Econometrics Beat: Dave Giles' Blog

A recent pos t on The Data Monkey blog describes a really neat (and free) text editor, called Hex Editor Neo . If you have large, mess...

Perhaps the title of this post shoud be " Why are all the Data Going?". This time it's Statistics Canada's SLID that...

Alfredo drew my attention to Steve Pische's reply to a question raised by Mark Schaffer in the Mostly Harmless Econometrics blog . The ...

We call it "concentrating", they (the statisticians) call it "profiling" - the likelihood function, that is. Differ...

When we think of the power curve associated with some statistical test, we usually envisage a curve that looks something like (half or all ...

I guess I'm a pedant traditionalist when it comes to the word "data": one "datum", several pieces of "data...

Approximating unknown (continuously differentiable) functions by using a Taylor (MacLaurin) series expansion is common-place in econometric...

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...