Econometrics Beat: Dave Giles' Blog

Now that the Canada Day and Independence Day celebrations are behind (some of) us, it's time for some serious reading at the cottage. ...

I've had quite a bit say about Logit and Probit models, and the Linear Probability Model (LPM), in various posts in recent years. (For...

As far as I know, the Beatles never performed at the Australian National University (the ANU). But the "fab. three" certainly di...

Here's some suggested reading for the coming month: Backhouse, R. and B. Cherrier, 2016 . 'It's  computerization, stupid!...

Recently, a reader asked about generating forecasts from an estimated Error Correction Model (ECM). Really, the issues that arise are no...

The statistical and econometric literature on the properties of "preliminary-test" (or "pre-test") estimation strateg...

Occasionally readers ask about the exams that I set in my graduate econometrics courses. The elective graduate econometrics course tha...

I received an email from Michael Belongia , who said: "I wrote earlier in response to your post about Almon lags but forgot to incl...

Here's my reading list for May: Hayakawa, K. , 2016. Unit root tests for short panels with serially correlated errors.  Communicat...

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