Existence of a statistical equilibrium for an economy with endogenous offer sets

DOI10.1007/S00199-009-0493-6MaRDI QIDQ607477zbMATH OpenOpenAlexFDO

Authors Alexis Akira Toda

Publication date 22 November 2010

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00199-009-0493-6

zbMATH Keywords

entropymaximum entropy principlestatistical equilibriumendogenous offerequilibrium of economy

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Special types of economic equilibria (91B52)

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• scientific article; zbMATH DE number 3044871 (Why is no real title available?)
• A statistical equilibrium theory of markets
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• Convex Analysis
• Existence of an Equilibrium for a Competitive Economy
• Information Theory and Statistical Mechanics
• On rings of operators. III
• Prior Probabilities
• The Maximum-Entropy Distribution of the Future Market Price of a Stock

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(8)

• Unhedgeable shocks and statistical economic equilibrium
• A statistical equilibrium theory of markets
• Discretizing distributions with exact moments: error estimate and convergence analysis
• Tuning parameter-free nonparametric density estimation from tabulated summary data
• The limit distribution of evolving strategies in financial markets
• Bayesian general equilibrium
• An entropic framework for modeling economies
• Market Equilibrium with Hidden Knowledge and Self-Selection

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