So Much Good Reading........

Here are my latest reading suggestions:

• Choi, I., 2013. Panel Cointegration. Working Paper, Department of Economics, Sogang University, Korea.
• Davidson, R. and J. G. MacKinnon, 2013. Bootstrap tests for overdentification in linear regression models. Economics Department Working Paper No. 1318, Queen's University.
• Deng, A., 2013. Understanding spurious regression in financial econometrics. Journal of Financial Econometrics, in press.
• Feng, C., H. Wang, Y. Han, and Y. Xia, 2013. The mean value theorem and Taylor's expansion in statistics. The American Statistician, in press.
• Kiviet, J. F. and G. D. A. Phillips, 2013. Improved variance estimation of maximum likelihood estimation in stable first-order dynamic regression models. EGC Report No. 2012/06, Division of Economics, Nanyang Technical University.
• Lanne, M., M. Meitz, and P. Saikkonen, 2013. Testing for linear and nonlinear predicatability of stock returns. Journal of Financial Econometrics, 11, 682-705.

© 2013, David E. Giles

The History of Statistics in the Classrom

You've probably gathered already that I like to incorporate material relating to the history of econometrics, and the history of statistics, into my classroom material. I've always found that it adds perspective, and knowing something about the characters who've contributed to the development of the discipline brings the material to life.

A few years ago, Herbert David presented a paper at the Joint Statistical Meetings, titled "The History of Statistics in the Classroom". It discusses three big players - Laplace, Gauss, and Fisher. You can download a copy of the paper here.

© 2013, David E. Giles