Some Weekend Reading

November 1, 2013
By

[This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
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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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