Econometrics Beat: Dave Giles' Blog

I very much liked one of  ECONJEFF 's posts last week, titled " Epistemological Irritation of the Day ". The bulk of it ...

Every five years, the Econometric Society holds a World Congress. In those years, the usual annual European, North American, Latin Americ...

Suppose that we fit the following simple regression model, using OLS:             y i = βx i + ε i    .                             ...

This post is one of a sequence of posts, the earlier members of which can be found here , here , here , and here . These posts are based...

Yesterday, I received an email from Michael Belongia (Economics, U. Mississippi). With it, he kindly sent a copy of the Presidential Addr...

In a post back in January, I drew attention to an Add-In for EViews that allows you to estimate ARDL models. The Add-In was written by ...

In a recent post  I discussed some aspects of the distributions of some common test statistics when the null hypothesis that's being t...

Let's imagine that you're teaching an econometrics class that features hypothesis testing. It may be an elementary introduction...

Today's on-line edition of The New Zealand Herald   includes an article titled "Junior rugby putting little kids in harm's w...

From my "Recently Read" list: Born, B. and J. Breitung , 2014. Testing for serial correlation in fixed-effects panel data mode...