Econometrics Beat: Dave Giles' Blog

I was saddened to learn that Anirudh Lal Nagar passed away on 4 February 2014.  Nagar was an exceptional  Indian statistician and e...

As its title suggests, this post is the third in a sequence of posts designed to introduce econometrics students to the use of Markov Chai...

This is the second in a set of posts about Monte Carlo Markov Chain (MCMC, or MC 2 ) methods in Bayesian econometrics. The background w...

This is the first of a short sequence of posts that discuss some material that I use when teaching Bayesian methods in my graduate econome...

A big hat-tip to Rob Hyndman for (indirectly) alerting me to an interesting new statistics journal: The Annual Review of Statistics and i...

This post might make me sound a little grumpy. I hope not. Anyway, here goes. Comments that are posted on this blog come to me by email ...

Like a lot of others, I follow Andrew Gelman's blog with great interest, and today I was especially pleased to see this piece relati...

In my second post on this blog , just over three years ago, I took a shot at seminars - economics seminars in particular. There's noth...

In a recent post I commented on the connection between the multivariate normal distribution and marginal distributions that are normal. S...

It's time for the monthly round-up of recommended reading material. Gan, L. and J. Jiang , 1999. A test for global maximum. Journal...