Parametric continuity of stationary distributions
DOI10.1007/S00199-006-0144-0zbMATH Open1126.91020OpenAlexW2141556305MaRDI QIDQ2385115FDOQ2385115
Publication date: 11 October 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00101157/file/pc.pdf
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Cites Work
- Simulated Moments Estimation of Markov Models of Asset Prices
- Real Analysis and Probability
- Markov chains and stochastic stability
- Title not available (Why is that?)
- Title not available (Why is that?)
- A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
- Ergodic theorems for Markov chains represented by iterated function systems
- Stochastic Speculative Price
Cited In (6)
- A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility
- Statistical ward continuity
- On the existence and uniqueness of stationary equilibrium in Bewley economies with production
- Mean Field Equilibria for Resource Competition in Spatial Settings
- Automatic continuity of transversal distributions
- Parametric continuity in dynamic programming problems
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