Econometrics Beat: Dave Giles' Blog

My post yesterday, on Allocation Models , drew a comment to the effect that in such models the dependent variables take values that must to...

It was nice to get the final "acceptance" yesterday for a paper co-authored with former grad. student, Jacob Schwartz. The pa...

An "allocation model" is a special type of multi-equation model that has some interesting properties. This type of model arises q...

They say that, with children, it doesn't get "easier", it just gets "different". Well, I'm not so sure. I have ...

In an earlier post  about the adjusted coefficient of determination, R A 2 , I mentioned the following results that a lot of students don...

I've been enjoying Francis X. Diebold's blog, No Hesitations . The other day he had a nice post on statistical graphics, and I fou...

The schools are out, and here in Canada we celebrated Canada Day yesterday. That means it's now summer! And summer means summer reading...

Although it's still the afternoon of Tuesday 2 July here on the We(s)t Coast, it's already the morning of Wednesday 3 July in New Z...

Congratulations to my departmental colleague, Graham Voss , whose promotion to full Professor takes effect today! Graham describes his ...

Computer-intensive methods have become essential to much of statistical analysis, and that includes econometrics. Think of Monte Carlo sim...