Econometrics Beat: Dave Giles' Blog

Over the years I've posted a number of times about various aspects of using dummy variables in regression models. You can use the ...

Ryan Godwin and I have a new paper - "Improved Analytic Bias Correction for Maximum Likelihood Estimators". You can download it...

The results of the 2016 edition of The Econometric Game are now out: 1st. Place: Harvard University 2nd. Place: Warsaw School of Econom...

The Econometric Game is drawing to a close for 2016. With just hours to go the teams that are completing the final round of the competitio...

From the website of The Econometric Game Revealing of the Econometric Game Case. Today at the grand opening of the Econometric Game: ...

Last December I posted about the upcoming 2016 round of The Econometric Game . You'll find links in that post to other posts in p...

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...