Ravi Jagannathan
Biographic Data
| ID | 5848715 |
|---|---|
| NAME | Ravi Jagannathan |
| GIVEN NAMES | Ravi |
| FAMILY NAME | Jagannathan |
| SIGNATURE | JAGANNATHAN R |
| AFFILIATIONS | Rutgers, the State University of New Jersey |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 14 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1991 |
| LATEST PUBLICATION YEAR | 2004 |
| H-INDEX | 1 |
Do Family Caps on Welfare Affect Births Among Welfare Recipients?Reconciling Efficacy and Effectiveness Estimates of Impact Through a Blended Design Strategy
Generalized Methods of Moments
We provide a brief overview of applications of generalized method of moments in finance. The models examined in the empirical finance literature, especially in the asset pricing area, often imply moment conditions that can be used in a straight forward way to estimate the model parameters without making strong assumptions regarding the stochastic properties of variables observed by the econometrician. Typically the number of moment conditions ava…
Implications of Security Market Data for Models of Dynamic Economies
The authors show how to use security market data to restrict the admissible region for means and standard deviations of intertemporal marginal rates of substitution of consumers. Their approach (1) is nonparametric and applies to a rich class of models of dynamic economics; (2) characterizes the duality between the mean-standard deviation frontier for intertemporal marginal rates of substitution and the familiar mean-standard deviation frontier f…
Implications of Security Market Data for Models of Dynamic Economies
The authors show how to use security market data to restrict the admissible region for means and standard deviations of intertemporal marginal rates of substitution of consumers. Their approach (1) is nonparametric and applies to a rich class of models of dynamic economics; (2) characterizes the duality between the mean-standard deviation frontier for intertemporal marginal rates of substitution and the familiar mean-standard deviation frontier f…
Do Family Caps on Welfare Affect Births Among Welfare Recipients?Reconciling Efficacy and Effectiveness Estimates of Impact Through a Blended Design Strategy
Implications of Security Market Data for Models of Dynamic Economies
The authors show how to use security market data to restrict the admissible region for means and standard deviations of intertemporal marginal rates of substitution of consumers. Their approach (1) is nonparametric and applies to a rich class of models of dynamic economics; (2) characterizes the duality between the mean-standard deviation frontier for intertemporal marginal rates of substitution and the familiar mean-standard deviation frontier f…
Generalized Methods of Moments
We provide a brief overview of applications of generalized method of moments in finance. The models examined in the empirical finance literature, especially in the asset pricing area, often imply moment conditions that can be used in a straight forward way to estimate the model parameters without making strong assumptions regarding the stochastic properties of variables observed by the econometrician. Typically the number of moment conditions ava…
Do Family Caps on Welfare Affect Births Among Welfare Recipients?Reconciling Efficacy and Effectiveness Estimates of Impact Through a Blended Design Strategy
Economics (3 works) · Mathematics (3 works) · Statistics (3 works) · Capital asset pricing model (2 works) · Computer Science (2 works) · Econometrics (2 works) · Actuarial science (1 works) · Affect (linguistics (1 works) · Asset (computer security (1 works) · Cohort (1 works)