<t>I'm planning to do PhD in Econometrics and my interest lies in state space models for financial time series. I’m interested in your opinion on this topic and ideas on what is truly interesting in this field and what has already been done or achieved so far. Your opinions, suggestions and ideas ar...

<t>QuoteOriginally posted by: NAre you speaking from experience or are you the HR manager at Starbucks?What's wrong with that? 3/4 of the old Bell Labs work at Starbucks.Absolutely nothing wrong with that. I’m just curious about the qualification requirement for management level work at Starbucks? W...

<t>QuoteOriginally posted by: NHe was asking about theoretical physics. Not about quant finance. Sorry, It's late... must have logged into the wrong forum.Cambridge is also the place to go for theoretical physics.... Excellent string theory and Clifford algebra.Unfortunately, a MS in theoretical phy...

<t>QuoteOriginally posted by: ZedI would always use the prices you can trade on to develop your trading system. You don't care about the 'real' closing price (which after all might have never been a traded price - depending on the market you are in).And, yes, this means the price can move for or aga...

Any ideas?

<t>When someone designs a mechanical trading system using closing prices trend following or other wise. People normally execute the same day and add slippage and costs, by this I mean take last 50 days of data points (including today) and execute the trade today.A) The problem with this scenario is ...

Philip,I checked the book shop you didn't have one of the books, now you do when I have paid 20% more to Mr. Bezos.Maybe next time0

<t>Introduction to Random Signals and Applied Kalman Filtering with MATLAB Exercises [With Disk] by R. Grover Brown, Patrick Y.C. Hwang ISBN: 0471128392 ===========Kalman Filtering: Theory and Practice Using MATLAB By Mohinder S. Grewal, Angus P. Andrews ISBN: 0471392545 Which one of these do you th...

<t>QuoteOriginally posted by: u418936If you want something that's easy and good, buy the econometrics book by Griffiths, Hill, and Judge. I forgot its title, but I read and absorbed most of the material in less than two weeks. It's a perfect place to start.In the other thread you mentioned >>Enders'...

This is probably the worst place to ask this question, but I'll try anyway. Which are the easiest texts to learn Econometrics and Time Series Analysis. Also the most easy and user friendly software/ programmes for Econometrics.Thankxxxx

Anybody else?

<t>Hi,I have just started to read Gujarati’s Basic Econometrics, and have not read much of it but skimmed through it. I came across a chapter on time series analysis and started to read but ran into a few problems and questions, which someone could hopefully help me get an answer to.1.Firstly I can ...