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  • Search: subject:"Approximation solution"
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Approximation solution 1 Bi-quadratic optimization 1 Probabilistic solution 1 RBC features 1 Semidefinite programming relaxation 1 approximation solution methods 1 endogenous growth 1
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Undetermined 1
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Article 2
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Undetermined 2
Author
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Barañano, Ilaski 1 Iza, Amaia 1 Ling, Chen 1 Qi, Liqun 1 Vázquez, Jesús 1 Zhang, Xinzhen 1
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Journal of Global Optimization 1 Spanish Economic Review 1
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RePEc 2
Showing 1 - 2 of 2
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Semidefinite relaxation bounds for bi-quadratic optimization problems with quadratic constraints
Zhang, Xinzhen; Ling, Chen; Qi, Liqun - In: Journal of Global Optimization 49 (2011) 2, pp. 293-311
Persistent link: https://www.econbiz.de/10008925232
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A comparison between the log-linear and the parameterized expectations methods
Barañano, Ilaski; Iza, Amaia; Vázquez, Jesús - In: Spanish Economic Review 4 (2002) 1, pp. 41-60
This paper compares the performance of a log-linear method and a parameterized expectations method in solving a dynamic general equilibrium endogenous growth model with human capital. Quantitative evaluation based on second moment statistics shows that the results provided by the two numerical...
Persistent link: https://www.econbiz.de/10005155582
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