One-Node Quadrature Beats Monte Carlo : A Generalized Stochastic Simulation Algorithm
Year of publication: |
2011
|
---|---|
Authors: | Judd, Kenneth L. |
Other Persons: | Maliar, Lilia (contributor) ; Maliar, Serguei (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Mathematik | Mathematics | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Series: | NBER Working Paper ; No. w16708 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2011 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
One-node quadrature beats Monte Carlo : a generalized stochastic simulation algorithm
Judd, Kenneth L., (2011)
-
Simulated maximum likelihood using tilted importance sampling
Brinch, Christian N., (2008)
-
One-node Quadrature Beats Monte Carlo : A Generalized Stochastic Simulation Algorithm
Judd, Kenneth, (2011)
- More ...
-
Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Judd, Kenneth L., (2011)
-
How to solve dynamic stochastic models computing expectations just once
Judd, Kenneth L., (2017)
-
Numerically stable stochastic simulation approaches for solving dynamic economic models
Judd, Kenneth L., (2009)
- More ...