Despite significant mathematical refinements, econometrics has shown the weaknesses of its logical underpinnings, primarily during economic turning points—financial crises, pandemics, and geopolitical ...

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 ...

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 ...

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 ...

“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 ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...

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 ...

The problem, for those concerned with social or economic policy, is that we seldom have the luxury of being able to undertake controlled experiments of the type conducted by natural scientists.