I was tempted to offer you a list of 150 items, but I thought better of it!
- Hamilton, J. D., 2017. Why you should never use the Hodrick-Prescott filter. Mimeo., Department of Economics, UC San Diego.
- Jin, H. and S. Zhang, 2017. Spurious regression between long memory series due to mis-specified structural breaks. Communications in Statistics - Simulation and Computation, in press.
- Kiviet, J. F., 2016. Testing the impossible: Identifying exclusion restrictions.Discussion Paper 2016/03, Amsterdam School of Economics, University of Economics.
- Lenz, G. and A. Sahn, 2017. Achieving statistical significance with covariates. BITSS Preprint (H/T Arthur Charpentier)
- Sephton, P., 2017. Finite sample critical values of the generalized KPSS test. Computational Economics, 50, 161-172.
- Stypka, O., P. Grabarczyk, R. Kawka, and M. Wagner, 2017. "Linear" fully modified OLS estimation of cointegrating polynomial regressions. Discussion Paper Nr. 77/2016, SFB 823. (H/T David Stern)