Econometrics Beat: Dave Giles' Blog

Colussi, T. , 2018. Social ties in academia: A friend is a treasure. Review of Economics and Statistics , 100, 45-50. Dette, H., K. Möll...

Suppose that we have (only) two  non-stationary time-series, X 1 t and X 2 t ( t = 1, 2, 3, .....). More specifically, suppose that bot...

In a recent post I mentioned the 2018 "edition" of The Econometric Game , which was held in Amsterdam earlier this month. In ...

Very belatedly, here is my list of suggested reading for April: Biørn, E. , 2017. Identification, instruments, omitted variables, and ...

In a comment on my recent post about the long-running Econometrics Game for graduate student teams, "BJH" kindly pointed out the...

Readers of this blog will be familiar with The Econometric Game . You'll find my posts about the 2016 and 2017 Games here , and here ...

Annen, K. & S. Kosempel , 2018. Why aid-to-GDP ratios? Discussion Paper 2018-01, Department of Economics and Finance, University of ...

Here are some reading suggestions: Bruns, S. B., Z. Csereklyei, & D. I. Stern , 2018. A multicointegration model of global climate...

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...