Stability in a Random Coefficient Model

DOI10.2307/2525877MaRDI QIDQ4769734zbMATH OpenOpenAlexFDO

Authors John Conlisk

Publication date 1974

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525877

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Cited in

(18)

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• Pension Funding with Moving Average Rates of Return
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
• On nonlinear models for time series
• Stationarity of econometric learning with bounded memory and a predicted state variable
• Random autoregressive models: a structured overview
• Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
• Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
• scientific article; zbMATH DE number 958377 (Why is no real title available?)
• Sample path properties of an explosive double autoregressive model
• A first order continuous time <scp>VAR</scp> with random coefficients
• On first and second order stationarity of random coefficient models
• A stochastic tree for bubble asset modelling and pricing
• Investigation of sequential sampling procedures for estimation in a random coefficients autoregressive model

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