Econometrics Beat: Dave Giles' Blog

It was nice to see this interview  with Mark Thoma in The Browser today. Enjoy! © 2012, David E. Giles

Let's think about a standard result from regression analysis that we're totally familiar with. Suppose that we have a linear OLS r...

With the scientific world abuzz today over the (possible) confirmation of the existence of the Higgs Boson, this post   from David Smith on...

In recent weeks I've had several people email to ask if I can recommend a book that goes into all of the details about the "Seemin...

I've mentioned the Econometrics by Simulation blog  before. Although it's still relatively new, it's had some great posts, and ...

We all do it - we compute "robust" standard errors when estimating a regression model in any context where we suspect that the mo...

There are "classic" research papers in all disciplines. As econometricians we frequently find ourselves making reference to publi...

Warning! Avoid the so-called "Fixed-Effects Vector Decomposition" (FEVD) estimator, introduced by  Pl ü mper and Troeger in a 200...

Last week I had a post titled More About Spurious Regressions . Implicitly, in that post, I assumed that readers would be familiar with ...

I keep saying that I must make more use of the gretl econometrics package . It's great software, and it's free! So, shame on me fo...