Econometrics Beat: Dave Giles' Blog

You can find a solution to the problem posed in yesterday's post here . I hope you can read my writing! p.s.: Dan Getz kindly su...

Here's a little exercise for you to work on: We know from the Gauss-Markhov Theorem that within the class of linear and unbiased ...

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...