Friday, September 27, 2013

More Interesting Papers to Read

Here's my latest list of suggested reading:

  • Bayer, C. and C. Hanck, 2012. Combining non-cointegration tests. Journal of Time Series AnalysisDOI: 10.1111/j.1467-9892.2012.814.x 
  • Cipollina, M., L. De Benedictis, L. Salvatici, and C. Vicarelli, 2013.  A note on dummies for policies in gravity models: A Monte Carlo experiment. Working Paper no. 180, Dipartimento di Economia, Universit√† degli studi Roma Tre.
  • Fair, R. C., 2013. Reflections on macroeconometric modelling. Cowles Foundation Discussion Paper No. 1908, Yale University.
  • Kourouklis, S., 2012. A new estimator of the variance based on minimizing mean squared error. The American Statistician, 66, 234-236.
  • Kulish, M. and A. R. Pagan, 2013. Issues in estimating new-Keynesian Phillips curves in the presence of unknown structural change. Research Discussion Paper, RDP 2012-11, Reserve Bank of Australia.
  • Little, R. J., 2013. In praise of simplicity, not mathematistry! Ten simple powerful ideas for the statistical scientist. Journal of the American Statistical Association, 108, 359-369.
  • Zhang, L., X. Xu, and G. Chen, 2012. The exact likelihood ratio test for equality of two normal populations. The American Statistician, 66, 180-184.

© 2013, David E. Giles