Ergodic properties of conditional forecast functions of stable systems (☆)

Chin-Shan Chuang
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Chin-Shan Chuang: Department of Statistics, Stanford University, Sequoia Hall, Stanford, CA 94305, USA

Economic Theory, 1996, vol. 8, issue 3, 530 pages

Abstract: This paper analyzes the behavior of conditional forecast functions in stable systems. We study convergence of optimal forecast functions, of forecast functions obtained by conditioning on previous values, and conditional and joint densities.

JEL-codes: C53 D84 (search for similar items in EconPapers)
Date: 1996
Note: Received: December 9, 1994;revised version December 20, 1995
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