Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Year of publication: |
July 2011
|
---|---|
Authors: | Judd, Kenneth L. ; Maliar, Lilia ; Maliar, Serguei |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 2.2011, 2, p. 173-210
|
Subject: | Stochastic simulation, | generalized stochastic simulation algorithm | parameterized expectations algorithm | least absolute deviations | linear programming | regularization | Simulation | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Dynamische Wirtschaftstheorie | Economic dynamics |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE14 [DOI] hdl:10419/150320 [Handle] |
Classification: | C63 - Computational Techniques ; C68 - Computable General Equilibrium Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Maliar, Lilia, (2015)
-
Chapter 7. Numerical Methods for Large-Scale Dynamic Economic Models
Maliar, Lilia, (2014)
-
Chapter 5 Numerical solution of dynamic economic models
Santos, Manuel S., (1999)
- More ...
-
Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods
Maliar, Serguei, (2010)
-
A Cluster-Grid Projection Method : Solving Problems with High Dimensionality
Judd, Kenneth L., (2010)
-
How to Solve Dynamic Stochastic Models Computing Expectations Just Once
Judd, Kenneth L., (2011)
- More ...