Econometrics Beat: Dave Giles' Blog

As I mentioned in this recent post , the EViews team had a third blog post on ARDL modelling up their sleeves. The said post appeared a f...

Some ideas are so good that they keep re-appearing again and again. In other words, they stand the test of time, and prove to be useful in...

The team at EViews has just released another post about ARDL modelling on their blog. This one is titled, "AutoRegressive Distribute...

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...