Happy New Year - and happy reading!
© 2015, David E. Giles
- Arlot, S. and A. Celisse, 2010. A survey of cross-validation procedures for model selection. Statistics Surveys, 4, 40-79. (HT Rob)
- Marsilli, C., 2014. Variable selection in predictive MIDAS models.Working Paper No. 520, Bank of France.
- Kulaksizoglu, T., 2014. Lag order and critical values of the augmented Dickey-Fuller test: A replication. Journal of Applied Econometrics, forthcoming.
- Mooij, J. M., J. Peters, D. Janzing, J. Zscheischler, and B. Scholkopf, 2014. Distinguishing cause from effect using observational data: Methods and benchmarks. Working Paper. (HT Roger)
- Polak, J., M. L. King, and X. Zhang, 2014. A model validation procedure. Working Paper 21/14, Department of Econometrics and Business Statistics, Monash University.
- Reed, W. R., 2014. Unit root tests, size distortions and cointegrated data. Working Paper 28/2014, Department of Economics and Finance, University of Canterbury. (HT Bob)
