Econometrics Beat: Dave Giles' Blog

A hat-tip to Judea Pearl , whose e-newsletter alerted me to  this interesting post on the EvaluationHelp blog. It shows the original sixt...

While I'm at the lake, fishing, this is your big chance to get on with some reading. There won't be a quiz, but I know that yo...

I've been meaning to do a decent post on Pre-test Estimation for some time. It just hasn't happened! The general issue of pre-t...

Regular readers of this blog will know that I have an interest (but negligible talent or authority) in the history of econometrics. Actual...

Some time ago, Haynes Goddard emailed me suggesting that I post something about step-wise regression. He also put me on an interesting pa...

If you're feeling "down" as a result of a recent rejection of your work by a nasty journal editor, you may find some comfort...

Among the many interesting presentations that I attended at the recent Annual Conference of the N.Z. Association of Economists was one by...

Empirical demand analysis played a central role in the early history of econometrics. For instance, studies relating to this topic laid th...

Last week, outside Peter Jackson's ("Lord of the Rings", "The Hobbit") Weka Studios in Wellington, New Zealand, I ...

In my recent post about my presentation at the recent conference of the N.Z. Association of Economists, I promised some follow-up posts ...