Ergodic properties of conditional forecast functions of stable systems (&star;)

This paper analyzes the behavior of conditional forecast functions in stable systems. We study convergence of optimal forecast functions, of forecast functions obtained by conditioning on previous values, and conditional and joint densities.

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Year of publication:	1996
Authors:	Chuang, Chin-Shan
Published in:	Economic Theory. - Springer. - Vol. 8.1996, 3, p. 521-530
Publisher:	Springer

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Type of publication:	Article
Notes:	Received: December 9, 1994;revised version December 20, 1995
Classification:	C53 - Forecasting and Other Model Applications ; D84 - Expectations; Speculations
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005371196