Now is a good time to catch up on some Econometrics reading. Here are my suggestions for this month:
- Carrasco, M. and R. Kotchoni, 2016. Efficient estimation using the characteristic function. Econometric Theory, in press.
- Chambers, M. J., 2016. The estimation of continuous time models with mixed frequency data. Discussion Paper No. 777, Department of Economics, University of Essex.
- Cuaresma, J. C., M. Feldkircher, and F. Huber, 2016. Forecasting with global vector autoregressive models: A Bayesian approach. Journal of Applied Econometrics, in press.
- Hendry, D., 2016. Deciding between alternative approaches in macroeconomics. Discussion Paper No. 778, Department of Economics, University of Oxford.
- Reed, W. R., 2016. Univariate unit root tests perform poorly when data are cointegrated. Working Paper No. 1/2016, Department of Economics and Finance, University of Canterbury.
Your blog is really good, and so is your to read shelf.
ReplyDeletePlease, keep up the good work, helping hundreds of PhD students, such as myself.
Bruno Breyer Caldas