From: Dave Zachariah (davez@KTH.SE)
Date: Mon Dec 31 2007 - 09:44:13 EST
I'm no expert on the subject. But I can't see any specific inherent limitations of I/O modeling. One could describe a state transition from time t to t+1, i.e. the update of the vectors and matrices, it may be very hard but I think it is possible in principle. What do you think are its limitations? //Dave Z on 2007-12-31 02:49 GERALD LEVY wrote: > To my knowledge I/O models do not predict price variations, but if you > > want a descriptive model of that then one could formalize it as discrete > > time varying vectors and matrices on, say, a monthly basis. > > > > Hi Dave: > > Yes, I imagine that's possible if you have the data. But, the question > remains: is it possible to develop a genuinely 'dynamic I/O model'? > The question I am trying to get at is: what are the inherent limitations > of I/O modeling? > > In solidarity, Jerry
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