Recommended Reading for February

February 11, 2018
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(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)

Here are some reading suggestions:
  • Bruns, S. B., Z. Csereklyei, & D. I. Stern, 2018. A multicointegration model of global climate change. Discussion Paper No. 336, Center for European, Governance and Economic Development Research, University of Goettingen.
  • Catania, L. & S. Grassi, 2017. Modelling crypto-currencies financial time-series. CEIS Tor Vegata, Research Paper Series, Vol. 15, Issue 8, No. 417.
  • Farbmacher, H., R. Guber, & J. Vikström, 2018. Increasing the credibility of the twin birth instrument. Journal of Applied Econometrics, online.
  • Liao, J. G. & A. Berg, 2018. Sharpening Jensen's inequality. American Statistician, online.
  • Reschenhofer, E., 2018. Heteroscedasticity-robust estimation of autocorrelation. Communications in Statistics - Simulation and Computation, online.

© 2018, David E. Giles



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