Econometrics Beat: Dave Giles' Blog

Spring is sprung and wedding season is fast approaching. Indeed, some couples have already taken the plunge this Spring. On 28 April, the ...

The latest issue of Amstat News (the monthly newsletter of the American Statistical Association) includes this piece . It's about the ...

May I show you my collection of slide rules ? When it comes to doing econometrics, students today just have no idea how lucky they are...

I have a pet peeve that I really must get off my chest. Yes, another one! Rest assured, there are plenty more where this comes from. Lo...

Simultaneous Equations Models (SEMs), together with the treatment of measurement error, lie at the historical foundation of Econometrics as...

If It's Tuesday, This Must Be Belgium No, I'm not on a bus tour of Europe! It's actually Friday, so I'll spend part of ...

" First, catch your hare " ( Mrs. Beeton - recipe for jugged hare) (I understand that it's debatable whether or not M...

Professors have to be so careful in this age of political correctness (PC). Life just isn't as much fun as it used to be. Students have...

Several people have asked me for more details about testing for Granger (non-) causality in the context of non-stationary data. This was pr...

It's not that long ago that one of the biggest complaints to be heard from applied econometricians was that there were never enough da...