Econometrics Beat: Dave Giles' Blog

Last month, in a post titled "Extracting the Correct Mean(ing) From the Data" ( here ), I discussed some aspects of the arithmeti...

Yesterday, Haydn Shaughnnessy wrote a piece for Forbes titled,  Who are the Top 20 Influencers in Big Data ? Fans of R will be delighte...

Right now I'm teaching an introductory course on statistical inference for Economics students. We've been dealing with confidence ...

If we knew what it was we were doing, it would not be called research, would it? – Albert Einstein

Sometimes, asking for something you don't really want can be an indirect way of getting something you actually do want or need. A milli...

Last week, Takamitsu Kurita asked me "What do you think will be the big developments in Econometrics over the next decade". We w...

Last Friday I went to a great seminar given by Takamitsu Kurita (Fukuoka University, Japan). Taka is currently a visiting scholar in our de...

In this post I'm going to focus on understanding the extent to which there's an equivalence between two different ways of estimatin...

I've added a new page to the blog site - Econometrics Jobs . On this page you'll find a small selection of advertisements for in...

We all know the difference between conditions that are necessary, and ones that are sufficient, for some result to hold. However, it's ...