Econometrics Beat: Dave Giles' Blog

The peer-review process is an essential part of academic publishing. We use it in the hope of ensuring the honesty, novelty, importance, a...

In May 2015 I posted about the newly-formed The Replication Network  (TRN). Since then, their team has been extremely busy promoting and ...

Buono, D., G. Kapetanios, M. Marcellino, G. Mazzi, & F. Papailias , 2018. Big data econometrics - Now casting and early estimates. Wo...

Where we live, in rural Ontario, we're not connected to "natural gas". Our home furnace runs on propane, and a local supplie...

This month's list of recommended reading includes an old piece by Milton Friedman that you may find interesting: Broman, K. W. &...

For those of you who have an interest in the history of Econometrics as a discipline - that's all of you, right (?) - there's a fa...

Here's my reading list for August: Ardia, D., K. Bluteau, & L. F. Hoogerheide , 2018. Methods for computing numerical standard ...

Quantile regression is a powerful and flexible technique that is widely used by econometricians and other applied statisticians. In modern...

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....