(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers)
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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