(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
Now that the Canada Day and Independence Day celebrations are behind (some of) us, it's time for some serious reading at the cottage. Here are some suggestions for you:
- Farmer, R. E. A., 2015. The stock market crash really did cause the great recession. Oxford Bulletin of Economics and Statistics, 77, 617-633.
- Franses, P. H., R. Legerstee, and R. Paap, 2016. Estimating loss functions of experts. Applied Economics, in press.
- Hartigan, L., 2016. Alternative HAC covariance matrix estimators with improved finite sample properties. Mimeo., School of Economics, University of New South Wales.
- Harvey, D. I. and S. J. Leybourne, 2016. Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown. Economics Letters, in press.
- Noguchi, K. and F. Marmalejo-Ramos, 2016. Assessing the equality of means using the overlap of range-preserving confidence intervals. American Statistician, in press.
- Studer, R. and R. Winkelmann, 2016. Econometric analysis of ratings - With an application to health and wellbeing. SOEP Papers 846.
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