๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A note on the number of non-zero eigenvalues of a dynamic linear econometric model

โœ Scribed by L. Schoonbeek

Publisher
Springer-Verlag
Year
1983
Tongue
English
Weight
200 KB
Volume
8
Category
Article
ISSN
0377-7332

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

A note on the ergodicity of non-linear a
A note on the ergodicity of non-linear autoregressive model
โœ H.Z. An; S.G. Chen ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 238 KB

We examine the Markov chain Xt = q~(Xt-i )+etb, where Xt = (x,, ..., x,\_p+~ )~, b = ( 1,0 ..... 0)L Under some appropriate conditions on q~, we show the ergodicity for {X,} when Eet 2 is suitable small, and the geometric ergodicity when Ee I~' 1 is suitably small.