Econometrics: bibliography - page 14

 
m_a_sim:


There was already a similar topic

https://www.mql5.com/ru/articles/1464

Another technical analysis gibberish: something has been made up and we are trying to use it. We could ignore it, but we pay attention to this kind of "creativity" and don't read a Nobel laureate's book on the subject. There is no limit to ignorance!!!
 
faa1947:
Another technical analysis gibberish: something has been made up and we are trying to use it. We could ignore it, but we pay attention to this kind of "creativity" and don't read a Nobel laureate's book on the subject. There is no limit to ignorance!!!

who do you mean? who is the nobel laureate?
 
m_a_sim:

who do you mean? who is the nobel laureate?

Clive Granger
 
anonymous:

Clive Granger

can you tell me the name of his books?
 
Why isn't technical analysis a part of statistics? Technical analysis is a part of statistics, it's just what someone called it. It's essentially the same approximations, averages and trends.
 
m_a_sim:
Why is technical analysis not a part of statistics? Technical analysis is a part of statistics, someone just called it that. It's essentially the same as approximations, averages and trends.

In the West, TA specialists are called chartists, Russian for chartists. It is an extremely advanced way of displaying information and has very little to do with statistics as a way of displaying information. But to put it in a nutshell, statistics is a science, and TA has nothing to do with the word "science".

If we draw an "average" called a moving average, in most cases we do not understand at all WHAT we drew, how it turned out and how to interpret it, because we have lost information that a moving average is the most primitive and retarded kind of autoregression and if we were going from regression, we would understand the value of its graph even calling it a moving average. But by going with autoregressive, we would not have lost a lot of valuable information that was lost when using the waving.

And this is the simplest example.

 
faa1947:

......... that were lost when using a waving machine.

And this is, after all, the simplest example.


I agree, just get rid of the acronym, and use the statistics to the full and necessary extent, not just the clippings, which themselves lose their meaning
 
You see the thing is, there is always a game of timing, i.e. debt.
 
m_a_sim:

I agree, just get rid of the acronym, and use statistics to the full and necessary extent, not just excerpts of them, which themselves lose their meaning
Read the title of the thread, please.
 
faa1947:
Please read the title of the topic.

I have some associations )