Wednesday, October 4, 2017

Recommended Reading for October

  • Andor, N. & C. Parmeter, 2017. Pseudolikelihood estimation of the stochastic frontier model. Ruhr Economic Papers #693.
  • Chalak, K., 2017. Instrumental variables methods with heterogeneity and mismeasured instruments. Econometric Theory, 33, 69-104.
  • Kim, J. H. & I. Choi, 2017. Unit roots in economic and financial time series: A re-evaluation at the decision-based significance levels. Econometrics, 56 (3), 41.
  • Owen, A. B., 2017. Statistically efficient thinning of a Markov chain sampler. Journal of Computational and Graphical Statistics, 26, 738-744. 
  • Owen, P. D., 2017. Evaluating ingenious instruments for fundamental determinants of long-run economic growth and development. Econometrics, 5 (3), 38.
  • Richard, P., 2017. Robust heteroskedasticity-robust tests. Economics Letters, 159, 28-32.

© 2017, David E. Giles

1 comment:

  1. Excellent and helpful post… I am so glad to left comment on this. This has been a so interesting ..I appreciate your effort..


Note: Only a member of this blog may post a comment.