Econometrics Beat: Dave Giles' Blog

This is a post about using econometrics to crack a code. While this may seem a little strange, it's based on a true story, and it relat...

As a new teaching semester gets underway, it's interesting to ask: "Is there still a case to be made for the traditional academic ...

Well, here we go again! It's time of year that we make all of those resolutions - the ones that usually get broken before the holiday d...

Canadian statistical icon, Donald A. S. Fraser, has been appointed an Officer of the Order of Canada (O.C.) in the New Year's Honours l...

"Big Data" = data that come in amounts that are too large for current computer hardware and software to deal with. That sounds l...

Or, if you prefer, "When do the OLS and GLS estimators coincide?" O.K., so you think you know the answer to this one? My guess ...

If you're an econometrician and you don't use the R software environment - for at least some of your work, then you're missing...

Courtesy of the Royal Statistical Society - The Great Significance Christmas Quiz! !

The eminent physicist Ed. Jaynes (1957a) wrote: "Information theory provides a constructive criterion for setting up probability dis...

George Judge & Ron Mittelhammer have a new book, hot off the press: An Information Theoretic Approach to Econometrics (CUP, 2012) . ...