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Suggested Reading for August
A World Beyond p < 0.05
Instrumental Variables & the Frisch-Waugh-Lovell Theorem
Vintage Years in Econometrics - The 1970's
The Forecasting Performance of Models for Cointegrated Data
Forecasting From an Error Correction Model
A Quick Illustration of Pre-Testing Bias
Correlation Isn't Necessarily Transitive
Estimating Elasticities, All Over Again
Difference-in-Differences With Missing Data
Cointegration & Granger Causality
Illustrating Spurious Regressions
Maximum Likelihood Estimation & Inequality Constraints
On the Invariance of MLE's
Regression Coefficients & Units of Measurement
Non-Existent Instruments
Econometrics vs. Ad Hoc Empiricism
Let's Put the "ECON" Back Into Microeconometrics
ARDL Models - Part I
An Extreme Publication Lag