Here's my reading list for May:
- Hayakawa, K., 2016. Unit root tests for short panels with serially correlated errors. Communications in Statistics - Theory and Methods, in press.
- Hendry, D. F. and G. E. Mizon, 2016. Improving the teaching of econometrics. Discussion Paper 785, Department of Economics, University of Oxford.
- Hoeting, J. A., D. Madigan, A. E. Raftery, and C. T. Volinsky, 1999. Bayesian model averaging: A tutorial (with comments and rejoinder). Statistical Science, 14, 382-417.
- Liu, J., D. J. Nordman, and W. Q. Meeker, 2016. The number of MCMC draws needed to compute Bayeian credible bounds. American Statistician, in press.
- Lu, X., L. Su, and H. White, 2016. Granger causality and structural causality in cross-section and panel data. Working Paper No, 04-2016, School of Economics, Singapore Management University.
- Nguimkeu, P., 2016. An improved selection test between autoregressive and moving average disturbances in regression models. Journal of Time Series Econometrics, 8, 41-54.