<p>Francis X. Diebold runs a blog called <a href="https://fxdiebold.blogspot.com/" rel="noreferrer">&quot;No Hesitations&quot;</a>. Compared to &quot;Econometrics Beats&quot; it tackles more advanced methods and contains less detail (so not that great for beginners), but it definitely has some gems* and brings the reader up to date on very recent developments in financial econometrics, macroeconometrics and climate econometrics (all based on time series). The presentation style is very clear.</p>
<p><sub>*Such as &quot;The HAC Emperor has no Clothes&quot;, &quot;GMM, the 'Strange American Estimator'&quot;, &quot;Comparing Predictive Accuracy, Twenty Years Later&quot;, &quot;Causality and T-Consistency vs. Correlation and P-Consistency&quot;, &quot;A Mind-Blowing Optimal Prediction Result&quot;, &quot;All of Machine Learning in One Expression&quot; and more.</sub></p>

CC BY-SA 4.0
2022-12-07T16:03:32.387Z
2022-12-07T16:10:13.227Z
2022-12-07T16:10:13.227Z
Richard Hardy
<p><a href="https://econometricsense.blogspot.com/" rel="nofollow noreferrer">Matt Bogard</a> has interesting econometrics blog. I think it could be a possible substitute.</p>

CC BY-SA 4.0
2022-12-11T18:47:51.937Z
Thanks! It seems it is not a pure econometrics blog but it does have quite a few posts about econometrics. The last one is from 2019, though. Still good know!
Richard Hardy
CC BY-SA 4.0
2022-12-10T10:29:13.713Z
2022-12-10T10:29:13.713Z
csilvia
<p>I used to follow Dave Giles' blog called <a href="https://davegiles.blogspot.com/" rel="noreferrer">Econometrics Beat</a>. I enjoyed it very much and learned tons from it. Unfortunately, the professor retired and closed the blog three years ago. I would like to continue learning things like the ones Prof. Giles was writing about (general econometrics stuff, not too deep into the details, numerous basic but important points, quite a bit about time series). What could be the closest substitute for his blog?</p>

CC BY-SA 4.0
2022-12-07T15:46:40.043Z
Hi: James Hamilton might have a blog. I haven't looked at in a long time so you'll have to check. It's not the same as Dave's but still could be helpful.
mark leeds
CC BY-SA 4.0
2022-12-07T15:59:40.847Z
@markleeds, https://econbrowser.com/? Looks like the blog does not really focus on econometrics.
Richard Hardy
CC BY-SA 4.0
2022-12-09T05:14:12.370Z
No. It doesn't. I just thought you might be interested. I can't think of other ones like Dave's. That was a gem.
mark leeds
<econometrics><reference-request>
Econometrics blogs (after Econometrics Beat has been closed)
Richard Hardy
# Econometrics blogs (after Econometrics Beat has been closed)

(Asked by: username_0 on 2022-12-07)

I used to follow Dave Giles' blog called [Econometrics Beat](https://davegiles.blogspot.com/). I enjoyed it very much and learned tons from it. Unfortunately, the professor retired and closed the blog three years ago. I would like to continue learning things like the ones Prof. Giles was writing about (general econometrics stuff, not too deep into the details, numerous basic but important points, quite a bit about time series). What could be the closest substitute for his blog?

**Tags:** econometrics, reference-request

> **Comments:**
> **username_1**: Hi: James Hamilton might have a blog. I haven't looked at in a long time so you'll have to check. It's not the same as Dave's but still could be helpful.  
> **username_0**: @username_1, https://econbrowser.com/? Looks like the blog does not really focus on econometrics.  
> **username_1**: No. It doesn't. I just thought you might be interested. I can't think of other ones like Dave's. That was a gem.  

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## 2 answers

### Answer by username_0 on 2022-12-07. Score: 5

Francis X. Diebold runs a blog called ["No Hesitations"](https://fxdiebold.blogspot.com/). Compared to "Econometrics Beats" it tackles more advanced methods and contains less detail (so not that great for beginners), but it definitely has some gems\* and brings the reader up to date on very recent developments in financial econometrics, macroeconometrics and climate econometrics (all based on time series). The presentation style is very clear.

\*Such as "The HAC Emperor has no Clothes", "GMM, the 'Strange American Estimator'", "Comparing Predictive Accuracy, Twenty Years Later", "Causality and T-Consistency vs. Correlation and P-Consistency", "A Mind-Blowing Optimal Prediction Result", "All of Machine Learning in One Expression" and more.


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### Answer by username_2 on 2022-12-10. Score: 3

[Matt Bogard](https://econometricsense.blogspot.com/) has interesting econometrics blog. I think it could be a possible substitute.

> **Comments:**
> **username_0**: Thanks! It seems it is not a pure econometrics blog but it does have quite a few posts about econometrics. The last one is from 2019, though. Still good know!  

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