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Thanks for the emails.
The basic difference between stats and econometrics is that the practical
day to day use of econometrics is handling violations of statistical
assumptions. Once you know the assumptions and how they are usually violated
in your data then it all becomes much clearer.
Also ... there's a new book out on kernel regression ... Expert Trading
Systems .. see the back page of TASC for this month. The web site has the
table of contents and a chapter posted. If you're looking for software, I
think that "Rosetta" uses kernel regression. It's free.
Right now I'm wearing my accountants hat <G> and struggling with assembling
daily COT data etc.
Best regards
Walter
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