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1
Estimating the long rate and its volatility
Annaert, Jan
;
Claes, Anouk G. P.
;
De Ceuster, Marc J.
; …
- In:
Economics letters
129
(
2015
),
pp. 100-102
Persistent link: https://www.econbiz.de/10011422029
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2
Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation
Lee, Jinhyuk
;
Seo, Kyoungwon
- In:
Economics letters
149
(
2016
),
pp. 67-70
Persistent link: https://www.econbiz.de/10011620107
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3
A fast and low computational memory algorithm for non-stochastic simulations in heterogeneous agent models
Tan, Eugene
- In:
Economics letters
193
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509085
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4
An envelope method for solving continuous-time stochastic models with occasionally binding constraints
White, Neil
- In:
Economics letters
214
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448141
Saved in:
5
Solving the Diamond-Mortensen-Pissarides model : a hybrid perturbation approach
Hänsel, Matthias
- In:
Economics letters
236
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015072242
Saved in:
6
Risk sensitive linear approximations
Solórzano Andrade, Gustavo
;
Parra-Alvarez, Juan Carlos
- In:
Economics letters
238
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015075489
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