Econometrics Beat: Dave Giles' Blog

Earlier this year I had a post in memory of the eminent statistician and econometrician, Anirudh Nagar. His passing was a great loss to o...

"Correlation is NOT the same as causation". I don't know how many times I've said it (haven't we all?) in class,...

If you're interested in downloading a copy of my recent paper with Xiao Ling, "Bias Reduction for the Maximum Likelihood Estimato...

A while back I wrote about the fact that R 2 (the coefficient of determination for a linear regression model) is a sample statistic, an...

I enjoyed William M. Briggs' ("Statistician to the Stars") post today: " Frequentists are Closet Bayesians: Confidence ...

I can't imagine that there are any econometricians who have not heard of George Box - if only in the context of Box-Jenkins time-serie...

My department is looking for one or more people to take up temporary teaching appointments in 2015. Fields of interest include corpora...

I was pleased to receive an email today, alerting me to the "Replication in Economics" wiki at the University of Göttingen: ...

Olav Bjerkholt , of the University of Oslo, emailed me to follow up on my May Reading List post. He commented: "I noted that you ...

Bjerkholt, O. , 2013. Promoting econometrics through Econometrica 1933-39. Memorandum 28/2013, Department of Economics, University of O...