June Reading List
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Put away that novel! Here's some really fun June reading:Berger, J., 2003. Could Fisher,...
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Central and Non-Central Distributions
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Let's imagine that you're teaching an econometrics class that features hypothesis...
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Computing Power Functions
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) In a recent post I discussed some aspects of the distributions of some common test...
View ArticleMultivariate Medians
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) I'll bet that in the very first "descriptive statistics" course you ever took, you...
View ArticleTesting for Multivariate Normality
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) The assumption that multivariate data are (multivariate) normally distributed is central...
View ArticleApplied Nonparametric Econometrics
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Recently, I received a copy of a new econometrics book, Applied Nonparametric...
View ArticleIntroduction to Applied Econometrics With R
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) I came across a January post from David Smith at Revolution Analytics, in his...
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Worrying About my Cholesterol Level
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) The headline, "Don't Get Wrong Idea About Cholesterol", caught my attention in the 3...
View ArticleParallel Computing for Data Science
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Hot off the press, Norman Matloff’s book, Parallel Computing for Data Science: With...
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Angus Deaton, Consumer Demand, & the Nobel Prize
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) I was delighted by yesterday’s announcement that Angus Deaton has been awarded the Nobel...
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Modelling With the Generalized Hermite Distribution
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) “Count” data occur frequently in economics. These are simply data where the observations...
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"Using R for Introductory Econometrics"
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Recently, I received an email from Florian Heiss, Professor and Chair of Statistics and...
View ArticleGraduate Econometrics Exam
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Occasionally readers ask about the exams that I set in my graduate econometrics courses....
View ArticleSpreadsheet Errors (discussed in The Economist)
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Five years ago I wrote a post titled, “Beware of Econometricians Bearing Spreadsheets“....
View ArticleMore on Orthogonal Regression
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Some time ago I wrote a post about orthogonal regression. This is where we fit a...
View ArticleExplaining the Almon Distributed Lag Model
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) In an earlier post I discussed Shirley Almon’s contribution to the estimation of...
View ArticleTrading Models and Distributed Lags
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Yesterday, I received an email from Robert Hillman.Robert wrote: “I’ve thoroughly...
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