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Monday, June 26, 2006

Micro/macro econometrics

Is the disticntion between micro (inference, choice, panel) and macro (time series) econometrics still valid? Where are the two fields meeting? Surely micro processes should underly dynamic macro structures.

First Econometrician

For me the German mathematician-genius Carl Friedrich Gauss
is the first econometrican. He invented what we know as the normal distribution which without doubt is the most important one, he also drafted the method of ordinary least squares (OLS), which is the basic tool for many econometricians today.

Wednesday, June 21, 2006

This blog is for people interested in econometrics and statistics, especially state-of-the-art and nonlinear techniques.

Some information about myself: I obtained an MSc in Econometrics from the Erasmus University of Rotterdam in 2005. Currently I am working for the DWP in London. I am a member of the Econometrics Society.

My particular interests are in dynamic factor models, forecasting and some micro-econometric issues.

From my homepage http://dirknbr.googlepages.com/ you can download two papers and various SAS, Matlab and Excel programs.

I am a contributor to http://groups.google.com/group/comp.soft-sys.sas?lnk=li and http://www.stata.com/statalist/

Similar blogs: James Hamilton of UCSD http://www.econbrowser.com/