Econometrics: one step ahead forecast - page 35

 

to yosuf

Третий год преподаю эконометрику, правда, в своей интерпретации. Эконометрика в нынешнем виде, являясь сравнительно молодой наукой, в основном занимается приспособлением известных функций к различным экономическим процессам и явлениям с последующим оцениванием полученных моделей на предмет адекватности. Думаю, что экономические вопросы заслуживают того, чтобы были исследованы от истоков с получением соответствующих зависимостей какими они не получались на самом деле, вместо "приспособления" функций. Достаточно сказать, что до сих пор не известна формула прибыли в явном виде, например зависимость прибыли от количества или цены реализации продукции. Видимо, еще не нашли соответствующие функции, чтобы приспособить.

that's a powerful move...impressive

to C-4

Each of us has his own opinion and cockroaches, but this is not a reason to descend to public humiliation. Let's live together. Farnsworth, for example, has his own thread, where he also pokes fun at times. Everyone's got their own head, and that's great.

I don't quarrel or call you names, yeah, I swear a little at half-voice. But please take it to the subject, all my cockroaches are econometricians, every single one of them, and everyone has a degree and a license, three licenses ...

PS: Ok, I apologize for barging in - I won't distract from deep, serious scientific b***h b***h conversation ...

Good luck and trends :O)

 
Mathemat:

Coupled with Yusuf, from whom we have yet to hear a single intelligible word on matstat.

I am not against the use of statistics - but only if it is adequate, not with a cannon on a sparrow or a microscope instead of a hammer. So far, that's exactly how it's coming out.

I am generally against even applying the concept of "statistics" as something dead, already past the state of any phenomenon or process. Any process must initially be considered in its dynamics and only then do viable formulas appear. You can apply statistics to appease your soul, nothing more, as it can easily fool you by referring to the probabilistic nature of patterns.
 
Farnsworth:

to faa1947

I agree completely, and I haven't seen a single econometrician here and that's a very good thing,

Bullshit, about a year ago a forum member working for a serious fund in France drew my attention to this science. And he even showed quite decent results. I really haven't mastered it, but when you're talking about Eviews, I immediately remembered that he was talking about this product. There's also a book he gave me. It is only in English, so it is about predicting time series in econometrics..... If I can find it, I'll post it...... So Econometrics has been used for a long time in forecasting or in evaluation of built models and so on. But in this book there is a real discussion about the forum, I think it was even..... with examples....
 
yosuf:
I am generally against even applying the notion of 'statistics' as something dead, a past state of any phenomenon or process. Any process must initially be considered in dynamics and only then do viable formulas appear. You can apply statistics to appease your soul, nothing more, as it can easily fool you by referring to the probabilistic nature of patterns.

There are dynamics and there are statics. You can use statistics for analysis here and there
 

Here comes Yusuf, speak of the devil... You make the word "econometrics" sound very strange, sorry. Especially after all this mess with (18), for which you haven't given any accuracy estimates.

yosuf: Третий год преподаю эконометрику, правда, в своей интерпретации.

yosuf: I generally oppose the use of even the notion of "statistics" as something dead, already past the state of any phenomenon or process.

Keep on burning, comrade docent!

 
And here is the book itself. Unfortunately I only found the translation. I translated it myself. Maybe it will help someone. ECONOMETRY
Files:
ezhvfvs.zip  620 kb
 

No, don't translate it from PROMT! Post the original, if you don't mind.

P.S. Isn't that Mikhail by any chance? If it is, then I know who you're talking about.

 

I'll keep looking, I can't find it yet

 
nikelodeon:
This is bullshit, about a year ago one of the forum participants, who works in a serious fund in France, drew my attention to this science. And he even showed quite decent results. I really haven't mastered it, but when you're talking about Eviews, I immediately remembered that he was talking about this product. There's also a book he gave me. It is only in English, so it is about predicting time series in econometrics..... If I can find it, I'll post it...... So Econometrics has long been used in forecasting or in evaluation of built models and so on. But in this book there is a real discussion about the forum, I think it was even..... with examples....

There are several (or rather, there are many, I mean books), one of them is "Ben Vogelvang - Econometrics.Theory and Applications with EViews", the other is a big 1200-page econometrics tome, (read) a kind of MIX with basic courses in tervers, statistics, time series analysis, random process theory, regression, MOC, etc. It's all mixed up, but it's handy, it's all in a pile. Understand correctly, econometrics becomes econometrics when the subject of the research is economic relations, and so on and so forth.

Now the author is busy sticking two fingers in a socket, getting ... sensations, filtering them (multiplying by coefficients, adding up, highlighting trends as it were trends) and trying to say, electricity is ...

PS: It doesn't work like that, don't make it up. The market is more complex and the approaches should be different.

 
It was a book about the market, but I haven't seen it anywhere in the Russian version. A friend of mine gave it to me and praised it very much. It is designed for the market, which makes it even more valuable..... Search continues.....