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A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard - In: Economics letters 133 (2015), pp. 14-18
Persistent link: https://www.econbiz.de/10011431805
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Wealth concentration in the US after augmenting the upper tail of the survey of consumer finances
Bricker, Jesse; Hansen, Peter Reinhard; Henriques, Alice M. - In: Economics letters 184 (2019), pp. 1-4
Persistent link: https://www.econbiz.de/10012304768
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Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen; Hansen, Peter Reinhard - In: Economics letters 233 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014506906