(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
Here's a suggested reading list for February:
- Casey, G. and M. Klemp, 2016. Instrumental variables in the long run. MPRA Paper No. 68696.
- Coglianese, J., L. W. Davis, L. Kilian, and J. H. Stock, 2016. Anticipation, tax avoidance, and the price elasticity of gasoline demand. Journal of Applied Econometrics, in press.
- Falorsi, S., A. Naccarato, and A. Pierini, 2015. Using Google trend data to predict the Italian unemployment rate. Working Paper No. 203, Dipartimento di Economia, Università degli studi Roma Tre.
- Harris, D., S. J. Leybourne, and A. M. Robert, 2016. Test of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. Working Paper No. 5 01-2016, Essex Finance Centre, Essex Business School, University of Essex.
- Inoue, A. and G. Solon, 2010. Two-sample instrumental variables estimators. Review of Economics and Statistics, 93, 557-561.
- Kim, N., 2016. A robustified Jarque-Bera test for multivariate normality. Economics Letters, in press.
Please comment on the article here: Econometrics Beat: Dave Giles' Blog
