Articles by Dave Giles

Drop-Down Menus for R

April 23, 2012 | Dave Giles

A few days ago, Andrew Barr had a great post on his blog. It was titled, "R is not just for has drop-down menus!" You can bet that this one caught my eye when it was re-posted on R-Bloggers.Briefly, Andrew takes us through the installation and basic ... [Read more...]

The Popularity of Statistical Packages

April 15, 2012 | Dave Giles

No matter what your favourite statistical package is, you'll find this post by Robert Muenchen highly informative.Robert concludes that:"By most of the measures discussed here, R is competing well with the commercial software vendors. However, I advise not over generalizing from this data. SAS and SPSS continue to ... [Read more...]

New Year Resolutions

January 1, 2012 | Dave Giles

Well, here we go again! It's time of year that we make all of those resolutions - the ones that usually get broken before the holiday decorations have been packed away. Not this year, though!In 2012, and in no particular order, I firmly resolve to:Increase my use of the ... [Read more...]

BIG Data

December 31, 2011 | Dave Giles

"Big Data" = data that come in amounts that are too large for current computer hardware and software to deal with. That sounds like fun!Norman Nie developed the well known SPSS statistical package in the 1960, and is currently President and CEO of Revolution Analytics, a California company that promotes the ... [Read more...]

Just Crantastic!

December 26, 2011 | Dave Giles

If you're an econometrician and you don't use the R software environment - for at least some of your work, then you're missing out on all sorts of (free!) opportunities.Yes, it can be a steep learning curve, but it's worth every drop of sweat, and there are some great ... [Read more...]

R 2.14.0 Released

October 31, 2011 | Dave Giles

A Halloween treat for R users! Version 2.14.0 was released today. Among other things there are big improvements for parallel processing. For a quick synopsis of the new "goodies", see the post on the Revolutions blog.© 2011, David E. Giles [Read more...]

Reproducible Econometric Research

August 25, 2011 | Dave Giles

I doubt if anyone would deny the importance of being able to reproduce one's econometric results. More importantly, other researchers should be able to reproduce our results to verify (a) that we've done what we said we did; (b) to investigate the sensitivity of our results to the various choices ... [Read more...]

p-Values for Cointegration Tests With Breaks in the Data

June 28, 2011 | Dave Giles

In an earlier post I went through some econometrics that involved the problem of testing for multivariate cointegration in the case where there are one or more trend-breaks or level-breaks in the time-series data.  Specifically, I talked about the modified Trace tests introduced by Johansen et al. (2000), and I mentioned ... [Read more...]


June 24, 2011 | Dave Giles

In comments on a recent post, "Ben" and Tal Galili very sensibly asked if I could make R code available for the econometric analysis in my posts, in addition to EViews code. I'll be trying to do this wherever I can, given the time constraints.The important point implicit in ... [Read more...]


June 22, 2011 | Dave Giles

If you're a user of the R statistical software environment (and you should be - if you're not, it's the best free lunch in town), then the (fairly) recently released RStudio user interface will undoubtedly interest you. Here's a quote from the description on their website, to give you the ... [Read more...]
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