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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.

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Owner Name: Professor David Giles


Joined: August 20th, 2011


Econometrics Beat wrote a new blog post titled Reading for the Holidays

Here are some suggestions for your Holiday reading:Athey, S. and G. Imbens, 2016. The state of econometrics - Causality and policy evaluation. Mimeo., Graduate School of Business, Stanford University.Cook, J. D., 2010. Testing a random number generator. Chapter 10, in T. Rily and A. Goucher (eds.), Beautiful Testing, O' Reilly Media, Sebastol, CA. Ivanov, V. and L. Kilian, 2005. A practitioner's guide to lag order selection for VAR impulse response analysis. Studies in Nonlinear...
(22 hours ago)

Econometrics Beat wrote a new blog post titled Econometrics Reading List for November

Some suggestions........ Garcia, J. and D. E. Ramirez, 2017. The successive raising estimator and its relation with the ridge estimator. Communications in Statistics - Theory and Methods, 46, 11123-11142.Silva, I. R., 2017. On the correspondence between frequentist and Bayesian tests. Communications in Statistics - Theory and Methods, online.Steel, M. F. J., 2017. Model averaging and its use in economics. MPRA Paper No. 81568.Ter√§svirta, T., 2017. Nonlinear models in macroeconometrics....
(41 days ago)

Econometrics Beat wrote a new blog post titled Another Shout-Out for The Replication Network

Replication in empirical economics is vitally important, and I'm delighted to be a member of The Replication Network. I've mentioned this group in previous blog posts - for instance, here and here. The list of members of TRN continues to grow - why not consider becoming a member your self? Here's the link that you need to do so.  The TRN website includes some excellent guest blog posts, the latest of which is about a new journal dedicated to the replication of economic research. The post...
(55 days ago)