Tuesday, May 23, 2017

Staying on Top of the Literature

Recently, 'Michael' placed the following comment on one of my posts:
"Thanks for sharing this interesting list of articles! I'm wondering, how do you go about finding these types of articles to read? Are you a subscriber to these publications/do you regularly check for new updates online? I'd like to start keeping more up to date with academic articles, but I'm not sure where to start." 
Well, that's a good question, Michael. And I'm sure that there are many undergraduate students and non-academics who wonder the same thing when it comes to keeping up with the latest developments in econometrics. (I've phrased it that way because I'm also sure that grad. students will be getting appropriate advice on this, and other matters from their supervisors.)

Let's take a step back in time first.

Friday, May 19, 2017

The EViews Blog on ARDL - Part 3

As I mentioned in this recent post, the EViews team had a third blog post on ARDL modelling up their sleeves. The said post appeared a few days ago, here.

It's a real gem! The flow-chart and the detailed application are fabulous - I wish I could have come up with this myself.

Read it, read it................

© 2017, David E. Giles

When Everything Old is New Again

Some ideas are so good that they keep re-appearing again and again. In other words, they stand the test of time, and prove to be useful in lots of different contexts – sometimes in situations that we couldn’t have imagined when the idea first came to light.

This certainly happens in econometrics, and here are just a few examples that come to mind.

Tuesday, May 9, 2017

Bounds Testing & ARDL Models - More From the EViews Team

The team at EViews has just released another post about ARDL modelling on their blog. This one is titled, "AutoRegressive Distributed Lag (ARDL) Estimation. Part 2 - Inference". This post is a follow-up to one that they wrote last month, and which I commented on here.

Given by the number of comments and requests that I get about this topic, these two posts from EViews are "must read" items for a lot of you.

And the great news is that there's a third post on the way, and this one will focus on implementing ARDL Modelling/Bounds Testing in EViews,

Great job!
© 2017, David E. Giles

Friday, May 5, 2017

Here's What I've Been Reading

Here are some of the papers that I've been reading recently. Some of them may appeal to you, too:
© 2017, David E. Giles