Econometrics Beat: Dave Giles' Blog

If X is correlated with Y, and Y is correlated with Z, does it follow that X and Z are correlated? No, not necessarily. That is, the r...

The correlation measure that students typically first encounter is actually  Pearson's product-moment correlation coefficient . This co...

The Gretl econometrics package  is a great resource that I've blogged about from time to time. It's free to all users, but of a ve...

Wishing all readers a very special holiday season! Agiakloglou, C., and C. Agiropoulos , 2016. The balance between size and power in te...

When we're dealing with seasonal data - e.g ., quarterly data - we need to distinguish between "deterministic seasonality" a...

I received an email from Tymon Słoczyński (Warsaw School of Economics), about a recent paper of his, titled, "New Evidence on Linear...

Somewhat belatedly, here is some suggested reading for this month: Al-Sadoon, M. M ., 2015. Testing subspace Granger causality. Barcel...

Allan Gregory , at Queen's University (Canada) has just started a new blog that concentrates on economic forecasting. You can find it ...

I was delighted by yesterday's announcement that Angus Deaton has been awarded the Nobel Prize in Economic Science this ye...

My thanks to a colleague for bringing to my attention a recent discussion paper with the provocative title, " Why Most Published Resu...