<p><div><div><div><div data-show-faces="false" data-height="21" data-width="100" data-layout="button_count" data-send="true" data-href="https://www.r-bloggers.com/econometrics-reading-for-the-new-year/"></div></div><div></div></div><div></div></div>
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(This article was first published on <strong><a href="http://davegiles.blogspot.com/2018/01/econometrics-readng-for-new-year.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>Another year, and lots of exciting reading!
<ul>
<li><a rel="nofollow" href="http://onlinelibrary.wiley.com/doi/10.1111/caje.12309/abstract;jsessionid=B22BD3C47E654E6B84EFF63A38F36FE4.f02t02" target="_blank">Davidson, R. &amp; V. Zinde-Walsh</a>, 2017. Advances in specification testing. <i>Canadian Journal of Economics</i>, online.</li>
<li><a rel="nofollow" href="https://www.sciencedirect.com/science/article/pii/S0304407617301707" target="_blank">Dias, G. F. &amp; G. Kapetanios</a>, 2018. Estimation and forecasting in vector autoregressive moving average models for rich datasets. <i>Journal of Econometrics</i>, 202, 75-91.  </li>
<li><a rel="nofollow" href="http://www.tandfonline.com/doi/full/10.1080/00949655.2017.1404604" target="_blank">González-Estrada, E. &amp; J. A. Villaseñor</a>, 2017. An R package for testing goodness of fit: goft. <i>Journal of Statistical Computation and Simulation</i>, online.</li>
<li><a rel="nofollow" href="http://ene.pucv.cl/wp/2017/wp2017-03.pdf" target="_blank">Hajria, R. B., S. Khardani</a>, &amp; H. Raïssi, 2017. Testing the lag length of vector autoregressive models:  A power comparison between portmanteau and Lagrange multiplier tests. Working Paper 2017-03, Escuela de Negocios y Econom<span>Í</span>a. Pontificia Universidad Cat<span>ó</span>lica de Valapara<span>Í</span>s<span><span>o.</span></span></li>
<li><a rel="nofollow" href="http://www.tandfonline.com/doi/full/10.1080/00036846.2017.1366643" target="_blank">McNown, R., C. Y. Sam, &amp; S. K. Goh</a><span>, 2018. Bootstrapping the autoregressive distributed lag test for cointegration. </span><i>Applied Economics</i><span>, 50, 1509-1521.</span></li>
<li><a rel="nofollow" href="http://www.bbk.ac.uk/ems/research/BirkCAM/working-papers/BCAM1707.pdf" target="_blank">Pesaran, M. H. &amp; R. P. Smith</a><span>, 2017. Posterior means and precisions of the coefficients in linear models with highly collinear regressors. Working Paper BCAM 1707, Birkbeck, University of London.</span></li>
<li><a rel="nofollow" href="http://www.tandfonline.com/doi/full/10.1080/00031305.2017.1407360" target="_blank">Yavuz, F. V. &amp; M. D. Ward</a><span>, 2017. Fostering undergraduate data science. </span><i>American Statistician</i><span>, online.</span><i> </i></li>
</ul>
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<div>© 2018, David E. Giles</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/2018/01/econometrics-readng-for-new-year.html"> Econometrics Beat: Dave Giles' Blog</a></strong>.</div>
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