At the Econometric Institute he served successively as Research Principal and Assistant Director of Research engaged in the analysis of economic time series by methods such as multiple correlation, used for business forecasting.
12.
In the book " Everything is Obvious ", Duncan Watts cites the work of Makridakis and Hibon as showing that " simple models are about as complex models in forecasting economic time series ."
13.
It is named after Harold T . Davis ( 1892 1974 ), who in 1941 proposed this distribution to model income sizes . ( " The Theory of Econometrics and Analysis of Economic Time Series " ).
14.
Excerpts from the citation awarding the 2003 Nobel Memorial Prize in economics to American Robert F . Engle and Briton Clive W . J . Granger for their use of statistical methods for economic time series . _ __
15.
American Robert F . Engle and Briton Clive W . J . Granger won the 2003 Nobel Memorial Prize in Economic Sciences for their use of statistical methods for economic time series, the Royal Swedish Academy of Sciences said Wednesday.
16.
Such time series show the development of GDP, prices, interest rates, stock prices, etc . During the 1980s, this years Laureates devised new statistical methods for dealing with two key properties of many economic time series : time-varying volatility and nonstationarity.
17.
Such time series show the development of GDP, prices, interest rates, stock prices, etc . During the 1980s, this years Laureates devised new statistical methods for dealing with two key properties of many economic time series : time-varying volatility and nonstationarity . _ __
18.
Excerpts from the Royal Swedish Academy of Sciences awarding the 2003 Nobel Memorial Prize in Economic Sciences on Wednesday to American Robert F . Engle and Briton Clive W . J . Granger for their use of statistical methods for economic time series . _ __
19.
Engle's work in what is known as " economic time series " resulted in models that " have become indispensable tools not only for researchers, but for analysts on financial markets, who use them in asset pricing and in evaluating portfolio risk, " the academy said.
20.
:The OP could try becoming proficient with R ( programming language ), could read Granger causality, Vector autoregression, and other econometrics texts about the dangers of over-fitting, could obtain a wide set of financial and economic time series, and then could put them all together and reach some conclusion.
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