ダウンロード数: 176
| タイトル: | PARAMETRIC CONTINUITY OF STATIONARY DISTRIBUTIONS |
| 著者: | Le Van, Cuong Stachurski, John |
| キーワード: | Markov processes parametric continuity |
| 発行日: | Apr-2006 |
| 出版者: | Institute of Economic Research, Kyoto University |
| 誌名: | KIER Discussion Paper |
| 巻: | 616 |
| 抄録: | For Markovian economic models, long-run equilibria are typically identified with the stationary (invariant) distributions generated by the model. In this paper we provide new sufficient conditions for continuity in the map from parameters to these equilibria. Several existing results are shown to be special cases of our theorem. |
| URI: | http://hdl.handle.net/2433/129530 |
| 関連リンク: | http://ideas.repec.org/p/kyo/wpaper/616.html |
| 出現コレクション: | KIER Discussion Paper (英文版) |
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