Econometrics Beat: Dave Giles' Blog

You just couldn't resist the title, could you? Don't worry, I'm not going to be too harsh. After all, I'm rather fond o...

Here are three somewhat related posts from Rob Hyndman , Professor of Statistics in the Department of Econometrics and Business Statistics ...

The 19th. International Conference on Computing in Economics and Finance is coming up in Vancouver, B.C., this week. There's an intere...

I'm not sure if this is a good day or a bad day! I was feeling fine, and then this reminder of my advancing age arrived in the mail.......

There's a recent paper  by McIntosh et al . (2013), titled "Listen to Your Data: Econometric Model Specification Through Sonificat...

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...