Econometrics Beat: Dave Giles' Blog

In response to a recent post of mine on "segmented regression", an anonymous reader asked if I knew when such regressions first ...

I just love this piece by Chris Sims: "Bayesian Methods in Applied Econometrics, or, Why Econometrics Should Always and Everywhere Be...

Here's my solution to the "segmented regression" problem that I posed  yesterday. Thanks for the comments and suggestions! ...

Abigail Moore, the  Content Creator at  OnlineFinanceDegree.org ,   emailed me today: "I'm writing with the exciting news tha...

One of the great figures of econometrics passed away yesterday.  Lawrence Klein was the father of whole-economy macroeconometric modelling...

Here's a little exercise for the students among you. Suppose that we want to fit a least squares regression model that allows for a...

The waiting is over - the 2013 Nobel in Economics was announced this morning! Most deservedly, it has been awarded to Eugene F. Fama (U. ...

The U.K.   Economics Network is supported by, and housed at, the University of Bristol. It provides a wealth of resources for those teachi...

Earlier this month I had a post drawing attention to a short video by David Hendry . Here's another one - this time titled, " Do B...

Xiao-Li Meng has an interesting piece in the September 2013 issue of the IMS Bulletin . ( IMS = Institute of Mathematical Statistics). Y...