Econometrics Beat: Dave Giles' Blog

In this post on his blog some months ago, Ethan Fosse drew attention to Anthony Damico's collection of over 90 videos on using the R ...

2013 will be The International Year of Statistics. The associated website can be found  here . Quoting from the site: "The Inter...

James Durbin has passed away at the age of 89. Jim's numerous contributions to statistics included many that also made him a "hous...

Standard tests for Granger causality (or, more correctly, Granger non-causality) are conducted under the assumption that we live in a linear...

It's been a quiet week at the lake - specifically, no internet access! And hence no posts. I haven't been able to respond to co...

A while back I posted ( here , here , and here ) about constructing confidence bands to go with the Hodrick-Prescott filter. Subsequently, ...

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...