Econometrics Beat: Dave Giles' Blog

Recently, I received an email from a follower of this blog, who asked: "May I know what is the difference between the bandwidth of N...

I was tempted to offer you a list of 150 items, but I thought better of it! Hamilton, J. D. , 2017. Why you should never use the Hodric...

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...