Econometrics Reading for November

In between raking leaves and dealing with some early snow, I've put together this list of suggested reading for you:

• Beckert, W., 2018. A note on specification testing in some structural regression models. Mimeo., Department of Economics, Mathematics and Statistics, Birkbeck College, University of London.
• Clarke, D., 2018. A convenient omitted bias formula for treatment effect models. Economics Letters, in press.
• Liu, Y. & Y. Rho, 2018. On the choice of instruments in mixed frequency specification tests. Mimeo., School of Business and Economics, Michigan Technological University.
• Lütkepohl, H., A. Staszewska-Bystrova, & P. Winker, 2018. Constructing joint confidence bands for impulse functions of VAR models - A review. Lodz Economic Working Paper 4/2018, Faculty of Economics and Sociology, University of Lodz.
• Richardson, A., T. van Florenstein Mulder, & T. Vehbi, 2018. Nowcasting New Zealand GDP using machine learning algorithms.
• Słoczyński, T., 2018. A general weighted average representation of the ordinary and two-stage least squares estimands. Mimeo., Department of Economics, Brandeis University.

© 2018, David E. Giles