Here are some suggestions for your reading this month:
- Coble, D. & P. Picheira, 2017. Nowcasting building permits with Google trends. MPRA Paper No. 76514.
- Mullahy, J., 2017. Marginal effects in multivariate probit models. Empirical Economics, 52, 447-461.
- Pagan, A., 2017. Some consequences of using "measurement error shocks" when estimating time series models. CAMA Working Paper 12.2017, Cantre for Macroeconomic Analysis, Australian National University.
- Reed, W. R. & A. Smith, 2017. A time series paradox: Unit root tests perform poorly when data are cointegrated. Economics Letters, 151, 71-74.
- Zhang, L., 2017. Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study. Communications in Statistics - Theory and Methods, online.
