Econometrics Beat: Dave Giles' Blog

Right from its inception in 1985, the journal Econometric Theory  has featured the " ET Interviews". These are published interv...

Good grief! It's March already. You might enjoy: Bajari, P., D. Nekipelov, S. P. Ryan, and M. Yang , 2015. Demand estimation with ma...

I was downloading data from the Statistics New Zealand  website the other evening, and was alerted to the fact that an interesting event w...

Recently, I received a copy of a new econometrics book,  Applied Nonparametric Econometrics , by Daniel Henderson and Christopher Parmeter...

Happy to make the cut! Thanks Noah, and BloombergView . © 2015, David E. Giles

Consider the following abstract for an econometrics paper: "The method of instrumental variables (IV) and the generalized method of...

If you're a grad. student with an interest in econometrics, you've probably heard about The Econometric Game . It's been cover...

The assumption that multivariate data are (multivariate) normally distributed is central to many statistical techniques. The need to test ...

I was delighted to see the release, last week, of a new Statistics Canada research paper, " Provincial Convergence and Divergence in...

When we estimate a regression model, the differences between the actual and "predicted" values for the dependent variable (ove...