April Reading

Very belatedly, here is my list of suggested reading for April:

• Biørn, E., 2017. Identification, instruments, omitted variables, and rudimentary models: Fallacies in the "experimental approach" to econometrics. Memorandum No. 13/2017, Department of Economics, Oslo University.
• Chambers, M. J., and M. Kyriacou, 2018. Jackknife bias reduction in the presence of a near-unit root. Econometrics, 6, 11.
• Derryberry, D., K. Aho, J. Edwards, and T. Peterson, 2018. Model selection and regression t-statistics. American Statistician, in press.
• Mitchell, J., D. Robertson, and S. Wright, 2018. R² bounds for predictive models: What univariate properties tell us about multivariate predictability. Journal of Business and Economic Statistics, in press. (Free download here.)
• Parker, T., 2017. Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model. Communications in Statistics - Theory and Methods, 46, 5195-5202.
• Troster, V., 2018. Testing Granger-causality in quantiles. Econometric Reviews, 37, 850-866.

© 2018, David E. Giles