Conference on Computing in Economics & Finance
The 19th. International Conference on Computing in Economics and Finance is coming up in Vancouver, B.C., this week. There's an interesting program. One of my M.A. students, Yanan Li, and I have a...
View ArticleConference and Seminar Papers - From Both Sides of the Podium
Here are three somewhat related posts from Rob Hyndman, Professor of Statistics in the Department of Econometrics and Business Statistics at Monash University. Rob blogs at Hyndsight. I liked them all,...
View ArticleLet's Put the "ECON" Back Into Microeconometrics
You just couldn't resist the title, could you? Don't worry, I'm not going to be too harsh. After all, I'm rather fond of those who practise "applied microeconometrics" - especially lightly sautéed,...
View ArticleThe 1950's
Following on from my earlier posts about vintage years for econometrics in the 1930's and 1940's, here's my run-down on the 1950's. As before, let me note that "in econometrics, what constitutes...
View ArticleSome Current Projects
I often get emails asking me what research projects I'm working on. Generally, I have several projects underway at any given time - usually at various stages of development or completion. In that...
View ArticleFormer Students
It's always great to catch up with former students. I guess this is especially true of grad. students because (inevitably) you get to spend a lot of one-on-one time with them, and get to know them...
View ArticleInformation Criteria Unveiled
Most of you will have used, or at least encountered, various "information criteria" when estimating a regression model, an ARIMA model, or a VAR model. These criteria provide us with a way of comparing...
View ArticleRecent, and Recommended.......
Recently, I griped posted about the need to get the economics back into papers that the authors characterize as "microeconometrics". Although I was venting (just a little!) about the "disconnect" that...
View ArticleFrancis Diebold on GMM
On his blog, No Hesitations, Francis Diebold has two recent posts about GMM estimation that students of econometrics, and practitioners, definitely should read. The first of these posts is here, and...
View ArticleSome Recent, and Transparently Applicable, Results in Time-Series Econometrics
I think most of us would agree that when new techniques are introduced in econometrics, it's often a bit of a challenge to see exactly what would be involved in applying them. Someone comes up with a...
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