Andrews, I. and T. B. Armstrong, 2015. Unbiased instrumental variables estimation under known first-stage sign. Cowles Foundation Discussion Paper No. 1984R, Yale University,Bajari, P., D. Nekipelov, S. P. Ryan, and M. Yang. 2015. Demand estimation wit...
April 1 already - time to update your reading list. Here are some suggestions:Baek, Y. I., J. S. Cho, and P. C. B. Phillips, 2015. Testing linearity using power transforms of regressors. 2015-RWP79, Economic Research Institute, Yonsei University.Gol, A...
Bahoc, F., H. Leeb, and B. M. Potscher, 2014. Valid confidence intervals for post-model-selection predictors. Working Paper, Department of Statistics, University of Vienna.Baumeister, C. and J. D. Hamilton, 2014. Sign restrictions, structural vector au...
From my "Recently Read" list:Born, B. and J. Breitung, 2014. Testing for serial correlation in fixed-effects panel data models. Econometric Reviews, in press.Enders, W. and Lee. J., 2011. A unit root test using a Fourier series to approximate smoo...
In North America, Labo(u)r Day weekend is upon us. The end of summer. Back to school. Last chance to get some pre-class reading done!Blackburn, M. L., 2014. The relative performance of Poisson and negative binomial regression estimators. Oxford Bulleti...
In a recent post I drew attention to the special issue of Econometric Theory that is being devoted to the contributions that Trygve Haavelmo made to econometrics, and to the founding of the Econometric Society. In fact, there will be two issues&nb...
Judging by the number of hits, comments, and questions that I've had in relation to my various posts on testing for Granger (Non-) Causality, this seems to be a topic that a lot of followers find interesting. For instance, see the posts here, here,&nbs...
