similar to: please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications

Hello, I have just started using R, maybe more like learning it. I am interested in using it for Time Series Analysis and I wanted to know if anyone was familiar with packages other than TS that might be appropriate. Allan

[ Registration for R/Finance 2010 is going strong: after only ten days of registrations one tutorial is already at 65% of capacity, and two others are approaching the 50% mark. Tutorials are capped at fourty participants each, the conference itself may be capped at three hundred registrations. Conference details are provided below. ] R/Finance 2010: Applied Finance

When I try to install hte Econometrics view I get the following error: CRAN task view Econometrics not available in: install.views("Econometrics") I have already install the ctv package and loaded it before trying to install the above... Any ideas as to what's going on?

Hi, I am currently looking for a program or programmng language easy to learn, easier to operate on.I heva heard about "R", However I understand that "R" is designed especially for statisticians. As an economist, working on applied econometrics, I am not sure if it can meet my needs. Will I be able to reach precise time series or panal data regression results with

Dear R users, I am putting together reading and resources lists for spatial statistics and spatial econometrics and am looking for some pointers from more experienced practitioners. In particular, I find two "camps" in spatial modelling, and am wondering which approach is better suitied to which situation. The first camp is along the lines of Venables and Ripley's Chapter 14

R/Finance 2009: Applied Finance with R April 24 & 25, Chicago, IL, US The first annual R/Finance conference for applied finance using R , the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 24 and Saturday April 25. The two-day conference will cover topics as diverse as portfolio theory,

R/Finance 2009: Applied Finance with R April 24 & 25, Chicago, IL, US The first annual R/Finance conference for applied finance using R , the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 24 and Saturday April 25. The two-day conference will cover topics as diverse as portfolio theory,

Call for Papers: R/Finance 2011: Applied Finance with R April 29 and 30, 2011 Chicago, IL, USA The third annual R/Finance conference for applied finance using R will be held this spring in Chicago, IL, USA on April 29 and 30, 2011. The two-day conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure

I am going to attend MSc Data Science in September, so I consider upgrading my system to be more efficient with my projects.I used RStudio for my Macroeconomics Undergraduate Thesis and I had a couple of loops which needed almost 30 minutes to occur. My system specifications are the following: - CPU: i7 4970k @ 4.0 GHz - RAM: 8GB DDR3 - Hard Drive: SSD M.2 950 PRO Since I have only

I have a suggestion for kernapply for ts objects. When we choose the option circular=F, the returned series don't have the correct dates. The removed dates are all at the beginning instead of half at the beginning and half at the end. It is particularly useful when we need to smooth the series (or remove a trend using a filter) before estimating a model (like in macroeconomics) or simply

Hi all, I am looking for study resources for (financial) time series? Hopefully I could find video lectures then it will reduce the learning curve. Thanks a lot! [[alternative HTML version deleted]]

Hi, I have good understanding on Econometrics and statistical techniques. However, I am new to R. What would be the best way to learn R as I would be one of the few in my team started exploring R in your team. I have got a few downloads on R introduction, but I am not a FAN of online reading. Can some one guide me with some books on R and statistical models using R. Sincere thanks.... And

Inline. Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Sun, Aug 20, 2017 at 7:39 AM, Vasilis Bardakos via R-help <r-help at r-project.org> wrote: > I am going to attend MSc Data Science in September, so I consider upgrading my

R/Finance 2010: Applied Finance with R April 16 & 17, Chicago, IL, US www.RinFinance.com <http://www.RinFinance.com> The second annual R/Finance conference for applied finance using R, the premier free software system for statistical computation and graphics, will be held this spring in Chicago, IL, USA on Friday April 16 and Saturday April 17, 2010. Registration is still open and

Dear helpeRs, a colleague of mine would like to give R a try. He uses econometric models which typically involve a large number of variables, esp. time series. Having no experience with handling very large data sets myself I turn to you. 1. Could you please describe your experiences to cope with these situations? 2. What kind of difficulties will he have to face? Are there special

List, I am using the 'tisPlot' function in Jeff Hallman's excellent tis package and was hoping that someone could spare me from having to dig into the code of his 'tisPlot' function. So far as I can tell, the preferred method of controlling the plotting of the x-axis is using the 'xTickFreq' and 'xTickSkip' options. Unfortunately, the where the data ends

Hello, I have just recently started using R and was wondering whether anybody had a code written for White's heteroscedasticity correction for standard errors. Also, can anybody share a code for the GARCH(1,1) and GARCH-in-mean models for modelling regression residuals? Thanks a lot in advance, Spyros --------------------------------- [[alternative HTML version

Dear Group, I am an economics student starting with PhD work in London. As preparation I would like to get to know R a little bit better. For Stata there are tons of books, however, can you recommend a book for R? I have some substantiated econometrics knowledge, so it should be more a how-to book. Best regards Thiemo --- Thiemo Fetzer, Economist http://freigeist.devmag.net

Hi all, We followed some books and sample codes and did some EMM estimation, only to find it won't be able to generate forecast. This is because in the stochastic volatility models we are estimating, the volatilities are latent variables, and we want to forecast 1-step ahead or h-step ahead volatilities. So it is nice to have the system estimated, but we couldn't get it to forecast at

Hello, Is there a package or sample code that shows how to do ex ante forecasts with a macroeconomic structural equations model? I looked at the "sem" package, which lets you estimate e.g. Klein's model, but I'm not sure how to make simulations using the full set of equations, including the identities. Thank you, Ronaldo Carpio rncarpio at yahoo.com