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• W3125020277 abstract "Abstract In estimation and calibration studies, the convergence of time series sample averages plays a central role. At the same time, a significant number of economic models do not satisfy the classical ergodicity conditions. Motivated by existing work on asymptotics of stochastic economic models, we develop a new set of results on limits of sample moments and other sample averages using an order-theoretic approach. Our results include a condition that is necessary and sufficient for convergence over a broad class of moment functions. We discuss implications, sufficient conditions and a range of economic applications." @default.
• W3125020277 created "2021-02-01" @default.
• W3125020277 creator A5047959069 @default.
• W3125020277 creator A5073513012 @default.
• W3125020277 date "2016-05-01" @default.
• W3125020277 modified "2023-09-24" @default.
• W3125020277 title "Seeking ergodicity in dynamic economies" @default.
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• W3125020277 doi "https://doi.org/10.1016/j.jet.2016.03.006" @default.
• W3125020277 hasPublicationYear "2016" @default.
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