Econometrics Beat: Dave Giles' Blog

As we all know, there's more than one way to estimate a regression equation. Some of the estimators that we frequently use include OLS,...

Data visualization is an important part of any statistical analysis, including econometric modelling. This is a point I've made before,...

In May, I posted about bias-correcting maximum likelihood estimators (MLEs), and I referred to a series of related papers that I've bee...

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...