Econometrics Beat: Dave Giles' Blog

Two giants in our field, now deceased, are celebrated in recent Working Papers by Peter Phillips and Timo Teräsvirta . Peter's pa...

The Replication Network carried a guest blog post by Andrea Menclova this week. The post was titled, "Is it Time for a Journal of I...

This year's edition of The Econometric Game is scheduled to take place next month in Amsterdam. Specifically, between 5 and 7 Apr...

Here are some suggestions for your reading this month: Coble, D. & P. Picheira , 2017. Nowcasting building permits with Google tre...

The journal,  Econometrics,  hasn't been around all that long, but it has published some great articles by some very prominent econom...

Here are some suggestions for your reading list this month: Aastveit, A., C. Foroni, and F. Ravazzolo , 2016. Density forecasts with mida...

Here's something (else!) that annoys the heck out of me. I've seen it come up time and again in economics seminars over the years....

The latest issue of Econometric Reviews  (Vol 36, Nos. 1-3) is devoted to papers that have been assembled to honour Peter Schmidt , of Mic...

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'...