(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
Some suggestions for the coming month:
- Franses, P. H., 2016. A note on the mean absolute scaled error. International Journal of Forecasting, 32, 20-22.
- Gorroochurn, P., 2015. On Galton's change from 'reversion' to 'regression'. American Statistician, in press.
- Holan, S. H., R. Lund, and G. Davis, 2010. The ARMA alphabet soup: A tour of ARMA model variants. Statistics Surveys, 4, 232-274.
- Liu, S., H. Wu, and W. Q. Meeker, 2015. Understanding and addressing the unbounded "likelihood" problem. American Statistician, 69, 191-200.
- McCracken, M. W. and S. Ng, 2015. FRED-MD: A monthly database for macroeconomic research. Journal of Business and Economic Statistics, in press.
- Müller, U. K. and M. W. Watson, 2015. Low-frequency econometrics. NBER Working Paper No. 21564.
Please comment on the article here: Econometrics Beat: Dave Giles' Blog
