My August Reading List

Here are some suggestions for you:

• Calzolari, G., 2017. Econometrics exams and round numbers: Use or misuse of indirect estimation methods? Communications in Statistics - Simulation and Computation, in press.
• Chakraborti, S., F. Jardim, & E. Epprecht, 2017. Higher order moments using the survival function: The alternative expectation formula. American Statistician, in press.
• Clarke, J. A., 2017. Model averaging OLS and 2SLS: An application of the WALS procedure. Econometrics Working Paper EWP1701, Department of Economics, University of Victoria.
• Hotelling, H., 1940. The teaching of statistics, Annals of Mathematical Statistics, 11, 457-470.
• Knaeble, B. & S. Dutter, 2017. Reversals of least-square estimates and model-invariant estimation for directions of unique effects. American Statistician, 71, 97-105.
• Megerdichian, A., 2017. Further results on interpreting coefficients in regressions with a logarithmic dependent variable. Journal of Econometric Methods, in press.

© 2017, David E. Giles

November Reading

You'll see that this month's reading list relates, in part, to my two recent posts about Ted Anderson and David Cox.

• Acharya, A., M. Blackwell, & M. Sen, 2015. Explaining causal findings without bias: Detecting and assessing direct effects. RWP15-194, Harvard Kennedy School.
• Anderson, T.W., 2005. Origins of the limited information maximum likelihood and two-stage least squares estimators. Journal of Econometrics, 127, 1-16.
• Anderson, T.W. & H. Rubin, 1949. Estimation of the parameters of a single equation in a complete system of stochastic equations. Annals of Mathematical Statistics, 20, 46-63.
• Cox, D.R., 1972. Regression models and life-tables (with discussion). Journal of the Royal Statistical Society B, 34, 187–220.
• Malsiner-Walli, G. & H. Wagner, 2011. Comparing spike and slab priors for Bayesian variable selection. Austrian Journal of Statistics, 40, 241-264.
• Psaradakis, Z. & M. Vavra, 2016. Portmanteau tests for linearity of stationary time series. Working Paper 1/2016, National Bank of Slovakia.

© 2016, David E. Giles

International Prize in Statistics

A few days ago, the inaugural winner of the biennial International Prize in Statistics was announced.

The first recipient of the new award is Sir David Cox, whose work is, of course, well known to econometricians.

The award was made to Sir David for his "Survival Analysis Model Applied in Medicine, Science, and Engineering".