Econometrics Beat: Dave Giles' Blog

In a recent post I highlighted a new EViews Add-in package, written by Itamar Caspi. His rtdaf package facilitates the application of the...

For better, or worse, here are some of the papers I've been reading lately: Chambers, M. J., J. S. Ercolani, and A. M. R. Taylor , ...

Francis Smart has a nice post on his Econometrics by Simulation  It's titled, " ThinkNum - A New Interactive Public Database and G...

A few days ago, I received an email from Itamar Caspi , a regular follower of this blog. Itamar has developed a really nice EViews "A...

There's a relatively new econometrics journal on the block.  The Journal of Econometric Methods , published its second issue last month...

Here are a few of the papers that I've been reading over the past week or so: Amisano, G. and J. Geweke , 2013. Prediction using sever...

When it comes to discussions with students, there's one question that's a "hardy perennial". There's no simple answer...

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...