Econometrics Beat: Dave Giles' Blog

The 10th BMRC-DEMS Conference is being held at Brunel University , London (U.K.), at the end of May this year. Details can be found here . ...

As always - there's lots of interesting reading out there. Here are my suggestions for this month: Advani, A. and Tymon Słoczyński ...

My first academic position was in the (then) Department of Econometrics and Operations Research at Monash University ( in Melbourne, Austr...

Alexander Aitken was one of New Zealand's greatest mathematicians - see my earlier post . As an econometrician, you may be very surpri...

Students are told that if you're going to go in for sequential testing, when determining the specification of a model, then the sequ...

If you have an interest in forecasting, especially economic forecasting, the Rob Hyndman's name will be familiar to you. Hailing fr...

My posts on ARDL models and bounds testing (here and here ) have certainly been popular. So, I was really pleased to see that Yashar Tarv...

I always tell my students that, when it comes to regression results, the value of the coefficient of determination (R 2 ), is pretty much ...

A "Six Word Peer Review" competition has been running on Twitter (#sixwordpeereview). Here are a few gems that might be a li...

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