Econometrics Beat: Dave Giles' Blog

Here are some of the papers that I have been reading in the past few days: Majid M. Al-Sadoon , 2013. Geometric and long run aspects of Gr...

I'm always keeping my eyes open for new or different resources that I can integrate into my Economic Statistics and Econometrics course...

Looking through the papers that are "in press" at Economics Letters today, I came across a paper by Anthony Landry, titled ...

Back in the day (as they say), we had monochrome monitors on our P.C.'s. Do you remember the ghastly green or weird amber colours? Then...

My friend, Ken White, developed the SHAZAM econometrics package in 1977. Ken's a funny guy - that's to say, he has a great sense ...

I enjoy following David Stern's Stochastic Trend blog. David is Research Director at the Crawford School of Public Policy at the Aust...

The coefficient of determination (R 2 ) and t-statistics have been the subjects of two of my posts in recent days ( here and here ). Ther...

Yesterday, in his Economist's View blog, Mark Thoma discussed the importance of replicating results in empirical economics. He's...

Let's suppose that you've been running regressions happily all morning. It's sunny day, but what could be better than enjoying...

This post is based on a handout that I use for one of my courses, and it relates to the usual linear regression model,                   ...