Econometrics Beat: Dave Giles' Blog

Students of econometrics encounter the Gauss-Markhov Theorem (GMT) at a fairly early stage - even if they don't see a formal proof to be...

If you're a student who is just learning to use the EViews econometrics package, the tutorials that IHS (the supplier of EViews) has ...

In this post I'm going to look at alternative estimators for the variance of a population. The following discussion builds on a recent ...

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...