Search Results - subject:"random fixed point"

Testing for unit roots in autoregressions with multiple level shifts

Cavaliere, Giuseppe; Georgiev, Iliyan - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2006

The asymptotic distributions of Augmented-Dickey-Fuller (ADF) unit root tests for autoregressive processes with a unit or near-unit root are discussed in the presence of multiple stochastic level shifts of large size occurring independently in time. The distributions depend on a Brownian motion...

Persistent link: https://www.econbiz.de/10011228078

Testing for unit roots in autoregressions with multiple level shifts

Cavaliere, Giuseppe; Georgiev, Iliyan - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2006

Persistent link: https://www.econbiz.de/10005042446

Inverse problems for random differential equations using the collage method for random contraction mappings

Torre, Davide La; Kunze, Herb; Vrscay, Ed - Dipartimento di Economia, Management e Metodi … - 2006

are one such class of useful models. In this paper we consider such equations as random fixed point equations T …

Persistent link: https://www.econbiz.de/10009324403

Random fixed point equations and inverse problems by collage theorem

Torre, Davide La; Kunze, Herb; Vrscay, Edward - Dipartimento di Economia, Management e Metodi … - 2006

In this paper we are interested in the direct and inverse problems for the following class of random fixed point …

Persistent link: https://www.econbiz.de/10009324478

Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production

Peter, Jens-Ulrich; Schenk-Hoppé, Klaus Reiner - Institut für Volkswirtschaftslehre, …

asymptotically stable random fixed point. The statistical properties of the aggregates output, consumption, capital stock, and real …

Persistent link: https://www.econbiz.de/10005627996