Analysis of the Jante’s Law Process and Proof of Conjecture: Acknowledgements and References
11 Sept 2024
A study of consensus formation in a multidimensional opinion space, proving a conjecture in the Jante’s law process with insights into stochastic models.
Analysis of the Jante’s Law Process and Proof of Conjecture: Coupling Y (⋅) and Z(⋅)
11 Sept 2024
A study of consensus formation in a multidimensional opinion space, proving a conjecture in the Jante’s law process with insights into stochastic models.
Analysis of the Jante’s Law Process and Proof of Conjecture: Proof of Theorem 1
11 Sept 2024
A study of consensus formation in a multidimensional opinion space, proving a conjecture in the Jante’s law process with insights into stochastic models.
Analysis of the Jante’s Law Process and Proof of Conjecture: Abstract and Introduction
11 Sept 2024
A study of consensus formation in a multidimensional opinion space, proving a conjecture in the Jante’s law process with insights into stochastic models.
Theory Coherent Shrinkage of Time Varying Parameters in VARs: A Appendix
4 Sept 2024
Introduces Theory Coherent Time-Varying Parameters VAR (TC-TVP-VAR) models for improved forecasting and inference in macroeconomics.
Theory Coherent Shrinkage of Time Varying Parameters in VARs: Conclusion and References
4 Sept 2024
Introduces Theory Coherent Time-Varying Parameters VAR (TC-TVP-VAR) models for improved forecasting and inference in macroeconomics.
Theory Coherent Shrinkage of Time Varying Parameters in VARs: Analysis at the ZLB
4 Sept 2024
Introduces Theory Coherent Time-Varying Parameters VAR (TC-TVP-VAR) models for improved forecasting and inference in macroeconomics.
Theory Coherent Shrinkage of Time Varying Parameters in VARs: Forecasting with the TC-TVP-VAR
4 Sept 2024
Introduces Theory Coherent Time-Varying Parameters VAR (TC-TVP-VAR) models for improved forecasting and inference in macroeconomics.
Theory Coherent Shrinkage of Time Varying Parameters in VARs: Theory coherent TVP-VAR
4 Sept 2024
Introduces Theory Coherent Time-Varying Parameters VAR (TC-TVP-VAR) models for improved forecasting and inference in macroeconomics.