December Reading for Econometricians
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My suggestions for papers to read during December:
- Askanazi, R., F. X. Diebold, F. Schorfheide, & M. Shin, 2018. On the comparison of interval forecasts. PIER Working Paper 18-013, Penn. Institute for Economic Research, University of Pennsylvania.
- Meintanis, S. G., J. Ngatchou-Wandji, & J. Allison, 2018. Testing for serial independence in vector autoregressive models, Statistical Papers, 59, 1379-1410.
- Milas, C., T. Panagiotidis, & T. Dergiades, 2018. Twitter versus traditional news media: Evidence for the sovereign bond markets. Mimeo., Management School, University of Liverpool.
- Ollech, D., 2018. Seasonal adjustment of daily time series. Discussion Paper No. 41/2018, Deutsche Bundesbank.
- Sickles, R. C., W. Song, & V. Zelenyuk, 2018. Econometric analysis of productivity: Theory and implementation in R. Working Paper WP08/2018, Centre for Efficiency and productivity Analysis, Department of Economics, University of Queensland.
- Skeels, C. L. & F. Windmeijer, 2018. On the Stock-Yogo tables. Econometrics, 6 (4), 44.
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