Econometrics Beat: Dave Giles' Blog

Osman, a reader of this blog, sent a comment in relation to my recent post on the effects of temporal aggregation on t-tests, and the li...

W. S. Gosset (Student) provided this useful aid to help us remember the difference between platykurtic and leptokurtic distributions: ...

Hot off the press, Norman Matloff's book,  Parallel Computing for Data Science: With Examples in R, C++ and CUDA   (Chapman and Hall...

Now that the (Northern) summer is here, you should have plenty of time for reading. Here are some recommendations: Ahelegbey, D. F. , 20...

This post is one of several related posts. The previous ones can be found here , here , here , here  and here . These posts are based ...

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...

The Royal Economics Society (publisher of The Econometrics Journal ) has recently released a video of invited addresses by Alfred Galichon ...

Readers of this blog will know I'm a proponent of more specification testing in the context of Logit, Probit, and related models. For...

The headline, "Don't Get Wrong Idea About Cholesterol", caught my attention in the 3 May, 2015 Times-Colonist newspaper her...

This post is for those readers who're getting involved with economic statistics for the first time. Basically, it serves as a warning...