TY  - JOUR
AU  - Stachurski, J
AU  - Martin, V
Y2  - 2014/05/21
Y1  - 2008/03/18
SN  - 0012-9682
UR  - http://hdl.handle.net/11343/29472
AB  - 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.
PB  - Econometric Society
KW  - Economic Theory
T1  - Computing the Distributions of Economic Models via Simulation
DO  - 10.1111/j.1468-0262.2008.00839.x
IS  - Econometrica: journal of the Econometric Society
VL  - 76
IS  - 2
SP  - 443-450
L1  - /bitstream/handle/11343/29472/278410_111462.pdf?sequence=1&isAllowed=n
ER  -