Webinar With Robert F. Engle

It's not every day that you can get to see a presentation by a Nobel laureate econometrician for free, and without leaving home.

Free Data!

Freedom to information is what all econometricians hope for - that is, readily accessible and reliable data that you don't have to pay for.

Terribly Simple, But Simply Terrible

Last Saturday there was a general election in New Zealand, where I've been visiting for the past couple of weeks. In conjunction with this election there was also a referendum on the future of the voting system that they use. For about 17 years now they have used a "Mixed Member Proportional" (MMP) system.

Spurious Precision

I'm currently in New Zealand - hence the smaller number of posts recently - and I came across the following example of a "best before" date on the lid of a jar of marmalade:

Trends in Econometrics

In an earlier post I mentioned the online conference that was organized by Wiley and The Journal of Economic Surveys over the past few days.

Here is the link to David Hendry's keynote lecture, "Trends in Econometrics", together with organized commentaries from Neil Ericsson and Katerina Juselius.

Great stuff! We need more of this.

© 2011, David E. Giles

Surrounded by Morons

Just kidding!! Honestly!!! Really!

Close Encounters of the Math Kind

Alert readers of this blog may have noticed (front page) that I have an Erdös Number of 4. That's to say, I've published (several) papers co-authored with someone, who co-authored a paper with someone, who co-authored a paper with the mathematician Paul Erdös.

The Econometrics Channel

Coming very soon, to a YouTube near you - Numberphile!

A Real Econometrics Seminar

Last Friday we were treated to a particularly good seminar in our Department. Sílvia Gonçalves (here, at Université de Montréal) presented a paper, "Bootstrapping factor-augmented regression models" (joint with Benoit Perron). Yes, an actual Econometrics seminar!

Cointegration, Structural Breaks, and gretl

In a post in May I discussed testing for cointegration in the presence of structural breaks, and provided some EViews code to facilitate this. I then followed that up with another post in June that provided corresponding R code and a set of tables, both produced with Ryan Godwin.

Riccardo (Jack) Lucchetti, co-author of the (free) gretl econometrics package converted our code into gretl script, and kindly sent it me. Passing the script on to eveyone is long overdue - sorry about the delay, Jack!