Econometrics Beat: Dave Giles' Blog

The Denis Sargan Econometrics Prize is awar ded annually by the Royal Economic Society for  "the best (unsolicited) article publish...

The following question arose in a (fairly) recent email from Daumantas: "I wonder if you could give any references -- or perhaps m...

Arguably, Judea Pearl is the most influential "Causality Specialist" of our time. (My term, not his!) If you don't subsc...

"Bill Lumbergh" will continue to terrorize the office via my tweets at @DEAGiles: p.s.: Actually, I  do own a "Swi...

The Maximum Likelihood Estimator (MLE) is extremely widely used in statistics, and in the various "metrics" disciplines such as ...

While you're dancing around the Maypole (or whatever else it is that you get up to), my recommendations are: Claeskens, G., J. Magn...

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, ...