This month my reading list is a bit different from the usual one. I've taken a look back at past issues of Econometrica and Journal of Econometrics , and selected some important and interesting papers that happened to be published in July issues of those journals. Here's what I came up with for you: Aigner, D., C. A. K. Lovell, & P. Schmidt , 1977. Formulation and estimation of stochastic frontier production function models. Journal of Econometrics , 6, 21-37. Chow, G. C. , 1960. Tests of equality between sets of coefficients in two linear regressions. Econometrica , 28, 591-605. Davidson, R. & J. G. MacKinnon , 1984. Convenient specification tests for logit and probit models. Journal of Econometrics , 25, 241-262. Dickey, D. A. & W. A. Fuller , 1981. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica , 49, 1057-1072. Granger, C. W. J. & P. Newbold ,  1974. Spurious regressions in econometrics . Journal of Econometrics , 2, 111-120. Sargan, J. D. , 1961. The maximum likelihood estimation of economic relationships with autoregressive residuals. Econometrica , 29, 414-426. © 2019, David E. Giles