Lukas Püttmann    About    Research    Blog

Collected links

  1. Francis Diebold:

    [Machine learning] emphasizes approximating non-linear conditional-mean functions in highly-flexible non-parametric fashion. That turns out to be doubly unnecessary in econometric [time series]: There’s just not much conditional-mean non-linearity to worry about, and when there occasionally is, it’s typically of a highly-specialized nature best approximated in highly-specialized (tightly-parametric) fashion.

  2. John Myles White, “What is an Interaction Effect?”:

    The absence of interactions has nothing to do with linearity: it’s driven instead by a form of additivity.

  3. Michael Stepner:

    After working with git, Dropbox stresses me out.

  4. This Book Left Me in Tears”, by Bill Gates