point

 

 Remember me

Register  |   Lost password?


Sign up here to let us know if you are interested in joining us for our Introduction to QuantLib Course later in the year.

 
Bookmark & Share

Publication Name: Econometrics Beat

Brief description: Dave Giles is a Professor of Economics at the University of Victoria, Canada, where he specializes in Econometrics.

Publication URL: http://davegiles.blogspot.com/

RSS Feed: link

Owner Name: Professor David Giles

URL: http://web.uvic.ca/~dgiles

Joined: August 20th, 2011

Activity

Econometrics Beat wrote a new blog post titled Unit Roots & Structural Breaks

The open-access journal, Econometrics (of which I'm happy to be an Editorial Board member), has recently published a special issue on the topic of "Unit Roots and Structural Breaks".  This issue is guest-edited by Pierre Perron, and it includes eight really terrific papers. You can find the special issue here. © 2017, David E. Giles
(13 hours ago)

Econometrics Beat wrote a new blog post titled Marc Bellemare on "How to Publish in Academic Journals"

If you don't follow Marc Bellemare's blog, you should do. And if you read only one other blog post this week, it should be this one from Marc, titled, "How to Publish in Academic Journals". Read his slides that are linked in the post. Great advice that is totally applicable to anyone doing research in econometrics - theory or applied. © 2017, David E. Giles
(16 days ago)

Econometrics Beat wrote a new blog post titled June Reading List

Here are some suggestions for you:Ai, C. and E. C. Norton, 2003. Interaction terms in logit and probit models. Economics Letters, 80, 123-129.Hirschberg, J. and J. Lye, 2017. Inverting the indirect - the ellipse and the Boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares. Journal of Econometrics, in press.Kim, I. and S. Park, 2017. Likelihood ratio tests for multivariate normality. Communications in Statistics - Theory and Methods, in...
(21 days ago)