Econometrics Beat: Dave Giles' Blog

The coefficient of determination (R 2 ), and its "adjusted" counterpart, really don't impress me much! I often tell students ...

The Indeed   website (available for a number of countries) is a well-known clearing house for jobs and job-seekers. Trolling for opportuniti...

Not too long ago, I had a couple of posts about "allocation models" ( here and here ). These models are systems of regression eq...

I think most of us would agree that when new techniques are introduced in econometrics, it's often a bit of a challenge to see exactly...

On his blog, No Hesitations , Francis Diebold has two recent posts about GMM estimation that students of econometrics, and practitioners, d...

Recently, I griped   posted about the need to get the economics back into papers that the authors characterize as "microeconometrics...

Most of you will have used, or at least encountered, various "information criteria" when estimating a regression model, an ARIMA...

It's always great to catch up with former students. I guess this is especially true of grad. students because (inevitably) you get to s...

I often get emails asking me what research projects I'm working on. Generally, I have several projects underway at any given time - usu...

Following on from my earlier posts about vintage years for econometrics in the 1930's and 1940's , here's my run-down on the ...