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  • Search: subject:"law of large numbers"
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Year of publication
Subject
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law of large numbers 25 Law of large numbers 16 Theorie 9 Theory 8 equation 8 Economic models 7 Law of Large Numbers 7 probability 7 statistics 7 Estimation theory 6 Game theory 6 Incomplete-information games 6 Schätztheorie 6 Spieltheorie 6 belief functions 6 common priors 6 conditional exact law of large numbers 6 conditional independence 6 covariance 6 equations 6 exchangeability 6 generalized hyperbolic distribution 6 large populations 6 prediction 6 survey 6 time series 6 correlation 5 econometrics 5 Aggregate uncertainty 4 Asymmetric information 4 Asymmetrische Information 4 Business cycle 4 Extension 4 Hilbert space 4 Individual risk 4 Monte Carlo sampling process 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 Nash equilibrium 4 Pareto efficiency 4
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Online availability
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Free 74 CC license 3
Type of publication
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Book / Working Paper 59 Article 15
Type of publication (narrower categories)
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Working Paper 26 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 14 Article in journal 7 Aufsatz in Zeitschrift 7 Article 6
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Language
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English 49 Undetermined 25
Author
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Sun, Yeneng 11 Schwaab, Bernd 7 Zhang, Xin 7 Hellwig, Martin 6 Khan, M. Ali 5 Lucas, André 5 Qiao, Lei 5 Berti, Patrizia 4 Gori, Michele 4 Hammond, Peter J. 4 Nirei, Makoto 4 Rath, Kali P. 4 Rigo, Pietro 4 Yu, Haomiao 4 Andrews, Donald W.K. 2 Guo, Qi 2 Jareb, Colin 2 Kanaya, Shin 2 Karavaev, Andrei 2 Kolokolʹcov, Vassilij N. 2 Küchler, Uwe 2 Lucas, Andre 2 Remillard, Bruno 2 Sviščuk, Anatolij 2 Sørensen, Michael M. 2 Whelan, Karl 2 Zhang, Yongchao 2 Alós-Ferrer, Carlos 1 Balbus, Lukasz 1 Chichilnisky, Graciela 1 Collevecchio, Andrea 1 Damgaard, Jannick 1 De Scheemaekere, Xavier 1 Douady, Raphaël 1 Duffie, Darrell 1 Dziewulski, Pawel 1 Einmahl, John 1 Elkjaer, Thomas 1 Epstein, Larry 1 Ghosh, Atish R. 1
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Institution
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International Monetary Fund (IMF) 9 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Cowles Foundation for Research in Economics, Yale University 2 Center for the Study of Rationality, Hebrew University of Jerusalem 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 1 Institute of Innovation Research, Hitotsubashi University 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 Tinbergen Instituut 1 University of Rochester - Center for Economic Research (RCER) 1
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Published in...
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IMF Working Papers 9 MPRA Paper 6 Theoretical Economics 5 Theoretical economics : TE ; an open access journal in economic theory 3 Cowles Foundation Discussion Papers 2 Discussion Papers of the Max Planck Institute for Research on Collective Goods 2 Discussion paper series 2 Discussion papers of the Max Planck Institute for Research on Collective Goods 2 Games 2 Quaderni di Dipartimento 2 Working Paper 2 CESifo Working Paper 1 CESifo working papers 1 CREATES Research Papers 1 CREATES research paper 1 Collegium of Economic Analysis working paper series 1 Department of Economics, Working Paper Series 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion Paper Series / Center for the Study of Rationality, Hebrew University of Jerusalem 1 Discussion paper / Tinbergen Institute 1 Discussion paper series / A / Institute of Economic Research 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ECB Working Paper 1 Economic theory 1 IIR Working Paper 1 IRTG 1792 Discussion Paper 1 Journal of econometrics 1 Quaderni del Dipartimento 1 RCER Working Papers 1 Risks 1 Risks : open access journal 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 Stanford University Graduate School of Business research paper 1 Statistical Papers 1 Sveriges Riksbank Working Paper Series 1 Sveriges Riksbank working paper series 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1 UCD Centre for Economic Research Working Paper Series 1
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Source
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RePEc 34 ECONIS (ZBW) 22 EconStor 18
Showing 1 - 10 of 74
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Samuelson's fallacy of large numbers with decreasing absolute risk aversion
Whelan, Karl - 2024
Samuelson (1963) conjectured that accepting multiple independent gambles you would reject on a stand-alone basis violated expected utility theory. Ross (1999) and others presented examples where expected utility maximizers would accept multiple gambles that would be rejected on a stand-alone...
Persistent link: https://www.econbiz.de/10015051831
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Samuelson's fallacy of large numbers with decreasing absolute risk aversion
Whelan, Karl - 2024
Samuelson (1963) conjectured that accepting multiple independent gambles you would reject on a stand-alone basis violated expected utility theory. Ross (1999) and others presented examples where expected utility maximizers would accept multiple gambles that would be rejected on a stand-alone...
Persistent link: https://www.econbiz.de/10014581438
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The validity of bootstrap testing for threshold autoregression
Giannerini, Simone; Goracci, Greta; Rahbek, Anders - In: Journal of econometrics 239 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015073962
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Continuous-time random matching
Duffie, Darrell; Qiao, Lei; Sun, Yeneng - 2023 - This version: August 18, 2023
Persistent link: https://www.econbiz.de/10014476657
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Incomplete-information games in large populations with anonymity
Hellwig, Martin - In: Theoretical Economics 17 (2022) 1, pp. 461-506
of large numbers for the latter. This macro-micro decomposition of uncertainty is implied by a condition of … continuum of agents and a decomposition of uncertainty into a macro component and an agent-specific micro component, with a law …
Persistent link: https://www.econbiz.de/10013189064
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Incomplete‐information games in large populations with anonymity
Hellwig, Martin - In: Theoretical economics : TE ; an open access journal in … 17 (2022) 1, pp. 461-506
of large numbers for the latter. This macro-micro decomposition of uncertainty is implied by a condition of … continuum of agents and a decomposition of uncertainty into a macro component and an agent‐specific micro component, with a law …
Persistent link: https://www.econbiz.de/10012806975
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Quantum mean-field games with the observations of counting type
Kolokolʹcov, Vassilij N. - In: Games 12 (2021) 1, pp. 1-14
Quantum games and mean-field games (MFG) represent two important new branches of game theory. In a recent paper the author developed quantum MFGs merging these two branches. These quantum MFGs were based on the theory of continuous quantum observations and filtering of diffusive type. In the...
Persistent link: https://www.econbiz.de/10013200070
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Monte Carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.; Qiao, Lei; Sun, Yeneng - In: Economic theory 71 (2021) 3, pp. 1161-1187
Persistent link: https://www.econbiz.de/10012584419
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Quantum mean-field games with the observations of counting type
Kolokolʹcov, Vassilij N. - In: Games 12 (2021) 1/7, pp. 1-14
Quantum games and mean-field games (MFG) represent two important new branches of game theory. In a recent paper the author developed quantum MFGs merging these two branches. These quantum MFGs were based on the theory of continuous quantum observations and filtering of diffusive type. In the...
Persistent link: https://www.econbiz.de/10012432543
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Limit theorems for locally stationary processes
Kawka, Rafael - In: Statistical Papers 62 (2020) 6, pp. 2557-2571
representation. In particular, we prove a central limit theorem (CLT), a weak and a strong law of large numbers (WLLN, SLLN) and a …
Persistent link: https://www.econbiz.de/10014504385
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