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Random dynamical systems: a review

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Publication:1422235
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DOI10.1007/S00199-003-0357-4zbMath1175.91103OpenAlexW2005162514WikidataQ60164538 ScholiaQ60164538MaRDI QIDQ1422235

Rabi N. Bhattacharya, Mukul K. Majumdar

Publication date: 5 February 2004

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-003-0357-4


zbMATH Keywords

Time seriesStabilityEstimationRandom dynamical systemsSplittingContractionsStochastic growth


Mathematics Subject Classification ID

Economic time series analysis (91B84) Stochastic models in economics (91B70) Economic growth models (91B62)


Related Items (6)

Simulation-based estimation of dynamic models with continuous equilibrium solutions ⋮ Stochastic growth, conservation of capital and convergence to a positive steady state ⋮ When panic makes you blind: a chaotic route to systemic risk ⋮ Asymmetric outcome in a symmetric dynamic duopoly ⋮ Stochastic growth with short-run prediction of shocks ⋮ Consistency properties of a simulation-based estimator for dynamic processes







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