(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
Here are a few suggestions for some interesting reading this month:
- Esquivel, M.L., P.P. Mota, & J.T. Mexia, 2016. On some statistical models with a random number of observations. Journal of Statistical Theory and Practice, online.
- Gorroochurn, P., 2015. On Galton's change from "reversion" to "regression". American Statistician, in press.
- Kourtellos, A., T. Stengos, & C.M. Tan, 2016. Structural threshold regression. Econometric Theory, 32,827-860.
- Jandhyala, V., S. Fotopoulos, I. MacNeill, & P. Liu, 2016. Inference for single and multiple change-points in time series. Journal of Time Series Analysis, in press.
- Malloch, H., R. Philip, & S. Satchell, 2016. Decomposing the bias in time-series estimates of CAPM betas. Applied Economics, 28, 4291-4298.
- Xu, J. & P. Perron, 2016. Forecasting in the presence of in and out of sample breaks. Mimeo.
Please comment on the article here: Econometrics Beat: Dave Giles' Blog
