Econometrics Beat: Dave Giles' Blog

The majority of the blog-related comments and requests for help that I receive come from the one person - called "Anonymous".  ...

Unless your econometrics training has been true-blue Bayesian in nature, you'll have reported a lot of p-values, and constructed heaps...

It's difficult to imagine what our modern econometrics world would be like if it weren't for the numerous, seminal, contributions ...

"Statisticians should readily use both Bayesian and frequentist ideas." So begins a 2004 paper by Bayarri and Berger, ...

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...