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