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 ... [Read more...]