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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 

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The Reformed Broker wrote a new blog post titled Goosebumps
The minute this email hit my inbox I got goosebumps....
5 hours ago
Econometrics Beat wrote a new blog post titled Handbook of Quantile Regression
Quantile regression is a powerful and flexible technique that is widely used by econometricians and other applied statisticians. In modern terms we tend to date it back to the classic paper by Koenker and Bassett (1978). Recently, I reviewed the Handbook of Quantile Regression. This edited volume comprises a number of important, original, contributions to the quantile regression literature. The various chapters cover a wide range of topics that extend the basic quantile regression set-up. You...
7 hours ago
Econometrics Beat wrote a new blog post titled What's in a Journal Name?
Back in 2011 I put together a very light-hearted working paper titled, What's in a (Journal) Name? Here's the associated link. That paper addressed the (obviously) important question: "Is there a a correlation between the ranking of an economics journal and the length of the journal's title?" I analyzed a sample of 159 academic economics journals. Although there was no significant association between journal quality and journal title length for the full sample of data, I did find that...
yesterday
The Reformed Broker wrote a new blog post titled This Week on TRB
These were the most read posts on TRB this week, in case you missed it: ...
yesterday
The Reformed Broker wrote a new blog post titled Clips From Today’s Halftime Report
The traders weigh in on L Brands and Walmart from CNBC. Tracking the Traders: Q2’s Quarterly Report from CNBC. Oppenheimer: profits in pizza, raise Domino’s target to $305 from CNBC. Final trades: Alphabet, Bank of America, ServiceNow, Skechers from CNBC....
2 days ago
Econometrics Beat wrote a new blog post titled More on Regression Coefficient Interpretation
I get a lot of direct email requests from people wanting help/guidance/advice of various sorts about some aspect of econometrics or other. I like being able to help when I can, but these requests can lead to some pitfalls -  for both of us. More on that in a moment. Meantime, today I got a question from a Ph.D student, "J", which was essentially the following: " Suppose I have the following regression model              log(yi) = α + βXi + εi   ...
2 days ago