Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
A continuous probability distribution of a random variable whose logarithm is normally distributed.
3
votes
1
answer
913
views
Covariance of Log-Normal Variables
In Obstfeld and Rogoff (2000), formula (12) states the following:
$$ W = (\frac{\phi}{\phi-1}) \frac{E\{K(L^\nu)\}}{E\{\frac{L}{P}C^{-\rho}\}} $$
where $\phi$, $\rho$ and $\nu$ are parameters, $E$ i …