Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Year of publication: |
July 2011
|
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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
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Subject: | Stochastic simulation, | generalized stochastic simulation algorithm | parameterized expectations algorithm | least absolute deviations | linear programming | regularization | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Simulation | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm |
Type of publication: | Article |
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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 |
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