Michael

Economics graduate student.

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Besov spaces---concrete description of spatial inhomogeneity

functional-analysis reference-request sobolev-spaces harmonic-analysis besov-space asked Aug 28, 2014 at 8:05

math.stackexchange.com

10 votes

Brownian motion, reproducing kernel Hilbert space, and the Laplace operator

probability-theory stochastic-processes hilbert-spaces brownian-motion stochastic-integrals asked Nov 27, 2014 at 1:18

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8 votes

Time evolution of a Bayesian posterior

probability bayesian mathematical-statistics stochastic-processes posterior asked Jan 2, 2017 at 0:33

stats.stackexchange.com

7 votes

Reproducing kernel Hilbert space, why?

functional-analysis hilbert-spaces machine-learning asked Nov 27, 2014 at 0:20

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7 votes

Common knowledge in model formulation and solution

mathematical-economics asymmetric-information information asked Aug 8, 2017 at 21:57

economics.stackexchange.com

6 votes

What is the Girsanov density as a functional on the canonical path space $C[0,1]$?

probability-theory stochastic-processes stochastic-calculus brownian-motion stochastic-analysis asked Jul 13, 2019 at 13:17

math.stackexchange.com

6 votes

Statistics version of "What is..." columns in Notices

references asked Jun 18, 2013 at 7:01

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6 votes

Consistency of OLS in presence of deterministic trend

time-series least-squares trend consistency asked Aug 21, 2014 at 3:19

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5 votes

"Conditional distribution" of Brownian sample paths

probability-theory reference-request stochastic-processes brownian-motion stochastic-integrals asked May 11, 2019 at 19:16

math.stackexchange.com

5 votes

Adapted but not progressively measurable?

probability-theory reference-request asked Nov 27, 2014 at 2:31

math.stackexchange.com

Top Answers

Is complex analysis used in economics?

economics.stackexchange.com

What does it mean to make an identification assumption?

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Law of Large Numbers for Martingales

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stochastic vs. deterministic trend in time series

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The explosive AR(1) process with $\varphi>1$, where was this first represented as a stationary, but non-causal, time-series?

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Derivative of definite integrals - how did MWG arrived at this result? Microeconomics

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OLS - Non stationary variables but stationary residuals - is this OK or not?

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T-consistency vs. P-consistency

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Difference between autocorrelation and partial autocorrelation

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SVD : Why right singular matrix is written as transpose

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Every Banach space is isometric to a subspace of $C(X)$ for some compact space $X$

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On compactness of the space of probability measures

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Problem with proof of Conditional expectation as best predictor

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Topological concepts in economic theory

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Relation between noncommutative geometry and functional analysis

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The adjoint of finite rank operator is finite rank

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Does the central limit theorem imply the law of large numbers

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Looking for non causal time series in real life

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Example that in a normed space, weak convergence does not implies strong convergence.

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$\frac{1}{n}\sum_{k=1}^n(X_k-\mathbb E[X_k])$ converges a.s. to $0$

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What are the "moment conditions" in the GMM method? Also: GMM vs IV vs 2SLS?

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Autocorrelation in residuals of a regression model with ARIMA errors (example in Rob Hyndman's book) - Part 2

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Are no arbitrage models and equilibrium models equivalent?

economics.stackexchange.com

Identifying assumption meaning

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Why isn't the parallel between the Fourier transform and the Laplace transform complete?

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Closedness and convexity of half spaces $\mathbb{R}^n$ determined by hyperplanes

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Do finite dimensional distributions determine the law of a stochastic process?

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Understanding the construction of stochastic processes

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Mathematical Micro/Macro Economics Textbook Recommendation

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Why couldn't the Karush-Kuhn-Tucker optimization find the solution?

economics.stackexchange.com