Here are some suggestions for you:
- Ai, C. and E. C. Norton, 2003. Interaction terms in logit and probit models. Economics Letters, 80, 123-129.
- Hirschberg, J. and J. Lye, 2017. Inverting the indirect - the ellipse and the Boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares. Journal of Econometrics, in press.
- Kim, I. and S. Park, 2017. Likelihood ratio tests for multivariate normality. Communications in Statistics - Theory and Methods, in press.
- Knotek, E. S. and S. Zaman, 2017. Financial nowcasts and their usefulness in macroeconomic forecasting. Working Paper 17-02, Federal Reserve Bank of Cleveland.
- Marczak, M. and V. Goméz, 2017. Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter. Empirical Economics, 52, 1379-1408.
- Sherwood, C. and D. W. Kwak, 2017. New insights into an old problem - enhancing student learning outcomes in an introductory statistics course. Applied Economics, in press.