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Thursday, April 26, 2018

Results of the Econometric Game, 2018

In a recent post I mentioned the 2018 "edition" of The Econometric Game, which was held in Amsterdam earlier this month.

In random order, the finalists, after the first two days' of competition, were the teams representing:

Aarhus University
Erasmus Universiteit Rotterdam
Harvard University
Lund University
McGill University
Universiteit van Tilburg
Universiteit van Amsterdam
University Carlos III Madrid
University of Bristol
University of Toronto

These teams then competed in a further one-day event..

The team from University Carlos III Madrid emerged the winner; with those from Harvard University and Aarhus University taking second and third places respectively.

The organizers of The Game have provided a gallery of photos. here   

Congratulations to all involved for another impressive event!

© 2018, David E. Giles

Wednesday, April 25, 2018

April Reading

Very belatedly, here is my list of suggested reading for April:
  • Biørn, E., 2017. Identification, instruments, omitted variables, and rudimentary models: Fallacies in the "experimental approach" to econometrics. Memorandum No. 13/2017, Department of Economics, Oslo University.
  • Chambers, M. J., and M. Kyriacou, 2018. Jackknife bias reduction in the presence of a near-unit root. Econometrics, 6, 11.
  • Derryberry, D., K. Aho, J. Edwards, and T. Peterson, 2018. Model selection and regression t-statistics. American Statistician, in press.
  • Mitchell, J., D. Robertson, and S. Wright, 2018. R2 bounds for predictive models: What univariate properties tell us about multivariate predictability. Journal of Business and Economic Statistics, in press. (Free download here.)
  • Parker, T., 2017. Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model. Communications in Statistics - Theory and Methods, 46, 5195-5202.
  • Troster, V., 2018. Testing Granger-causality in quantiles. Econometric Reviews, 37, 850-866.

© 2018, David E. Giles