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  • Search: subject:"Ergodic theorem"
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Year of publication
Subject
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Estimation theory 5 Lyapunov exponents 5 Schätztheorie 5 multiplicative ergodic theorem 4 time-varying rational expectations models 4 Bayes-Statistik 3 Bayesian average 3 Bayesian inference 3 Ergodic theorem 3 Rational expectations 3 Rationale Erwartung 3 Statistical theory 3 Statistische Methodenlehre 3 Availability 2 Ergodic Theorem(s) 2 Ergodicity 2 Fast Repair 2 Insensitivity 2 Light Traffic 2 New Keynesian model 2 Perturbation Analysis 2 Queu(e)ing System(s) 2 Reliability 2 Repairable System(s) 2 Special Random Process(es) 2 Taylor rule 2 Time series analysis 2 Zeitreihenanalyse 2 conditional mean estimation 2 ergodic theorem 2 random dynamical systems 2 summary statistic 2 ARCH model 1 ARCH-Modell 1 Almost subadditive ergodic theorem 1 Conditional mean estimation 1 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Ergodic theorem Contraction property 1 Exchangeability 1
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Online availability
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Free 6 Undetermined 6
Type of publication
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Book / Working Paper 11 Article 6
Type of publication (narrower categories)
All
Working Paper 7 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 9 Undetermined 8
Author
All
Neusser, Klaus 5 Cheng, Tingting 3 Gao, Jiti 3 Phillips, Peter C. B. 3 Schuerger, Klaus 3 Kovalenko, Igor 2 Hansen, Jennie C. 1 Hulse, Paul 1 Kandji, Baye Matar 1 Keane, Michael 1 Molchanov, Ilga 1 Schmutz, Michael 1 Stucki, Kaspar 1 Takei, Masato 1
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Institution
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University of Bonn, Germany 3 Departamento de Estadistica, Universidad Carlos III de Madrid 1
Published in...
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Discussion Paper Serie B 3 Discussion Papers 2 Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Computational Statistics 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Mathematical Methods of Operations Research 1 Statistics & Probability Letters 1 Statistics and Econometrics Working Papers 1 Stochastic Processes and their Applications 1 Working paper series 1
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Source
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RePEc 8 ECONIS (ZBW) 7 EconStor 2
Showing 1 - 10 of 17
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On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar - 2023
Persistent link: https://www.econbiz.de/10014321021
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The New Keynesian model with stochastically varying policies
Neusser, Klaus - 2018
The Multiplicative Ergodic Theorem provides a novel general methodology to analyze rational expectations models with …
Persistent link: https://www.econbiz.de/10012112064
Saved in:
Cover Image
Time-varying rational expectations models: Solutions, stability, numerical implementation
Neusser, Klaus - 2017
While rational expectations models with time-varying (random) coefficients have gained some esteem, the understanding of their dynamic properties is still in its infancy. The paper adapts results from the theory of random dynamical systems to solve and analyze the stability of rational...
Persistent link: https://www.econbiz.de/10012112101
Saved in:
Cover Image
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011781976
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A frequency approach to Bayesian asymptotics
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011781652
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Time-varying rational expectations models
Neusser, Klaus - In: Journal of economic dynamics & control 107 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012312651
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Cover Image
The New Keynesian model with stochastically varying policies
Neusser, Klaus - 2018
The Multiplicative Ergodic Theorem provides a novel general methodology to analyze rational expectations models with …
Persistent link: https://www.econbiz.de/10011810602
Saved in:
Cover Image
A frequentist approach to Bayesian asymptotics
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - In: Journal of econometrics 206 (2018) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10012110394
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Invariance properties of random vectors and stochastic processes based on the zonoid concept
Molchanov, Ilga; Schmutz, Michael; Stucki, Kaspar - Departamento de Estadistica, Universidad Carlos III de … - 2012
is shown that nonetheless the ergodic theorem holds for swap invariant sequences and the limits are characterized …
Persistent link: https://www.econbiz.de/10010556341
Saved in:
Cover Image
Time-varying rational expectations models : solutions, stability, numerical implementation
Neusser, Klaus - 2017
While rational expectations models with time-varying (random) coefficients have gained some esteem, the understanding of their dynamic properties is still in its infancy. The paper adapts results from the theory of random dynamical systems to solve and analyze the stability of rational...
Persistent link: https://www.econbiz.de/10011713693
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