Econometrics Beat: Dave Giles' Blog

In a post last year  I discussed the conditions under which the "adjusted" coefficient of determination (R A 2 ) will increase o...

I was looking for econometrics-related "apps" for my Android tablet. Very little of interest came up for "Econometrics...

Via both Mark Thoma and Gareth Thomas, I learned about a new initiative at the Federal Reserve Board. The details are available  here . I...

 Another of my papers on analytic bias-correction has now been published. This one is with a former M.A. student, Xiao Ling. The detai...

Here are some of the paper that I've been reading lately: Armstrong, J. S., K. C. Green, and A. Graefe , 2014. Golden rule of foreca...

From time to time I've been known to blog about the importance of fully understanding the assumptions that underlie the various estim...

This is the fourth in a sequence of posts designed to introduce econometrics students to the use of Markov Chain Monte Carlo (MCMC, or MC ...

This afternoon I had the pleasure of attending the annual Teaching, Research, and Service Awards ceremony for our Faculty of Social Scienc...

People say and do the darnedest things!  I'll let you assign your own "thumbs up" and "thumbs down" to the fo...

I always enjoy reading the posts by Francis Smart on his Econometrics by Simulation  blog. A couple of days ago he wrote a nice piece tit...