Econometrics Beat: Dave Giles' Blog

In response to my recent post , titled, "The History of Econometrics - An Alternative View", Judea Pearl  sent me a thoughtful a...

This post is all about estimating regression models by the method of Maximum Likelihood, using EViews. It's based on a lab. class from ...

There are different ways of looking at history.Professor  Annie Cot reminds of this, in the context of econometrics, in one of her dissert...

The loss of Dennis Lindley, yesterday, will be received with sadness by Bayesians - econometricians included. Dennis was a major drivin...

Here's a problem from the exam. that one of my econometrics classes sat recently. It's to do with some of the consequences of mis-s...

Pedagogy Unbound   is "A place for college teachers to share practical strategies for today's classrooms." Their blog today...

With the weekend upon us once again, it's time to settle down with the papers - the econometrics research papers, that is. Here are my ...

As a follow-up to my recent post on Big Data, I recommend today's post by Jeff Leek on the Simply Statistics blog . It's titled. ...

We see it with clothing styles. Not just hemline lengths, but also the widths of jacket lapels and guy's ties. How wide should the trou...

A big HT to Ryan MacDonald for drawing this quote to my attention: " While writing my book (Stochastic Processes, 1953) I had an argu...