Here are some reading suggestions:
- Bruns, S. B., Z. Csereklyei, & D. I. Stern, 2018. A multicointegration model of global climate change. Discussion Paper No. 336, Center for European, Governance and Economic Development Research, University of Goettingen.
- Catania, L. & S. Grassi, 2017. Modelling crypto-currencies financial time-series. CEIS Tor Vegata, Research Paper Series, Vol. 15, Issue 8, No. 417.
- Farbmacher, H., R. Guber, & J. Vikström, 2018. Increasing the credibility of the twin birth instrument. Journal of Applied Econometrics, online.
- Liao, J. G. & A. Berg, 2018. Sharpening Jensen's inequality. American Statistician, online.
- Reschenhofer, E., 2018. Heteroscedasticity-robust estimation of autocorrelation. Communications in Statistics - Simulation and Computation, online.