Learning from Data

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Notes

¹ Cochrane, J.H., (2015), Comments on “Robust Risk Premia” by Michael Bauer and Jim Hamilton, working paper, University of Chicago, November 2015. Available online at: http://faculty.chicagobooth.edu/john.cochrane/research/Papers/bauer_hamilton_comments.pdf (last accessed 27 November 2015, emphasis added).

² See, e.g., Murphy (2012), page 2.

³ Page 41.

⁴ Page 119.

⁵ Page 119.

⁶ By the way, a far as I know, what Occam actually wrote was ‘Entia non sunt multiplicanda praeter necessitatem’—roughly speaking, ‘One should not keep on inventing more entities then strictly needed’. I often wonder whether he would recognize, or at all make sense, of the modern versions of his dictum.

⁷ Page 167.

⁸ Page 170–171.

⁹ Ibid.

¹⁰ Page 175.

^{11 Ibid}