Econometrics Beat: Dave Giles' Blog

One year ago, the OECD released its Your Better Life Index . The Index sought to provide comparative data relating to well-being that go ...

I enjoyed reading the lead article in the latest issue of Empirical Economics , by Helmut Lütkepohl and Fang Xu. It assesses the quality of...

We all know that structural simultaneous equations models (SEM’s) played a key role in the historical development of Econometrics as a disc...

It's easy to forget that many of the standard results that we learn in statistics are based fairly and squarely on the assumption that ...

This item , from the Royal Statistical Society's RRSeNews site. The U.K. Protection of Freedoms Act 2012   now requires public secto...

R will overtake SAS and SPSS in 2015 - according to David Smith in his post on the Revolutions blog . I can believe that! © 2012, ...

Just in case you haven't previously seen John Siegfried's 1970 piece in the JPE.......... (or here - thanks Dimitriy!) (H-T to J...

Revisions to official economic statistics are a fact of life. They happen all of the time. Many data are released on a "provisional...

Last July I posted about the 2011 Econometric Game . The 2012 edition of the Game was held last month, with the top three places going to ...

Francis Smart, a grad. student at Michigan State U., has written to me about his blog - EconometricsbySimulation . As Francis says, ...