Where do these come from? Since most statistical packages calculate these estimates automatically, it is not unreasonable to think that many researchers using applied econometrics are unfamiliar with the exact details of their computation. For the purposes of illustration, I am going to estimate different standard errors from a basic ... [Read more...]

I finally have time to try parallel computing in R using snowfall/snow thanks to this article in the 1st issue of R journal, which replaces R news. I didn’t try it before because i didn’t have a good toy example, and it seemed like a steep learning ... [Read more...]