Mastering 'Metrics: The Path From Cause to Effect, by Joshua Angrist and Jörn-Steffen Pischke, is to be published by Princeton University Press later this month. This new book from the authors of Mostly Harmless Econometrics is bound to be w...
I've put in a lot of time over the years as an Editor, Associate Editor, or Editorial Board member, for a number of economics and statistics journals, ranging from Journal of Econometrics and Econometric Theory, to Journal of International Tr...
In an earlier post I mentioned a paper that I co-authored with Xiao Ling. The paper is "Bias reduction for the maximum likelihood estimator of the parameters of the generalized Rayleigh family of distributions. Communications in Statistics - ...
I very much liked one of ECONJEFF's posts last week, titled "Epistemological Irritation of the Day".The bulk of it reads:" "A direct test of the hypothesis is looking for significance in the relationship between [one variable] and {another variabl...
I very much liked one of ECONJEFF's posts last week, titled "Epistemological Irritation of the Day".The bulk of it reads:" "A direct test of the hypothesis is looking for significance in the relationship between [one variable] and {another variabl...
A. R. (Rex) Bergstrom can reasonably be regarded as the "father" of modern econometrics in New Zealand. He made seminal contributions to continuous-time econometrics and the finite-sample properties of simultaneous equations estimators. He also taught ...
Last October I had a post about the 5th Lindau Meeting on Economic Sciences. It's to be held in August of this year:"The 5th Lindau Meeting on Economic Sciences will provide an open exchange of economic expertise and inspire cross-cultural and int...
I've blogged about The Econometric Game previously - see here, here, and here.It's April, so the Game is on again - today and the next two days, to be specific. You can check out he details, as they become available, at this site.Good luck to all...