Econometrics Beat: Dave Giles' Blog

You may have noticed that in the past few of days some promotional links for dataZoa ™  have appeared in the lower part of the right side-b...

Recently, I've begun following the Stats Chat blog. Run by the Department of Statistics at the University of Auckland - the largest s...

I had an email today from Matt Hergott, who wrote: "I notice you place an emphasis on charts and graphs. Many analyses could be help...

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...