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jmbejara
  • Member for 9 years, 3 months
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48 votes
2 answers
29k views

What is structural estimation compared to reduced form estimation?

3 votes
3 answers
2k views

Deriving and explaining the weighted cost of capital

11 votes
2 answers
1k views

Can the Machina Paradox be solved by expanding the choice set?

3 votes
1 answer
83 views

Replicate average risk-free rate in Wachter 2005, "Solving models with external habit"

7 votes
1 answer
524 views

What is William Nordhaus' contribution to the economics of climate change?

20 votes
5 answers
2k views

Unemployment and the Minimum Wage---what are the main counter-arguments to Card and Krueger?

15 votes
0 answers
1k views

How do I compute the relative risk aversion of Epstein-Zin preferences?

38 votes
3 answers
2k views

Is a universal basic income possible in the United States?

1 vote
0 answers
34 views

Assessing the ability of dividend yields to predict stock returns using out-of-sample forecast errors

6 votes
1 answer
2k views

Apply Ito's Lemma to exponential martingale

13 votes
2 answers
5k views

Where can I find data on income and social mobility over time? How far back is data available?

8 votes
1 answer
2k views

Deriving the Modigliani--Miller Theorem

6 votes
3 answers
10k views

Robust Standard Errors in Fixed Effects Model (using Stata)

7 votes
6 answers
2k views

What are alternative measures of risk?

4 votes
2 answers
772 views

What resources are available for learning Dynare?

7 votes
2 answers
151 views

Simple Sketch of Mirrlees 1971

18 votes
2 answers
939 views

Why is capital income taxed differently than wage income?

8 votes
1 answer
457 views

Optimal consumption in Merton-like portfolio choice model with constant wage

20 votes
0 answers
883 views

How do I use the Malliavin calculus to solve for the optimal trading strategy in the classic Merton problem?

5 votes
2 answers
163 views

Decomposition of an additive functional into a Martingale part and other

9 votes
2 answers
920 views

Examples of Factors in the ICAPM

6 votes
1 answer
194 views

Consequences of hyperbolic discounting

6 votes
2 answers
959 views

Calculate the elasticity of substitution of Epstein-Zin preferences

7 votes
2 answers
542 views

Definition of Absolute Risk Aversion

6 votes
2 answers
61 views

Proof that the diff-in-diff (wrt sample size) of the expectation of a first-order statistic is positive (Stigler 1961)

17 votes
2 answers
7k views

What is the importance of Epstein-Zin preferences?

5 votes
2 answers
213 views

Stimulus Effect of the Minimum Wage

5 votes
1 answer
121 views

How do I construct the score process of a Markov model and verify that it is a Martingale?

12 votes
6 answers
2k views

References to learn continuous-time dynamic programming

8 votes
2 answers
1k views

How is momentum justified as a common risk factor?