book.bib

@book{heiss2016,
	AUTHOR = {Heiss, Florian},
	YEAR = {2016},
	TITLE = {{U}sing {R} for {I}ntroductory {E}conometrics},
	PUBLISHER = {{C}reateSpace {I}ndependent {P}ublishing {P}latform},
	URL = {http://www.urfie.net/}
}

@book{kleiber2008,
  title	= {{A}pplied {E}conometrics with {R}},
  author	= {Kleiber, C. and Zeileis, A.},
  year	= {2008},
  publisher	= {{S}pringer}
}

@book{stock2015,
  title={{I}ntroduction to {E}conometrics, {T}hird {U}pdate, {G}lobal {E}dition},
  author={Stock, J.H. and Watson, M.W.},
  year={2015},
  publisher={{P}earson {E}ducation {L}imited}
}

@Book{xie2015,
  title = {{D}ynamic {D}ocuments with {R} and knitr},
  author = {Yihui Xie},
  year = {2015},
  publisher = {{C}hapman and {H}all/{CRC}},
  url = {http://yihui.name/knitr/}
}

@book{wooldridge2016
,	author = {Wooldridge, Jeffrey}
,	title = {{I}ntroductory {E}conometrics}
,	publisher = {{C}engage {L}earning}
,	year = {2016}
,	edition = {Sixth}

}

@article{white1980
,	title	= {{A} {H}eteroskedasticity-{C}onsistent {C}ovariance {M}atrix {E}stimator and a {D}irect {T}est for {H}eteroskedasticity}
,	author	= {White, Halbert}
,	journal	= {{E}conometrica}
,	volume	= {48}
,	number	= {4}
,	pages	= {pp. 817-838}
,	year	= {1980}
,	publisher	= {{T}he {E}conometric {S}ociety}
}

@article{card1994
,	title	= {{M}inimum {W}ages and {E}mployment: {A} {C}ase {S}tudy of the {F}ast-{F}ood {I}ndustry in {N}ew {J}ersey and {P}ennsylvania}
,	author	= {Card, D. and Krueger, Alan B.}
,	journal	= {The American Economic Review}
,	volume	= {84}
,	number	= {4}
,	pages	= {772--793}
,	year	= {1994}
}

@techreport{card1993,
  title={Using geographic variation in college proximity to estimate the return to schooling},
  author={Card, D.},
  year={1993},
  institution={National Bureau of Economic Research}
}

@article{granger1969
,	title	= {{I}nvestigating {C}ausal {R}elations by {E}conometric {M}odels and {C}ross-{S}pectral {M}ethods}
,	author	= {Granger, C.W.J.}
,	journal	= {{E}conometrica}
,	volume	= {37}
,	issue   	= {3}
,	pages	= {424--438}
,	year	= {1969}
,	publisher	= {{T}he {E}conometric {S}ociety}
}

@article{dickey1979
,	title	= {{D}istribution of the {E}stimators for {A}utoregressive {T}ime {S}eries With a {U}nit {R}oot}
,	author	= {Dickey, David A. and Fuller, Wayne A.}
,	journal	= {{J}ournal of the {A}merican {S}tatistical {A}ssociation}
,	volume	= {74}
,	number	= {366}
,	pages	= {pp. 427-431}
,	issn	= {01621459}
,	year	= {1979}
,	publisher	= {{A}merican {S}tatistical {A}ssociation}
}

@article{chow1960
,	title	= {{T}ests of {E}quality {B}etween {S}ets of {C}oefficients in {T}wo {L}inear {R}egressions}
,	author	= {Chow, Gregory C.}
,	journal	= {{E}conometrica}
,	volume	= {28}
,	number   	= {3}
,	pages	= {591--605}
,	year	= {1960}
,	publisher	= {{T}he {E}conometric {S}ociety}
}

@article{quandt1960
, author = {Quandt, Richard E. }
, title = {{T}ests of the {H}ypothesis {T}hat a {L}inear {R}egression {S}ystem {O}beys {T}wo {S}eparate {R}egimes}
, journal = {{J}ournal of the {A}merican {S}tatistical {A}ssociation}
, volume = {55}
, number = {290}
, pages = {324-330}
, year  = {1960}
, publisher = {{T}aylor & {F}rancis}
, doi = {10.1080/01621459.1960.10482067}
}

@article{newey1987
,	title	= {{A} {S}imple, {P}ositive {S}emi-definite, {H}eteroskedasticity and {A}utocorrelation {C}onsistent {C}ovariance {M}atrix}
,	author	= {Newey, Whitney K. and West, Kenneth D.}
,	journal	= {{E}conometrica}
,	year	= {1987}
,	volume	= {55}
,	issue	= {3}
,	pages	= {703--08}
}

@article{cochrane1949,
author = {Cochrane, D.  and  Orcutt,  G. H },
title = {{A}pplication of {L}east {S}quares {R}egression to {R}elationships {C}ontaining {A}uto-{C}orrelated {E}rror {T}erms},
journal = {{J}ournal of the {A}merican {S}tatistical {A}ssociation},
volume = {44},
number = {245},
pages = {32-61},
year  = {1949},
publisher = {{T}aylor & {F}rancis},
doi = {10.1080/01621459.1949.10483290}
}

@article{elliott1996,
  author={Elliott, Graham and Rothenberg, Thomas J and Stock, James H},
  title={{Efficient Tests for an Autoregressive Unit Root}},
  journal={Econometrica},
  year={1996},
  volume={64},
  number={4},
  pages={813-836}
}

@article{engle1987,
title = {{Co-integration and Error Correction: Representation, Estimation and Testing}},
author = {Engle, Robert and Granger, Clive},
year = {1987},
journal = {Econometrica},
volume = {55},
number = {2},
pages = {251-76}
}

@article{engle1982,
title = {Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation},
author = {Engle, Robert},
year = {1982},
journal = {Econometrica},
volume = {50},
number = {4},
pages = {987-1007}
}

@article{mackinnon1985
,	title	= {{Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties}}
,	author	= {MacKinnon, James G and White, Halbert}
,	journal	= {Journal of Econometrics}
,	volume	= {29}
,	number	= {3}
,	pages	= {305--325}
,	year	= {1985}
,	publisher	= {Elsevier}
}

@article{bollerslev1986,
title = {{Generalized Autoregressive Conditional Heteroskedasticity}},
author = {Bollerslev, Tim},
year = {1986},
journal = {Journal of Econometrics},
volume = {31},
number = {3},
pages = {307-327}
}

@manual{venables2010,
  author = {Venables, W. N. and Smith, D. M.},
  title = {{A}n {I}ntroduction to {R}},
  url = {https://cran.r-project.org/doc/manuals/r-release/R-intro.pdf},
  year = {2010}
}