Econometrics Beat: Dave Giles' Blog

I really enjoyed this post, titled Economic Forecasting: Is Google Trends the Future? , by Livio Di Matteo, on the Worthwhile Canadian Init...

Readers of this blog will know that I have an (untrained) interest in the history of econometrics . Even so, I'm afraid I don't s...

Wouldn't you know it!? No sooner had I posted about Analysing Olympic Medal Data  than the latest issue of AmstatNews  hit my (snail) m...

So, the London Olympics are over - with the Paralympics still to come, of course. Sports, and events such as the Olympic Games, generate lo...

The journal, Econometric Theory , has a long-standing tradition of publishing excellent interviews with econometricians (and some statisti...

We use the F-distribution all of the time in our econometric work. But why is it called the "F" distribution? A lot of students...

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...