Econometrics Beat: Dave Giles' Blog

Good survey papers are worth their weight in gold. Reading and digesting a thoughtful, constructive, and well-researched survey can save yo...

If it looks like garbage, and smells like garbage, it probably is garbage! Insert any four-letter word of your choice, as long as it begin...

Just two words, but from the heart. It being Remembrance Day, I'm led to reflect on the contributions and sacrifices that my father, Al...

Today just gets better and better! I had an email this morning from Christoph Pfeiffer , who follows this blog. Christoph has put toget...

It's always great to see our former grad. students making great progress with their chosen careers. Singling out individuals for specia...

In the Advanced Topics in Econometrics course that I'm teaching this semester, one of the topics we're covering is Bayesian Econom...

The latest issue of Significance Magazine  (a joint publication of the Royal Statistical Society, and the American Statistical Association)...

You probably know that when we have a regression model that is non-linear in the parameters, the Non-Linear Least Squares (NLLS) estimator...

When we first encounter asymptotic (large sample) theory in econometrics, one of the most important results that we learn about is the Cent...

Recently, a reader of this blog asked I could provide some information about the late V.K. Srivastava, and  the substantial contributions t...