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In particular, we give a new result when the classical condition of contraction on average is replaced with a contraction in conditional expectation. Under some conditions, we also discuss the dependence properties of these processes using the functional dependence measure of Wu (2005, <jats:italic>Proceedings of the National Academy of Sciences<\/jats:italic> 102, 14150\u201314154) that delivers a central limit theorem giving a wide range of applications. Our results are illustrated with conditional heteroscedastic autoregressive nonlinear models, Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) processes, count time series, binary choice models, and categorical time series for which we provide many extensions of existing results.<\/jats:p>","DOI":"10.1017\/s0266466620000559","type":"journal-article","created":{"date-parts":[[2021,2,4]],"date-time":"2021-02-04T04:30:57Z","timestamp":1612413057000},"page":"1135-1172","source":"Crossref","is-referenced-by-count":15,"title":["ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS"],"prefix":"10.1017","volume":"37","author":[{"given":"Zinsou 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