Econometrics Beat: Dave Giles' Blog
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Tuesday, June 30, 2015
July Reading
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Now that the (Northern) summer is here, you should have plenty of time for reading. Here are some recommendations: Ahelegbey, D. F. , 20...
1 comment:
Monday, June 29, 2015
The Econometrics of Temporal Aggregation - VI - Tests of Linear Restrictions
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This post is one of several related posts. The previous ones can be found here , here , here , here and here . These posts are based ...
5 comments:
Monday, June 22, 2015
"Readers' Forum" Page
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I've added a new page to this blog - it's titled " Readers' Forum ". You'll see the tab for it in the bar just a...
4 comments:
Friday, June 12, 2015
Econometrics Videos
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The Royal Economics Society (publisher of The Econometrics Journal ) has recently released a video of invited addresses by Alfred Galichon ...
Specification Testing in the Ordered Probit Model
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Readers of this blog will know I'm a proponent of more specification testing in the context of Logit, Probit, and related models. For...
2 comments:
Tuesday, June 9, 2015
Worrying About my Cholesterol Level
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The headline, "Don't Get Wrong Idea About Cholesterol", caught my attention in the 3 May, 2015 Times-Colonist newspaper her...
4 comments:
Saturday, June 6, 2015
Statistical Calculations & Numerical Accuracy
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This post is for those readers who're getting involved with economic statistics for the first time. Basically, it serves as a warning...
2 comments:
Thursday, June 4, 2015
Logit, Probit, & Heteroskedasticity
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I've blogged previously about specification testing in the context of Logit and Probit models. For instance, see here and here . ...
9 comments:
Tuesday, June 2, 2015
June Reading List
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Andrews, I. and T. B. Armstrong , 2015. Unbiased instrumental variables estimation under known first-stage sign. Cowles Foundation Discu...
Thursday, May 28, 2015
The Replication Network
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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,...
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