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(This article was first published on <strong><a href="http://davegiles.blogspot.com/2018/12/december-reading-for-econometricians.html"> Econometrics Beat: Dave Giles' Blog</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
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<div>My suggestions for papers to read during December:
<ul>
<li><a rel="nofollow" href="https://economics.sas.upenn.edu/system/files/working-papers/18-013%20PIER%20Paper%20Submission.pdf" target="_blank">Askanazi, R., F. X. Diebold, F. Schorfheide, &amp; M. Shin</a>, 2018. On the comparison of interval forecasts. PIER Working Paper 18-013, Penn. Institute for Economic Research, University of Pennsylvania.</li>
<li><a rel="nofollow" href="https://link.springer.com/article/10.1007/s00362-018-1039-4?wt_mc=alerts.TOCjournals&utm_source=toc&utm_medium=email&utm_campaign=toc_362_59_4#enumeration" target="_blank">Meintanis, S. G., J. Ngatchou-Wandji, &amp; J. Allison</a>, 2018. Testing for serial independence in vector autoregressive models, <i>Statistical Papers</i>, 59, 1379-1410.</li>
<li><a rel="nofollow" href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3291978" target="_blank">Milas, C., T. Panagiotidis, &amp; T. Dergiades</a>, 2018. Twitter versus traditional news media: Evidence for the sovereign bond markets. Mimeo., Management School, University of Liverpool.</li>
<li><a rel="nofollow" href="https://link.springer.com/article/10.1007/s00362-018-1039-4?wt_mc=alerts.TOCjournals&utm_source=toc&utm_medium=email&utm_campaign=toc_362_59_4#enumeration" target="_blank">Ollech, D.</a>, 2018. Seasonal adjustment of daily time series. Discussion Paper No. 41/2018, Deutsche Bundesbank.</li>
<li><a rel="nofollow" href="https://economics.uq.edu.au/files/11611/WP082018.pdf" target="_blank">Sickles, R. C., W. Song, &amp; V. Zelenyuk</a>, 2018. Econometric analysis of productivity: Theory and implementation in R. Working Paper WP08/2018, Centre for Efficiency and productivity Analysis, Department of Economics, University of Queensland.</li>
<li><a rel="nofollow" href="https://www.mdpi.com/2225-1146/6/4/44" target="_blank">Skeels, C. L. &amp; F. Windmeijer</a>, 2018. On the Stock-Yogo tables. <i>Econometrics</i>, 6 (4), 44.</li>
</ul>
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<p><center>© 2018, David E. Giles </center></div>
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<div>To <strong>leave a comment</strong> for the author, please follow the link and comment on their blog: <strong><a href="http://davegiles.blogspot.com/2018/12/december-reading-for-econometricians.html"> Econometrics Beat: Dave Giles' Blog</a></strong>.</div>
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