On stationary recursive equilibria and nondegenerate state spaces : the Huggett model
Year of publication: |
2014
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Authors: | Kam, Timothy ; Lee, Junsang |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 50.2014, p. 156-159
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Subject: | Incomplete markets | Compactness | Individual state space | Stationary distribution | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zustandsraummodell | State space model | Unvollkommener Markt | Incomplete market | Markov-Kette | Markov chain |
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