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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

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

Joined: August 20th, 2011

Activity

Econometrics Beat wrote a new blog post titled A Terrific New Book on the Linear Model

Recently, it was my distinct pleasure to review a first-class book by David Harville, titled Linear Models and the Relevant Distributions and Matrix Algebra. Here is what I had to say: Linear Models and the Relevant Distributions and Matrix Algebra. David A. Harville, 2018. (Chapman & Hall/CRC, Boca Raton, FL, 2018; ISBN 978-1-138-57833-3; pp. xiii-524) Sometimes you read a book, and you think: ‘Why didn’t someone write this before now?’ This is one of those books. The linear model is...
(58 days ago)

Econometrics Beat wrote a new blog post titled Misinterpreting Tests, P-Values, Confidence Intervals & Power

There are so many things in statistics (and hence in econometrics) that are easily, and frequently, misinterpreted. Two really obvious examples are p-values and confidence intervals. I've devoted some space in earlier posts to each of these concepts, and their mis-use. For instance, in the case of p-values, see the posts here and here; and for confidence intervals, see here and here. Today I was reading a great paper by Greenland et al. (2016) that deals with some common misconceptions and...
(58 days ago)

Econometrics Beat wrote a new blog post titled Machine Learning & Econometrics

What is Machine Learning (ML), and how does it differ from Statistics (and hence, implicitly, from Econometrics)? Those are big questions, but I think that they're ones that econometricians should be thinking about. And if I were starting out in Econometrics today, I'd take a long, hard look at what's going on in ML. Here's a very rough answer - it comes from a post by Larry Wasserman on his (now defunct) blog, Normal Deviate:"The short answer is: None. They are both concerned with the same...
(58 days ago)