ダウンロード数: 181
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| DCフィールド | 値 | 言語 |
|---|---|---|
| dc.contributor.author | Le Van, Cuong | en |
| dc.contributor.author | Stachurski, John | en |
| dc.date.accessioned | 2010-10-26T03:03:07Z | - |
| dc.date.available | 2010-10-26T03:03:07Z | - |
| dc.date.issued | 2006-04 | - |
| dc.identifier.uri | http://hdl.handle.net/2433/129530 | - |
| dc.description.abstract | 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. | en |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | eng | - |
| dc.publisher | Institute of Economic Research, Kyoto University | en |
| dc.publisher.alternative | 京都大学経済研究所 | ja |
| dc.subject | Markov processes | en |
| dc.subject | parametric continuity | en |
| dc.subject.ndc | 330 | - |
| dc.title | PARAMETRIC CONTINUITY OF STATIONARY DISTRIBUTIONS | en |
| dc.type | research report | - |
| dc.type.niitype | Research Paper | - |
| dc.identifier.jtitle | KIER Discussion Paper | en |
| dc.identifier.volume | 616 | - |
| dc.textversion | author | - |
| dc.sortkey | 00616 | - |
| dc.relation.url | http://ideas.repec.org/p/kyo/wpaper/616.html | - |
| dcterms.accessRights | open access | - |
| 出現コレクション: | KIER Discussion Paper (英文版) | |
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