Econometrics Beat: Dave Giles' Blog

Andrews, I. and T. B. Armstrong , 2015. Unbiased instrumental variables estimation under known first-stage sign. Cowles Foundation Discu...

Some of my previous posts have dealt with the issue of replicability - e.g .,  here  and  here . I had an email from  Bob Reed  today,...

John & Alicia Nash Tragically, John and Alicia Nash died as the result of a road accident on New Jersey yesterday. Just days...

This post is prompted by a question raised by Irfan, one of this blog's readers, in some email correspondence with me a while back. ...

I could scarcely believe my good fortune when I opened the following email earlier today: Dear Dr Giles, Congratulations, your pape...

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 ...