Econometrics Beat: Dave Giles' Blog

A terrific new book titled,  Quantitative Macroeconomic Modeling with Structural Vector Autoregressions – An EViews Implementation , is no...

The Royal Economic Society has recently released videos of interviews with three leading econometricans, recorded during the Society'...

Continuing on from my earlier posts about vintage years for econometrics in the 1930's , 1940's , 1950's , 1960's , here...

Yesterday, I received an email from Robert Hillman . Robert wrote: "I’ve thoroughly enjoyed your recent posts and associated link...

In econometrics we often use "dummy variables", to allow for changes in estimated coefficients when the data fall into one ...

Recently I watched (for the n'th time!)  The Big Chill . If you're a fan of this movie, and its terrific sound-track, then this po...

In an earlier pos t I discus sed Shirley Almon's contribution to the estimation of Distributed Lag (DL) models, with her seminal pa...

The American Statistical Association has recently introduced reproducibility requirements for articles published in its flagship journal, ...

New Year's resolution - read more Econometrics! Bürgi, C. , 2016. What do we lose when we average expectations? RPF Working Paper ...

I've been a member of  The Replication Network (TRN) for some time now, and I commend it to you. I received the End-of-the-Yea...