Econometrics Beat: Dave Giles' Blog

There are several reasons why we estimate regression models, one of them being to generate forecasts of the dependent variable. I'm cer...

Data - the life-blood of econometrics - we can't live without them.! So, thank goodness for the recent re-vamp of the the FED's...

If you tweet, you may be familiar with #OverlyHonestMethods. If not, this link to Popular Science  will set you on the right track. As it...

Now that some of the commotion and excitement over this year's Economics Nobel Prize has died down a little, an informal chat with co-w...

The 34th International Symposium on Forecasting will be held in Rotterdam between 29 June and 2 July, 2014. Full details can be found here ...

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., ...