Econometrics Beat: Dave Giles' Blog

The Econometric Game for 2017 has concluded. For the second successive year, the winning team comes from Harvard University. The ...

Today the team at EViews published an important post on their blog. It's titled, "Autoregressive Distributed Lag (ARDL) Estimat...

There are no April Fool's tricks in the following list of suggestions. 😐 Antoine, B. and E. Renault , 2017. On the relevance of w...

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....