Econometrics Beat: Dave Giles' Blog

The late Peter Kennedy spent most of his career in the Department of Economics at Simon Fraser University. He was a well-liked "just ...

Another item from the September issue of the International Year of Statistics Newsletter : 'Nearly two weeks before the Future of the...

From the September issue of the International Year of Statistics Newsletter : "The Fields Institute for Research in Mathematical Sci...

The Lindau Nobel Laureate Meetings have been held since 1951. They bring together Nobel Laureates and a group of hand-picked young research...

As someone whose Ph.D. dissertation was in the area of Bayesian Econometrics, I was fascinated to read this recent paper by Stephen Stigl...

Yes, it's almost that time of year again!  The recipient(s) of the 2013 Nobel Prize in Economic Science s (abbreviated title) will be ...

In a post yesterday , I showed that the usual coefficient of determination (R 2 ) is an upward -biased estimator of the "population R ...

Without a doubt, Professor Sir David Hendry (University of Oxford) is one of the giants of econometrics. He's a wonderful speaker and ...

Some time ago, I had a post that discussed the fact that the usual coefficient of determination (R 2 ) for a linear regression model is a ...

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 ...