| dc.contributor.author | Stachurski, J | |
| dc.contributor.author | Martin, V | |
| dc.date.available | 2014-05-21T23:09:20Z | |
| dc.date.issued | 2008-03-18 | |
| dc.identifier.citation | Stachurski, J. & Martin, V. (2008). Computing the Distributions of Economic Models via Simulation. Econometrica: journal of the Econometric Society, 76 (2), pp.443-450. https://doi.org/10.1111/j.1468-0262.2008.00839.x. | |
| dc.identifier.issn | 0012-9682 | |
| dc.identifier.uri | http://hdl.handle.net/11343/29472 | |
| dc.description.abstract | We study a Monte Carlo algorithm for computing marginal and stationary densities of stochastic models with the Markov property, establishing global asymptotic normality and OP(n–1/2) convergence. Asymptotic normality is used to derive error bounds in terms of the distribution of the norm deviation. | |
| dc.publisher | Econometric Society | |
| dc.subject | Economic Theory | |
| dc.title | Computing the Distributions of Economic Models via Simulation | |
| dc.type | Journal Article | |
| dc.identifier.doi | 10.1111/j.1468-0262.2008.00839.x | |
| melbourne.peerreview | Peer Reviewed | |
| melbourne.affiliation | The University of Melbourne | |
| melbourne.affiliation.department | Economics | |
| melbourne.source.title | Econometrica: journal of the Econometric Society | |
| melbourne.source.volume | 76 | |
| melbourne.source.issue | 2 | |
| melbourne.source.pages | 443-450 | |
| dc.description.pagestart | 443 | |
| melbourne.publicationid | 111462 | |
| melbourne.elementsid | 307026 | |
| melbourne.contributor.author | Martin, Vance | |
| melbourne.accessrights | This item is currently not available from this repository | |
