The Econometric SocietyEdited by: Marina Halac • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Mar, 2008, Volume 76, Issue 2
https://doi.org/10.1111/j.1468-0262.2008.00839.x
p. 443-450
John Stachurski, Vance Martin
We study a Monte Carlo algorithm for computing marginal and stationary densities of stochastic models with the Markov property, establishing global asymptotic normality and () convergence. Asymptotic normality is used to derive error bounds in terms of the distribution of the norm deviation.
December 11, 2025
We are deeply saddened by the passing of Kate Ho, the John L. Weinberg Professor of Economics and Business Policy at Princeton University and a Fellow of the Econometric Society. Kate was a brilliant IO economist and scholar whose impact on the profession will resonate for many years to come.
