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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

Joined: August 20th, 2011

Activity

Econometrics Beat wrote a new blog post titled What's in a Title?

I'm not one of those people who go in for "cute" titles for my research papers. Some people obviously do. However, they probably spend way too much of their valuable time conjuring up snappy titles in the hope that they'll come up with something that will attract people's attention. Ultimately, it's the content of the paper that's going to matter - at least, I like to think that's true! So, most of my published papers have titles that describe what the research is about - but those titles...
(5 hours ago)

Econometrics Beat wrote a new blog post titled Actually Computing the Sample Variance!

I always enjoy the posts from John Cook on his The Endeavour blog. John's a knowledgable guy and there's a lot on his blog that's of interest to econometricians. Take a look for yourself! Back in 2008, John had a post that's relevant to something I've been blogging about recently. It also reminded me of some important issues associated with computation - issues that we used to worry about a great deal in the bad old days of "hand calculations", and computers with short word-lengths and very...
(yesterday)

Econometrics Beat wrote a new blog post titled Minimum MSE Estimation of a Regression Model

Students of econometrics encounter the Gauss-Markhov Theorem (GMT) at a fairly early stage - even if they don't see a formal proof to begin with. This theorem deals with a particular property of the OLS estimator of the coefficient vector, β, in the following linear regression model:                         y = Xβ + ε  ;  ε ~ [0 , σ2 In] , where X is (n x k), non-random, and of rank k. The GMT states that...
(3 days ago)

Blogs

Blog: What's in a Title?

Econometrics Beat 5 hours ago

Blog: Actually Computing the Sample Variance!

Econometrics Beat yesterday

Blog: Minimum MSE Estimation of a Regression Model

Econometrics Beat 3 days ago

Blog: EViews Tutorials

Econometrics Beat 3 days ago

Blog: Variance Estimators That Minimize MSE

Econometrics Beat 4 days ago

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Econometrics Beat Blog App logo

Econometrics Beat 640 days ago

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Econometrics Beat 640 days ago