Econometrics Beat: Dave Giles' Blog

Last Saturday there was a general election in New Zealand, where I've been visiting for the past couple of weeks. In conjunction with t...

I'm currently in New Zealand - hence the smaller number of posts recently - and I came across the following example of a "best bef...

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

Just kidding!! Honestly!!! Really!

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) ...

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

Last Friday we were treated to a particularly good seminar in our Department. Sílvia Gonçalves ( here , at Université de Montréal) presente...

In a post in May I discussed testing for cointegration in the presence of structural breaks, and provided some EViews code to facilitate ...

In a comment on my post yesterday, "psummers" kindly pointed out that the free econometrics package, gretl, will also produce co...

In the comments and discussion associated with an earlier post on  "Testing for Granger Causality" an interesting question arose...