Econometrics Beat: Dave Giles' Blog

Refereeing for peer-reviewed journals is something that most of us see as "part of the job". We expect our own papers to be refer...

Judging by the posted comments and the emails I've received, there's no doubt that my various posts on different aspects of VAR mod...

Last Friday was a pretty good day for one of my grad. students, Ryan Godwin . Not only did he get a job offer for a tenure-track position, ...

Today, of all days, it seems appropriate to mention an outstanding Irish statistician - one who made seminal contributions to "econom...

If you're interested in how U.S. graduate economics programs rank when it comes to econometrics, check here . © 2012, David E. Gile...

Testing if a sample of data comes form a specific distribution is a central problem in statistics. This sort of "goodness-of-fit"...

I loved this post by Eric Crampton on the Offsetting Behaviour blog. Time to call in the Regression Police, methinks! © 2012, David E...

Last March I had a  post  that I titled "Modelling Flowers on the Wall". It was to do with the Great Victoria Flower Count that t...

It was the Fall of 1983. I was on Study Leave from Monash University in Australia, and I was spending about 6 months in the Economics Depar...

I guess there must be a few econometricians who were "leap year babies" - that is, born on 29 February. I'm not one of them, ...