Econometrics Beat: Dave Giles' Blog

Simulation methods, including Monte Carlo simulation and various forms of the bootstrap, are widely used by econometricians. We use these t...

I was happy to learn this morning that the Economics Degree  website has just released a list of Top Economics Sites for Enlightened Econom...

With the announcement of this year's Nobel Prize in Economic Science less than a week away , here's a recent working paper that yo...

Grad. students are busy, busy, people. That's true, no matter what discipline or what institution we're talking about. They're...

Let's talk about the two-step. Not the tango or the polka. The two-step! More specifically let's talk about a particular two-s...

Congratulations to Ryan Godwin for successfully defending his Ph.D. dissertation yesterday. Ryan's dissertation was titled, "Econ...

I have to confess that the number of items on my list of papers that I really must read  (very soon) is rather large. My excuse is the same...

The first issue of the  Journal of Econometric Methods  is available online, and you can register for a FREE  trial access if your library ...

Econ Journal Watch  is an online resource that provides "scholarly comments on academic economics". If you don't follow it, o...

Let’s consider the usual linear regression model, with the full set of assumptions:                      y = Xβ + ε ;    ε ~ N[0 , σ ...