BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS

DOI10.1017/S136510051100054XzbMath1246.91102OpenAlexW1967652825MaRDI QIDQ2907909

John Stachurski

Publication date: 4 September 2012

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s136510051100054x

zbMATH Keywords

ergodicitystationary distributionstail events

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Statistical methods; economic indices and measures (91B82) Economic dynamics (91B55)

Cites Work

• Simulated Moments Estimation of Markov Models of Asset Prices
• Markov Chains and Stochastic Stability
• Threshold Autoregression with a Unit Root

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