Econometrics Beat: Dave Giles' Blog

New Zealand-born statistician, Shayle R. Searle passed away recently in Ithaca, N.Y. - for further information, see here . A great interv...

The Statistical and Social Inquiry Society of Ireland ( SSISI ) has been in continuous existence since 1847.  In The Spirit of Earnest...

It's always great to see the latest research from former grad. students - no matter how long since they "left the nest". Here...

Here are some of the papers I've been reading over the past week. Hopefully, they'll also be of interest to readers of this blog. ...

Early this morning, most of North America "sprang forward" to embrace the coming of Spring an hour sooner than we otherwise would...

I've been promising, for far too long, to provide a post on ARDL models and bounds testing. Well, I've finally got around to it! ...

In which, with almost no symbols, I encourage students and practitioners to question what they've been taught............ When it co...

I was at a conference the other day, and Peter Phillips made the comment that if we take the Sine or Cosine of a non-stationary time-seri...

We're at it again! The annual (city of) Victoria Flower Count   runs from today until 4 March.  I attacked addressed this horti...

Econometrics is alive and well in New Zealand!  This comes as no surprise to me, given the long and illustrious history of the discipli...