Hey can we discuss smthg

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sunil...@gmail.com

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Dec 9, 2005, 4:07:57 AM12/9/05
to econometrics
dear all
I am a economics student from India
i think it is time to start some discussion.
we can either share our experience with econometrics or discuss some
aspects related to our subject.
any way we need to be more active
i don't know what to write ....
...................
for the time being let me write something ....

Now a days even the experience researchers build econometric models by
exploring the data in hand without any prior information or theory.
Will the interpretation of such models be correct?

if anybody have any other suggestion pls post

regards Sunil paul

Ekrem Kilic

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Dec 9, 2005, 6:20:22 AM12/9/05
to econom...@googlegroups.com
Hi

In my opinion, to start new discussions we should state our research
interests.

I am interesting in financial econometrics and related topics, for example;
volatility forecasting, yield curve estimation, monte carlo simulation,
kernel density estimation ext.. Currently, I'm studying on a paper that
discusses backtest performances of several simulation based value-at-risk
models (with Turkish Data).

Best regards

Ekrem Kilic

sunil...@gmail.com

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Dec 10, 2005, 12:51:04 AM12/10/05
to econometrics
Friends

I am interesting in time series econometrics. I'm engaged in a project
on India ASEAN trade and looking specifically into the Nonlinearity in
nonstationary time series.

Regards
Sunil Paul

sunil...@gmail.com

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Dec 10, 2005, 12:52:34 AM12/10/05
to econometrics
Friends

I am interested in time series econometrics. Presently engaged in a

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