Computational Methods for Production-Based Asset Pricing Models with Recursive Utility

2009 Aldrich, Eric M. and Howard Kung 2009 Computational Methods for Production-Based Asset Pricing Models with Recursive Utility Working paper, Department of Economics, Duke University, Durham, NC Aldrich, Eric M. and A. Ronald Gallant 2009 Habit, Long Run Risks, Prospect? A Statistical Inquiry. Working paper, Fuqua School of Business, Duke University, Durham, NC 2006 Gneiting, T., K. Larson, K. Westrick, M. G. Genton and E. Aldrich 2006 Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching Space-Time Method Journal of the American Statistical Association Vol. 101, 968-979 2005 Aldrich, Eric M. 2005 Alternative Estimators of Wavelet Variance Master's Thesis, Department of Statistics, University of Washington, Seattle, WA 2005 Aldrich, Eric M., Peter Arcidiacono and Jacob L. Vigor 2005 Do People Value Racial Diversity? Evidence from the Nielsen Ratings Topics in Economic Analysis and Policy Vol. 5, Article 4 2002 Handcock, Mark S. and Eric M. Aldrich 2002 Applying Relative Distribution Methods in R Working Paper no. 27, Center for Statistics and the Social Sciences, University of Washington