Back to School Reading

Dave Giles (noreply@blogger.com)
Here we are - it's Labo(u)r Day weekend already in North America, and we all know what that means! It's back to school time. You'll need a reading list, so here are some suggestions: Frances, Ph. H. B. F. , 2019. Professional forecasters and January. Econometric Institute Research Papers EI2019-25, Erasmus University Rotterdam. Harvey, A. & R. Ito , 2019. Modeling time series when some observations are zero. Journal of Econometrics , in press. Leamer, E. E. , 1978. Specification Searches: Ad Hoc