Econometrics Beat: Dave Giles' Blog

Many of you will be familiar with Wolfram Research , the company that delivers Mathematica , among other things. Last month, they launched ...

There are several things that I recall about the first course in econometrics that I took. I'd already completed a degree in pure math....

What with the recent S&P downgrading of the U.S., and the turmoil in the markets, it's difficult to watch the T.V. or read a newspa...

When it comes to choosing an estimator or a test in our econometric modelling, sometimes there are pros and cons that have to weighted agai...

One of the cardinal rules of teaching is that you should never provide information that you know you're going to have to renege on in a...

The standard format for academic journal articles is pretty much "tried and true": Abstract; Introduction; Methodology; Data; Res...

The words "regression" and "correlation" trip off our tongues on a daily basis - if not more frequently. Both of them c...

"God made X (the data), man made all the rest (especially ε , the error term)." Emanuel Parzen A while back I was ...

In a recent  post I talked a bit about some of the (large sample) asymptotic properties of Maximum Likelihood Estimators (MLEs). With some...

In a recent post , titled "Debt and Delusion",  Robert Shiller draws attention to a very important point amid the current bombar...