Stochastic growth: asymptotic distributions

B-Tier
Journal: Economic Theory
Year: 2003
Volume: 21
Issue: 4
Pages: 913-919

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This note studies conditions under which sequences of state variables generated by discrete-time stochastic optimal accumulation models have law of large numbers and central limit properties. Productivity shocks with unbounded support are considered. Instead of restrictions on the support of the shock, an “average contraction” property is required on technology. Copyright Springer-Verlag Berlin Heidelberg 2003

Technical Details

RePEc Handle
repec:spr:joecth:v:21:y:2003:i:4:p:913-919
Journal Field
Theory
Author Count
1
Added to Database
2026-01-29