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Parametric conditional Monte Carlo density estimation
Liao, Yin; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411410
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Stability of stationary distributions in monotone economies
Kamihigashi, Takashi; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411413
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Fitted value function iteration with probability one contractions
Pál, Jenö; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411415
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An order-theoretic mixing condition for monotone Markov chains
Kamihigashi, Takashi; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411417
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Generalized look-ahead methods for computing stationary densities
Braun, R. Anton; Li, Huiyu; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411420
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A goodness of fit test for ergodic Markov processes
Martin, Vance; Nishiyama, Yoshihiko; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411424
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Solving the income fluctuation problem with unbounded rewards
Li, Huiyu; Stachurski, John - In: Journal of economic dynamics & control 45 (2014), pp. 353-365
Persistent link: https://www.econbiz.de/10010474415
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Seeking ergodicity in dynamic economies
Kamihigashi, Takashi; Stachurski, John - 2014 - November 21, 2014
Persistent link: https://www.econbiz.de/10010476425
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Perfect simulation for models of industry dynamics
Kamihigashi, Takashi; Stachurski, John - 2014 - November 21, 2014
Persistent link: https://www.econbiz.de/10010476432
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An axiomatic approach to measuring degree of stochastic dominance
Kamihigashi, Takashi; Stachurski, John - 2014
Persistent link: https://www.econbiz.de/10010476440