Blog Archives

Unit Roots & Structural Breaks

June 23, 2017
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Unit Roots & Structural Breaks

The open-access journal, Econometrics (of which I'm happy to be an Editorial Board member), has recently published a special issue on the topic of "Unit Roots and Structural Breaks". This issue is guest-edited by Pierre Perron, and it include...

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Marc Bellemare on "How to Publish in Academic Journals"

June 7, 2017
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Marc Bellemare on "How to Publish in Academic Journals"

If you don't follow Marc Bellemare's blog, you should do.And if you read only one other blog post this week, it should be this one from Marc, titled, "How to Publish in Academic Journals". Read his slides that are linked in the post.Great advice that i...

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June Reading List

June 3, 2017
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June Reading List

Here are some suggestions for you:Ai, C. and E. C. Norton, 2003. Interaction terms in logit and probit models. Economics Letters, 80, 123-129.Hirschberg, J. and J. Lye, 2017. Inverting the indirect - the ellipse and the Boomerang: Visualizing the confi...

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Staying on Top of the Literature

May 23, 2017
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Staying on Top of the Literature

Recently, 'Michael' placed the following comment on one of my posts:"Thanks for sharing this interesting list of articles! I'm wondering, how do you go about finding these types of articles to read? Are you a subscriber to these publications/do you reg...

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The EViews Blog on ARDL – Part 3

May 20, 2017
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The EViews Blog on ARDL  – Part 3

As I mentioned in this recent post, the EViews team had a third blog post on ARDL modelling up their sleeves. The said post appeared a few days ago, here.It's a real gem! The flow-chart and the detailed application are fabulous - I wish I could have co...

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When Everything Old is New Again

May 19, 2017
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When Everything Old is New Again

Some ideas are so good that they keep re-appearing again and again. In other words, they stand the test of time, and prove to be useful in lots of different contexts – sometimes in situations that we couldn’t have imagined when the idea first came ...

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Bounds Testing & ARDL Models – More From the EViews Team

May 9, 2017
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Bounds Testing & ARDL Models – More From the EViews Team

The team at EViews has just released another post about ARDL modelling on their blog. This one is titled, "AutoRegressive Distributed Lag (ARDL) Estimation. Part 2 - Inference". This post is a follow-up to one that they wrote last month, and which I co...

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Here’s What I’ve Been Reading

May 5, 2017
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Here’s What I’ve Been Reading

Here are some of the papers that I've been reading recently. Some of them may appeal to you, too:Bampinas, G., K. Ladopoulos, &T. Panagiotidis, 2017.  A note on the estimated GARCH coefficients from the S&P1500 universe. WP 17-09, Rimini C...

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In Praise of T.A.s

April 18, 2017
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In Praise of T.A.s

With another teaching term completed, I'm reminded of how much we faculty members rely on our Teaching Assistants (T.A.s) This is especially true in the case of large undergraduate classes, where we'd be run off our feet without the invaluable input fr...

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Jan Kiviet’s Book on Monte Carlo Simulation

April 15, 2017
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Jan Kiviet’s Book on Monte Carlo Simulation

Monte Carlo simulation is an essential tool that econometricians use a great deal. For an introduction to some aspects of Monte Carlo simulation, see my earlier posts here, here, and here. There are some follow-up posts on this comi...

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