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  • Search: subject:"ε-distinguishable set"
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Subject
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Dynamische Wirtschaftstheorie 3 Economic dynamics 3 Simulation 3 Stochastic process 3 Stochastischer Prozess 3 ε-distinguishable set 3 Algorithm 2 Algorithmus 2 Computerized method 2 Computerunterstützung 2 Ergodic set 2 Macroeconometrics 2 Makroökonometrie 2 Neoclassical synthesis 2 Neoklassische Synthese 2 ZLB 2 adaptive grid 2 clusters 2 discrepancy 2 large-scale model 2 new Keynesian model 2 stochastic simulation 2 Curse of dimensionality 1 Endogenous grid 1 Envelope condition 1 High dimensions 1 Large scale 1 Manifold 1 Mathematical programming 1 Mathematische Optimierung 1 Numerical analysis 1 Numerisches Verfahren 1 Parallel computation 1 Perturbation 1 Precomputation 1 Projection 1 Smolyak 1 Stochastic simulation 1 Supercomputers 1 Value function iteration 1
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Free 1 Undetermined 1
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Article 3
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 3
Author
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Maliar, Lilia 3 Maliar, Serguei 3
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Quantitative economics : QE ; journal of the Econometric Society 2 Handbook of computational economics : volume 3 1
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Lilia; Maliar, Serguei - In: Quantitative economics : QE ; journal of the … 6 (2015) 1, pp. 1-47
set method, and a locally-adaptive variant of the ε-distinguishable set method. As an illustration, we solve one- and … “representative” points. We present three alternative techniques for constructing representative points: a clustering method, an ε-distinguishable …
Persistent link: https://www.econbiz.de/10011757628
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Cover Image
Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Serguei; Maliar, Lilia - In: Quantitative economics : QE ; journal of the … 6 (2015) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10011316553
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Chapter 7. Numerical Methods for Large-Scale Dynamic Economic Models
Maliar, Lilia; Maliar, Serguei - In: Handbook of computational economics : volume 3, (pp. 325-477). 2014
approximating functions (Smolyak, stochastic simulation, and ε -distinguishable set grids), accurate low-cost monomial integration …
Persistent link: https://www.econbiz.de/10014025715
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