Econometrics Beat: Dave Giles' Blog

In a post  earlier this month, I posed the following problem: A researcher wishes to estimate the regression of y on X by OLS, but  does ...

Here's my latest list of suggested reading: Bayer, C. and C. Hanck , 2012. Combining non-cointegration tests. Journal of Time Series...

Hat-tip to Arthur Charpentie r for this link: " 28 Reasons Why You Should Blog About Your Research ". © 2013, David E. Giles

Yanan Li (a former graduate student) and I have just released a new Working Paper. It's titled, "Modelling Volatility Spillover Ef...

Following yesterday's post about the Phillips Curve, Roger Farmer kindly emailed me and drew my attention to some of his related work...

I put the following material together yesterday in response to a request from one of our grad. students. I thought it might be help...

I've had two posts about A. W. (Bill) H. Phillips in the past - here and here .   This is Phillips of the Phiilips Curve fame, of co...

Yesterday, William M. Briggs ("Statistician to the Stars") posted on his blog a piece titled "How to Mislead With P-values...

Here's an exercise that I've set for one of my econometrics classes this week. A researcher wishes to estimate the regression o...

We might be inclined to use the terms "replicate" and "reproduce" interchangeably. However, in the context of scientifi...