Econometrics Beat: Dave Giles' Blog

I came across a January post from David Smith at Revolution Analytics , in his Revolutions blog. It's titled, An Introduction to App...

Back in 2012 I posted about a 4-volume set of readings, titled The Rise of Econometrics , edited by Duo Qin, and published by Taylor and ...

The team at EViews has put together a great set of videos that highlight some of the new features in EViews 9. You can find them here...

The latest issue of Chance  contains a very timely article by Nicholas Horton, Benjamin Baumer, and Hadley Wickham. It's titled, ...

I wrote this brief post just after Edmond Malinvaud passed away on 7 March of this year, at the age of 91.  Peter Phillips' tribut...

My apologies for the broken link to my paper co-authored with Al Gol that was listed in the " April Reading " post on 1 April. ...

Well, perhaps it's not really my favourite book, but it's certainly right up there with the most heavily thumbed tomes on my off...

A linear regression equation is just that - an equation . This means that when any of the variables - dependent or explanatory - have uni...

Thanks to my colleague, Linda Welling , for bringing this post to my attention: Still Not Significant . I just love it!  (Take som...

Recently, I received an email from Ozan, who wrote: "I’ve a simple but not explicitly answered question within the text books on st...