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Comments on Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series
Temporal Sectoral Aggregation
2015/8/5
Comments on Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series.
Preference shocks from aggregation: time series data evidence
Aggregation shock time series data evidence
2015/7/21
Preference shocks from aggregation: time series data evidence.
Aggregation and Linearity in the Provision of Intertemporal Incentives
Aggregation Linearity Intertemporal Incentives
2015/7/21
Aggregation and Linearity in the Provision of Intertemporal Incentives.
Optimal Aggregation of Consumer Ratings:An Application to Yelp.com
Crowdsourcing Social Network E-Commerce Yelp Learning Information Demand and Consumers
2015/4/27
Consumer review websites leverage the wisdom of the crowd, with each product being reviewed many times (some with more than 1,000 reviews). Because of this, the way in which information is aggregated ...
Effcts of Diffrent Methods of Aggregation of Probabilities on the R&D Investment Portfolio for Optimal Emissions Abatement: An Empirical Evaluation
Probabilities on the R&D Investment Portfolio Optimal Emissions Abatement An Empirical Evaluation
2014/10/22
This thesis examines two possible orders of combining multiple experts in elicitations with multiple de-composed events: Should experts be combined early or later in the decision process? This thesis ...
Uninsured Countercyclical Risk: An Aggregation Result and Application to Optimal Monetary Policy
uninsured risk sticky prices optimal monetary policy
2011/8/21
We consider an incomplete-markets economy with capital accumulation and endogenous labor supply. Individuals face countercyclical idiosyncratic labor and asset risk. We derive conditions under which t...
The aggregation of propositional attitudes: towards a general theory
aggregation probability judgment propositional attitudes opinion pooling rational agency
2011/9/8
How can the propositional attitudes of several individuals be aggregated into overall collective propositional attitudes? Although there are large bodies of work on the aggregation of various special ...
Aggregation in Incomplete Market with General Utility Functions
Aggregation constrained Pareto optimal incomplete market
2011/4/2
This paper tackles the "aggregation problem" for stochastic economies with possibly incomplete market. An "aggregation theorem" is proved towards an analytic construction of the representative agent’s...
Statistical mixing and aggregation in Feller diffusion
New applications of statistical mechanics Stochastic processes Rigorous results in statistical mechanics
2010/11/2
We consider Feller mean-reverting square-root diffusion, which has been applied to model a wide variety of processes with linearly state-dependent diffusion,such as stochastic volatility and interest ...
Log-Normal continuous cascades: aggregation properties and estimation. Application to financial time-series
Log-Normal continuous cascades aggregation properties estimation Application financial time-series
2010/12/17
Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. W...