Econometrics Beat: Dave Giles' Blog

March 28 saw the passing of a great statistician, George E. P. Box. Econometricians know his work well, such as through Box-Jenkins analysi...

I've long been a staunch advocate of graphing our data in creative and informative ways - preferably before   we subject those data to ...

I was going to begin this post by saying "Now, here's a book I wish I'd written." But I got cold feet! The 2011-2016 ...

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...