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~isPartOf:"Quantitative Economics"
~person:"Bugni, Federico A."
~person:"Maliar, Serguei"
~subject:"Bellman equation"
~subject:"estimation"
~type:"article"
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Bellman equation
estimation
Aiyagari model
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Euler equation
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Single-agent dynamic discrete choice models
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dynamic programming
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endogenous grid method
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Bugni, Federico A.
Maliar, Serguei
Judd, Kenneth L.
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Junior, Daniel Silva
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Komarova, Tatiana
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Quantitative Economics
Quantitative economics : QE ; journal of the Econometric Society
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Journal of economic dynamics & control
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Journal of monetary economics
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How to solve
dynamic
stochastic models computing expectations just once
Judd, Kenneth L.
;
Maliar, Lilia
;
Maliar, Serguei
; …
- In:
Quantitative Economics
8
(
2017
)
3
,
pp. 851-893
expectation functions in
dynamic
stochastic models in the initial stage of a solution procedure. This technique is very general …
Persistent link: https://www.econbiz.de/10011995505
Saved in:
2
Inference in
dynamic
discrete choice problems under local misspecification
Bugni, Federico A.
;
Ura, Takuya
- In:
Quantitative Economics
10
(
2019
)
1
,
pp. 67-103
Single-agent
dynamic
discrete choice models are typically estimated using heavily parametrized econometric frameworks …
Persistent link: https://www.econbiz.de/10012215367
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