Papers I've Been Reading

Here are some of the papers I've been reading over the past week. Hopefully, they'll also be of interest to readers of this blog.

In no particular order:

• M. M. Al-Sadun, 2013. Geometric and long run aspects of Granger causality.
• D. F. Hendry & F. Pretis, 2013. Some fallacies in econometric modelling of climate change.
• M. Blazejowski & J. Kwiatowski, 2013. Bayesian model averaging and jointness measures for gretl.
• P. Lavergne, 2013. Model equivalence tests in a parametric framework.
• D. I. Stern & K. Enflo, 2013. Causality between energy and output in the long-run. (Added, 16/03/2013: also see this paper.)
• J. M. Wooldridge, 2012. Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables.

© 2013, David E. Giles