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Econometrics sparked my interest in statistics in general. The field has really spent a lot of time working on problems of "serial correlation," (basically depe
by RA_Fisher 11y ago
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/ http://principlesofeconometrics.com/
- chewxy 11y ago^ 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?
- RA_Fisher 11y agoThanks for the recommendation. :) Hill was my committee member. One of my best teachers.