Remember me

Register  |   Lost password?

 

Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 
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 Handbook of Quantile Regression

Quantile regression is a powerful and flexible technique that is widely used by econometricians and other applied statisticians. In modern terms we tend to date it back to the classic paper by Koenker and Bassett (1978). Recently, I reviewed the Handbook of Quantile Regression. This edited volume comprises a number of important, original, contributions to the quantile regression literature. The various chapters cover a wide range of topics that extend the basic quantile regression set-up. You...
(2 days ago)

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

Back in 2011 I put together a very light-hearted working paper titled, What's in a (Journal) Name? Here's the associated link. That paper addressed the (obviously) important question: "Is there a a correlation between the ranking of an economics journal and the length of the journal's title?" I analyzed a sample of 159 academic economics journals. Although there was no significant association between journal quality and journal title length for the full sample of data, I did find that...
(2 days ago)

Econometrics Beat wrote a new blog post titled More on Regression Coefficient Interpretation

I get a lot of direct email requests from people wanting help/guidance/advice of various sorts about some aspect of econometrics or other. I like being able to help when I can, but these requests can lead to some pitfalls -  for both of us. More on that in a moment. Meantime, today I got a question from a Ph.D student, "J", which was essentially the following: " Suppose I have the following regression model              log(yi) = α + βXi + εi   ...
(3 days ago)