Econometrics Beat: Dave Giles' Blog

Back in 2011 I put together a very light-hearted working paper titled, What's in a ( Journal ) Name?  Here's the associated link ...

I get a lot of direct email requests from people wanting help/guidance/advice of various sorts about some aspect of econometrics or other....

Dummy variables - ones that take only the values zero and one - are commonly used as regressors in regression models. I've devoted sev...

Some summertime reading: Chen, T., DeJuan, J., & R. Tian, 2018. Distributions of GDP across versions of  the Penn World Tables: A...

For better or worse, semilogarithmic regression models are used a lot in empirical economics.  It would be nice to think that this is...

If you don't follow Marc Bellemare's blog (shame on you - you should!), then you may not have caught up with his recent posts rel...

Andrea Menclover of the University of Canterbury (New Zealand) has recently founded the SURE Journal , whose aims and scope are as follow...

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 ...