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

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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 Results of the Econometric Game, 2018

In a recent post I mentioned the 2018 "edition" of The Econometric Game, which was held in Amsterdam earlier this month. In random order, the finalists, after the first two days' of competition, were the teams representing: Aarhus University Erasmus Universiteit Rotterdam Harvard University Lund University McGill University Universiteit van Tilburg Universiteit van Amsterdam University Carlos III Madrid University of Bristol University of Toronto These teams then competed in a further one-day...
(30 days ago)

Econometrics Beat wrote a new blog post titled April Reading

Very belatedly, here is my list of suggested reading for April:Biørn, E., 2017. Identification, instruments, omitted variables, and rudimentary models: Fallacies in the "experimental approach" to econometrics. Memorandum No. 13/2017, Department of Economics, Oslo University.Chambers, M. J., and M. Kyriacou, 2018. Jackknife bias reduction in the presence of a near-unit root. Econometrics, 6, 11.Derryberry, D., K. Aho, J. Edwards, and T. Peterson, 2018. Model selection and regression...
(30 days ago)

Econometrics Beat wrote a new blog post titled The (Undergraduate) (Econo) Metrics Game

In a comment on my recent post about the long-running Econometrics Game for graduate student teams, "BJH" kindly pointed out the existence of a counterpart for undergraduate econometrics students. The "Metrics Game" is a two-day competition organised by OEconomica in association with the University of Chicago’s of Department of Economics and the Becker Friedman Institute.  The 2018 competition is the fourth in the series, and gets underway on 7 April at the University of Chicago. It's...
(67 days ago)