Econometrics Beat: Dave Giles' Blog

Several years ago I wrote a number of posts about Logit and Probit models, and the Linear Probability Model LPM). One of those posts  (als...

Past posts on this blog have included several relating to Monte Carlo simulation - e.g ., see here , here , and here . Recently I came a...

A little belatedly, here is my September reading list: Benjamin, D. J. et al. , 2017. Redefine statistical significance. Pre-print. Ji...

Here are some suggestions for you: Calzolari, G. , 2017. Econometrics exams and round numbers: Use or misuse of indirect estimation me...

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...