Econometrics Beat: Dave Giles' Blog

Abeln, B. and J. P. A. M. Jacobs , 2015. Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET. CAM...

I began a  recent post  with the comment: "One thing that a lot of practitioners seem to be unaware of (or they choose to ignore i...

Suppose that the random variables X 1 and X 2 are jointly distributed as bivariate Normal, with means of θ 1 and θ 2 , variances of σ...

In a recent post I discussed some aspects of estimating elasticities from regression models, and the interpretation of these values. That...

The Econometric Society holds a World Congress every five years. Right now, the 2015 Congress is taking place in  Montréal, Canada. H...

My thanks to Veronica Johnson at Investech.com for drawing my attention a recent piece of theirs relating to Classic Data Visualizations....

After taking your first introductory course in statistics you probably agreed wholeheartedly with the following statement: "A stat...

The Hodrick-Prescott (H-P) filter is widely used for trend removal in economic time-series, and as a basis for business cycle analysis, et...

I had some interesting email from Andrew a while back to do with computing elasticities from log-log regression models, and some related i...

Here's my (slightly delayed) August reading list: Ahelegbey, A. F. , 2015. The econometrics of networks: A review. Working Paper  20...