A brief plea: PLEASE don't hesitate to post comments. Instead what usually happens is that people email me directly, and I can't respond, and I feel bad that I can't respond, and the sender feels bad that I didn't respond, and most importantly, people who would benefit from reading the comment (and perhaps reading comments on the comment, or themselves commenting on the comment) never get to see it. A bad equilibrium all around.
My next post will collect a few of the email comments that I got on the last post, Thoughts on Factor-Augmented VAR's. But again, that's a terribly inefficient way to proceed. Please just post your comments directly.
Maybe after that I'll post a few provocative rants to see what you have to say.
Related, some of you get my posts via Twitter or Facebook and occasionally comment, which is great, but society would benefit if you would post comments directly on the blog, in addition to Facebook or whatever, as most people access the blog directly and hence will never see your Facebook comments.
Thanks for your consideration. And of course many, many thanks for reading.
New posts coming soon!