Blog Archives

Spreadsheet Errors (discussed in The Economist)

September 9, 2016
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Five years ago I wrote a post titled, "Beware of Econometricians Bearing Spreadsheets". The take-away message from that post was simple: there's considerable, well-documented, evidence that spreadsheets are very, very, dangerous when it comes to statistical calculations. That is, if you care about getting the right answers!Read that post, and the associated references, and you'll see what I mean.(You...

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Graduate Econometrics Exam

May 17, 2016
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Occasionally readers ask about the exams that I set in my graduate econometrics courses.The elective graduate econometrics course that I taught this past semester was one titled "Themes in Econometrics". The topics that are covered vary from year to year. However, as the title suggests, the course focuses on broad themes that arise in econometrics. Examples might include...

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"Using R for Introductory Econometrics"

February 8, 2016
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"Using R for Introductory Econometrics"

Recently, I received an email from Florian Heiss, Professor and Chair of Statistics and Econometrics at the Henrich Heine University of Dusseldorf.He wrote:"I'd like to introduce you to a new book I just published that might be of interest to you: Using R for Introductory Econometrics.The goal: An introduction to R that makes it as...

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Modelling With the Generalized Hermite Distribution

January 22, 2016
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Modelling With the Generalized Hermite Distribution

"Count" data occur frequently in economics. These are simply data where the observations are integer-valued - usually 0, 1, 2, ....... . However, the range of values may be truncated (e.g., 1, 2, 3, ....).To model data of this form we typically resort to distributions such as the Poisson, negative binomial, or variations of these. These variations may...

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Angus Deaton, Consumer Demand, & the Nobel Prize

October 13, 2015
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Angus Deaton, Consumer Demand, & the Nobel Prize

I was delighted by yesterday's announcement that Angus Deaton has been awarded the Nobel Prize in Economic Science this year. His contributions have have been many, fundamental, and varied, and I certainly won't attempt to summarize them here. Suffice to say that the official citation says...

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Parallel Computing for Data Science

July 8, 2015
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Hot off the press, Norman Matloff's book, Parallel Computing for Data Science: With Examples in R, C++ and CUDA  (Chapman and Hall/ CRC Press, 2015) should appeal to a lot of the readers of this blog.The book's coverage is clear from the following chapter titles:1. Introduction to Parallel Processing in R2. Performance Issues: General3. Principles of Parallel...

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Worrying About my Cholesterol Level

June 9, 2015
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Worrying About my Cholesterol Level

The headline, "Don't Get Wrong Idea About Cholesterol", caught my attention in the 3 May, 2015 Times-Colonist newspaper here in Victoria, B.C.. In fact the article came from a syndicated column, published about a week earlier. No matter - it's always a good time for me to worry about my cholesterol!The piece was written by a certain 

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Introduction to Applied Econometrics With R

April 30, 2015
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I came across a January post from David Smith at Revolution Analytics, in his Revolutions blog. It's titled, An Introduction to Applied Econometrics With R, and it refers to a very useful resource that's been put together by Bruno Rodrigues of the University of Strasbourg. It's called Introduction to Programming Econometrics With R,...

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Applied Nonparametric Econometrics

February 19, 2015
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Recently, I received a copy of a new econometrics book, Applied Nonparametric Econometrics, by Daniel Henderson and Christopher Parmeter.The title is pretty self-explanatory and, as you'd expect with any book published by CUP, this is a high-quality item.The book's Introduction begins as follows:"The goal of this book is to help bridge the gap between applied economists and theoretical...

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Testing for Multivariate Normality

February 15, 2015
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The assumption that multivariate data are (multivariate) normally distributed is central to many statistical techniques. The need to test the validity of this assumption is of paramount importance, and a number of tests are available.A recently released R package, MVN, by Korkmaz et al. (2014) brings together several of these procedures in a friendly and accessible way....

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