Similar Search Results

Probabilistic choice in games : properties of Rosenthal's t-solutions

Voorneveld, Mark (contributor) - 2003 - [Elektronische Ressource], Rev. December 20, 2003

, Int. J. Game Theory 18, 273-292), choice probabilities are related to the determination of leveling taxes. The set of t …

Persistent link: https://www.econbiz.de/10001808234

Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models

Meitz, Mika (contributor); Saikkonen, Pentti (contributor) - 2004 - [Elektronische Ressource], First version October 2004, revised December 2005 and April 2007

This paper studies a class of Markov models which consist of two components. Typically, one of the components is observable and the other is unobservable or 'hidden'. Conditions under which (a form of) geometric ergodicity of the unobservable component is inherited by the joint process formed of...

Persistent link: https://www.econbiz.de/10002465203

Stochastic better-supply dynamics in games

Josephson, Jens (contributor) - 2000 - [Elektronische Ressource]

In Young (1993, 1998) agents are recurrently matched to play a finite game and almost always play a myopic best reply to a frequency distribution based on a sample from the recent history of play. He proves that in a generic class of finite n-player games, as the mutation rate tends to zero,...

Persistent link: https://www.econbiz.de/10001600008

Finite dimensional Markovian realizations for stochastic volatility forward rate models

Björk, Tomas (contributor); Landén, Camilla (contributor); … - 2002 - [Elektronische Ressource], This version: May 6, 2002

we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …

Persistent link: https://www.econbiz.de/10001664233

Stochastic adaption in finite games played by heterogeneous populations

Josephson, Jens (contributor) - 2001 - [Elektronische Ressource]

size. -- Bounded rationality ; Evolutionary game theory ; Imitation ; Better replies ; Markov chain ; Stochastic stability …

Persistent link: https://www.econbiz.de/10001622442

Evolution and learning in games

Josephson, Jens - 2001

Persistent link: https://www.econbiz.de/10001628157

Stochastic stability and equilibrium selection in games

Matros, Alexander - 2001

Persistent link: https://www.econbiz.de/10001582793

Testing for unit roots in nonlinear dynamic heterogeneous panels

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource]

In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …

Persistent link: https://www.econbiz.de/10002595402

Parametric covariance matrix modeling in Bayesian panel regression

Salabasis, Mickael (contributor) - 2004 - [Elektronische Ressource], Rev. February 16, 2005

illustrated. -- Bayesian panel regression ; parametric covariance ; model selection …

Persistent link: https://www.econbiz.de/10002595455

Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005

In this paper we derive a unit root test against a Panel Logistic Smooth Transition Autoregressive (PLSTAR). The …, finite sample properties of the test are examined. We highlight scenarios under which the traditional panel unit root tests … by Harris and Tzavalis have inferior or reasonable power compared to our test. -- Dynamic nonlinear panel ; Smooth …

Persistent link: https://www.econbiz.de/10002577852

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