#introductions Hi, I'm Tiffany. To expand on my profile... I live in the UK but am originally from sunny California. My work revolves around #economics and #economicpolicy. I love #econometrics and #datascience. In my free time, I'm #musical and enjoy #dancing. I like #tea and #wine, #sushi and #dimsum. I'm into #fashion, #watches, and #jewelry, and am sometimes a bit #kinky, but not without CW (and probably not here). I also love fluffy things.
@dumpling as someone with solid math background interested in new ways to analyze my portfolio, where do you recommend starting with econometrics?
@fullywoolly
For intro theory, Stock and Watson and Wooldridge are probably the best, but you'll probably want something about programming in a stats package. R is free and very extendable, and Florian Heiss' 'Using R for Introductory Econometrics' is quite helpful. After that point, you'll probably want to focus on time series methods, which can get quite complicated.
@dumpling thanks for the book suggestions! I dabbled in R and ran back to the comfort of Python. Maybe I'll give it another try. Time series doesn't sound so bad ... are we talking calculus, probability, and/or Fourier analysis?
@dumpling oh I never used an IDE with R. I'll give it a go. Thanks :D
@fullywoolly R Studio makes R look nicer, but might not be what you want. Time series analysis has lots of stuff feeding into it, but my guess is that you'll pick it up relatively easily.