Blog Archives

Econometrics Reading List for November

November 5, 2017
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Econometrics Reading List for November

Some suggestions........Garcia, J. and D. E. Ramirez, 2017. The successive raising estimator and its relation with the ridge estimator. Communications in Statistics - Theory and Methods, 46, 11123-11142.Silva, I. R., 2017. On the correspondence between...

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Another Shout-Out for The Replication Network

October 22, 2017
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Another Shout-Out for The Replication Network

Replication in empirical economics is vitally important, and I'm delighted to be a member of The Replication Network. I've mentioned this group in previous blog posts - for instance, here and here.The list of members of TRN continues to grow - why not ...

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November Reading

October 10, 2017
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November Reading

ftp://ftp.econ.au.dk/creates/rp/17/rp17_32.pdfhttp://www.tandfonline.com/doi/full/10.1080/03610926.2016.1260738http://www.tandfonline.com/doi/full/10.1080/03610926.2017.1359296© 2017, David E. Giles

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Recommended Reading for October

October 4, 2017
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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.K...

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Recommended Reading for October

October 4, 2017
By
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.K...

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How Good is That Random Number Generator?

September 28, 2017
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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...

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How Good is That Random Number Generator?

September 28, 2017
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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...

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Misclassification in Binary Choice Models

September 22, 2017
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Misclassification in Binary Choice Models

Several years ago I wrote a number of posts about Logit and Probit models, and the Linear Probability Model LPM). One of those posts (also, see here) dealt with the problems that arise if you mis-classify the dependent variable in such models...

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Monte Carlo Simulations & the "SimDesign" Package in R

September 20, 2017
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Monte Carlo Simulations & the "SimDesign" Package in R

Past posts on this blog have included several relating to Monte Carlo simulation - e.g., see here, here, and here.Recently I came across a great article by Matthew Sigal and Philip Chalmers in the Journal of Statistics Education. It's titled, "Play it ...

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Econometrics Reading List for September

September 10, 2017
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Econometrics Reading List for September

A little belatedly, here is my September reading list:Benjamin, D. J. et al., 2017. Redefine statistical significance. Pre-print.Jiang, B., G. Athanasopoulos, R. J. Hyndman, A. Panagiotelis, and F. Vahid, 2017. Macroeconomic forecasting for Australia u...

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