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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


Econometrics Beat wrote a new blog post titled November Reading

ftp://ftp.econ.au.dk/creates/rp/17/rp17_32.pdf http://www.tandfonline.com/doi/full/10.1080/03610926.2016.1260738 © 2017, David E. Giles
(11 days ago)

Econometrics Beat wrote a new blog post titled Recommended Reading for October

Andor, N. & C. Parmeter, 2017. Pseudolikelihood estimation of the stochastic frontier model. Ruhr Economic Papers #693.Chalak, K., 2017. Instrumental variables methods with heterogeneity and mismeasured instruments. Econometric Theory, 33, 69-104.Kim, J. H. & I. Choi, 2017. Unit roots in economic and financial time series: A re-evaluation at the decision-based significance levels. Econometrics, 56 (3), 41.Owen, A. B., 2017. Statistically efficient thinning of a Markov chain sampler....
(17 days ago)

Econometrics Beat wrote a new blog post titled How Good is That Random Number Generator?

Recently, I saw a reference to an interesting piece from 2013 by Peter Grogono, a computer scientist now retired from Concordia University. It's to do with checking the "quality" of a (pseudo-) random number generator. Specifically, Peter discusses what he calls "The Pickover Test". This refers to the following suggestion that he attributes to Clifford Pickover (1995, Chap. 31):"Pickover describes a simple but quite effective technique for testing RNGs visually. The idea is to generate random...
(23 days ago)