Econometrics is fundamental to many of the problems that data scientists care about, and it requires many skills. There's philosophical skill, for thinking about whether fixed effects or random effects models are more appropriate, for example, or what the direction of causality in a particular problem is. There's some coding, including knowing the right commands to interact with statistical programs like Stata or R, and how to interpret their output. There's the intuition to know which…

ContinueAdded by Bradford Tuckfield on October 1, 2015 at 2:30pm — 1 Comment

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