# Econometrics Reading for the New Year

[This article was first published on

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

**Econometrics Beat: Dave Giles' Blog**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

Another year, and lots of exciting reading!

- Davidson, R. & V. Zinde-Walsh, 2017. Advances in specification testing.
*Canadian Journal of Economics*, online. - Dias, G. F. & G. Kapetanios, 2018. Estimation and forecasting in vector autoregressive moving average models for rich datasets.
*Journal of Econometrics*, 202, 75-91. - González-Estrada, E. & J. A. Villaseñor, 2017. An R package for testing goodness of fit: goft.
*Journal of Statistical Computation and Simulation*, online. - Hajria, R. B., S. Khardani, & H. Raïssi, 2017. Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests. Working Paper 2017-03, Escuela de Negocios y EconomÍa. Pontificia Universidad Católica de ValaparaÍso.
- McNown, R., C. Y. Sam, & S. K. Goh, 2018. Bootstrapping the autoregressive distributed lag test for cointegration.
*Applied Economics*, 50, 1509-1521. - Pesaran, M. H. & R. P. Smith, 2017. Posterior means and precisions of the coefficients in linear models with highly collinear regressors. Working Paper BCAM 1707, Birkbeck, University of London.
- Yavuz, F. V. & M. D. Ward, 2017. Fostering undergraduate data science.
*American Statistician*, online.

© 2018, David E. Giles

To

**leave a comment**for the author, please follow the link and comment on their blog:**Econometrics Beat: Dave Giles' Blog**.R-bloggers.com offers

**daily e-mail updates**about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.

Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.