Econometrics Beat: Dave Giles' Blog

Not my usual sort of post, I know, but I just wanted to get it out there that my department (Economics, at the University of Victoria, on t...

That sounds like a snappy title, but it's been taken already! There's a new econometrics book that's about to be released tha...

One of the work-horses of econometric modelling is the Cochrane-Orcutt (1949) estimator, or some variant of it such as the Beach-MacKinnon ...

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)...