Statistics and econometrics refresher - Printable Version
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Statistics and econometrics refresher - ElJefe - 05-23-2013
I need to do some work on refreshing my statistics and econometrics skillset this summer, since it's been a few years.
I have Wooldridge's books and MatLab on the computer. Can anyone recommend some resources where I can start from the ground up?
Statistics and econometrics refresher - j r - 05-23-2013
The Wooldridge textbook is notoriously dense. Are you looking for a tutorial on how to code regressions or are you looking for a full overview of the underlying math?
Also, are you hoping to put this to use for finance related stuff or for some other field?
Statistics and econometrics refresher - ElJefe - 05-23-2013
Thanks for chiming in. Both, actually.
Right now I'm quite general, but I'll be working with time-series and cross-section and panel data after the summer. I want to dust off some of the old stuff and get my basics down (simple and multiple regression), instrumental variables and 2SLS. Perhaps also some basic MLE, GMM and co-integration. Í can follow the text book, but if someone knew of something spectacular that'd be awesome.
Statistics and econometrics refresher - cibo - 05-23-2013
Coursera.org has a shit load of stats stuff.
Mit open courseware has good stuff too.
Also most of the O'Reily books are pretty too. http://www.amazon.co.uk/Statistics-Nutsh...statistics
I have the R one but all the stats programs are fairly similar. Though R is quite popular with start ups while corporations prefer SAS.
http://simplystatistics.org/ Blog about stats.
http://www.amazon.co.uk/Data-Mining-Tech...techniques
Gets more into machine learning methods of analyzing data. Very practical book that walks though examples they did with businesses in a easy to follow manner.
Statistics and econometrics refresher - j r - 05-23-2013
One possibility is CFA prep material. I am studying for Level 1 right now with Kaplan Schweser materials and it breaks it down pretty good. Unfortunately, Level 1 Quantitative Methods only goes up to basic hypothesis testing and I don't have the Level 2 materials.
Another option might be the course materials for online courses. Here's the link to MIT's Econometrics course: http://ocw.mit.edu/courses/economics/14-...ring-2007/
Statistics and econometrics refresher - ElJefe - 05-23-2013
Awesome. I'll start with this stuff. There's probably not really a shortcut for really memorizing all this stuff. Just have to hunker down and chew through it.
Statistics and econometrics refresher - presidentcarter - 05-23-2013
More power to you. I hated econometrics in college.
Can I ask what is motivating you to refresh on this subject? Just mental stimulation? Or is there an end goal in mind?
Statistics and econometrics refresher - Kabal - 05-23-2013
ARIMA Modeling - http://people.duke.edu/~rnau/411arim.htm
Seasonal ARIMA Modeling - http://people.duke.edu/~rnau/seasarim.htm
ADL Modeling - http://mail.tku.edu.tw/chenyiyi/ADL.pdf
Binary Logistic Regression - http://luna.cas.usf.edu/~mbrannic/files/...istic.html
Multinomial Logistic Regression - http://www.kenbenoit.net/courses/ME104/M...CatOrd.pdf
Skewed Logistic Regression - http://isi2011.congressplanner.eu/pdfs/p_650407.pdf
Model Selection and Coefficient Reduction Methods (Ridge, Lasso, Elastic Net) - http://people.ee.duke.edu/~lcarin/Minhua11.7.08.pdf
Statistics and econometrics refresher - RichieP - 05-24-2013
Quote: (05-23-2013 06:28 PM)presidentcarter Wrote:
More power to you. I hated econometrics in college.
Can I ask what is motivating you to refresh on this subject? Just mental stimulation? Or is there an end goal in mind?
Yeah me too... funny because I LOVED calculus. I think it uses a different part of your brain. I've tried to figure out why I hate stats/econometrics so much... I think it's because a) you can't "visualise" what the maths is doing; it's all probability and correlation and b) the purpose of it is usually just to make some fucker some more money, haha.
Not to piss on your thread Jefe
![[Image: wink.gif]](https://rooshvforum.network/images/smilies/wink.gif)
Just interesting how preferences can vary so much.
Statistics and econometrics refresher - ElJefe - 05-24-2013
Why? Econometrics is like the demon in my life. It must be destroyed.