Econometrics Beat: Dave Giles' Blog

If you're not familiar with The Econometric Game , you might find it interesting. It's a great concept, and it's become an impor...

A couple of days ago I received an email from a Ph.D. student in the U.K.. I don't know him, or his supervisor, but the message came ...

"Please bear in mind throughout that IT IS MEANT TO BE FUNNY." (Evelyn Waugh, 'Author's Note' in Decline and Fall ,...

In an earlier post  I went through some econometrics that involved the problem of testing for multivariate cointegration in the case where ...

Too many term papers to grade? Tenure clock running? Don't have the time to crank out a new theorem today? Fear not! TheoryMine  ca...

In comments on a recent post , "Ben" and Tal Galili very sensibly asked if I could make R code available for the econometric an...

There are lots of rewarding things about this job - the short hours, the long vacations every summer, the wonderful pay,......................

Apparently, the British Government is planning to create a private data market for personal identity data. There's an interesting ite...

If you're a user of the R statistical software environment (and you should be - if you're not, it's the best free lunch in tow...

Welcome to The Museum of Non-Visible Art ( MONA ). Yes, you read that correctly. So what is this all about? Here's an extract from thei...