If you haven't yet been to the Society for Financial Econometrics (SoFiE) annual meeting, now's the time. They're pulling out ...
Big Data in Econometric Modeling
Here's a speakers' photo from last week's Penn conference, Big Data in Dynamic Predictive Econometric Modeling . Click through ...
Statistics in the Computer Age
Efron and Tibshirani's Computer Age Statistical Inference (CASI) is about as good as it gets. Just read it. (Yes, I generally gush abo...
Replicating Anomalies
I blogged a few weeks ago on "the file drawer problem" . In that vein, check out the interesting new paper below. I like their t...
Network Tools for Understanding High-Dimensional Dynamic Models
The slides from my "overview" IMF talk two weeks ago proved popular, so here are some different overview slides on a different to...
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