Econometrics Beat: Dave Giles' Blog

O.K., I know - that was a really cheap way of getting your attention. However, it worked, and this post really is about Hot Potatoes ...

The following page, put together by John Kane at the Department of Economics, SUNY-Oswego , has some very useful links for econometrics ...

This is the third in a sequence of posts about some basic concepts relating to large-sample asymptotics and the linear regression model. T...

From the website of the Royal Swedish Academy of Sciences: The Prize in Economic Sciences 2014 The Royal Swedish Academy of Science...

This is the second in a sequence of three posts that deal with large-sample asymptotics - especially in the context of the linear regres...

Learning the basics about the (large sample) asymptotic behaviour of estimators and test statistics is always a challenge. Teaching this...

October already! Chauvel, C. and J. O'Quigley , 2014. Tests for comparing estimated survival functions. Biometrika , 101, 535-552.  ...

One of the most widely used tests in econometrics is the (augmented) Dickey-Fuller (DF) test. We use it in the context of time series ...

This post is essentially an extension of another recent post on this blog. I'll assume that you've read that post, where I discus...

You can only invert a matrix if that matrix is non-singular. Right? Actually, that's wrong. You see, there are various sorts of in...