lecture-python-advanced
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QuantEcon
Typos in Math of "Information and Consumption Smoothing"
Small issues in the math of Information and Consumption Smoothing.
- It says
which confirms that {a_t} is a serially uncorrelated process with variance σ^2_a=β^{−1}σ^2_ε.
when this should be β^{−2}.
- For the alternative calculation of σ^2_a, it says "σ^2_ε + ..." when I think this should be "σ^2_ε \times ...". This also should equal β^{−2}σ^2_ε
Hope this helps. Thanks.
Many thanks @spspitze . Will investigate when I have a bit of time.
(If you're willing to put in a PR that corrects those typos we would be very grateful.)
Hi. Thanks. I will fix tomorrow in Montana.
On Tue, Jun 30, 2020, 10:13 PM Scott Spitze [email protected] wrote:
Small issues in the math of Information and Consumption Smoothing.
- It says
which confirms that {a_t} is a serially uncorrelated process with variance σ^2_a=β^{−1}σ^2_ε.
when this should be β^{−2}.
- For the alternative calculation of σ^2_a, it says "σ^2_ε + ..." when I think this should be "σ^2_ε \times ...". This also should equal β^{−2}σ^2_ε
Hope this helps. Thanks.
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