Econometrics Beat: Dave Giles' Blog

Guy Judge (now retired from the University of Portsmouth in the U.K.) has been back at it again in the past couple of days. In recent yea...

In a couple of days' time I'll be heading off to New Zealand to participate in the 55th Annual Conference of the N.Z. Association...

In a recent post I drew attention to the special issue of Econometric Theory  that is being devoted to the contributions that Trygve Haav...

Olav Bjerkholt has alerted me to an interesting new paper of his that documents a milestone gathering of econometricians. Titled,  The Fi...

We all complain about the delays associated with the academic publishing process. The referees can be very slow in reaching their recommen...

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, ...