During a recent conversation with Bob Reed (U. Canterbury) I recalled an interesting experience that I had at the American Statistical Association Meeting in Houston, in 1980. I was sitting in a session listening to an author presenting a paper about t...
In a recent post I drew attention to the special issue of Econometric Theory that is being devoted to the contributions that Trygve Haavelmo made to econometrics, and to the founding of the Econometric Society. In fact, there will be two issues&nb...
We all complain about the delays associated with the academic publishing process. The referees can be very slow in reaching their recommendations; the revisions sometimes seem to be interminable; and then the accepted paper sits in a long queue awaitin...
Here's a follow-up to my recent post about the Federal Reserve U.S. macroeconometric model being freely available in EViews formatRay Fair's well-known model for the U.S. economy is also now available in a form that's ready to play with in EViews....
Via both Mark Thoma and Gareth Thomas, I learned about a new initiative at the Federal Reserve Board. The details are available here.In summary:"The FRB/US model of the U.S. economy is one of several that Federal Reserve Board staff consults for f...
I was saddened to learn that Anirudh Lal Nagar passed away on 4 February 2014. Nagar was an exceptional Indian statistician and econometrician who made many fundamental contributions to our discipline. He was 83 years old at the time of his ...
Remember that saying - "if you can remember the 60's you probably weren't there"? Well, with that said, and continuing from my earlier posts about vintage years for econometrics in the 1930's, 1940's, and 1950's, here's my take on t...
As always - there's lots of interesting reading out there. Here are my suggestions for this month:Advani, A. and Tymon Słoczyński, 2013. Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies.Discussion Paper...
