Econometrics Beat: Dave Giles' Blog

Permutation tests, which I'll be discussing in this post, aren't that widely used by econometricians. However, they shouldn't ...

Here are my suggestions for this month: Hyndman, R. J ., 2019. A brief history of forecasting competitions. Working Paper 03/19, Depar...

When I saw Myko Clelland's tweet this morning , my reaction was "Wow! Just, wow!" Myko ( @DapperHistorian ) kindly point...

The American Statistical Association has just published a special supplementary issue of The American Statistician , titled  Statistical ...

The annual World Championship of Econometrics, The Econometric Game , is nearly upon us again! Readers of this blog will be familiar w...

There are all sorts of good reasons why we sometimes transform the dependent variable (y) in a regression model before we start estimati...

In a post last November I discussed " A New Canadian Macroeconomic Database ". The long-term, monthly , database in question...

Back in 2013 I wrote a post that was titled, " Forecasting From Log-Linear Regressions ". The basis for that post was the well-...

This month I am suggesting some overview/survey papers relating to a variety of important topics in econometrics: Bruns, S. B. & D...

Recently, it was my distinct pleasure to review a first-class book by David Harville, titled  Linear Models and the Relevant Distributions...