(This article was first published on

**Econometrics Beat: Dave Giles' Blog**, and kindly contributed to R-bloggers)Just what you need – some more interesting reading!

**Al-Sadoon, M. M.**, 2013. Geometric and long run aspects of Granger causality. Mimeo., Universitat Pompeu Fabra. (*Forthcoming in Journal of Econometrics*.)**Barnett, W. A. and I. Kalondo-Kanyama**, 2013. Time-varying parameter in the almost ideal demand system and the Rotterdam model: Will the best specification please stand up? Working Paper 335, Econometric Research Southern Africa.**Delgado, M. S. and C. F. Parmenter**, 2013, Embarrassingly easy embarrassingly parallel processing in R.*Journal of Applied Econometrics*, early view, DOI: 10.1002/jae.2362 .**Doko Tchatoka, H.**, 2013. On bootstrap validity for specification tests with weak instruments. Discussion Paper 2013-05, School of Economics and Finance, University of Tasmania.**Fisher, L. A., H-S. Huh, and A. R. Pagan**, 2013, Econometric issues when modelling with a mixture of I(1) and I(0) variables. NCER Working Paper Series, Working Paper #97.**Pesaran, H. H. and Y. Shin**, 1998. Generalized impulse response analysis in linear multivariate models.*Economics Letters*, 58, 17-29.**Warr, R. L. and R. A. Erich**, 2013. Should the interquartile range divided by the standard deviation be used to assess normality?*American Statistician*, online,**DOI:**- 10.1080/00031305.2013.847385 .
**Zhang, X. and X. Shao**, 2013, On a general class of long run variance estimators.*Economics Letters*, 120, 437-441.

© 2013, David E. Giles

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