Econometrics Beat: Dave Giles' Blog

With a new year upon us, it's time to keep up with new developments - Basu, D. , 2018. Can we determine the direction of omitted vari...

My suggestions for papers to read during December: Askanazi, R., F. X. Diebold, F. Schorfheide, & M. Shin , 2018. On the comparison...

I was delighted to hear recently from former grad. student, Ryan Macdonald , who has worked at Statistics Canada for some years now. Ryan...

Anyone who's undertaken empirical macroeconomic research relating to Canada will know that there are some serious data challenges that...

Consider this my Good Deed for the Day! A re-tweet from a colleague whom I follow on Twitter brought an important paper to my attention. ...

In between raking leaves and dealing with some early snow, I've put together this list of suggested reading for you: Beckert, W. ,...

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...