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