Econometrics Beat: Dave Giles' Blog

Recently, I posted about a special issue of the journal, Econometrics , devoted to "Unit Roots and Structural Breaks". Anot...

The so-called Frisch-Waugh-Lovell (FWL) Theorem is a standard result that we meet in pretty much any introductory grad. course in ...

The open-access journal, Econometrics  (of which I'm happy to be an Editorial Board member), has recently published a special issue o...

If you don't follow Marc Bellemare's blog , you should do. And if you read only one other blog post this week, it should be th...

Here are some suggestions for you: Ai, C. and E. C. Norton , 2003. Interaction terms in logit and probit models. Economics Letters , 80...

Recently, 'Michael' placed the following comment on one of my posts: "Thanks for sharing this interesting list of articles! ...

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, ...