New Year's Reading

New Year's resolution - read more Econometrics!

• Bürgi, C., 2016. What do we lose when we average expectations? RPF Working Paper No. 2016-013, Department of Economics, George Washington University.
• Cox, D.R., 2016. Some pioneers of modern statistical theory:A personal reflection. Biometrika, 103, 747-759
• Golden, R.M., S.S. Henley, H. White, & T.M. Kashner, 2016. Generalized information matrix tests for detecting model misspecification. Econometrics, 4, 46; doi:10.3390/econometrics4040046.
• Phillips, G.D.A. & Y. Xu, 2016. Almost unbiased variance estimation in simultaneous equations models. Working Paper No. E2016/10, Cardiff Business School, University of Cardiff. 
• Siliverstovs, B., 2016. Short-term forecasting with mixed-frequency data: A MIDASSO approach. Applied Economics, 49, 1326-1343.
• Vosseler, A. & E. Weber, 2016. Bayesian analysis of periodic unit roots in the presence of a break. Applied Economics, online.

Best wishes for 2017, and thanks for supporitng this blog!

© 2016, David E. Giles