Here are some of the paper that I've been reading lately:
- Armstrong, J. S., K. C. Green, and A. Graefe, 2014. Golden rule of forecasting: Be conservative. MPRA Paper No. 53579
- Ashley, R. A. and K. P. Tsang, 2014. Credible Granger-causality inference with modest sample lengths: A cross-sample validation approach. Econometrics, 2, 72-91.
- Imbens, G. W., 2014. Instrumental variables: An econometrician's perspective. IZA DP No. 8048, Institute for the Study of Labor, Bonn.
- Kleijnen, J. P. C., 2014. Response surface methodology. Discussion Paper 2014- 013, CentER, Tilburg University.
- Pesaran, M. H. and R. P. Smith, 2014. Signs of impact effects in time series regression models. Economics Letters, 122, 150-153.
The Imbens IV paper is really interesting. He also has a new WP on matching that's quite good: http://papers.nber.org/tmp/46618-w19959.pdf
ReplyDeleteProfessor Giles, I thoroughly enjoy your blog posts. I especially appreciate your pedagogic style. I recently came across a paper http://escuelaestadistica.univalle.edu.co/archivos/publicacionesAnalogiesforExplainingStstisticsConcepts.pdf. I wonder if you could share some of your ways or analogies to explain certain statistical or econometric concepts.
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