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var_dmd: reframe DMD as a rank-r VAR (principal components regression);
replace the incorrect identity A = Phi Lambda Phi^+ with the exact modal
representation A = Phi Lambda Psi, Psi = (W Lambda)^{-1} U_r^T; add a
state-space form, long-run responses, a simulated example, and three
exercises. Cite the published Sargent-Selvakumar-Yang (IER 2026) paper.
svd_intro: fix the "not not" typo and other errors (four-subspaces code
mislabeled V^T, Eckart-Young statement, reduced-SVD identities, PCA
score dimensions and indices, polar decomposition); fix DecomAnalysis
for tall matrices and use it; add two exercises bridging to var_dmd.
measurement_models: use the innovation covariance Sigma_eta (not the
unconditional R) in the quasi-differenced Kalman filter; fix the bracket
in the consumption rule and shock timing; add an ordering-free Granger
causality check, note the exact identity in filtered data, and add three
exercises.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
📖 Netlify Preview Ready!Preview URL: https://pr-1055--sunny-cactus-210e3e.netlify.app Commit: 📚 Changed LecturesBuild Info
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…ntouts, docstring timing, heading case - measurement_models: print V2 eigenvalues in scientific notation so the tiny second eigenvalue and the third (= ε) are visible, as the text claims - measurement_models: relabel the Friedman step in the meas_ex1 solution as the second claim; align steady_state_kalman docstring with the w_t timing convention - svd_intro: sentence-case section headings per the style manual - var_dmd: i.i.d. -> IID - quant-econ.bib: add trailing newline Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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Revisions by @thomassargent30 to
var_dmd.md,svd_intro.mdandmeasurement_models.md, plus new bib entries (branchtom_sept, see Tom's email "tom_sept branch(es)"). Tom notes that the live versions of the DMD and VAR material contained substantive mathematical errors that this PR corrects.var_dmd.mdsvd_intro.mdDecomAnalysisfor tall matrices and use it.var_dmd.measurement_models.mdOther
_static/quant-econ.bib: 49 lines of new references.Note: the branch is one commit behind
main; should merge cleanly but CI will confirm.🤖 Generated with Claude Code
https://claude.ai/code/session_01UZWhdWQnrKdbgHbyvX4UYs