Econometrics Beat: Dave Giles' Blog

I'm really pleased with the way that my recent paper (with co-author Al Gol) turned out. It's titled "HotGimmer: Random Infor...

How often have you said to yourself, "I wonder what happened to Jane X"? (Substitute any person's name you wish.) Person...

The acronym, "MIDAS", stands for several things. In the econometrics literature it refers to "Mixed-Data Sampling" reg...

Now is a good time to catch up on some Econometrics reading. Here are my suggestions for this month: Carrasco, M. and R. Kotchoni , 201...

This is a "shout out" for The Replication Network . The full name is, The Replication Network: Furthering the Practice of Rep...

Recently, I received an email from Florian Heiss , Professor and Chair of Statistics and Econometrics at the Henrich Heine University of D...

Here's a suggested reading list for February: Casey, G. and M. Klemp , 2016. Instrumental variables in the long run. MPRA Paper No. ...

( An earlier version of this post inadvertently included links to "pirated" material. This has now been rectified, and the post ...

"Count" data occur frequently in economics. These are simply data where the observations are integer-valued - usually 0, 1, 2, ....

Every now and then a student will ask me why the formula for the density of a Normal random variable includes the constant, π, or more co...