Reading for the Holidays

Here are some suggestions for your Holiday reading:

• Athey, S. and G. Imbens, 2016. The state of econometrics - Causality and policy evaluation. Mimeo., Graduate School of Business, Stanford University.
• Cook, J. D., 2010. Testing a random number generator. Chapter 10, in T. Rily and A. Goucher (eds.), Beautiful Testing, O' Reilly Media, Sebastol, CA. 
• Ivanov, V. and L. Kilian, 2005. A practitioner's guide to lag order selection for VAR impulse response analysis. Studies in Nonlinear Dynamics and Econometrics, 9, article 2.
• Polanin, J. A., E. A. Hennessy, and E. E. Tanner-Smith, 2016. A review of meta-analysis packages in R. Journal of Educational and Behavioural Statistics, 42, 206-242.
• Young, A., 2017. Consistency without inference: Instrumental variables in practical application. Mimeo.,  London School of Economics.
• Zhang, L., 2017, Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study. Communications in Statistics - Theory and Methods, 46, 12317-12323.

© 2017, David E. Giles