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Saturday, February 28, 2015

March Reading List

Good grief! It's March already. You might enjoy:

Bajari, P., D. Nekipelov, S. P. Ryan, and M. Yang, 2015. Demand estimation with machine learning and model combination. NBER Working Paper No, 20955.

Baur, D. G. and D. T. Tran, 2014. The long-run relationship of gold and silver and the influence of bubbles and financial crises. Empirical Economics, 47, 1525-1541.

Efron, B., 2014. Estimation and accuracy after model selection. Journal of the American Statistical Association, 109, 991-1007.

Kennedy, P. E., 1995. Randomization tests in econometrics. Journal of Business and Economic Statistics, 13, 85-94.

Magnus, J. R., W. Wang, and X. Zhang, 2015. Weighted-average least squares prediction. Econometric Reviews, in press.

Osman, A. F. and M. L. King, 2015. A new approach to forecasting based on exponential smoothing with independent regressors. Working Paper 02/15, Department of Econometrics and Business Statistics, Monash University.

Perron, P. and Y. Yamamoto, 2015. Using OLS to estimate and test for structural change in models with endogenous regressors. Journal of Applied Econometrics, 30, 119-144.

© 2015, David E. Giles

Population Countdown

I was downloading data from the Statistics New Zealand website the other evening, and was alerted to the fact that an interesting event was about to occur. Here's my screen-capture of the N.Z. "Population Clock" about an hour later:




© 2015, David E. Giles