New Year Reading Suggestions for 2019

With a new year upon us, it's time to keep up with new developments -

• Basu, D., 2018. Can we determine the direction of omitted variable bias of OLS estimators? Working Paper 2018-16, Department of Economics, University of Massachusetts, Amherst.
• Jiang, B., Y. Lu, & J. Y. Park, 2018. Testing for stationarity at high frequency. Working Paper 2018-9, Department of Economics, University of Sydney. 
• Psaradakis, Z. & M. Vavra, 2018. Normality tests for dependent data: Large-sample and bootstrap approaches. Communications in Statistics - Simulation and Computation, online.
• Spanos, A., 2018. Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective. Communications in Statistics - Theory and Methods, online.
• Thorsrud, L. A., 2018. Words are the new numbers: A newsy coincident index of the business cycle. Journal of Business Economics and Statistics, online. (Working Paper version.)
• Zhang, J., 2018. The mean relative entropy: An invariant measure of estimation error. American Statistician, online.

© 2019, David E. Giles