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Introduction to QuantLib Development - Intensive 3-day Training Course - September 10-12th, 2018 - Download Registration Form Here

 
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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 Controlling My Heating Bill Using Bayesian Model Averaging

Where we live, in rural Ontario, we're not connected to "natural gas". Our home furnace runs on propane, and a local supplier sends a tanker to refill our propane tanks on a regular basis during the colder months. Earlier this month we had to make a decision regarding our contract with the propane retailer. Should we opt for a delivery price that can vary, up or down, throughout the coming fall and winter; or should we "lock in" at a fixed delivery price for the period from October to May of...
(4 days ago)

Econometrics Beat wrote a new blog post titled September Reading List

This month's list of recommended reading includes an old piece by Milton Friedman that you may find interesting: Broman, K. W. & K. H. Woo, 2017. Data organization in spreadsheets. American Statistician, 72, 2-10.Friedman, M., 1937. The use of ranks to avoid the assumption of normality implicit in the analysis of variance. Journal of the American Statistical Association, 32, 675-701.Goetz, T. & A. Hecq, 2018. Granger causality testing in mixed-frequency VARs with (possibly)...
(22 days ago)

Econometrics Beat wrote a new blog post titled An Archival History of the Econometric Society

For those of you who have an interest in the history of Econometrics as a discipline - that's all of you, right (?) - there's a fascinating collection of material available at The Econometric Society: An Archival History. As the name suggests, this repository relates to the Econometric Society and the journal Econometrica. It contains all sorts of fascinating facts, correspondence, and the like. © 2018, David E. Giles
(50 days ago)