My Recent Reading

Here are some of the papers that I have been reading in the past few days:

• Majid M. Al-Sadoon, 2013. Geometric and long run aspects of Granger causality. Discussion Paper, Barcelona Graduate School of Economics.
• David Ardia & Lennart Hoogerheide, 2013. GARCH models for daily stock returns: Impact of estimation frequency on value-at-risk and expected shortfall forecasts. Tinbergen Institute Discussion Paper.
• Otilia Boldia & Alastair R. Hall, 2013. Estimation and inference in unstable nonlinear least squares models. Journal of Econometrics, 172, 158-167. 
•  Kazuhito Higa, 2013. Estimating upward bias in the Japanese CPI using Engel's law. Working Paper, Hitotsubashi University.
• Anna Mikusheva, 2013. Survey on statistical inferences in weakly identified instrumental variables models. Applied Econometrics, 29, 117-131. 

© 2013, David E. Giles