Econometrics Beat: Dave Giles' Blog

So,.......... by reading this post you'll assist in pushing the total number of page-views for this blog, since its inception in 2011,...

Here's a new book that looks as if it will be interesting, and I'm looking forward to reading it myself: Panel Data Analysis Using...

The generalized Pareto distribution (GPD) arises in the modelling of "extremes", especially if the "peaks-over-threshold...

Recently, I became an Honorary Professor in the Department of Economics  in the Management School at the University of Waikato , in New Ze...

Back to work, and back to reading: Basturk, N., C. Cakmakli, S. P. Ceyhan, and H. K. van Dijk , 2013. Historical developments in Bayesia...

The Canadian Econometrics Study Group has a long and illustrious history! This year, the 31st Meeting of the CESG is to be hosted by Simon...

Now that all of you grad. students are excited that you'll be able to get your dissertations finished in just three minutes, let me br...

When we're learning the basics of least squares regression analysis, one of the topics that we invariably encounter is the consequenc...

Well-known microeconometrician, Richard Blundell , has been knighted in the New Year's Honours list. Sir Richard is the Ricardo Prof...

Everyone seems to be doing it at this time of the year. So, here are the five most popular new posts on this blog in 2013: Econometrics...