Econometrics Beat: Dave Giles' Blog

The Agricultural and Applied Economics Association ( AAEA ) recently held its annual meeting in Atlanta, GA. You can find the extensive p...

A recent email query about the language that we use in the context of non-stationary seasonal data, and how we should respond to the p...

This month my reading list is a bit different from the usual one. I've taken a look back at past issues of Econometrica and Journal o...

Over the years, I've done a modest amount of paid econometrics consulting work - in the U.S., New Zealand, Australia, the U.K., and he...

I'm sure that all readers will be familiar with INOMICS , and the multitude of resources that they make available to economists. Th...

As a follow-up to my recent post, " Clive Granger Special Issue ", I received an email from  Eyüp Çetin (Editor of the European...

The recently published  Volume 10, No. 1 issue of the European Journal of Pure and Applied Mathematics  takes the form of a memorial issu...

Well, here we are - it's June already. Here are my reading suggestions: Abadie, A., S. Athey, G. Imbens, & J. Wooldridge ,...

In June of last year I had a post  about a new journal, Series of Unsurprising Results in Economics   ( SURE ). If you didn't get ...

Here's a selection of suggested reading for this month: Athey, S. & G. W. Imbens , 2019. Machine learning methods economists sho...