Econometrics Beat: Dave Giles' Blog

What do we mean by a "significant result" in econometrics? The distinction between "statistical significance" and ...

In October of last year, the American Statistical Association held a two-day  Symposium on Statistical Inference  in Bethesda, MD. Th...

Over the years, I included material on Bayesian Econometrics in various courses that I taught - especially at the grad. level. I retired f...

Another year, and lots of exciting reading! Davidson, R. & V. Zinde-Walsh , 2017. Advances in specification testing. Canadian Journa...

We've all experienced it. You go to use a statistical table - Standard Normal, Student-t, F, Chi Square - and the line that you need s...

Here are some suggestions for your Holiday reading: Athey, S. and G. Imbens , 2016. The state of econometrics - Causality and policy e...

Some suggestions........ Garcia, J. and D. E. Ramirez , 2017. The successive raising estimator and its relation with the ridge estimato...

Replication in empirical economics is vitally important, and I'm delighted to be a member of The Replication Network . I've mentio...

Andor, N. & C. Parmeter , 2017. Pseudolikelihood estimation of the stochastic frontier model. Ruhr Economic Papers #693. Chalak, K....

Recently, I saw a reference to an interesting piece from 2013 by Peter Grogono , a computer scientist now retired from Concordia Universi...