Econometrics: one step ahead forecast - page 17
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Hail to Vinin. That's where we need to go!
Open it, of course. I would be happy to support you if there is anything to add.
Yes, if you have something to add, you can do it without pleasure :)
Gone for the remaining two hours.
Should we open a thread: "About physics, statistics and other points of view ... " ?
I was looking for Brukow's book "How to Predict the Dollar Rate...", but came across an article from the Currency Speculator magazine archive (2006): How to Predict the Dollar Rate - very likely from the same author.
It is quite possible that these revelations, diluted into 270 pages, are the content of the book. Well in that case there is nothing interesting there.
And judging by his blog, the author is not that far away from TA (all the time talking about overbought/oversold).
That would be the right thing to do.
By the way, Alexei, why should all these gingerbread men have to go to SanSanych? I mean the branch.
The book is radically different from the article and much more interesting. The author showed the calculation not only in EViews but also in Excel. Vinin posted a link, but then removed it. I simply bought the book, it is quite recent from April this year.
There were only seven pages in it. That's why I took it down.