Econometrics Beat: Dave Giles' Blog

I doubt if anyone would deny the importance of being able to reproduce one's econometric results. More importantly, other researchers s...

MoneyScience - which describes itself as "the community resource for Quantitative Finance, Risk Management and Technology Practitione...

I've posted in the past ( here  and here ) about some of my experiences as an academic journal Editor. It has its ups and downs, for su...

Here's a follow-up to yesterday's post on Wolfram's CDF file format. In an earlier post ( here ) I discussed the fact the p -v...

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...