Tuesday, July 2, 2013

Summer Reading

The schools are out, and here in Canada we celebrated Canada Day yesterday. That means it's now summer! And summer means summer reading.

So, here are some suggestions for you:
  • Andreou, E., E. Ghysels, and A. Kourtellos, 2013. Should macroeconomic forecasters use daily financial data and how? Journal of Business and Economic Statistics, 31, 240-251.
  • Downey, A. B., 2013. Think Bayes: Bayesian Statistics Made Simple. Green Tea Press, Needham MA.
  • Espejo, M. R., M. D. Pineda, and S. Nadarajah, 2013. Optimal unbiased estimation of some population central moments. Metron, 71, 39-62.
  • Giacomini, R., D. M. Politis, and H. White, 2013. A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Econometric Theory, 29, 567-589.
  • Hayter, A. J., 2013. A new procedure for the Behrens-Fisher problem that guarantees confidence levels. Journal of Statistical Theory and Practice, 7, 515-536.
  • Ouysse, R., 2013. Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression. Australian School of Business Working Paper 2013 ECON 04, University of New South Wales.
  • Pinkse, J., 2013. The ET interview: Herman Bierens. Econometric Theory, 29, 590-608.
  • Stigler, S. M., 2007.  The epic story of maximum likelihood. Statistical Science, 22, 598-620.
  • Yu, P., 2013. Inconsistency of 2SLS estimators in threshold regression with endogeneity. Economics Letters, in press.

© 2013, David E. Giles

N.Z. Association of Economists Conference

Although it's still the afternoon of Tuesday 2 July here on the We(s)t Coast, it's already the morning of Wednesday 3 July in New Zealand. That being the case, the 54th Annual Conference of the New Zealand Association of Economists is just getting underway in Wellington. Although I'm not attending, I do have a soft-spot for this conference, and I'll be participating next year.

The conference program includes a number of interesting looking empirical papers, and as usual there is a strong emphasis on economic policy analysis.

The other reason for my interest in this conference? The first conference paper I ever presented was at the 1972 NZAE Conference, held at Massey University in Palmerston North. I talked about "Consumption Expenditure in New Zealand". How time flies!

© 2013, David E. Giles