Econometrics Beat: Dave Giles' Blog

Here are some of the papers that I've been reading recently. Some of them may appeal to you, too: Bampinas, G., K. Ladopoulos, ...

With another teaching term completed, I'm reminded of how much we faculty members rely on our Teaching Assistants (T.A.s) This is espe...

Monte Carlo simulation is an essential tool that econometricians use a great deal. For an introduction to some aspects of Monte Carlo simu...

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...