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.