Here are some of the papers that I've been reading recently. Some of them may appeal to you, too:
- Bampinas, G., K. Ladopoulos, &T. Panagiotidis, 2017. A note on the estimated GARCH coefficients from the S&P1500 universe. WP 17-09, Rimini Centre for Economic Analysis.
- Heberle, J. & C. Sattarhoff, 2017. A fast algorithm for the computation of HAC covariance matrix estimators. Econometrics, 5(1), 9; doi:10.3390/econometrics5010009.
- Kristensen, D. & B. Salanié, 2017. Higher-order properties of approximate estimators. Journal of Econometrics, online.
- Lei, J., M. G'Sell, A. Rinaldo, R. J. Tibshirani, & L. Wasserman, 2017.Distribution-free predictive inference for regression. Journal of the American Statistical Association, online.
- Tsagbey, S., M. De carvalho, & G. L. Page, 2017. All data are wrong, but some are useful? Advocating the need for data auditing. American Statistician, online.
- Zhang, X. & C-A. Liu, 2017. Inference after model averaging in linear regression models. IEAS Working Paper No. 17-A005.
Hi Dave,
ReplyDeleteThanks for sharing this interesting list of articles! I'm wondering, how do you go about finding these types of articles to read? Are you a subscriber to these publications/do you regularly check for new updates online? I'd like to start keeping more up to date with academic articles, but I'm not sure where to start. Really love the site!
Best,
Michael
Michael - thanks for the interesting question/comment. It deserves a full response so I'll allocate a post to it this weekend. DG
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