Archive for October 30, 2007
Econometrics at LSE
I am very fortunate to have Richard take me for a night at his dorm room. I was going to have to stay at a dingy Travelodge in Epping, which is miles away from the city. We end up singing Karaoke in his room with Charles and his friend from Japan after having a Bento box dinner at a Japanese Society Event.
This morning we grabbed tea and sandwich on our way to attend this morning Econometrics course at LSE. In class, I was truly impressed how well the professor explained sample estimation methodologies as part of the classical estimation approach. The teacher was particularly thorough in explaining the derivation of the variance-covariance matrix; superior to the explanation provided by the Applied Econometrics professor I had at Cornell. One hour flew by quickly and I enjoyed every bit of his lecture. The mathematical rigor of the content triggered an alarm of my very inadequate math knowledge—so, acquiring higher math proficiency for the specific purpose of graduate level studies in finance will be one great challenge to overcome!
After class, a group of us gathered for a game of Ping Pong at the student lounge. Richard and I teamed up and won a game. And about time, I received a much needed call from Master Card to arrange for an emergency card to be sent to me. Its been very difficult to function without a card these days; I have been lucky to have joined HSBC Premier before leaving HK and before embarking this ad hoc journey; now I’ll have to wait to pick up that card before I can continue my trip. This will give me a week in London and I’ll have to plan how to make this coming days more productive. I’ll be visitng Cambridge tomorrow and very excited about it!