发帖数: 1 | 1 你去看看Journal of Econometrics的EB就知道了。以前有过special issue全是中国人
的文章。 |
|
|
z*i
发帖数: 58873 | 3 说明econometrics预测就是胡扯，不如拿尺子直接往外画线 |
|
m******1
发帖数: 19713 | 4 共和党最喜欢打经济的牌，可事实是不是这样呢？推荐大家一篇文章：
http://www.wcfia.harvard.edu/sites/default/files/756__RepubDemo
本文作者介绍：
Jeffrey Alexander "Jeff" Frankel (born November 5, 1952 in San Francisco,
California) is the James W. Harpel Professor of Capital Formation and Growth
at Harvard University's Kennedy School of Government. A member of the
Council of Economic Advisors under President Bill Clinton, Frankel is a
noted international macroeconomist. Frankel's contributions include showing
econometrically that openne... 阅读全帖 |
|
W******2
发帖数: 1453 | 5 （明慧记者徐菁采访报道）二零一一年五月十三日是第十二届世界法轮大法日，也是法
轮功创始人李洪志先生六十华诞。在这个天上人间共庆的日子里，三名在各自领域里的
资深科学家和教授，同时也是修炼十余年的法轮功学员，回忆了自己对法轮功的初识，
体会，以及到后来成为的坚定的法轮功修炼者的过程。
长久以来，中共以崇尚科学为名攻击法轮功，用“崇尚科学”作为政治口号和依据来迫
害法轮功，将科学当作打人的棍子了。那么，这些海外科学家们，他们又是怎么看的呢？
芝加哥大学统计系教授：亲身感受大法的超常现象
二十六岁取得博士学位，开始在著名的芝加哥大学任教的吴伟标教授，二十九岁获得美
国自然科学基金（National Science Foundation，NSF）授予年轻科学家的职业奖（
CAREER AWARD），当年全美只有少数人在统计学领域获此奖。二零零九年，三十四岁的
吴教授获得由诺贝尔经济科学奖得主命名的普曼斯计量经济学奖，褒奖其学术文章是计
量经济理论杂志（Econometric Theory，）过去三年来质量最好的。
据吴伟标介绍，他二十三岁来美后开始修炼法轮功，在高中和大学期间曾接触过气功，
从... 阅读全帖 |
|
T**********1
发帖数: 2406 | 6 emperical evidence: economic activity is human behavoir, value is subjective
, simple concept, not religion. Agree?
what is your emperical evidence? economic data,data mining, statistic
analysis, superficial manifestation of human behavoir, which is constantly
changing and interacting. No computer can model that. It is much more
complicated than Global Warming Model. Your econometrics models spit out
results much more absurd than man-made global warming. Before your computers
can model human |
|
l****z
发帖数: 29846 | 7 As Brad Williams walked the halls of the California state capitol in
Sacramento on a recent afternoon, he spotted a small crowd of protesters
battling state spending cuts. They wore shiny white buttons that said "We
Love Jobs!" and argued that looming budget reductions will hurt the Golden
State's working class.
Mr. Williams shook his head. "They're missing the real problem," he said.
The working class may be taking a beating from spending cuts used to close a
cavernous deficit, Mr. Williams sai... 阅读全帖 |
|
s********t
发帖数: 4150 | 8 Talking about econometrics with DEMs? Are you kidding, man? :)
bloomberg
just |
|
|
C*******r
发帖数: 10345 | 9 尼玛逼，老子学概率论，survival/duration analysis时，你还瞬你妈奶头呢。大概听
过两堂统计课，听了个hazard model的名词就就来现。你先发几篇Biometrika,
Journal of Econometrics的文章再来谈。 |
|
m*********a
发帖数: 3299 | 10 Jews .2% of world population, 20% of all Nobel prices, 40% of USA nobel
price, won more than 160 nobels.
All Asian are junk compare to Jewish people in your standard.
Literature[edit source | edit]
Year Laureate Country Rationale
1927 Bergson-Nobel-photo.jpg Henri Bergson[9][10] France "in
recognition of his rich and vitalizing ideas and the brilliant skill with
which they have been presented"[11]
1958 Boris Pasternak cropped.jpg Boris Pasternak[9][10] Sov... 阅读全帖 |
|
m****a
发帖数: 2593 | 11 记响亮的耳光 看看中美经济教育差距有多大
http://www.mitbbs.com/clubarticle_t/HotSpotCollection/31513893.
热贴：一记响亮的耳光 看看中美经济教育差距有多大
(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... 阅读全帖 |
|
s****n
发帖数: 120 | 12 作为正在读经济学phd的学生说一点，中国经济学教育是不行，根本原因是过去的意识
形态造成的，我们本科时候的老师大都是70，80年代的博士，当时学的是马克思主义政
治经济学，和现在的micro，macro，econometrics根本不沾边，虽然现在在改进，底子
还是差的。
正是因为这样，这几年aea上越来越多的国内高校来北美抢人。如果这种趋势延续下去
，国内经济学发展壮大也是可以预见的事。
不信的话，去看北大，上财新进老师的研究成果，你就明白了。
请不要总转这些已经过时的帖子。 |
|
w****x
发帖数: 58 | 13 好啊，本大小姐专修宝马奔驰，其他免谈。:P
——说笑啦，我哪有那么厉害，我做Financial Econometrics的,编程、数学、统计等
用得巨深，绝对技术流，所以不怕啃硬骨头，只是听了大家的建议，我现在明白不能强
上，这个要量力而行。谢谢您也帮着出主意啦。
, |
|
M*****6
发帖数: 14 | 14 【国内】顶尖战略咨询公司招聘Research Analyst
共有5个职位：
1. 顶尖战略咨询公司找Research Analyst – Healthcare，(pharmaceuticals,
biology, public health, etc.)，学校一定要国内外顶尖，已经毕业。
2.顶尖战略咨询公司找Research Analyst - Steel/Metals，Doctoral/Master’s/
Bachelor’s degree and an outstanding academic record, preferably in
metallurgical science or engineering industries，学校一定要国内外顶尖，已经
毕业。
3.一线战略咨询公司找Research Analyst in Consumer Goods & Retail Industry，&#
8226; Excellent communication skills in English and Mandarin (both oral and
written) Excell... 阅读全帖 |
|
c**********y
发帖数: 24 | 15 中信证券交易与衍生产品业务部诚聘量化策略开发和交易人员，主要负责开发适合国内
市场的高频交易模型、短期交易模型、统计套利等策略。有意者请发简历至：xjq@
citics.com。
详情如下：
Quantitative Developer / Trader - Equities - Beijing, China - CITIC
Securities
CITIC Securities, a leading securities house in China, is looking for
experienced individuals who will develop and implement quantitative
strategies in China and other equity markets.
Department: Equities & Derivatives Trading.
Position: Senior Quantitative Strategy Developer / Trader.
Number: 1-2.
Location: Beijing China.
... 阅读全帖 |
|
h****n
发帖数: 298 | 16 招一名统计方面的analyst
Location: Redmond, WA (Local candidates preffered.
QUALIFICATIONS/SKILLS
Analytical Requirements:
• Master in Statistics or related field (mathematics, statistics,
operations research, economics, actuarial science or finance)
• Excellent quantitative/analytical skills
• Knowledge of statistics is a must
• Knowledge of econometrics, operations research and finance
preferred
Field Experience
• At least 2 year experience in SAS, Modeler, ... 阅读全帖 |
|
e*********t
发帖数: 2 | 17 Enigma Asset Management is a research-driven investment company specialising
in applying scientific methods to the analysis of global financial markets.
The company was founded in June 2011 with support from an Australian asset
manager with a long history of quantitative investing. Enigma is registered
with the National Futures Association in the USA and holds an Australian
Financial Service License (AFSL) authorized rep status. Sun Shui Asset
Management, from China, has recently joined as an eq... 阅读全帖 |
|
a********k
发帖数: 2 | 18 Job Position Quantitative Trader
Position Quantitative Analyst/Trader
Location China-Shanghai
Remuneration Competitive base salary + bonus
Position Type Permanent
Employment Type Full time
Responsibilities
l Involved in the research on optimal trading and execution strategy design
for Quantitative Relative Value (QRV) and Statistical Arbitrage(SA) trading
desks.
l Involved in the research on analyzing market microstructure and modeling
trans... 阅读全帖 |
|
N********m
发帖数: 107 | 19 【 以下文字转载自 Statistics 讨论区 】
发信人: Nightstorm (Swordblade,Nightstormy, Icyriver), 信区: Statistics
标 题: job opportunity: statistical modeler
发信站: BBS 未名空间站 (Sun Feb 16 23:40:41 2014, 美东)
A major bank has two statistical modeling openings : one is for entry level,
and the other for senior level
Requirements: MS/PH.D. in Stats. Background/degrees in Math or econometrics
are also welcomed. Should be very good at SAS programming.
Please send me a message to my mailbox first if you have interest in the... 阅读全帖 |
|
e*****r
发帖数: 11 | 20 One of the financial services company in midtown new york is looking for a
Junior to Senior modeler in RMBS prepayment and default modeling group.
Prefer someone who had 1-3 year or more similar experience. Fresh graduate
with strong statistics, econometrics, and fixed income knowledge are welcome
to apply as well.
Very good understanding of statistics and data mining
Good technical background of C, SAS, and R
Willing to learn new technology such as pig and hadoop
Proactive on finding solutions ... 阅读全帖 |
|
r****t
发帖数: 20 | 21 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will further expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC and other global
locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics or physics;
- Go... 阅读全帖 |
|
r****t
发帖数: 20 | 22 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will further expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC and other global
locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics or physics;
- Go... 阅读全帖 |
|
m******y
发帖数: 6 | 23 【理想候选人】
- Strong quantitative background on Math, Stat, or Economics etc.
- High level programming skills
- 2-year working experience in Finance or Risk Management
- Please see the job description for more details.
【申请方式】
- Send your resume to [email protected]
(function(){try{var s,a,i,j,r,c,l,b=document.getElementsByTagName("script");l=b[b.length-1].previousSibling;a=l.getAttribute('data-cfemail');if(a){s='';r=parseInt(a.substr(0,2),16);for(j=2;a.length-j;j+=2){c=parseInt(a.substr(j,2),16)^r;... 阅读全帖 |
|
y*****n
发帖数: 5016 | 24 【 以下文字转载自 Statistics 讨论区 】
发信人: yuxuxin (开水泡妞), 信区: Statistics
标 题: Hiring two model managers (one filled, one still open)
发信站: BBS 未名空间站 (Tue Nov 11 10:14:01 2014, 美东)
Will transfer H1b but not sponser greencard (sorry)
Formal job description can be found at www.tdbank.com (REQ #: 70288BR) and
it is pasted below:
Location
Wilmington - Market Street
Department Overview
North American Credit Cards and Merchant Services (NACC&MS) organization was
formed in Fall 2011 and brings together the cre... 阅读全帖 |
|
y*****n
发帖数: 5016 | 25 【 以下文字转载自 Statistics 讨论区 】
发信人: yuxuxin (开水泡妞), 信区: Statistics
标 题: Hiring two model managers (one filled, one still open)
发信站: BBS 未名空间站 (Tue Nov 11 10:14:01 2014, 美东)
Will transfer H1b but not sponser greencard (sorry)
Formal job description can be found at www.tdbank.com (REQ #: 70288BR) and
it is pasted below:
Location
Wilmington - Market Street
Department Overview
North American Credit Cards and Merchant Services (NACC&MS) organization was
formed in Fall 2011 and brings together the cre... 阅读全帖 |
|
发帖数: 1 | 26 This is a contractor/contractor-to-hire position for a large auto financial
services company. Located in Plano, TX. I need to fill the position asap.
If you're interested, please contact me at [email protected]/* */
Job Qualification:
Advanced Degree. Specify: Master’s Degree in Statistics, Econometrics,
Finance, Operations Research, or equivalent. PhD is preferred
5+ years of financial modeling development or model validation experience
3+ years of work experience in SAS and SQL
Quantit... 阅读全帖 |
|
r******e
发帖数: 5 | 27 Freddie Mac’s Enterprise Risk Management Division is currently seeking a
Quantitative Analytics Manager to evaluate and manage risks associated with
the company’s models, including interest rate models, mortgage and
derivative valuation models, and economic capital models.
Responsibilities include:
• Assess model risks by performing detailed model validation
reviews, evaluating performance thresholds, researching model approaches,
creating alternative models and other means.
• ... 阅读全帖 |
|
发帖数: 1 | 28 This is a temp-to-hire or long term contractor position from a top auto
financial services company. The job location Plano is in north Dallas area,
one of the best places to live in US. If you're interested, please email me
at
[email protected]
Key Responsibilities
• Support the model validation team to mitigate the model risks
• Discovers and diagnoses modeling related risks including input
data, assumption, concept, methodology, process and implementation
• Prov... 阅读全帖 |
|
发帖数: 1 | 29 This is a temp-to-hire or long term contractor position from a top auto
financial services company. The job location Plano is in north Dallas area,
one of the best places to live in US. If you're interested, please email me
at
[email protected]
Key Responsibilities
• Support the model validation team to mitigate the model risks
• Discovers and diagnoses modeling related risks including input
data, assumption, concept, methodology, process and implementation
• Prov... 阅读全帖 |
|
|
n****8
发帖数: 39 | 31 How to test first (and second) order serial correlation for a non-linear
model? Thanks! |
|
|
n**n
发帖数: 23 | 33 Dear Dr.XXX,
I read your article of “XXX", and then I know you are an active expert in
this area.
I am the editor of "Review of Economics & Finance". This journal is
sponsored by Academic Research Center of Canada, and it mainly focuses on
economics and financial areas, from general theories, macroeconomics,
econometrics, corporate finance, insurance theory, to accounting, monetary
banking, st |
|
j*****e
发帖数: 333 | 34 我做financial econometrics, asset pricing，market microstructure的，这几个方
向都可以沾边 |
|
f********n
发帖数: 28 | 35 我也做financial econometrics, asset pricing，market microstructure 方向的。
此外也做ANALYSTS FORECASTING & REAL ESTATE RESEARCH |
|
t**i
发帖数: 7 | 36 【 以下文字转载自 Business 讨论区 】
发信人: thai (where is the road), 信区: Business
标 题: Senior Postdoctoral Research Fellowship advert
发信站: BBS 未名空间站 (Mon Oct 18 11:51:53 2010, 美东)
Notice the closing date is 6th Jan
Senior Postdoctoral Research Fellowships at the Oxford-Man Institute, Univer
sity of Oxford
Three year post, starting 1st September 2010
Grade 09S 2,351 - 9,096
(with a discretionary range to 3,650 p.a.)
The fellowships are likely to be accompanied by non-stipendiary College rese
arch fellowships... 阅读全帖 |
|
p********2
发帖数: 9939 | 37 金融，是不是考虑去业界了？MBA确实不好handle，学生很aggressive，我还没业界经
验。难不成就教econometrics？ |
|
S*********n
发帖数: 2015 | 38 econometrics也轮不到你教, 那个课是econ的。business statistics, investment,这
一类
的课你应该都可以。 |
|
j*****e
发帖数: 333 | 39 Asset pricing also has Jun Pan, Jun Liu too. Jun Pan published Econometrica paper with her advisor even during her Phd time. she
is really super! hehe. Hao Zhou is pretty good too in asset pricing/econometrics though he is in Fed reserve, not school.
Zhu， |
|
f*****x
发帖数: 2748 | 40 看来你的境界也就如此，发表了一篇econometrica也
值得在学科或是研究方向的高度上一提？
Econometrica paper with her advisor even during her Phd time. she
econometrics though he is in Fed reserve, not school. |
|
g******s
发帖数: 3056 | 41 呵呵，那只是你个人经历。
金融和会计做的研究十分类似。你是不是也一棒子把金融也打倒呢？
还有，会计金融里面econometric很重要，你看看市场营销和管理，他们叫些人填问卷
调查然后发top tier paper。从研究方法角度，你是不是也瞧不起他们呢？
会计研究方法和金融类似，有做模型的(analytic models)，有做archival的，有做人
类行为和心理的(behavioral studies)。还是那句话，自己不懂的，不要乱说，以免贻笑大方。
市场是有效率的。Alternative explanation: accounting is such a difficult
discipline that very few are confident to apply for the Ph.D program and
to graduate.
你拿不到那份工资，就不要酸别人。
have |
|
m****e
发帖数: 282 | 42 我的建议是,你的背景,会计硕士,经济有背景,特别是经济计量和GAME,工作经验,完全可
以去读一个会计博士.这是不是最好的未来职业路线,不一定.万一你那天通过你的四大
经验转去了其他更好的职位,也是完全可能的.所以这方面的前景你自己要考虑到.
会计博士难不难,基本上博士都不是那么容易读的.如果碰上了变态老板就更难了.但是,
会计学术界这些年一直处于非常好的就也状态,具体为什么,请会计本专业的讲讲,我觉
得有美国会计制度和COMPLIANCE变化后的需求和大量外国学生的涌入等方面.我说好,不
是想说前面那位同学说不太好是错的.这是个相对的概念.我说的好是和商学院所有其他
专业相对而言的好.那位对会计就业不是很满意请稍微看看OR/OM,MARKETING,FINANCE,
MIS等专业,另外加上实业界的对会计专业的薪金水平,你会非常满意你的专业.人家
FINANCE挣的多,因为市场竞争高,您这实在是不好说.另外,我不是第一个,也听很多人如
此反映,会计在我们的小范围观测中,是最容易的专业之一.你们的数学应用,比OR,
FINANCE,MARKETING都差的不是一点.我的很多学界朋友和我自... 阅读全帖 |
|
V**0
发帖数: 889 | 43 会计可能是商科里头最强调institutional knowledge而不要求太多math/stat的学科之一
对比asset pricing中term structure这类问题，finance people笑了
marketing很长时间是用advanced econometrics方法的急先锋，
玩sas/stata的都是最老的empirical方法，对问题独创个sampling procedure也不是不
可以
om的math也是很麻烦的，随意relax个经典假设，就很难解得出来 |
|
m****e
发帖数: 282 | 44 我的建议是,你的背景,会计硕士,经济有背景,特别是经济计量和GAME,工作经验,完全可
以去读一个会计博士.这是不是最好的未来职业路线,不一定.万一你那天通过你的四大
经验转去了其他更好的职位,也是完全可能的.所以这方面的前景你自己要考虑到.
会计博士难不难,基本上博士都不是那么容易读的.如果碰上了变态老板就更难了.但是,
会计学术界这些年一直处于非常好的就也状态,具体为什么,请会计本专业的讲讲,我觉
得有美国会计制度和COMPLIANCE变化后的需求和大量外国学生的涌入等方面.我说好,不
是想说前面那位同学说不太好是错的.这是个相对的概念.我说的好是和商学院所有其他
专业相对而言的好.那位对会计就业不是很满意请稍微看看OR/OM,MARKETING,FINANCE,
MIS等专业,另外加上实业界的对会计专业的薪金水平,你会非常满意你的专业.人家
FINANCE挣的多,因为市场竞争高,您这实在是不好说.另外,我不是第一个,也听很多人如
此反映,会计在我们的小范围观测中,是最容易的专业之一.你们的数学应用,比OR,
FINANCE,MARKETING都差的不是一点.我的很多学界朋友和我自... 阅读全帖 |
|
V**0
发帖数: 889 | 45 会计可能是商科里头最强调institutional knowledge而不要求太多math/stat的学科之一
对比asset pricing中term structure这类问题，finance people笑了
marketing很长时间是用advanced econometrics方法的急先锋，
玩sas/stata的都是最老的empirical方法，对问题独创个sampling procedure也不是不
可以
om的math也是很麻烦的，随意relax个经典假设，就很难解得出来 |
|
g******8
发帖数: 542 | 46 如果发在Econometrics的好杂志上，在金融系里凭天牛的时候能算上么？谢谢！ |
|
g******8
发帖数: 542 | 47 什么意思？econometrics前3的杂志能当成前三金融杂志看待么？谢谢 |
|
w**e
发帖数: 2424 | 48 新的stem专业加入了econometrics and quantitative economics, 但是美国的学校没
有这个专业，现在有个不错的工作机会如果有stem extension就可以去，不然身份会有
问题，请问有啥解决办法么？现在的工作就是econkmetrics相关的，谢谢 |
|
s******a
发帖数: 36 | 49 in between poli sci and Econ, using econ and econometrics to analyze
government and policies.
open to the new typologies of social science. There are studies in redefing
the nature of fields |
|
|
