Econometrics Beat: Dave Giles' Blog

My impression is that there is a strong  international market for economists who have strong skills in econometrics. I'm not talking ju...

H/T to my colleague, Martin Farnham , for drawing my attention to Mathgen .   Thanks to Nate Eldridge , a mathematician at Cornell Univ...

One of the standard, large-sample, properties that we hope our estimators will possess is "consistency". Indeed, most of us take...

You've probably noticed that some of my posts are essentially pieces that focus on some aspect of the history of econometrics, and/or t...

Somewhat to my surprise, last month I got a great response to my post, " My Must-Read List " (HT's to  Mark Thoma & Tyle...

Yesterday, one of the students from my introductory grad. econometrics class was asking me for more explanation about the connection betwe...

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...