Pinboard (cshalizi) https://pinboard.in/u:cshalizi/public/ recent bookmarks from cshalizi [2210.16224] Empirical Macroeconomics and DSGE Modeling in Statistical Perspective 2022-10-31T04:16:14+00:00 https://arxiv.org/abs/2210.16224 cshalizi in_NB self-promotion macroeconomics time_series re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:66bbc9584b8d/ [2206.04902] Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! 2022-06-13T17:40:28+00:00 https://arxiv.org/abs/2206.04902 cshalizi to:NB time_series prediction macroeconomics re:your_favorite_dsge_sucks ensemble_methods https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b6484bcc0127/ [2202.06921] Simple Models and Biased Forecasts 2022-03-07T20:52:59+00:00 https://arxiv.org/abs/2202.06921 cshalizi to:NB misspecification prediction macroeconomics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f20fe7f16747/ Asymmetric Attention - American Economic Association 2021-08-30T15:11:52+00:00 https://www.aeaweb.org/articles?id=10.1257/aer.20191432 cshalizi to:NB prediction psychology macroeconomics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f8e69572c603/ Seeing like a macroeconomist: varieties of formalisation, professional incentives and academic ideational change: New Political Economy: Vol 0, No 0 2021-08-19T02:13:52+00:00 https://doi.org/10.1080/13563467.2021.1967910 cshalizi to:NB macroeconomics science_as_a_social_process re:your_favorite_dsge_sucks via:henry_farrell https://pinboard.in/ https://pinboard.in/u:cshalizi/b:dd60ee671a39/ Estimating DSGE Models: Recent Advances and Future Challenges | Annual Review of Economics 2021-08-06T15:29:24+00:00 https://www.annualreviews.org/doi/abs/10.1146/annurev-economics-081020-044812 cshalizi to:NB to_read re:your_favorite_dsge_sucks statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:69107e7c06ff/ Prize Complexity Macro | Rebuild Macro 2021-06-11T18:15:15+00:00 https://www.rebuildingmacroeconomics.ac.uk/research-prize-complexity-macro cshalizi to_read macroeconomics agent-based_models re:your_favorite_dsge_sucks hommes.cars via:? in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:fb0cdd4b20a6/ [2007.00273] When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 2021-06-10T02:09:00+00:00 https://arxiv.org/abs/2007.00273 cshalizi to:NB macroeconomics social_measurement econometrics re:your_favorite_dsge_sucks statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3eddc826a2fe/ [2105.11182] Vector autoregression models with skewness and heavy tails 2021-05-26T16:02:15+00:00 https://arxiv.org/abs/2105.11182 cshalizi to:NB to_read time_series heavy_tails econometrics re:your_favorite_dsge_sucks statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f09d7df2e5df/ How to Estimate a VAR after March 2020 2021-05-10T22:42:09+00:00 https://faculty.wcas.northwestern.edu/~gep575/PriorSelectionCovid2-3.pdf cshalizioutbreaks from the dungeon dimensions whose mere existence forces even the healthiest of econometric minds to confront the "Chaos, and Ancient Night" surrounding the Gaussian data generating process on all sides anomalous, exactly what is the process whose parameters you are estimating?]]> to:NB time_series coronavirus_pandemic_of_2019-- outliers econometrics via:donsker_class re:your_favorite_dsge_sucks to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0d5b2ec3b195/ Online estimation of DSGE models | The Econometrics Journal | Oxford Academic 2021-05-02T12:40:27+00:00 https://academic.oup.com/ectj/article-abstract/24/1/C33/5909595?redirectedFrom=fulltext cshalizi to:NB to_read dsges particle_filters re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:348d636f156a/ [1705.00395] Inverse Moment Methods for Sufficient Forecasting using High-Dimensional Predictors 2021-04-22T15:22:57+00:00 https://arxiv.org/abs/1705.00395 cshalizi to:NB prediction time_series factor_analysis dimension_reduction to_read re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:595aabfa2cb8/ Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data | NBER 2021-04-11T03:31:25+00:00 https://www.nber.org/papers/w23673 cshalizi to:NB data_mining macroeconomics ng.serena heard_the_talk to_read re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:59ca1ea7aed8/ D-separation, forecasting, and economic science: a conjecture | SpringerLink 2021-04-05T14:55:39+00:00 https://link.springer.com/article/10.1007/s11238-012-9305-8 cshalizi to:NB model_selection prediction causal_inference causal_discovery social_science_methodology econometrics macroeconomics re:your_favorite_dsge_sucks have_skimmed https://pinboard.in/ https://pinboard.in/u:cshalizi/b:80b199897417/ A Composite Likelihood Framework for Analyzing Singular DSGE Models | The Review of Economics and Statistics | MIT Press Journals 2019-01-04T03:27:21+00:00 https://www.mitpressjournals.org/doi/abs/10.1162/rest_a_00718 cshalizi state-space_models economics time_series macroeconomics statistics likelihood re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3f15d77b79b3/ Evolution of Modern Business Cycle Models: Accounting for the Great Recession 2018-08-02T00:33:23+00:00 https://www.aeaweb.org/articles?id=10.1257/jep.32.3.141 cshalizi to:NB macroeconomics re:your_favorite_dsge_sucks financial_crisis_of_2007-- economics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:73fb213d670a/ On DSGE Models 2018-08-02T00:32:16+00:00 https://www.aeaweb.org/articles?id=10.1257/jep.32.3.113 cshalizi to:NB macroeconomics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0da532902d82/ Identification in Macroeconomics 2018-08-02T00:31:09+00:00 https://www.aeaweb.org/articles?id=10.1257/jep.32.3.59 cshalizi to:NB causal_inference macroeconomics economics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:6888f4f68114/ The Non-Existence of Representative Agents by Matthew O. Jackson, Leeat Yariv :: SSRN 2018-07-18T14:33:24+00:00 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2684776 cshalizi economics macroeconomics macro_from_micro aggregation jackson.matthew_o. re:your_favorite_dsge_sucks in_NB have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:92ae0b7d8444/ Learning Theory Estimates with Observations from General Stationary Stochastic Processes | Neural Computation | MIT Press Journals 2016-11-23T18:21:15+00:00 http://www.mitpressjournals.org/doi/abs/10.1162/NECO_a_00870 cshalizi stochastic_processes learning_theory dependence_measures mixing ergodic_theory statistics re:XV_for_mixing re:your_favorite_dsge_sucks in_NB to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5c929691bae6/ The State of Macro Is Sad (Wonkish) - The New York Times 2016-08-15T15:17:11+00:00 http://krugman.blogs.nytimes.com/2016/08/12/the-state-of-macro-is-sad-wonkish/ cshalizihave_read re:your_favorite_dsge_sucks macroeconomics krugman.paul https://pinboard.in/ https://pinboard.in/u:cshalizi/b:394f044f2903/ Do DSGE Models Have a Future? 2016-08-11T15:31:24+00:00 https://piie.com/system/files/documents/pb16-11.pdf cshalizito:NB to_read re:your_favorite_dsge_sucks economics macroeconomics blanchard.olivier via:jbdelong color_me_skeptical https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5126eeee81ba/ Herbst, E.P. and Schorfheide, F.: Bayesian Estimation of DSGE Models (eBook and Hardcover). 2016-01-04T18:09:41+00:00 http://press.princeton.edu/titles/10612.html cshalizi to:NB books:noted econometrics macroeconomics time_series estimation statistics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:faa593baef93/ Reductionism in Economics: Intentionality and Eschatological Justification in the Microfoundations of Macroeconomics 2015-08-03T04:31:42+00:00 http://public.econ.duke.edu/~kdh9/Source%20Materials/Research/Reductionism-Economics14May2015.pdf cshalizi have_read economics reductionism macroeconomics social_science_methodology philosophy_of_science re:your_favorite_dsge_sucks via:jbdelong in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:844091280b33/ Robert's Stochastic thoughts: Modern Macroeconomic Methodology 2015-05-07T22:51:19+00:00 http://rjwaldmann.blogspot.com/2012/03/modern-macroeconomic-methodology-modern.html cshalizisocial_science_methodology economics macroeconomics waldmann.robert re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:561c14da7ac2/ [1410.3192] Learning without Concentration for General Loss Functions 2015-01-20T02:19:39+00:00 http://arxiv.org/abs/1410.3192 cshalizi to:NB learning_theory heavy_tails statistics to_read re:your_favorite_dsge_sucks to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:186cf300e45d/ How good are out-of-sample forecasting tests? | VOX, CEPR’s Policy Portal 2015-01-15T22:26:09+00:00 http://www.voxeu.org/article/how-good-are-out-sample-forecasting-tests cshalizi to:NB track_down_references economics macroeconomics econometrics prediction hypothesis_testing re:your_favorite_dsge_sucks have_read via:djm1107 https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8d636cff68ba/ Forecasting Nonstationary Time Series: From Theory to Algorithms 2014-12-17T18:09:44+00:00 http://www.cims.nyu.edu/~vitaly/pub/fts.pdf cshalizi to:NB mixing learning_theory re:your_favorite_dsge_sucks re:XV_for_mixing time_series have_read to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5aee25e7a5fb/ When economic models are unable to fit the data | VOX, CEPR’s Policy Portal 2014-11-24T04:01:01+00:00 http://www.voxeu.org/article/when-economic-models-are-unable-fit-data cshalizi track_down_references economics model_selection misspecification goodness-of-fit econometrics statistics baby_steps to:blog re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:941ebb031700/ Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 2014-09-24T22:05:17+00:00 http://www.sciencedirect.com/science/article/pii/S0169207097000307 cshalizi to:NB economics macroeconomics prediction white.halbert to_read re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:e879a5ffa04e/ The State of Macroeconomics? Not Good...: Monday Focus for July 21, 2014 | Washington Center for Equitable Growth 2014-07-22T01:07:15+00:00 http://equitablegrowth.org/2014/07/20/state-macroeconomics-good-monday-focus-july-21-2014/ cshalizimacroeconomics social_science_methodology economics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0eea229477af/ Angry Bear » Comment on Del Negro, Giannoni & Schorfheide (2014) 2014-07-15T16:59:30+00:00 http://angrybearblog.com/2014/07/25621.html cshalizi macroeconomics financial_crisis_of_2007-- economics dsges re:your_favorite_dsge_sucks social_science_methodology have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:eaa91198fa16/ [1406.2462] Empirical risk minimization for heavy-tailed losses 2014-07-12T00:31:20+00:00 http://arxiv.org/abs/1406.2462 cshalizi learning_theory heavy_tails statistics re:your_favorite_dsge_sucks in_NB to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:524f7b4602c7/ [1406.1037] Bootstrapping High Dimensional Time Series 2014-07-12T00:26:47+00:00 http://arxiv.org/abs/1406.1037 cshalizi bootstrap time_series high-dimensional_statistics statistics re:your_favorite_dsge_sucks in_NB have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9fb90f363cf2/ Unpredictability in economic analysis, econometric modeling and forecasting 2014-06-27T20:32:21+00:00 http://www.sciencedirect.com/science/article/pii/S0304407614000761 cshalizi to:NB prediction non-stationarity econometrics statistics re:your_favorite_dsge_sucks re:growing_ensemble_project to_read via:djm1107 https://pinboard.in/ https://pinboard.in/u:cshalizi/b:7c82985eb9c0/ [0707.0322] Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise 2014-03-12T20:37:56+00:00 http://arxiv.org/abs/0707.0322 cshalizi dynamical_systems mixing ergodic_theory nonparametrics statistics prediction support-vector_machines steinwart.ingo time_series statistical_inference_for_stochastic_processes re:your_favorite_dsge_sucks re:XV_for_mixing to_read in_NB entableted https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a11e92b7fc51/ [1403.0740] On the Information-theoretic Limits of Graphical Model Selection for Gaussian Time Series 2014-03-08T22:09:56+00:00 http://arxiv.org/abs/1403.0740 cshalizi to:NB graphical_models conditional_independence information_theory learning_theory re:your_favorite_dsge_sucks time_series statistics to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:714040ff7818/ AER (104,2) p. 379 - A Macroeconomic Model with a Financial Sector 2014-02-03T19:54:26+00:00 http://www.aeaweb.org/articles.php?doi=10.1257/aer.104.2.379 cshalizi to:NB economics macroeconomics financial_crisis_of_2007-- re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:1d1ccc0b47b7/ Noahpinion: The equation at the core of modern macro 2014-01-15T20:02:29+00:00 http://noahpinionblog.blogspot.com/2014/01/the-equation-at-core-of-modern-macro.html cshalizi economics macroeconomics re:your_favorite_dsge_sucks social_science_methodology model_checking https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2a0f0469051b/ [1305.4825] Learning subgaussian classes : Upper and minimax bounds 2014-01-13T19:04:17+00:00 http://arxiv.org/abs/1305.4825 cshalizi regression learning_theory to_read re:your_favorite_dsge_sucks in_NB to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f21e15eadf8b/ [1401.0304] Learning without Concentration 2014-01-04T19:44:55+00:00 http://arxiv.org/abs/1401.0304 cshalizi learning_theory re:your_favorite_dsge_sucks re:XV_for_mixing have_read in_NB to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4be5cac1cead/ AER (104,1) p. 27 - Risk Shocks 2014-01-03T19:53:00+00:00 http://www.aeaweb.org/articles.php?doi=10.1257/aer.104.1.27 cshalizi to:NB macroeconomics economics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:569c448206e4/ Joint Estimation of Multiple Graphical Models from High Dimensional Time Series 2014-01-02T18:37:34+00:00 http://biostats.bepress.com/jhubiostat/paper259/ cshalizi to:NB to_read graphical_models time_series high-dimensional_statistics kernel_estimators liu.han re:your_favorite_dsge_sucks fmri https://pinboard.in/ https://pinboard.in/u:cshalizi/b:afc4a7770ffa/ Dynamic Hierarchical Factor Models 2014-01-02T00:48:20+00:00 http://www.mitpressjournals.org/doi/abs/10.1162/REST_a_00359 cshalizi time_series inference_to_latent_objects economics macroeconomics factor_analysis hierarchical_statistical_models statistics re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3c88c67e06a7/ [1312.1473] Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models 2013-12-26T00:33:14+00:00 http://arxiv.org/abs/1312.1473 cshalizi lasso time_series variable_selection statistics re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:7fcc3eb7d15b/ NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE - Zhao - 2013 - Journal of Time Series Analysis - Wiley Online Library 2013-12-23T22:06:58+00:00 http://onlinelibrary.wiley.com/doi/10.1111/jtsa.12044/abstract cshalizi to:NB time_series statistical_inference_for_stochastic_processes statistics re:your_favorite_dsge_sucks have_read nonparametrics to_teach:undergrad-ADA kernel_smoothing https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d894e0711352/ JEL (51,4) p. 1120 - Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling 2013-12-12T16:41:25+00:00 http://www.aeaweb.org/articles.php?doi=10.1257/jel.51.4.1120 cshalizi to:NB economics macroeconomics financial_crisis_of_2007-- time_series re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:27b879922b58/ Causality Analysis in Large Scale Time Series Data 2013-11-22T19:16:15+00:00 http://www-bcf.usc.edu/~liu32/cause.pdf cshalizitrack_down_references time_series causal_inference graphical_models re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:163787d05ecc/ [1311.4175] Estimation in High-dimensional Vector Autoregressive Models 2013-11-21T17:41:27+00:00 http://arxiv.org/abs/1311.4175 cshalizi time_series sparsity statistics re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:00527dc690c7/ Expectations and Economic Fluctuations: An Analysis Using Survey Data 2013-10-01T16:33:05+00:00 http://www.mitpressjournals.org/doi/abs/10.1162/REST_a_00374 cshalizi to:NB economics macroeconomics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:42dd490c9a95/ [1309.1007] Concentration in unbounded metric spaces and algorithmic stability 2013-09-05T12:48:11+00:00 http://arxiv.org/abs/1309.1007 cshalizi concentration_of_measure stability_of_learning learning_theory probability kontorovich.aryeh kith_and_kin re:XV_for_mixing re:your_favorite_dsge_sucks have_read in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2636de015e38/ The Stability of General Equilibrium - What Do We Know and Why Is It Important? (Fisher, 2010) 2013-07-10T17:43:13+00:00 http://economics.mit.edu/files/6988 cshalizi economics dynamical_systems distributed_systems have_read via:rortybomb in_NB re:your_favorite_dsge_sucks tracked_down_references fisher.franklin_m. https://pinboard.in/ https://pinboard.in/u:cshalizi/b:66ee286a1b5e/ Taylor & Francis Online :: Oracally Efficient Two-Step Estimation of Generalized Additive Model - Journal of the American Statistical Association - Volume 108, Issue 502 2013-07-03T16:36:08+00:00 http://www.tandfonline.com/doi/abs/10.1080/01621459.2013.763726#.UdRPihbPUlM cshalizi to:NB time_series additive_models statistics high-dimensional_statistics smoothing to_read re:your_favorite_dsge_sucks to_teach:undergrad-ADA regression nonparametrics hardle.wolfgang https://pinboard.in/ https://pinboard.in/u:cshalizi/b:daeb5e76a0f6/ Noahpinion: What can you do with a DSGE model? 2013-05-28T18:50:33+00:00 http://noahpinionblog.blogspot.com/2013/05/what-can-you-do-with-dsge-model.html cshalizimacroeconomics prediction bad_data_analysis smith.noah re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4bb6fa35d2c9/ [1305.5882] Limit theorems for kernel density estimators under dependent samples 2013-05-28T17:29:40+00:00 http://arxiv.org/abs/1305.5882 cshalizi density_estimation statistical_inference_for_stochastic_processes statistics time_series to_teach:undergrad-ADA re:your_favorite_dsge_sucks in_NB kernel_smoothing https://pinboard.in/ https://pinboard.in/u:cshalizi/b:51572fa4a6a3/ Structural Risk Minimization over Data-Dependent Hierarchies 2013-04-30T16:20:12+00:00 http://users.cecs.anu.edu.au/~williams/papers/P85.pdf cshalizi learning_theory structural_risk_minimization classifiers vc-dimension re:your_favorite_dsge_sucks have_read to:blog in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a5e762a44ed5/ Noahpinion: The swamps of DSGE despair 2013-03-29T16:22:08+00:00 http://noahpinionblog.blogspot.com/2013/03/the-swamp-of-dsge-despair.html cshalizi economics macroeconomics re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:e6b88d0c37bf/ Transforming Modern Macroeconomics: Exploring Disequilibrium Microfoundations, 1956–2003 2013-02-09T19:32:50+00:00 http://www.cambridge.org/us/knowledge/isbn/item6852611/?site_locale=en_US cshalizi books:noted economics macroeconomics re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:abc908d35fce/ Zhao , Li : Inference for modulated stationary processes 2013-01-20T21:25:52+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.bj/1358531747 cshalizi to:NB to_read time_series statistics non-stationarity change-point_problem re:your_favorite_dsge_sucks re:growing_ensemble_project https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5b844735a73f/ [1212.5796] On the method of typical bounded differences 2012-12-27T18:09:15+00:00 http://arxiv.org/abs/1212.5796 cshalizi to_read probability concentration_of_measure re:almost_none re:your_favorite_dsge_sucks re:XV_for_mixing re:XV_for_networks in_NB deviation_inequalities https://pinboard.in/ https://pinboard.in/u:cshalizi/b:20c0c9aa7555/ [1212.0463] Time series forecasting: model evaluation and selection using nonparametric risk bounds 2012-12-04T02:14:32+00:00 http://arxiv.org/abs/1212.0463 cshalizi learning_theory self-promotion statistics statistical_inference_for_stochastic_processes economics time_series macroeconomics re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:64f25745898b/ De Grauwe, P.: Lectures on Behavioral Macroeconomics. 2012-10-24T00:25:29+00:00 http://press.princeton.edu/titles/9891.html cshalizi books:noted economics macroeconomics re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:e361b927e5db/ Learning Bounds for Importance Weights 2012-09-03T18:41:37+00:00 http://books.nips.cc/papers/files/nips23/NIPS2010_0731.pdf cshalizi learning_theory re:your_favorite_dsge_sucks mohri.meryar have_read in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:51c847fcda76/ Is Modern Macro or 1978-era Macro More Relevant to the Understanding of the Current Economic Crisis? 2012-06-26T16:56:20+00:00 http://faculty-web.at.northwestern.edu/economics/gordon/GRU_Combined_090909.pdf cshalizi in_NB economics macroeconomics re:your_favorite_dsge_sucks financial_crisis_of_2007-- https://pinboard.in/ https://pinboard.in/u:cshalizi/b:c1794d44fd47/ AGGREGATION IN PRODUCTION FUNCTIONS: WHAT APPLIED ECONOMISTS SHOULD KNOW 2012-06-18T19:55:31+00:00 http://riscd2.eco.ub.es/~josepgon/documents/Felipe_Fisher.pdf cshalizi in_NB economics macro_from_micro re:your_favorite_dsge_sucks via:crooked_timber econometrics cobb-douglas_production_functions have_read fisher.franklin_m. https://pinboard.in/ https://pinboard.in/u:cshalizi/b:31f323baf3f8/ Introduction to Computable General Equilibrium Models - Academic and Professional Books - Cambridge University Press 2012-06-02T14:42:18+00:00 http://www.cambridge.org/us/knowledge/isbn/item5759368/?site_locale=en_US cshalizi economics simulation re:your_favorite_dsge_sucks have_read re:in_soviet_union_optimization_problem_solves_you https://pinboard.in/ https://pinboard.in/u:cshalizi/b:bde9fd3e7a0c/ Lecué , Mendelson : General nonexact oracle inequalities for classes with a subexponential envelope 2012-06-01T14:12:36+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1338515139 cshalizi to_read learning_theory model_selection statistics re:your_favorite_dsge_sucks re:XV_for_mixing ensemble_methods lecue.guillaume mendelson.shahar in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:723d702bf01d/ Using Internet Data for Economic Research 2012-05-08T19:22:12+00:00 http://www.aeaweb.org/articles.php?doi=10.1257/jep.26.2.189 cshalizi to:NB economics data_sets web re:your_favorite_dsge_sucks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d3301a184de7/ Doukhan, Massart, Rio: Invariance principles for absolutely regular empirical processes 2012-02-24T05:15:01+00:00 http://www.numdam.org/item?id=AIHPB_1995__31_2_393_0 cshaliziempirical_processes stochastic_processes mixing central_limit_theorem to_read re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:227ed863c23e/ [1202.4294] Prediction of quantiles by statistical learning and application to GDP forecasting 2012-02-21T03:43:03+00:00 http://arxiv.org/abs/1202.4294 cshalizi to_read prediction confidence_sets learning_theory re:your_favorite_dsge_sucks re:growing_ensemble_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:711f1ae24c8f/