Econometrics Beat: Dave Giles' Blog

A few years ago - twelve, to be specific - an interesting paper appeared in the Journal of the Royal Statistical Society.  That paper, ...

Put away that novel! Here's some really fun June reading: Berger, J. , 2003. Could Fisher, Jeffreys and Neyman have agreed on tes...

This gem from @AcademicSay on Twitter today: "It's not a blog. It's an independent open-access journal with a dedicated subm...

Judging by the number of hits, comments, and questions that I've had in relation to my various posts on testing for Granger (Non-) Ca...

The more the merrier when it comes to the number of observations we have for our economic time-series data - right? Well, not necessaril...

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 ...