Fisher's identity
WebFeb 22, 2015 · ResponseFormat=WebMessageFormat.Json] In my controller to return back a simple poco I'm using a JsonResult as the return type, and creating the json with Json … WebInterpreted in this way, the Fisher equation implies that the sum of two F t+1-measurable random variables is F t-measurable, which at first seems puzzling. But the Fisher equation is actually an accounting identity that defines the ex post real rate r t+1. The forces that really determine the nominal interest rate i t are the expected real rate
Fisher's identity
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Fisher's identity is useful to use in maximum-likelihood parameter estimation problems. In this post, I give its proof. The main reference is Douc, Moulines, Stoffer; Nonlinear time series theory, methods and applications. Let ( X n) and ( Y n) be two sequences of random variables. We'll call Y := ( Y 1, …, Y n) as the observed data, and X ...
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