Now that the Canada Day and Independence Day celebrations are behind (some of) us, it's time for some serious reading at the cottage. Here are some suggestions for you:
- Farmer, R. E. A., 2015. The stock market crash really did cause the great recession. Oxford Bulletin of Economics and Statistics, 77, 617-633.
- Franses, P. H., R. Legerstee, and R. Paap, 2016. Estimating loss functions of experts. Applied Economics, in press.
- Hartigan, L., 2016. Alternative HAC covariance matrix estimators with improved finite sample properties. Mimeo., School of Economics, University of New South Wales.
- Harvey, D. I. and S. J. Leybourne, 2016. Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown. Economics Letters, in press.
- Noguchi, K. and F. Marmalejo-Ramos, 2016. Assessing the equality of means using the overlap of range-preserving confidence intervals. American Statistician, in press.
- Studer, R. and R. Winkelmann, 2016. Econometric analysis of ratings - With an application to health and wellbeing. SOEP Papers 846.