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Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo - 2023
Persistent link: https://www.econbiz.de/10014432302
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Firms' beliefs and learning: models, identification, and empirical evidence
Aguirregabiria, Victor; Jeon, Jihye - 2018
Persistent link: https://www.econbiz.de/10012003784
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Firms' beliefs and learning : models, identification, and empirical evidence
Aguirregabiria, Victor; Jeon, Jihye - 2018
Persistent link: https://www.econbiz.de/10011915338
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GPMR: an iterative method for unsymmetric partitioned linear systems
Montoison, Alexis; Orban, Dominic - 2021
Persistent link: https://www.econbiz.de/10012694289
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On GSOR, the generalized successive overrelaxation method for double saddle-point problems
Huang, Na; Dai, Yu-Hong; Orban, Dominique; Saunders, … - 2022
Persistent link: https://www.econbiz.de/10013370487
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Endogenous gridpoints in multiple dimensions : interpolation on non-linear grids
White, Matthew N. - 2014
Persistent link: https://www.econbiz.de/10010491134
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Endogenous grids in higher dimensions : delaunay interpolation and hybrid methods
Ludwig, Alexander; Schön, Matthias - 2016
This paper investigates extensions of the method of endogenous gridpoints (ENDGM) introduced by Carroll (2006) to higher dimensions with more than one continuous endogenous state variable. We compare three different categories of algorithms: (i) the conventional method with exogenous grids...
Persistent link: https://www.econbiz.de/10012061593
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Endogenous grids in higher dimensions : delaunay interpolation and hybrid methods
Ludwig, Alexander; Schön, Matthias - 2014
This paper investigates extensions of the method of endogenous gridpoints (ENDGM) introduced by Carroll (2006) to higher dimensions with more than one continuous endogenous state variable. We compare three different categories of algorithms: (i) the conventional method with exogenous grids...
Persistent link: https://www.econbiz.de/10010419826
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Empirical performance of GARCH models with heavy-tailed innovations
Guo, Zi-Yi - 2017 - This version: August 2017
has practical advantages in quantitative risk management. Finally, the convergence of numerical solutions in maximum …
Persistent link: https://www.econbiz.de/10011723904
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A numerical algorithm to find all scalar feedback nash equilibria
Engwerda, Jacob Christiaan - 2013
Persistent link: https://www.econbiz.de/10010188289