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Random dynamical systems: a review

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  • Rabi Bhattacharya

    ()

  • Mukul Majumdar

    ()

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    Abstract

    This 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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    File URL: http://hdl.handle.net/10.1007/s00199-003-0357-4
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    Bibliographic Info

    Article provided by Springer in its journal Economic Theory.

    Volume (Year): 23 (2003)
    Issue (Month): 1 (December)
    Pages: 13-38

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    Handle: RePEc:spr:joecth:v:23:y:2003:i:1:p:13-38

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    Web page: http://link.springer.de/link/service/journals/00199/index.htm

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    Related research

    Keywords: Random dynamical systems; Stability; Splitting; Contractions; Stochastic growth; Time series; Estimation.;

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    Cited by:
    1. Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy Of Simulations For Stochastic Dynamic Models," Economics Working Papers we034615, Universidad Carlos III, Departamento de Economía.
    2. 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.
    3. Santanu Roy & Itzhak Zilcha, 2012. "Stochastic growth with short-run prediction of shocks," Economic Theory, Springer, vol. 51(3), pages 539-580, November.
    4. 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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