Random dynamical systems: a review
AbstractThis paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps. Copyright Springer-Verlag Berlin/Heidelberg 2003
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Bibliographic InfoArticle provided by Springer in its journal Economic Theory.
Volume (Year): 23 (2003)
Issue (Month): 1 (December)
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- Manuel S. Santos & Adrian Peralta-Alva, 2003.
"Accuracy Of Simulations For Stochastic Dynamic Models,"
Economics Working Papers
we034615, Universidad Carlos III, Departamento de Economía.
- Manuel S. Santos & Adrian Peralta-Alva, 2005. "Accuracy of Simulations for Stochastic Dynamic Models," Econometrica, Econometric Society, vol. 73(6), pages 1939-1976, November.
- Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy of Simulations for Stochastic Dynamic Models," Levine's Bibliography 666156000000000264, UCLA Department of Economics.
- Santos, Manuel S., 2004. "Simulation-based estimation of dynamic models with continuous equilibrium solutions," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 465-491, June.
- Santanu Roy & Itzhak Zilcha, 2012. "Stochastic growth with short-run prediction of shocks," Economic Theory, Springer, vol. 51(3), pages 539-580, November.
- Manuel S. Santos, 2003. "Simulation-Based Estimation Of Dynamic Models With Continuous Equilibrium Solutions," Economics Working Papers we034716, Universidad Carlos III, Departamento de Economía.
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