Econometrics Beat: Dave Giles' Blog

Here are a few suggestions for some interesting reading this month: Esquivel, M.L., P.P. Mota, & J.T. Mexia, 2016.  On some statis...

© 2016, David E. Giles

Here's an interesting practical question that arises when you're considering different forms of econometric models for forecasting...

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...