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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 Recommended Reading for February

Here are some reading suggestions:Bruns, S. B., Z. Csereklyei, & D. I. Stern, 2018. A multicointegration model of global climate change. Discussion Paper No. 336, Center for European, Governance and Economic Development Research, University of Goettingen.Catania, L. & S. Grassi, 2017. Modelling crypto-currencies financial time-series. CEIS Tor Vegata, Research Paper Series, Vol. 15, Issue 8, No. 417.Farbmacher, H., R. Guber, & J. Vikström, 2018. Increasing the credibility of...
(14 days ago)

Econometrics Beat wrote a new blog post titled Economic Goodness-of-Fit

What do we mean by a "significant result" in econometrics? The distinction between "statistical significance" and "economic significance" has received a good deal of attention in the literature. And rightly so. Think about the estimated coefficients in a regression model, for example. Putting aside the important issue of the choice of a significance level when considering statistical significance, we all know that results that are significant in the latter sense may or may not be...
(15 days ago)

Econometrics Beat wrote a new blog post titled ASA Symposium on Statistical Inference - Recorded Sessions

In October of last year, the American Statistical Association held a two-day Symposium on Statistical Inference in Bethesda, MD. The symposium was sub-titled, Scientific Method for the 21st. Century: A World Beyond p < 0.05. That gives you some idea of what it was about. The ASA has now released video recordings of several of the sessions at the symposium, and you can find them here. The video sessions include: "Why Is Eliminating P-Values So Hard? Reflections on Science and...
(17 days ago)