Anna Mikusheva refines time-series econometrics tools to improve forecasting

Re:Anna Mikusheva refines time-series econometrics tools to ... by RA_Fisher on Sunday August 16, 2015 @04:22PM (#10070133)

Econometrics sparked my interest in statistics in general. The field has really spent a lot of time working on problems of "serial correlation," (basically dependencies in time-based measures). One of my former committee members wrote a great introductory text to econometrics, I highly recommend it: http://principlesofeconometrics.com/

[ Parent | on HN ]

Re:Anna Mikusheva refines time-series econometrics tools to ... by chewxy on Sunday August 16, 2015 @07:22PM (#10070648)

^ user name checks out (unless you really do share the same initials as Ronald A Fisher)

Another great book that I read every year for refresher is Nearly Harmless Econometrics. I wish there were something like that more in tune for time series tho

edit: clicked on the link... turns out I have the same book (3rd ed)! So who are you? Hill, Griffiths or Lim?

[ Parent | on HN ]

Re:Anna Mikusheva refines time-series econometrics tools to ... by RA_Fisher on Tuesday August 18, 2015 @06:51AM (#10078472)

Thanks for the recommendation. :) Hill was my committee member. One of my best teachers.

[ Parent | on HN ]