Econometrics Beat: Dave Giles' Blog

The New York Camp Econometrics VIII was held in Bolton Landing, NY, last month. I recall Badi Baltagi (one of the Camp Econometrics organ...

A few days ago I was looking at my copy of Econometric Foundations , written by Ron Mittelhammer, George Judge, and Doug Miller. It's a...

O.K., I know that I stole that title! It was absolutely blatant. The other day, some colleagues and I were discussing the issue of stud...

This post is really pitched at students who are taking a course or two in introductory economic statistics. It relates to a couple of esti...

Nice to be on the list - thanks, INOMICS ! © 2013, David E. Giles

It's interesting to dwell on the popularity of different estimators that econometricians use. Some estimators are "in vogue" ...

Today being Mothers' Day in many parts of the world, I thought that flowers would be appropriate. Well, a price index for (Gardens, Pl...

A paper of mine appears in the latest issue of the Chilean Journal of Statistics . The paper is titled, "Exact asymptotic goodness-of-...

Marcus Beck has a nice (& relatively new) blog called R is My Friend . You can guess that his posts relate to the use of R. I parti...

André Richter wrote to me from Germany, commenting on the reporting of robust standard errors in the context of nonlinear models such as L...