Econometrics Beat: Dave Giles' Blog

Bob Jensen   emailed me about my recent post about the way in which the Jarque-Bera test can be impacted when temporally aggregated data ...

Note to self - file this post in the "Look Before You Leap" category! Looking at The New Zealand Herald newspaper this mor...

At the end of my recent post on Reverse Regression, I posed three simple questions - homework for the students among you, if you will...

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...