s***e
发帖数: 911 | 1 刚才和别人讨论和计量经济学有关的一点儿和时间序列自相关可能有联系的数学.
反正写成文字乐,不如贴到这里混点经验:
迭带系统不动点的稳定性(和均衡问题有关):
A. The one-dimensional system(作点简单介绍)
For simplicity, we first consider a one-dimensional system:
x_{i+1}=f[x_{i}] (1)
The fixed point is x_{*}=f[x_{*}]. This is an equation you can solve x_{*}
out. Now let's analysis the stability of x_{*}. Assume a perturbation Dx
to x_{*}, then
f[x_{*}+DX]=f[x_{*}]+D[f,x]*DX=(since (1))=x_{*}+D[f,x]*DX (2)
this is in fact the taylor expansion keeping to |
|
