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...

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...

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...