(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
Somewhat belatedly, here is some suggested reading for this month:
- Al-Sadoon, M. M., 2015. Testing subspace Granger causality. Barcelona GSE Working Paper Series, Working Paper nº 850.
- Droumaguet, M., A. Warne, & T. Wozniak, 2015. Granger causality and regime influence in Bayesian Markov-switching VAR's. Department of Economics, University of Melbourne.
- Foroni, C., P. Guerin, & M. Marcellino, 2015. Using low frequency information for predicting high frequency variables. Working Paper 13/2015, Norges Bank.
- Hastie, T., R. Tibshirani, & J. Friedman, 2009. The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2nd. ed.). Springer, New York. (Legitimate download.)
- Hesterberg, T. C., 2015. What teachers should know about the bootstrap: Resampling in the undergraduate statistics curriculum. American Statistician, in press.
- Quineche. R. & G. Rodríguez, 2015. Data-dependent methods for the lag selection in unit root tests with structural change. Documento de Trabajo No. 404, Departmento de Economía, Pontificia Universidad Católica del Perú.
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