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Some inference results on random pure exchange economies

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Abstract

In this paper we apply the theory of large deviations to a random exchange economy. Two types of the observations, namely partial observation and full observation, and their consequences on our a posteriori knowledge about the equilibrium are discussed. A random exchange economy with economic sectors is used as an example.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Helsinki, P.O. Box 68, FI-00014, Helsinki, Finland

    Yongming Hou

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  1. Yongming Hou
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Correspondence to Yongming Hou.

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Hou, Y. Some inference results on random pure exchange economies. Ann Oper Res 196, 293–309 (2012). https://doi.org/10.1007/s10479-012-1157-7

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  • DOI: https://doi.org/10.1007/s10479-012-1157-7

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