Add test for random walk with drift to Lucas notebook #197
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
Check out this pull request on See visual diffs & provide feedback on Jupyter Notebooks. Powered by ReviewNB |
|
Great! You've convinced me that $(1-\rho)$ is right. Could you make a
small edit to include your derivation of that, and fix the existing text to
be consistent with the truth?
You're already a collaborator on
https://github.com/llorracc/LucasAssetPrice-Latest
and I hope a clone of it will compile without difficulty on your machine...
Then just make a PR.
Thanks!
…On Fri, Mar 10, 2023 at 11:32 AM review-notebook-app[bot] < ***@***.***> wrote:
Check out this pull request on [image: ReviewNB]
<https://app.reviewnb.com/econ-ark/DemARK/pull/197>
See visual diffs & provide feedback on Jupyter Notebooks.
------------------------------
*Powered by ReviewNB <https://www.reviewnb.com/?utm_source=gh>*
—
Reply to this email directly, view it on GitHub
<#197 (comment)>, or
unsubscribe
<https://github.com/notifications/unsubscribe-auth/AAKCK72EG2DHRXJF6VQ5I5DW3NJSHANCNFSM6AAAAAAVWVI7QQ>
.
You are receiving this because you were mentioned.Message ID:
***@***.***>
--
- Chris Carroll
|
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
@llorracc
This pr adds a test for the analytical solution of the model when dividends follow a random walk with drift.