Econometrics Beat: Dave Giles' Blog

Modelling extreme events is a challenging business. By definition, you're dealing with observations that are way out there in the tail...

No matter what your favourite statistical package is, you'll find this post by Robert Muenchen highly informative. Robert concludes...

Simultaneous Equations Models (SEM's) played an absolutely central role in the history of Econometrics. Simultaneous systems and measur...

One of the limitations of the usual discrete distributions that we use when modeling "count data" is that they can't allow f...

This, last evening, from Christian Zimmermann, at the Federal Reserve Bank of St. Louis: "Dear Blogger, Congratulations, you made...

Finally, Canada has decided to eliminate the humble penny from its coinage. This decision was announced as part of the recent Federal Budg...

The Three-Toed Sloth presents this excellent advice on seminar presentations. It's advice that's heeded far more often by Sta...

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...