Econometrics Beat: Dave Giles' Blog

There are lots of nice data resources out there - I've mentioned Quandl , DataZoa , and Knoema in the past. I've recently been ...

I was in (yet another) session with my analyst, "Jane", the other day, and quite unintentionally the conversation turned, once ...

Last year I had a short post that mentioned the Knoema data site. I had a message from Olga today, mentioning that there have been so...

We often hear the term "Cookbook Econometrics" - usually used in a derogatory sense - and I've posted on this topic in the ...

I received the following piece from Angelo Melino today. I hadn't seen it before, and I just loved it!  Angelo posts this for the st...

Confidence Intervals - and how to interpret them correctly? Hopefully, the correct interpretation was emphasized, again and again, by y...

Here's a trap that newbies to regression analysis have been known to fall into. It's to do with comparing the numerical values of t...

The 2013 NBER-NSF Time Series Conference is being hosted by the Federal Reserve Board, in Washington D.C. next month. You can read about th...

When you're writing up your research, it's a good idea to keep in mind that a lot of the potential readers of your exciting new pap...

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...