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Risk-taking and capital market equilibrium
Nielsen, Lars Tyge - 1985
Persistent link: https://www.econbiz.de/10000884964
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Stochastic equilibria on graphs
Evstigneev, Igor V.; Taksar, Michael I. - 1992
Persistent link: https://www.econbiz.de/10000854780
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Statistical inference in calibrated models
Canova, Fabio - 1993
Persistent link: https://www.econbiz.de/10000877153
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Coordination and correlation in Markov rational belief equilibria
Kurz, Mordecai; Schneider, Martin - In: Economic theory : official journal of the Society for … 8 (1996) 3, pp. 489-520
Persistent link: https://www.econbiz.de/10001208495
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Computing Markov-perfect Nash equilibria : numerical implications of a dynamic differentiated product model
Pakes, Ariel - In: The Rand journal of economics 25 (1994) 4, pp. 555-589
Persistent link: https://www.econbiz.de/10001172346
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Balanced states in stochastic economies with locally interacting agents
Dempster, Michael A. H.; Evstigneev, Igor V.; Pirogov, S. A. - 1996
Persistent link: https://www.econbiz.de/10000937678
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Conditional Pareto optimality of stationary equilibrium in a stochastic overlapping generations model
Sakai, Yoshikiyo - In: Journal of economic theory 1 (1988), pp. 209-213
Persistent link: https://www.econbiz.de/10001055909
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Stochastic equilibria on graphs
Evstigneev, Igor V. - In: Journal of mathematical economics 24 (1995) 4, pp. 383-406
Persistent link: https://www.econbiz.de/10001287259
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Stochastic equilibria on graphs
Evstigneev, Igor V. - In: Journal of mathematical economics 23 (1994) 5, pp. 401-433
Persistent link: https://www.econbiz.de/10001287260