Back to Results
First PageMeta Content
Econometrics / Time series analysis / Autoregressive conditional heteroskedasticity / Autoregressive model / Spectral density / Volatility / Quantitative analyst / Integral transform / Covariance matrix / Statistics / Mathematical sciences / Mathematical finance


Notes on Spectral Implications of Security Market Data for Models of Dynamic Economies
Add to Reading List

Document Date: 2003-04-07 16:44:12

Open Document

File Size: 519,49 KB

Share Result on Facebook

City

Atlanta / Minneapolis / Richmond / Iowa City / /

Company

Diebold / /

/

Facility

University of Iowa / Iowa Charles H. Whiteman* University of Iowa April / Iowa State University / University of Quebec-Montreal / University of Pittsburgh / Dynamic Economies Christopher Otrok University of Virginia B. Ravikumar University / Pappajohn Business Building / Yale University / /

Holiday

Assumption / /

IndustryTerm

marginal utilities / model assessment devices / e-i / approximate solution / expected cross-products / explicit solution / assessment devices / /

NaturalFeature

IMRS Mt / /

Organization

University of Virginia / University of Pittsburgh / Department of Economics / National Science Foundation / US Federal Reserve / Society for Economic Dynamics / Iowa State University / University of Iowa / University of Quebec-Montreal / Yale University / /

Person

Charles H. Whiteman / Erzo Luttmer / Euler / Tim Cogley / /

Position

current Rt / model / Rt / representative / Porter / future Rt / Corresponding author / stationary Rt / standard asset-pricing model / /

ProgrammingLanguage

R / /

ProvinceOrState

Quebec / Iowa / /

SocialTag