Econometrics Beat: Dave Giles' Blog

Testing for unit roots in panel data is pretty standard stuff these days. Any decent econometrics package has everything set up to make lif...

Oh dear, here we go again. Hard on the heels of this post , as well an earlier one here , I'm moved to share even more misgivings about...

NOTE: This post was revised significantly on 15 February, 2019, as a result of correcting an error in my original EViews code. The code f...

Last week I finally caved in and joined Twitter! My intention is to use it in tandem with this blog, but we'll see how that works o...

Students of econometrics are familiar with the "spurious regression" problem that can arise with (non-stationary) time-series dat...

It's the bane of my life - and probably that of every other economist who (tries to) work(s) with time-series data. Historical data tha...

Forecasting: Principles and Practice  is the title of a new book by Rob Hyndman and George Athanasopoulos. As Rob says on his webpage :...

In fact, it's pretty obvious that this isn't any sort of science. I'm referring to this little gem , in a post from Eric C...

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...