Parametric Continuity of Stationary Distributions

Cuong Le van and John Stachurski ()

No 899, Department of Economics - Working Papers Series from The University of Melbourne

Abstract: The paper gives conditions under which stationary distributions of Markov models depend continuously on the parameters. It extends a well-known parametric continuity theorem for compact state space to the unbounded setting of standard econometrics and time series analysis. Applications to several theoretical and estimation problems are outlined.

Keywords: Parametric; Continuity; Stationary Distributions (search for similar items in EconPapers)
Pages: 29 pages
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.economics.unimelb.edu.au/downloads/wpapers-04/899.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://www.economics.unimelb.edu.au/downloads/wpapers-04/899.pdf [301 Moved Permanently]--> http://fbe.unimelb.edu.au/economics/downloads/wpapers-04/899.pdf [301 Moved Permanently]--> https://fbe.unimelb.edu.au/economics/downloads/wpapers-04/899.pdf)

Related works:
Journal Article: Parametric continuity of stationary distributions (2007)
Working Paper: Parametric continuity of stationary distributions (2007)
Working Paper: Parametric Continuity of Stationary Distributions (2006)
Working Paper: Parametric continuity of stationary distributions (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mlb:wpaper:899

Access Statistics for this paper

More papers in Department of Economics - Working Papers Series from The University of Melbourne Department of Economics, The University of Melbourne, 4th Floor, FBE Building, Level 4, 111 Barry Street. Victoria, 3010, Australia. Contact information at EDIRC.
Bibliographic data for series maintained by Dandapani Lokanathan ().