Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “Economic Models,” p. 8). For ...

Arnold Zellner, a leading economist at the University of Chicago Booth School of Business who pioneered the field of Bayesian econometrics, died August 11 at his home in the Hyde Park neighborhood of ...

What are the differences between econometrics, statistics, and machine learning? originally appeared on Quora: the place to gain and share knowledge, empowering people to learn from others and better ...

Introduction to Financial Market Volatility Estimation and Modeling Review of High-Frequency Econometrics for Financial Data Analysis of Risk Premiums in Continuous-Time Models Econometrics for ...

Data is finance’s new currency, healthcare’s latest wonder drug, and the energy sector’s new oil. Another day, another Big Data analogy. All of the hype doesn’t change the fact that businesses across ...

Fama is best known for his work analyzing markets and securities prices, pioneering research closely followed by academics and financial services professionals alike. He received the Nobel Memorial ...

We sat down with Emma, who studied EC212: Introduction to Econometrics at Summer School, to hear about her experience of the course. Why did you decide to attend LSE Summer School? I was very ...

“As a means of suggesting possibilities and probabilities rather than anything else, taken with enough grains of salt and applied with superlative common sense, [econometrics] won’t do much harm. That ...