Sunday, September 2, 2018

September Reading List

This month's list of recommended reading includes an old piece by Milton Friedman that you may find interesting:
  • Broman, K. W. & K. H. Woo, 2017. Data organization in spreadsheets. American Statistician, 72, 2-10.
  • Friedman, M., 1937. The use of ranks to avoid the assumption of normality implicit in the analysis of variance. Journal of the American Statistical Association, 32, 675-701.
  • Goetz, T. & A. Hecq, 2018. Granger causality testing in mixed-frequency VARs with (possibly) cointegrated processes. MPRA Paper No. 87746.
  • Güriş, B., 2018. A new nonlinear unit root test with Fourier function. Communications in Statistics - Simulation and Computation, in press.
  • Honoré, B. E. & L. Hu, 2017. Poor (Wo)man's bootstrap. Econometrica, 85, 1277-1301. (Discussion paper version.)
  • Peng, R. D., 2018. Advanced Statistical Computing. Electronic resource.
© 2018, David E. Giles