Econometrics Beat: Dave Giles' Blog

A few days ago, the inaugural winner of the biennial International Prize in Statistics was announced. The first recipient of the new ...

For your enjoyment: Diebold, F. X. & M. Shin , 2016. Assessing point forecast accuracy by stochastic error distance. NBER Working ...

Five years ago I wrote a post titled, " Beware of Econometricians Bearing Spreadsheets ".  The take-away message from that p...

Recently, I received the following interesting email request: "I would like to have your assistance regarding a few questions relat...

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...