Econometrics Beat: Dave Giles' Blog

Free Eviews tutorials - but not from me, I'm afraid! "Free" is good, and you should keep in mind that free introductory tut...

Doesn't time fly. We must be having fun! It's time to start thinking about The Econometric Game once again - this time, the 2014 e...

A few weeks ago, Roger Farmer kindly drew my attention to a recent paper of his - "The Stock Market Crash Really Did Cause the Great R...

Recently, I received a query from Rolf Lyneborg Lund who asked for references to material on specification testing in the context of panel ...

Just what you need - some more interesting reading! Al-Sadoon, M. M. , 2013. Geometric and long run aspects of Granger causality. Mimeo., ...

Most of us would acknowledge that getting up to speed with R involves a pretty steep learning curve - but it's worth every drop of swea...

I owe a VERY BIG hat-tip to Arthur Charpentier (he of the Freakonometrics blog ) for alerting me to this one! Getting your work publis...

No doubt you know, already, that 2013 has been the International Year of Statistics . To that end, there's been a veritable smorgasbord...

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...