Search Results - subject:"Euler–Lagrange equation"

Introduction to dynamic optimization : the calculus of variations

Todorova, Tamara - 2010

Persistent link: https://www.econbiz.de/10011574030

Rate of weak convergence of the Euler approximation for diffusion processes with jumps

Kubilius, Kestutis; Platen, Eckhard - 2001

Persistent link: https://www.econbiz.de/10001619252

Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence

Gregory, Allan W.; Lamarche, Jean-Francois; Smith, Gregor W. - 2001 - First draft February 2000

This paper investigates the behaviour of estimators based on the Kullback-Leibler information criterion (KLIC), as an alternative to the generalized method of moments (GMM). We first study the estimators in a Monte Carlo simulation model of consumption growth with power utility. Then we compare...

Persistent link: https://www.econbiz.de/10009676158

On irregular functionals of SDEs and the Euler scheme

Avikainen, Rainer - In: Finance and stochastics 13 (2009) 3, pp. 381-401

Persistent link: https://www.econbiz.de/10003899316

Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff

Giles, Michael B.; Higham, Desmond J.; Mao, Xuerong - In: Finance and stochastics 13 (2009) 3, pp. 403-413

Persistent link: https://www.econbiz.de/10003899321

Does consumption respond to predicted increases in cash-hand availability? : evidence from the Italian "severance pay"

Borella, Margherita; Fornero, Elsa; Rossi, Mariacristina - In: Economics letters 105 (2009) 1, pp. 127-129

Persistent link: https://www.econbiz.de/10003899400

Intertemporal consumption with directly measured welfare functions and subjective expectations

Kapteyn, Arie; Kleinjans, Kristin J.; Soest, Arthur van - In: Journal of economic behavior & organization : JEBO 72 (2009) 1, pp. 425-437

Persistent link: https://www.econbiz.de/10003906957

A method for calibrating input (and output) price elasticities

Alba, Michael M.; Briones, Roehlano M. - In: The Philippine review of economics : a joint … 46 (2009) 2, pp. 63-89

Persistent link: https://www.econbiz.de/10008747250

Euler consumption equation with non-separable preferences over consumption and leisure and collateral constraints

Kilponen, Juha - 2009

Persistent link: https://www.econbiz.de/10003816543

Estimating Euler equations with noisy data : two exact GMM estimators

Alan, Sule; Attanasio, Orazio P.; Browning, Martin James - In: Journal of applied econometrics 24 (2009) 2, pp. 309-324

Persistent link: https://www.econbiz.de/10003817851