For better, or worse, here are some of the papers I've been reading lately:
- Chambers, M. J., J. S. Ercolani, and A. M. R. Taylor, 2013. Testing for seasonal unit roots by frequency domain regression. Journal of Econometrics, in press.
- Chicu, M. and M. A. Masten, 2013. A specification test for discrete choice models. Economics Letters, in press.
- Hansen, P. R. and A. Lunde, 2013. Estimating the persistence and the autocorrelation function of a time series that is measured with error. Econometric Theory, in press.
- Liu, Y., J. Liu, and F. Zhang, 2013. Bias analysis for misclassificaiton in a multicategorical exposure in a logistic regression model. Statistics and Probability Letters, in press.
- Thornton, M., 2013, The aggregation of dynamic relationships caused by incomplete information. Journal of Econometrics, in press.
- Wang, H. and S. Z. F. Zhou, 2013. Interval estimation by frequentist model averaging. Communications in Statistics - Theory and Methods, in press.
© 2013, David E. Giles