September Reading List

In North America, Labo(u)r Day weekend is upon us. The end of summer. Back to school. Last chance to get some pre-class reading done!

• Blackburn, M. L., 2014. The relative performance of Poisson and negative binomial regression estimators. Oxford Bulletin of Economics and Statistics, in press.
• Giannone, D., M. Lenza, and G. E. Primiceri, 2014. Prior selection for vector autoregressions. Review of Economics and Statistics, in press.
• Gulesserian, S. G. and M. Kejriwal, 2014. On the power of bootstrap tests for stationarity: A Monte Carlo comparison. Empirical Economics, 46, 973-998.
• Elliot, G. and A. Timmerman, 2008. Economic forecasting. Journal of Economic Literature, 46, 3-56.
• Kiviet, J. F., 1986, On the rigour of some misspecification tests for modelling dynamic relationships. Review of Economic Studies, 53, 241-261.
• Otto, G. D. and G. M. Voss, 2014. Flexible inflation forecast targeting: Evidence from Canada. Canadian Journal of Economics, 47, 398-421. 

© 2014, David E. Giles