Monday, August 02, 2010

Talk like an econometrician

Here is the latest effort, loosely based on the Bangles hit "Walk like an Egyptian". With apologies to the Bangles and Songwriters Sternberg and Liam.

All the graphics on the screen
They show the patterns don't you know
If they spread too much (oh whey oh)
They're telling you there is hetero

Run Shazam with your data files
Get ready to do the tests
Stata/MP, oh whey oh
Turn your back on SPSS

Reading data from a pipe
Ay oh whey oh, ay oh whey oh
Talk like an econometrician

GARCH processes they have their place
For clustered points you can't ignore
They match the moves (oh whey oh)
You click the mouse to see some more

The ones at school who read their books
They like the forecast CI band
And the hazard rate (oh whey oh)
Talk like an econometrician

Iterate til the program stops
Then go down to the donut shop
You can sing and dance (oh whey oh)
See which regressors you can drop

When you get to the marketplace say
Ay oh whey oh, ay oh whey oh
Talk like an econometrician

Slide your feet and bootstrap jack
Shift to ARMA then pull it back
Modelling is hard you know (oh whey oh)
We've moved on since the UNIVAC

And the Japanese with their yen
And the Indian friends of Amartya Sen
And the Chinese too (oh whey oh)
They all talk like an econometrician

Post docs up in Berkeley say
Ay oh whey oh
Ay oh whey oh
Talk like an econometrician