Econometrics Beat: Dave Giles' Blog

I really do value these sessions we've been having together. Occasionally I have some "gripe" that I just have to get off ...

It's great to see that there's recently been a new release of the Gretl Econometrics Package . Version 1.9.8 was released in late M...

Whenever we test the stationarity of our time-series data we use a "complete" historical time-series. That's to say, there ca...

It's with great sadness that we learned this morning that Hal White (UCSD) has passed away. An econometrician of enormous stature, he w...

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"...