A., 2017. Forecasting time series of economic processes by model averaging across data frames of various lengths. Journal of Statistical Computation and Simulation, 87, 3111-3131.
  • Stewart, K. G., 2017. Normalized CES supply systems: Replication of Klump, McAdam and Willman (2007). Journal of Applied Econometrics, in press.
  • Tsai, A. C., M. Liou, M. Simak, and P. E. Cheng, 2017. On hyperbolic transformations to normality. Computational Statistics and Data Analysis, 115, 250-266,


© 2017, David E. Giles

No comments:

Post a Comment