0 someone who works with or studies econometrics:
Though several prominent econometricians have taken steps toward strengthening the intertheoretical links in statistical models, their isolated efforts will not ease the model selection problem.
Using robust control theory is a way to let our agents share the experiences of econometricians.
Transfer functions are applied widely in engineering and science, but they are not in favor among most time-series econometricians.
I argue there that econometricians have failed to confront the problems of inference that are central to macroeconomic policy modeling.
Of course, the typical rational expectations model reverses the situation: the agent knows more than the econometrician.
The agent inside the model knows the parameters of the true model while the econometrician does not and must estimate them.
When the strong abstract econometrician and the substantive researcher happen to be the same person, that's great, but it's rare.
You started out as a time series econometrician?
