Econometrics Beat: Dave Giles' Blog

Here are my latest reading suggestions: Choi, I. , 2013. Panel Cointegration. Working Paper, Department of Economics, Sogang University, K...

You've probably gathered already that I like to incorporate material relating to the history of econometrics, and the history of statis...

In an earlier post ( here ) I discussed John Siegfried's short piece titled "A First Lesson in Econometrics". A reader of...

Hat-Tip to Michael Belongia for drawing my attention to the Society for Economic Measurement . Initiated by William Barnett, the Society ...

Let's talk about estimating the coefficients in a linear multiple regression model. We know from the Gauss-Markhov Theorem that, within...

Under the auspices of the Council for Economic Education , and the American Economic Association , William Becker has developed of An Onlin...

Do you ever wonder where those expressions that we use in econometrics come from? You know - terms such as "regression", "aut...

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...