A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes

Economics Letters

Volumn 99, Issue 3, 2008, Pages 516-520

  Flodén, Martin ^a,b  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

^b CEPR   (United Kingdom)

Author keywords

Autoregressive process; Income processes; Numerical methods

Indexed keywords

EID: 43849108723     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2007.09.040     Document Type: Article

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