…an advanced econometrics book and you’ll spot ’em aplenty) and you can’t shake them from their ignorance, there isn’t much point to using R or Stata or you name the…

…econometrics which pools data from the regulation q era and the post regulation q era nonsense). But it is long gone. If the purpose of the funds is to convince…

…is clean and clear. (Judging by his videos, he’s also the second best college-level Econometrics teacher I’ve ever seen—and it’s no crime to be behind Peter Loeb in that regard.)…

…suggest that even the largest institutions experience increasing returns (i.e., these). I should say that I have absolutely no experience in non-parametric estimation and cannot vouch for the econometrics. However,…

Robert Waldmann Casual discussion of macroeconomics suffers from the fact that one can get any result one wants by playing with lags. I’m not saying that I think formal econometrics…

…one can find correlations between unrelated things. As my econometrics professor used to say, there are artifacts in the data. But here’s a tip for McArdle: don’t stop when you…

…driven by the business cycle. I’ll leave it to others to do the econometrics and demonstrate how to weight each. But, all those like Larry Kudlow blaming the current rise…

…to value real estate higher, implying that the city is generally viewed as a more desirable place to live. They use some careful and rather clever econometrics to ensure that…

…the death penalty, but profound uncertainty – even about its sign. Their abstract reminds me of an argument in Edward Leamer’s Let’s Take the Con Out of Econometrics. For more…

James Hamilton…where have I heard that name before? Oh yes, grad school. He wrote the book on time series econometrics, literally. And now he has a blog. Also, Mark Thoma…