Econometrics Beat: Dave Giles' Blog

A recent discussion paper by Basturk et al. (2014) provides us with (at least) two interesting pieces of material. First, they give a ve...

When I'm introducing students in my introductory economic statistics course to the simple linear regression model, I like to point...

Recently released, this discussion paper from S øren  Johansen, will give you the definitive overview of cointegration that you've be...

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...