Approximating high-dimensional dynamic models : sieve value function iteration
Peter Arcidiacono, Patrick Bayer, Federico A. Bugni and Jonathan James
| Year of publication: |
2013
|
|---|---|
| Authors: | Arcidiacono, Peter ; Bayer, Patrick J. ; Bugni, Federico A. ; James, Jonathan |
| Published in: |
Structural econometric models. - Bingley [u.a.] : Emerald, ISBN 978-1-78350-052-9. - 2013, p. 45-95
|
| Subject: | Large state space | dynamic decision problem | sieve approximation | value function | value function iteration | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010359152