Tuesday, June 11, 2013

What Have You Been Reading?

Here are some of the papers that I was reading last week:
  • Arel-Bundock, V., 2013. A solution to the weak instrument bias in 2SLS estimation: Indirect inference with stochastic approximation, Economics Letters, in press.
  • Behar, R., P. Grima, and L. Marco-Almagro, 2013. Twenty-five analogies for explaining statistical concepts. American Statistician, 67(1), 44-48.
  • Chang, C-L., P. H. Frances, and M. McAleer, 2013, Are forecast updates progressive? MPRA Paper No. 46387.
  • Chortareas, G., and G. Kapetanios, 2013. How puzzling is the PPP puzzle? An alternative half-life measure of convergence to PPP. Journal of Applied Econometrics, 28, 435-457.
  • Davidson, R. and J. B. MacKinnon, 1998. Graphical methods for investigating the size and power of hypothesis tests. Manchester School, 66, 1-26.
  • Hood, W. C. and T. C. Koopmans, 1953. Studies in Econometric Method. Cowles Commission Monograph for Research in Economics, Monograph No. 14. Wiley, New York.
  • Kourouklis, S., 2012. A new estimator of the variance based on minimizing mean squared error. American Statistician, 66(4), 234-236.
  • Lanne, M. and P. Saikkonen, 2013. Noncausal vector autoregression. Econometric Theory, 29, 447-482.

© 2013, David E. Giles