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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 December Reading for Econometricians

My suggestions for papers to read during December: Askanazi, R., F. X. Diebold, F. Schorfheide, & M. Shin, 2018. On the comparison of interval forecasts. PIER Working Paper 18-013, Penn. Institute for Economic Research, University of Pennsylvania.Meintanis, S. G., J. Ngatchou-Wandji, & J. Allison, 2018. Testing for serial independence in vector autoregressive models, Statistical Papers, 59, 1379-1410.Milas, C., T. Panagiotidis, & T. Dergiades, 2018. Twitter versus traditional news...
(17 days ago)

Econometrics Beat wrote a new blog post titled More Long-Run Canadian Economic Data

I was delighted to hear recently from former grad. student, Ryan Macdonald, who has worked at Statistics Canada for some years now. Ryan has been kind enough to draw my attention to all sorts of interesting items from time to time (e.g., see my earlier posts, here and here). I always appreciate hearing from him. His latest email was prompted by my post, A New Canadian macroeconomic Database. Ryan wrote:"I saw your post on long run data and thought you might be interested in a couple of other...
(22 days ago)

Econometrics Beat wrote a new blog post titled A New Canadian Macroeconomic Database

Anyone who's undertaken empirical macroeconomic research relating to Canada will know that there are some serious data challenges that have to be surmounted. In particular, getting access to long-term, continuous, time series isn't as easy as you might expect. Statistics Canada has been criticized frequently over the years by researchers who find that crucial economic series are suddenly "discontinued", or are re-defined in ways that make it extremely difficult to splice the pieces together...
(27 days ago)