Econometrics Reading List for November

Some suggestions........

• Garcia, J. and D. E. Ramirez, 2017. The successive raising estimator and its relation with the ridge estimator. Communications in Statistics - Theory and Methods, 46, 11123-11142.
• Silva, I. R., 2017. On the correspondence between frequentist and Bayesian tests. Communications in Statistics - Theory and Methods, online.
• Steel, M. F. J., 2017. Model averaging and its use in economics. MPRA Paper No. 81568.
• Teräsvirta, T., 2017. Nonlinear models in macroeconometrics. CREATES Research Paper 2017-32.
• Witmer, J., 2017. Bayes and MCMC for undergraduates. American Statistician, 71, 259-274.
• Zimmerman, C., 2015. On the need for a replication journal. Federal Reserve Bank of St. Louis, Working Paper 2015-016A.

© 2017, David E. Giles