Another year, and lots of exciting reading!
- Davidson, R. & V. Zinde-Walsh, 2017. Advances in specification testing. Canadian Journal of Economics, online.
- Dias, G. F. & G. Kapetanios, 2018. Estimation and forecasting in vector autoregressive moving average models for rich datasets. Journal of Econometrics, 202, 75-91.
- González-Estrada, E. & J. A. Villaseñor, 2017. An R package for testing goodness of fit: goft. Journal of Statistical Computation and Simulation, 88, 726-751.
- Hajria, R. B., S. Khardani, & H. Raïssi, 2017. Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests. Working Paper 2017-03, Escuela de Negocios y EconomÍa. Pontificia Universidad Católica de ValaparaÍso.
- McNown, R., C. Y. Sam, & S. K. Goh, 2018. Bootstrapping the autoregressive distributed lag test for cointegration. Applied Economics, 50, 1509-1521.
- Pesaran, M. H. & R. P. Smith, 2017. Posterior means and precisions of the coefficients in linear models with highly collinear regressors. Working Paper BCAM 1707, Birkbeck, University of London.
- Yavuz, F. V. & M. D. Ward, 2017. Fostering undergraduate data science. American Statistician, online.
© 2018, David E. Giles
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