Econometrics Beat: Dave Giles' Blog

There are more possibilities open to you when using maximum likelihood estimation than you might think. When we're conducting inferen...

Recently, I checked out the site for the NBER Summer Institute 2012 - Econometric Methods for Demand Estimation .   There, you'll f...

Over the years there have been many attempts to define what we mean by the term "Econometrics". I guess we all have our favourites...

Quite regularly, I take a look at the " Graphic Detail " blog that's published each business day on The Economist's webs...

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...