Econometrics Beat: Dave Giles' Blog

During the last few days, the Error Statistics blog has included posts about Egon Sharpe Pearson. Egon (son of Sir Karl Pearson), made num...

Tests for goodness-of-fit based on the empirical distribution function are pretty standard fare. Their applicability relies on the Glivenko...

The so-called "Likelihood Principle" forms the foundation of both classical (frequentist) statistics, as well as Bayesian statist...

A post today on the "Simply Statistics"  blog  is titled, " Statistics/Statisticians Need Better Marketing ".  I l...

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, ...