D******n
发帖数: 2965 | 1 1. By Elie Tamer, “More On Inference in Discrete Games,” Econometric
Society Summer
Meetings, Milan Italy, August 2008.
2. By Hong Han, "GAME THEORY AND ECONOMETRICS: A SURVEY OF SOME RECENT
RESEARCH", ESWC 2010: Congress, Shanghai, August 2010. |
|
S***x
发帖数: 2382 | 2 顺手整理了一下要submission fee 的杂志, 算是给你们做点贡献吧
如有需要请补充或更正
Economic Journals
Need fee:
AER and all AEA journals, Econometrica and all Econometric Society journals,
Economic Inquiry and all WEAI journals, International Economic Review,
Journal of Economic Behavior & Organization, The Economic Journal, The
Econometrics Journal, European Economic Review
No fee:
JPE (asks for a fee but the editor will review it without a fee), JET,
Economic Theory, Review of Economic Studies, Journal of Consumer Behavior,
Jo... 阅读全帖 |
|
t*******i
发帖数: 255 | 3 this is good.
顺手整理了一下要submission fee 的杂志, 算是给你们做点贡献吧
如有需要请补充或更正
Economic Journals
Need fee:
AER and all AEA journals, Econometrica and all Econometric Society journals,
Economic Inquiry and all WEAI journals, International Economic Review,
Journal of Economic Behavior & Organization, The Economic Journal, The
Econometrics Journal, European Economic Review
No fee:
JPE (asks for a fee but the editor will review it without a fee), JET,
Economic Theory, Review of Economic Studies, Journal of Consum... 阅读全帖 |
|
k****h
发帖数: 944 | 4 The part unknown is sub-national debt, which were issued as off-budget
through state-owned/controlled investment corporation.
It does not require very advanced econometric skills to dig out those off-
budget debt and add them up. It takes time and effect, but not advanced
econometric skills.
bad
contingent |
|
s*******n
发帖数: 740 | 5 三个物理的做的都是asset pricing
数学的做的是theoretical econometrics
Panle Jia做的是IO和applied econometrics
香港人做的是game theory |
|
s*******n
发帖数: 740 | 6 三个物理的做的都是asset pricing
数学的做的是theoretical econometrics
Panle Jia做的是IO和applied econometrics
香港人做的是game theory |
|
n**f
发帖数: 121 | 7 What is the relationship between CAPEX and revenue (or operating income) of
a firm?
I am new to the area of corporate finance and was asked to do some
statistical / econometrical analysis on it.
conceptually I thought there must be some relationship: CAPEX is what you
spend to maintain the company in a reasonable shape, and eventually generate
enough revenue / OI. But when I did a little googling I could not find much
discussion from econometrical standpoint.
Any book, research name, or paper is... 阅读全帖 |
|
h********a
发帖数: 6364 | 8 i took econometrics II directly
if you already took some statistics courses, econometrics I is too easy for you
i already took finance in higher ed. very good
for 1, i didn't take, but i took another one contemp. social theroy of edu
i hate this course, :(, terrible for me
but interesting for many guys |
|
a*******n
发帖数: 133 | 9
sorry,忘了说了的，我还读了finance的master了。不过国内和国外的金融学科还是有
挺大差别的。所以没信心啊。
我学过Advanced econometric的，用的是greene的英文教材，我们老师要求好严，基本
上那些乱七八糟的定理都要我们推一遍。
请教大牛我怎么才能提高数学基础呢？还有Advanced econometric真的有必要那些推导
都弄熟悉吗？ |
|
j*******d
发帖数: 55 | 10 Time series and Econometrics (or financial econometrics)
They do have some overlaps, all related to the basic regression models. But,
what are the differences between them and which course is more useful in
quantitative finance industry? Thanks.
btw, sampling theory is not that helpful in this area, right? |
|
Q*********r
发帖数: 93 | 11 Since you're an econ Ph.D., I highly recommend you become very strong in
econometrics, esp. in time series. Not all quants are math or physics Ph.D.
s -- in fact, most aren't. If people see you have background in econ, they
expect you to know econometrics well.
Plus, become proficient with at least one stats/data package: SAS, Stata, S-
Plus or R, Matlab, etc.
And as always, pick up some C++ if you can.
The job market on Wall Street is terrible now, except for certain niche
areas like buy-side |
|
b***k
发帖数: 2673 | 12 ☆─────────────────────────────────────☆
kuant (kuant) 于 (Mon Jun 30 23:22:49 2008) 提到:
这个program要求学生必须已经是engineering 或者 science bachelor 毕业，并且具备非常好的
数学能力。 大家说这个program 的知识覆盖面够不够？
硕士program课程： （在下列当中 来选课）
Actuarial Models
Advanced Applied Econometrics
Advanced Business Statistics
Advanced Development Economics
Advanced Econometrics
Advanced Environmental and Transportation Economics
Advanced Industrial Economics
Advanced International Monetary Economics
Advanced International Trade Theory |
|
b***k
发帖数: 2673 | 13 ☆─────────────────────────────────────☆
realoption (Options) 于 (Thu May 28 01:30:22 2009) 提到:
如果给定上了百个相关变量，如何选择出来最有影响力的变量啊，多少变量的
multivariate regression是比较合适的，如何来确定啊？
请推荐一本从头到尾讲如何做econometrics 模型而且比较清楚的书或者文章，曾经系
统学过econometrics，但是从来没有用它做过任何东西
☆─────────────────────────────────────☆
daj (肉丝炒饭--小吵肉fan) 于 (Thu May 28 01:47:59 2009) 提到:
principle component analysis?
☆─────────────────────────────────────☆
AOL (朝闻道 夕可死矣) 于 (Thu May 28 01:51:04 2009) 提到:
感觉好像是典型PCA
经系
☆──────────────── |
|
s******r
发帖数: 58 | 14 Market Microstructure Analyst
Requirements
Ph.D. in Econometrics, Finance or Statistics
Extensive knowledge of econometrics
Completed research in empirical market microstructure
Experience with software development in C, C++, C# or Java
Experience with handling large tick data files
Superior verbal and written communication skills, including
presentations
We have a very strong preference for researchers with experience in applying
state-of-th |
|
A********a
发帖数: 133 | 15 楼主现在去的HF是做什么的，what is ur opinion a buy-side quant should know,
assuming he is from econometrics/stat background and focuses on equities,
econometrics/stat modeling, or.... |
|
A********a
发帖数: 133 | 16 楼主现在去的HF是做什么的，what is ur opinion a buy-side quant should know,
assuming he is from econometrics/stat background and focuses on equities,
econometrics/stat modeling, or.... |
|
A********a
发帖数: 133 | 17 Nothing beats Hamilton's Time Series Analysis, it is a bit old and thick,
but will give u thorough grasp of all topics,
http://www.amazon.com/Time-Analysis-James-Douglas-Hamilton/dp/0
For application, see Alexander's Market Risk Analysis, Quantitative Methods
in Finance
for new stuffs, see Handbook of Financial Econometrics Vol 1 and 2 SET:
Handbook of Financial Econometrics, Vol 1, Volume 1: Tools and Techniques (
Handbooks in Finance) by Yacine Ait-Sahalia and Lars Hansen (Sep 29, 2009) |
|
L*******t
发帖数: 2385 | 18 数学本硕，2006年读过一个MFE。
目前金融工程博士一年级在读，做资产定价的，对No arbitrage和General
Equilibrium的东
西比较熟悉，熟悉各种Process, Levy, Wishart etc，以前有过4年风险管理modeling
的经验，有paper十几篇（不过只有两篇是英文的)。对时间序列模型比较熟悉
做过VaR的econometric modeling，也做过一些empirical，在Markowitz框架下的
portfolio
optimization，现在在做dynamic portfolio choice。
以前自己搞过一些trading models
学过的课程有credit risk models, stochastic calculus, measure theory,
financial econometrics, asset pricing, dynamic programming, portfolio
optimization等等。
应该能胜任各种衍生品的pricing, risk management，trading mode... 阅读全帖 |
|
h******l
发帖数: 59 | 19 我们组要招一个 Quant analyst. 请看如下的信息：
Required skills:
3+ years of experience in financial modeling. Ph.D. with a quantitative
focus (statistics, econometrics, finance, math, physics, engineering).
Expertise in applied statistics. Knowledge of Market Risk Methodologies.Good
verbal communication and technical writing skills. Good programming
experience using Matlab, SAS or R.
Desired skills:
Expert knowledge of Econometrics.
Knowledge of credit, equity, commodity, interest rates and financial
derivati... 阅读全帖 |
|
h******l
发帖数: 59 | 20 我们组要招一个 Quant analyst. 请看如下的信息：
Required skills:
3+ years of experience in financial modeling. Ph.D. with a quantitative
focus (statistics, econometrics, finance, math, physics, engineering).
Expertise in applied statistics. Knowledge of Market Risk Methodologies.Good
verbal communication and technical writing skills. Good programming
experience using Matlab, SAS or R.
Desired skills:
Expert knowledge of Econometrics.
Knowledge of credit, equity, commodity, interest rates and financial
derivati... 阅读全帖 |
|
h******l
发帖数: 59 | 21 在招一个quant analyst:
Required skills:
3+ years of experience in financial modeling . Ph.D. with a quantitative
focus (statistics, econometrics, finance, math, physics, engineering).
Expertise in applied statistics. Knowledge of Market Risk Methodologies.
Strong programming skills, such as R+, SAS, C++, Java.
Desired skills:
Expert knowledge of Econometrics.
Knowledge of credit, equity, commodity, interest rates and financial
derivative products.
站内联系。 多谢。 |
|
T*******r
发帖数: 58 | 22 Title: JP Morgan Quantitative Research – Beijing Full Time
We are now seeking applicants for Quantitative Research Full Time Associate
for our Beijing QR Center.
About J.P. Morgan
J.P. Morgan is one of the most respected financial institutions in the world
– which is why we can offer you an outstanding career. We have been doing
first-class business in a first-class way for more than 200 years.
Throughout our history, we have played a leading role in helping companies
grow and markets develop. G... 阅读全帖 |
|
s**********d
发帖数: 1 | 23 We are a quant group within a top investment bank in New York, supporting
equity electronic trading and cash trading business. We are looking for
someone with strong statistical background (Ph.D. or senior Ph.D. student
preferred) to work on short term analytics in equity portfolio trading,
including alpha signal and risk model. It's an internship position for 6
months, starting this fall. If you are interested, please send me your
resume.
Here is the detailed job description:
Primary Responsibi... 阅读全帖 |
|
B*******e
发帖数: 2 | 24 http://bigdatafinance.eu/two_positions_available/
Tampere University of Technology is the coordinator of the BigDataFinance
Marie Skłodowska-Curie European Innovative Training Network. There are
altogether 13 positions available for doctoral students, and currently we
are seeking to fill 2 of those positions at Department of Industrial
Management/Research Group on Financial Engineering and one at Department of
Signal Processing.
Tampere University of Technology (TUT) is an active scientific... 阅读全帖 |
|
P****d
发帖数: 113 | 25 Econometrica
J of Economertric Theory
J of Econometrics
J of Financial Econometrics
most papers in Finance journals used stat methods |
|
s*********e
发帖数: 1051 | 26 Papke, L. E. and J. Wooldridge. 1996.
Econometric methods for fractional response variables with an application to
401(k) plan participation rates. Journal of Applied Econometrics 11: 619–
632.
could you please send it to w********[email protected]?
thank you so much for your help! |
|
s*******t
发帖数: 45 | 27 Got the email from job hunter, in case anyone is interested:
Here are the two Job Descriptions. They prefer someone with Good
communication skills.
Job Description:
Working in a strong team which builds and implements statistical models for
equity (and
potentially – for futures and options) markets. Apply statistical,
mathematical and financial theory
to conduct investment- and trading-related research, including data
collection, statistical modeling
and prototyping. Position will include mainte... 阅读全帖 |
|
Y****a
发帖数: 243 | 28 【 以下文字转载自 JobHunting 讨论区 】
发信人: YueJia (越嘉), 信区: JobHunting
标 题: 有没有想找quant职位的
发信站: BBS 未名空间站 (Sat Oct 8 01:12:48 2011, 美东)
有猎头给我发了下面这些位置，有兴趣的自己联系吧
www.burtchworks.com
MULTIPLE CITIES
Reference #266 A national brand strategy company with multiple U.S.
locations is looking for Statisticians to fill openings in its San Francisco
, Chicago and New York City offices. Will work with both B2B and B2C CPG,
healthcare and entertainment clients using various SAS modeling techniques:
market mix, econo... 阅读全帖 |
|
A*******s
发帖数: 3942 | 29 i have the same doubts on some econometric models too. i think it is
something about "model is king" vs. "data is king" question. my 2 cents, in
predictive modeling, "data is king" approaches usually perform better since
it is directly optimized based upon ur purpose. in explanatory modeling, "
model is king" seems more reasonable but it is hard to be verified.
so
sample有可能是biased。为啥不用Heckman呵？
的结果都很相近。难道大多数fancy的econometric model都是用来抵御可有可无的质疑
的吗？ |
|
h******s
发帖数: 3420 | 30 这是econometration 还是 economics ? 我认识econometration 的，没这么高啊，干
的纯数学，跟统计有啥区别？
你这个是不是商学院的？ |
|
A*******e
发帖数: 8 | 31 please send your resume to a**********[email protected],
and let us know which role you are interested in, when you can start working
, your current visa status, need sponsorship or not etc.
Role 1 - Commercial Bank:
Full time (experience is essential)
Location: New York, NY
Industry: Commercial Bank
Develop and use credit scoring models and other risk analytics in consumer
lending.
Use sophisticated statistical techniques to develop scorecards, decision
tree based customer segmentation schemes, profi... 阅读全帖 |
|
B*******e
发帖数: 2 | 32 http://bigdatafinance.eu/two_positions_available/
Tampere University of Technology is the coordinator of the BigDataFinance
Marie Skłodowska-Curie European Innovative Training Network. There are
altogether 13 positions available for doctoral students, and currently we
are seeking to fill 2 of those positions at Department of Industrial
Management/Research Group on Financial Engineering and one at Department of
Signal Processing.
Tampere University of Technology (TUT) is an active scientific... 阅读全帖 |
|
f*******r
发帖数: 257 | 33 It's good to read more, but I would recommend Baum's Introduction to Modern
Econometrics using Stata, if you are interested in applied econometrics. |
|
f*****i
发帖数: 3 | 34 2013 Annual HIGHER EDUCATION & TALENT IN CHINA CONFERENCE at Columbia
University
中国高等教育与人才年度会议
哥伦比亚大学
2:30PM on Friday, October 4
Grace Dodge 179, 525 W 120th St, New York
Teachers College, Columbia University
Free Admission (Please RSVP)
JOIN US ON FACEBOOK!
The purpose of this conference is to present independent and highly relevant
research on Chinese college graduates’ employment and overseas talent,
subjects that are not only academically interesting but also personally
compelling, as they ... 阅读全帖 |
|
f*****i
发帖数: 3 | 35 2013 Annual HIGHER EDUCATION & TALENT IN CHINA CONFERENCE at Columbia
University
中国高等教育与人才年度会议
哥伦比亚大学
2:30PM on Friday, October 4
Grace Dodge 179, 525 W 120th St, New York
Teachers College, Columbia University
Free Admission (Please RSVP)
JOIN US ON FACEBOOK!
The purpose of this conference is to present independent and highly relevant
research on Chinese college graduates’ employment and overseas talent,
subjects that are not only academically interesting but also personally
compelling, as they ... 阅读全帖 |
|
P******0
发帖数: 9787 | 36 查了一下，UIUC econometrics PhD. |
|
T**********1
发帖数: 2406 | 37 Supply Demand analysis can not solve any price problems, actually.
Value is subjective, and therefore price is subjective.
Value of labor is what the emplyer think it is worth.
Value of a CEO is what his employer/shareholders think he is worth.
Value, being subjective, can change anytime. this is the reason
econometrics wont work. this also is why government decision making base
on any models will fail. |
|
z***c
发帖数: 2959 | 38 看看Fogel奠定学术地位的研究：
A significant foray into treating counterfactual scenarios seriously was
made by the economic historian Robert Fogel. In his 1964 book Railroads and
American Economic Growth: Essays in Econometric History, Fogel tried to use
quantitative methods to imagine what the U.S. economy would have been like
in 1890 if there were no railroads.[3] Fogel hypothesizes that, in the
absence of the railroad, America’s large canal system would have been
expanded and its roads would have been im... 阅读全帖 |
|
w****v
发帖数: 2756 | 39 和军事无关， 瞅这儿热闹， 就转这儿了。
－－－－－－－－－－－－－－－－－－－－－－－－－－－－
一记响亮的耳光 看看中美经济教育差距有多大 (ZT)
(一) 起点低，落点高，循序渐进
从我们项目说起吧。
我们项目，75个人，中国人大概有15个。说来奇怪，我们班上总有那么几个男女，特别
他X的傲。说
话都不大看人的，骨子里面有一种莫名其妙的优越感。是的啊，这些人可能常常安慰自
己，纽约大学
啊，经济学排名前十，经济学硕士还可以全美顶级牛逼的纽约大学Stern商学院任意选
课。
知识给人力量，无知也给人力量，而且往往是更大的力量。义和团就是典型吧。
义和团员们在上课时每每都有些优越感。尤其是经济学的课程，基本上不是数学(理论
性)就是统计学
(实证性)。中国学生又有强大的计算能力，这些无疑都这些无知的人又一次增添了优越
感。当美国学
生抓耳挠腮的时候，义和团的余光中总是有那么点兴奋。“这个你都不懂，我大一就学
过了。”
但是，随着课程的进行，义和团员们开始感悟到了什么是强大和有质量的教育了。
我们这个学期，必修课有三门，数理经济学(mathematical economics)、计... 阅读全帖 |
|
s*****p
发帖数: 122 | 40 北京航空航天大学学报（社会科学版） 2009, 22(2) 11-13 DOI: ISSN: 1008-
2204 CN: 11-3979/C
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王福重1, 胡寒露1, 崔卫2
1. 北京航空航天大学 经济管理学院, 北京 10... 阅读全帖 |
|
r**m
发帖数: 1825 | 41 http://bbs.pinggu.org/thread-1093828-1-1.html
（一） 起点低，落点高，循序渐进
从我们项目说起吧。
我们项目，75个人，中国人大概有15个。说来奇怪，我们班上总有那么几个男女，特别
他Ｘ的屌。说话都不大看人的，骨子里面有一种莫名其妙的优越感。是的啊，这些人可
能常常安慰自己，纽约大学啊，经济学排名前十，经济学硕士还可以全美顶级牛逼的纽
约大学Stern商学院任意选课。
知识给人力量，无知也给人力量，而且往往是更大的力量。义和团就是典型吧。
义和团员们在上课时每每都有些优越感。尤其是经济学的课程，基本上不是数学（理论
性）就是统计学（实证性）。中国学生又有强大的计算能力，这些无疑都这些无知的人
又一次增添了优越感。当美国学生抓耳挠腮的时候，义和团的余光中总是有那么点兴奋
。“这个你都不懂，我大一就学过了。”
但是，随着课程的进行，义和团员们开始感悟到了什么是强大和有质量的教育了。
我们这个学期，必修课有三门，数理经济学（mathematical economics）、计量经济学
（econometrics）和宏观经济学（macroecon... 阅读全帖 |
|
|
b****l
发帖数: 23606 | 43 读过哪些英文书？尼玛，microeconomics theory by mascolell
econometrics analysis cross section and panal data by wooldridge
time series by hamilton.
magic school bus 数本。
没了。
non-
平人
因为
，冬
过。
一下
不知
美国 |
|
b****l
发帖数: 23606 | 44 读过哪些英文书？尼玛，microeconomics theory by mascolell
econometrics analysis cross section and panal data by wooldridge
time series by hamilton.
magic school bus 数本。
没了。
non-
平人
因为
，冬
过。
一下
不知
美国 |
|
w*********g
发帖数: 30882 | 45
怎么还有那么多工作？工厂自动化的历史与未来
来源于 《比较》 2016年第4期 出版日期 2016年08月01日
戴维·奥托
过去两个世纪里总会定期听到这样的警告：自动化科技将消灭大量中产阶级的工作
。早期最有名的例子是19世纪初的卢德运动（Luddite movement）,即一群英国纺织业
工人为了抗议生产自动化,四处找机会捣毁纺织机。另外一个没这么出名但是离我们比
较近的例子是对“自动化型失业”的担忧，1961年2月24日《时代周刊》中的一篇文章
就以此为题：
因为机器效率更高而减少的工作数量只是问题的一部分。让众多就业专家更忧心的
是自动化可能会阻止经济创造出足够多的新工作机会……整个产业的趋势是小规模工厂
完成大规模产量……服务业和办公室工作的岗位增加抵消了工厂减少的工作岗位。但自
动化也开始不断逼近办公室工作并淘汰他们……过去，新产业雇用的员工远远超过他们
造成的失业，但现在的很多新产业并非如此……目前，新产业为非熟练工人或半熟练工
人提供的就业机会相对较少，而自动化吞噬的正是这两类人的工作。
在20世纪50年代和60年代初，人们对自动化和由此造成的失业极为担忧，因此19... 阅读全帖 |
|
w*********g
发帖数: 30882 | 46 高智能、学习能力强、高技能、创造力强的华人科技民工其实是美国这次科技革命的最
大受益者之一。谁走开谁傻，必将错过人生中绝无仅有的发展机遇。
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http://bijiao.caixin.com/2016-10-19/100998602.html
怎么还有那么多工作？工厂自动化的历史与未来
来源于 《比较》 2016年第4期 出版日期 2016年08月01日
戴维·奥托
过去两个世纪里总会定期听到这样的警告：自动化科技将消灭大量中产阶级的工作
。早期最有名的例子是19世纪初的卢德运动（Luddite movement）,即一群英国纺织业
工人为了抗议生产自动化,四处找机会捣毁纺织机。另外一个没这么出名但是离我们比
较近的例子是对“自动化型失业”的担忧，1961年2月24日《时代周刊》中的一篇文章
就以此为题：
因为机器效率更高而减少的工作数量只是问题的一部分。让众多就业专家更忧心的
是自动化可能会阻止经济创造出足够多的新工作机会……整个产业的趋势是小规模工厂
完成大规模产量……服务业和办公室工作的岗位增加抵消了工厂减少的工作岗位。... 阅读全帖 |
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m**c
发帖数: 1012 | 47 Econometrics Game Theory
[在 molvillage (摩尔庄园) 的大作中提到：]
:经济学系，你没搞错吧，那是文理混杂的 |
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m*****n
发帖数: 3575 | 49 我也仅仅是在学而已
Econometrics比较好的是Russell Davidson
Time Series我还没啃过，不知道谁的好，这不正在问呢～ |
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d********m
发帖数: 3662 | 50 which 小黄人s hold authority on econometrics? |
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