Tuesday, September 1, 2015

September Reading List

  • Abeln, B. and J. P. A. M. Jacobs, 2015. Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET. CAMA Working Paper 25/2015, Crawford School of Public Policy, Australian National University.
  • Chan, J. C. C. and A. L. Grant, 2015. A Bayesian model comparison for trend-cycle decompositions of output. CAMA Working Paper 31/2015, Crawford School of Public Policy, Australian National University.
  • Chen, K. and K-S. Chan, 2015. A note on rank reduction in sparse multivariate regression. Journal of Statistical Theory and Practice, in press.
  • Fan, Y., S. Pastorello, and E. Renault, 2015. Maximization by parts in extremum estimation. Econometrics Journal, 18, 147-171.
  • Horowitz, J., 2014. Variable selection and estimation in high-dimensional models. Cemmap Working Paper CWP35/15, Institute of Fiscal Studies, Department of Economics, University College London.
  • Larson, W., 2015. Forecasting an aggregate in the presence of structural breaks in the disaggregates. RPF Working Paper No. 2015-002, Research Program on Forecasting, Center of Economic Research, George Washington University.

© 2015, David E. Giles